Get IR parallel bump market data
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"bumps": [
0.8008281904610115,
0.8008281904610115
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload = { "bumps": [0.8008281904610115, 0.8008281904610115] }
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({bumps: [0.8008281904610115, 0.8008281904610115]})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'bumps' => [
0.8008281904610115,
0.8008281904610115
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload := strings.NewReader("{\n \"bumps\": [\n 0.8008281904610115,\n 0.8008281904610115\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"bumps\": [\n 0.8008281904610115,\n 0.8008281904610115\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"bumps\": [\n 0.8008281904610115,\n 0.8008281904610115\n ]\n}"
response = http.request(request)
puts response.read_body{
"bumped_mkt_data": [
{
"value": {
"credit_event_map": [
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
}
],
"correlation_fx_fx_map": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"bond_vol_surface_map": [
{
"futures_market_id": "futures_market_id"
},
{
"futures_market_id": "futures_market_id"
}
],
"discount_curve_map": [
{
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
{
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
}
],
"equity_vol_index_map": [
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"eq_asset_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"equity_vol_surface": {
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
"min_log_spot": 4.965218492984954,
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"spread_curve": {
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"spreads": [
9.965781217890562,
9.965781217890562
],
"maturities": [
5,
5
],
"spread_type": "additive",
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
"log_spot_step_size": 7.457744773683766,
"annualisation_factor": 1.4894159098541704,
"name": "name",
"max_log_spot": 1.1730742509559433,
"equity": {
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [
6,
6
],
"discount_factors": [
0.8008281904610115,
0.8008281904610115
],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [
1.4658129805029452,
1.4658129805029452
],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"div_types": [
"Regular",
"Regular"
],
"confirmed_flags": [
true,
true
],
"cash_divs": [
5.962133916683182,
5.962133916683182
],
"div_yields": [
5.637376656633329,
5.637376656633329
],
"reference_date": "2000-01-23T04:56:07.000+00:00",
"record_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"currencies": [
"currencies",
"currencies"
]
},
"name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"fx_cross_map": {
"key": {
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
},
"holiday_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
}
},
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"eq_asset_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"equity_vol_surface": {
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
"min_log_spot": 4.965218492984954,
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"spread_curve": {
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"spreads": [
9.965781217890562,
9.965781217890562
],
"maturities": [
5,
5
],
"spread_type": "additive",
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
"log_spot_step_size": 7.457744773683766,
"annualisation_factor": 1.4894159098541704,
"name": "name",
"max_log_spot": 1.1730742509559433,
"equity": {
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [
6,
6
],
"discount_factors": [
0.8008281904610115,
0.8008281904610115
],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [
1.4658129805029452,
1.4658129805029452
],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"div_types": [
"Regular",
"Regular"
],
"confirmed_flags": [
true,
true
],
"cash_divs": [
5.962133916683182,
5.962133916683182
],
"div_yields": [
5.637376656633329,
5.637376656633329
],
"reference_date": "2000-01-23T04:56:07.000+00:00",
"record_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"currencies": [
"currencies",
"currencies"
]
},
"name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"fx_cross_map": {
"key": {
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
},
"holiday_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
}
}
],
"correlation_eq_eq_map": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"swaption_vol_cube_map": [
{
"rate_asset_id": "rate_asset_id"
},
{
"rate_asset_id": "rate_asset_id"
}
],
"credit_index_correlation_map": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"fx_vol_of_var_curve_map": [
{
"fx_vol_of_var_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
{
"fx_vol_of_var_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
}
],
"cmdty_vol_surface_map": [
{
"commodity_id": {
"name": "name",
"exchange": "exchange"
}
},
{
"commodity_id": {
"name": "name",
"exchange": "exchange"
}
}
],
"ir_futures_vol_cube_map": [
{
"rate_asset_id": "rate_asset_id",
"futures_market_id": "futures_market_id"
},
{
"rate_asset_id": "rate_asset_id",
"futures_market_id": "futures_market_id"
}
],
"equity_asset_map": [
{
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [
6,
6
],
"discount_factors": [
0.8008281904610115,
0.8008281904610115
],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [
1.4658129805029452,
1.4658129805029452
],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
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"bond_identifier": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"discount_factors": [
2.8841621266687802,
2.8841621266687802
],
"currency": "currency",
"issuer_identifier": {
"code": "code",
"identifier_type": "DerivitecBondIssuerId"
},
"reference_bond_yield_curve": null,
"reference_date": "2000-01-23T04:56:07.000+00:00",
"extrapolate": true,
"seniority": "senior"
}
],
"fx_cross_map": [
{
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
},
{
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
]
},
"key": 0.8008281904610115
}
]
}Get IR parallel bump market data
POST
/
api
/
MarketData
/
GetIrParallelBumpMktData
Get IR parallel bump market data
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"bumps": [
0.8008281904610115,
0.8008281904610115
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload = { "bumps": [0.8008281904610115, 0.8008281904610115] }
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({bumps: [0.8008281904610115, 0.8008281904610115]})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'bumps' => [
0.8008281904610115,
0.8008281904610115
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload := strings.NewReader("{\n \"bumps\": [\n 0.8008281904610115,\n 0.8008281904610115\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"bumps\": [\n 0.8008281904610115,\n 0.8008281904610115\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"bumps\": [\n 0.8008281904610115,\n 0.8008281904610115\n ]\n}"
response = http.request(request)
puts response.read_body{
"bumped_mkt_data": [
{
"value": {
"credit_event_map": [
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
}
],
"correlation_fx_fx_map": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"bond_vol_surface_map": [
{
"futures_market_id": "futures_market_id"
},
{
"futures_market_id": "futures_market_id"
}
],
"discount_curve_map": [
{
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
{
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
}
],
"equity_vol_index_map": [
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"eq_asset_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"equity_vol_surface": {
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
"min_log_spot": 4.965218492984954,
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"spread_curve": {
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"spreads": [
9.965781217890562,
9.965781217890562
],
"maturities": [
5,
5
],
"spread_type": "additive",
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
"log_spot_step_size": 7.457744773683766,
"annualisation_factor": 1.4894159098541704,
"name": "name",
"max_log_spot": 1.1730742509559433,
"equity": {
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [
6,
6
],
"discount_factors": [
0.8008281904610115,
0.8008281904610115
],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [
1.4658129805029452,
1.4658129805029452
],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"div_types": [
"Regular",
"Regular"
],
"confirmed_flags": [
true,
true
],
"cash_divs": [
5.962133916683182,
5.962133916683182
],
"div_yields": [
5.637376656633329,
5.637376656633329
],
"reference_date": "2000-01-23T04:56:07.000+00:00",
"record_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"currencies": [
"currencies",
"currencies"
]
},
"name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"fx_cross_map": {
"key": {
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
},
"holiday_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
}
},
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"eq_asset_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"equity_vol_surface": {
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
"min_log_spot": 4.965218492984954,
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"spread_curve": {
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"spreads": [
9.965781217890562,
9.965781217890562
],
"maturities": [
5,
5
],
"spread_type": "additive",
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
"log_spot_step_size": 7.457744773683766,
"annualisation_factor": 1.4894159098541704,
"name": "name",
"max_log_spot": 1.1730742509559433,
"equity": {
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [
6,
6
],
"discount_factors": [
0.8008281904610115,
0.8008281904610115
],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [
1.4658129805029452,
1.4658129805029452
],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"div_types": [
"Regular",
"Regular"
],
"confirmed_flags": [
true,
true
],
"cash_divs": [
5.962133916683182,
5.962133916683182
],
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"reference_date": "2000-01-23T04:56:07.000+00:00",
"survival_probabilities": [
1.284659006116532,
1.284659006116532
],
"extrapolate": true,
"debt_type": "senior"
},
{
"issuer_id": "issuer_id",
"maturities": [
6,
6
],
"default_type": "default_type",
"currency": "currency",
"issuer_identifier": {
"code": "code",
"identifier_type": "DerivitecBondIssuerId"
},
"reference_date": "2000-01-23T04:56:07.000+00:00",
"survival_probabilities": [
1.284659006116532,
1.284659006116532
],
"extrapolate": true,
"debt_type": "senior"
}
],
"equity_vol_index_vol_surface_map": [
{
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
{
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
}
],
"commodity_map": [
{
"futures_date": "2000-01-23T04:56:07.000+00:00",
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"commodity_id": {
"name": "name",
"exchange": "exchange"
},
"fixings_by_futures_code": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 9.018348186070783,
"settlement_lag": 6,
"futures_price": 8.762042012749001,
"convenience_yield_curve": {
"commodity_id": {
"name": "name",
"exchange": "exchange"
},
"maturities": [
6,
6
],
"discount_factors": [
9.369310271410669,
9.369310271410669
],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"settlement_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
},
{
"futures_date": "2000-01-23T04:56:07.000+00:00",
"fixings": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"commodity_id": {
"name": "name",
"exchange": "exchange"
},
"fixings_by_futures_code": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 9.018348186070783,
"settlement_lag": 6,
"futures_price": 8.762042012749001,
"convenience_yield_curve": {
"commodity_id": {
"name": "name",
"exchange": "exchange"
},
"maturities": [
6,
6
],
"discount_factors": [
9.369310271410669,
9.369310271410669
],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"settlement_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
}
],
"equity_vol_surface_map": [
{
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
{
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
}
],
"correlation_eq_fx_map": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"recovery_rate_map": [
{
"value": 3.5571952270680973,
"key": "key"
},
{
"value": 3.5571952270680973,
"key": "key"
}
],
"error_message_map": {
"key": "error_message_map"
},
"credit_swaption_vol_cube_map": [
{
"credit_id": "credit_id"
},
{
"credit_id": "credit_id"
}
],
"fx_vol_surface_map": [
{
"fx_pair": "fx_pair",
"is_quoted_fx_vol": true
},
{
"fx_pair": "fx_pair",
"is_quoted_fx_vol": true
}
],
"bond_yield_curve_map": [
{
"issuer_id": "issuer_id",
"maturities": [
6,
6
],
"bond_identifier": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"discount_factors": [
2.8841621266687802,
2.8841621266687802
],
"currency": "currency",
"issuer_identifier": {
"code": "code",
"identifier_type": "DerivitecBondIssuerId"
},
"reference_bond_yield_curve": null,
"reference_date": "2000-01-23T04:56:07.000+00:00",
"extrapolate": true,
"seniority": "senior"
},
{
"issuer_id": "issuer_id",
"maturities": [
6,
6
],
"bond_identifier": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"discount_factors": [
2.8841621266687802,
2.8841621266687802
],
"currency": "currency",
"issuer_identifier": {
"code": "code",
"identifier_type": "DerivitecBondIssuerId"
},
"reference_bond_yield_curve": null,
"reference_date": "2000-01-23T04:56:07.000+00:00",
"extrapolate": true,
"seniority": "senior"
}
],
"fx_cross_map": [
{
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
},
{
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [
3,
3
],
"discount_factors": [
9.301444243932576,
9.301444243932576
],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [
2.3021358869347655,
2.3021358869347655
],
"dates": [
"dates",
"dates"
],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
]
},
"key": 0.8008281904610115
}
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
Available options:
Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core Show child attributes
Show child attributes
Example:
{
"credit_event_map": [
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
}
],
"correlation_fx_fx_map": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"bond_vol_surface_map": [
{ "futures_market_id": "futures_market_id" },
{ "futures_market_id": "futures_market_id" }
],
"discount_curve_map": [
{
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
{
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
}
],
"equity_vol_index_map": [
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"eq_asset_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"equity_vol_surface": {
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
"min_log_spot": 4.965218492984954,
"fixings": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"spread_curve": {
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"spreads": [9.965781217890562, 9.965781217890562],
"maturities": [5, 5],
"spread_type": "additive",
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
"log_spot_step_size": 7.457744773683766,
"annualisation_factor": 1.4894159098541704,
"name": "name",
"max_log_spot": 1.1730742509559433,
"equity": {
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [6, 6],
"discount_factors": [0.8008281904610115, 0.8008281904610115],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [1.4658129805029452, 1.4658129805029452],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"div_types": ["Regular", "Regular"],
"confirmed_flags": [true, true],
"cash_divs": [5.962133916683182, 5.962133916683182],
"div_yields": [5.637376656633329, 5.637376656633329],
"reference_date": "2000-01-23T04:56:07.000+00:00",
"record_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"currencies": ["currencies", "currencies"]
},
"name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"fx_cross_map": {
"key": {
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
},
"holiday_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
}
},
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
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{
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{
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{
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}
},
{
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}
}
],
"correlation_eq_fx_map": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"recovery_rate_map": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"error_message_map": { "key": "error_message_map" },
"credit_swaption_vol_cube_map": [
{ "credit_id": "credit_id" },
{ "credit_id": "credit_id" }
],
"fx_vol_surface_map": [
{
"fx_pair": "fx_pair",
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},
{
"fx_pair": "fx_pair",
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}
],
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{
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"seniority": "senior"
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{
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}
],
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{
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},
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}
}
]
}
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