> ## Documentation Index > Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt > Use this file to discover all available pages before exploring further. # Get IR parallel bump market data ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/MarketData/GetIrParallelBumpMktData openapi: 3.0.1 info: title: Derivitec Api 1.0 version: '1.0' servers: - description: Derivitec Server url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] paths: /api/MarketData/GetIrParallelBumpMktData: post: tags: - MarketData summary: Get IR parallel bump market data operationId: GetIrParallelBumpMktData requestBody: content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetIrParallelBumpMktDataRequest' application/json: schema: $ref: '#/components/schemas/ApiGetIrParallelBumpMktDataRequest' text/json: schema: $ref: '#/components/schemas/ApiGetIrParallelBumpMktDataRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetIrParallelBumpMktDataRequest' responses: '200': content: application/json: schema: $ref: '#/components/schemas/ApiGetIrParallelBumpMktDataResponse' description: Success '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetIrParallelBumpMktDataRequest: example: bumps: - 0.8008281904610115 - 0.8008281904610115 mkt_data_container: 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' - '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 - 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 equity_vol_of_var_curve_map: - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec calendar_map: - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true pricing_date: pricing_date rate_asset_map: - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 survival_curve_map: - 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 - 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 properties: bumps: items: format: double type: number nullable: true type: array mkt_data_container: $ref: '#/components/schemas/MktDataContainerExternal' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core required: - $type type: object ApiGetIrParallelBumpMktDataResponse: example: 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' - '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 - 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 equity_vol_of_var_curve_map: - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec calendar_map: - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true pricing_date: pricing_date rate_asset_map: - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 survival_curve_map: - 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 - 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 - 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' - '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 - 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 equity_vol_of_var_curve_map: - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec calendar_map: - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true pricing_date: pricing_date rate_asset_map: - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 survival_curve_map: - 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 - 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 properties: is_success: type: boolean error_messages: items: type: string nullable: true type: array bumped_mkt_data: items: $ref: '#/components/schemas/DoubleMktDataContainerExternalKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataResponse, Derivitec.Web.Core required: - $type type: object MktDataContainerExternal: 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 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' - '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 - 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 equity_vol_of_var_curve_map: - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec calendar_map: - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true pricing_date: pricing_date rate_asset_map: - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 survival_curve_map: - 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 - 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 properties: equity_asset_map: items: $ref: '#/components/schemas/Equity' nullable: true type: array equity_vol_surface_map: items: $ref: '#/components/schemas/EquityVolSurface' nullable: true type: array equity_vol_of_var_curve_map: items: $ref: '#/components/schemas/EquityVolOfVarCurve' nullable: true type: array fx_vol_of_var_curve_map: items: $ref: '#/components/schemas/FxVolOfVarCurve' nullable: true type: array equity_vol_index_vol_surface_map: items: $ref: '#/components/schemas/EquityVolIndexVolSurface' nullable: true type: array equity_vol_index_map: items: $ref: '#/components/schemas/EquityVolIndex' nullable: true type: array calendar_map: items: $ref: '#/components/schemas/Calendar' nullable: true type: array commodity_map: items: $ref: '#/components/schemas/Commodity' nullable: true type: array discount_curve_map: items: $ref: '#/components/schemas/DiscountCurve' nullable: true type: array correlation_eq_fx_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array correlation_eq_eq_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array correlation_fx_fx_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array survival_curve_map: items: $ref: '#/components/schemas/SurvivalCurve' nullable: true type: array recovery_rate_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array bond_yield_curve_map: items: $ref: '#/components/schemas/BondYieldCurve' nullable: true type: array cmdty_vol_surface_map: items: $ref: '#/components/schemas/CmdtyVolSurface' nullable: true type: array fx_cross_map: items: $ref: '#/components/schemas/FxCross' nullable: true type: array fx_vol_surface_map: items: $ref: '#/components/schemas/FxVolSurface' nullable: true type: array pricing_date: type: string rate_asset_map: items: $ref: '#/components/schemas/RateAsset' nullable: true type: array swaption_vol_cube_map: items: $ref: '#/components/schemas/SwaptionVolCube' nullable: true type: array bond_vol_surface_map: items: $ref: '#/components/schemas/BondVolSurface' nullable: true type: array credit_swaption_vol_cube_map: items: $ref: '#/components/schemas/CreditSwaptionVolCube' nullable: true type: array ir_futures_vol_cube_map: items: $ref: '#/components/schemas/IrFuturesVolCube' nullable: true type: array credit_index_correlation_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array credit_event_map: items: $ref: '#/components/schemas/CreditEvent' nullable: true type: array error_message_map: additionalProperties: nullable: true type: string nullable: true type: object $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core required: - $type type: object DoubleMktDataContainerExternalKeyValuePair: example: 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' - '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 - 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 equity_vol_of_var_curve_map: - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec calendar_map: - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true pricing_date: pricing_date rate_asset_map: - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 - index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 survival_curve_map: - 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 - 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 properties: key: format: double type: number value: $ref: '#/components/schemas/MktDataContainerExternal' type: object Equity: example: 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 properties: provider_id: nullable: true type: string reference_date: format: date-time type: string borrow_curve: $ref: '#/components/schemas/BorrowCurve' dividends: $ref: '#/components/schemas/Dividends' fixings: $ref: '#/components/schemas/Fixings' futures_date: format: date-time type: string futures_price: format: double type: number fx_cross_map: additionalProperties: $ref: '#/components/schemas/FxCross' nullable: true type: object holiday_calendar: $ref: '#/components/schemas/Calendar' name: $ref: '#/components/schemas/InstrumentIdentifier' roll_fixing: format: double type: number settlement_lag: format: int32 type: integer yield_curve: $ref: '#/components/schemas/DiscountCurve' $type: type: string enum: - Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core required: - $type type: object EquityVolSurface: example: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array asset_name: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core required: - $type type: object EquityVolOfVarCurve: example: eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string spot_ref: format: double nullable: true type: number vols: items: format: double type: number nullable: true type: array eq_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core required: - $type type: object FxVolOfVarCurve: example: fx_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string spot_ref: format: double nullable: true type: number vols: items: format: double type: number nullable: true type: array fx_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolOfVarCurve, Derivitec.Web.Core required: - $type type: object EquityVolIndexVolSurface: example: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core required: - $type type: object EquityVolIndex: example: 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 properties: provider_id: nullable: true type: string reference_date: format: date-time type: string annualisation_factor: format: double type: number days_to_maturity: format: int32 type: integer eq_asset_id: $ref: '#/components/schemas/InstrumentIdentifier' equity: $ref: '#/components/schemas/Equity' equity_vol_surface: $ref: '#/components/schemas/EquityVolSurface' eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' fixings: $ref: '#/components/schemas/Fixings' log_spot_step_size: format: double type: number max_log_spot: format: double type: number min_log_spot: format: double type: number name: nullable: true type: string spread_curve: $ref: '#/components/schemas/EquityVolIndexSpreadCurve' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core required: - $type type: object Calendar: discriminator: mapping: Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core: '#/components/schemas/CalendarMintlifyShape' Derivitec.Web.Core.StaticData.CalendarIntersection, Derivitec.Web.Core: '#/components/schemas/CalendarIntersection' Derivitec.Web.Core.StaticData.CalendarUnion, Derivitec.Web.Core: '#/components/schemas/CalendarUnion' propertyName: $type oneOf: - $ref: '#/components/schemas/CalendarMintlifyShape' - $ref: '#/components/schemas/CalendarIntersection' - $ref: '#/components/schemas/CalendarUnion' Commodity: example: 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 properties: provider_id: nullable: true type: string reference_date: format: date-time type: string commodity_id: $ref: '#/components/schemas/CommodityId' convenience_yield_curve: $ref: '#/components/schemas/ConvenienceYieldCurve' discount_curve: $ref: '#/components/schemas/DiscountCurve' fixings: $ref: '#/components/schemas/Fixings' futures_date: format: date-time type: string futures_price: format: double type: number roll_fixing: format: double type: number settlement_calendar: $ref: '#/components/schemas/Calendar' settlement_lag: format: int32 type: integer fixings_by_futures_code: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core required: - $type type: object DiscountCurve: example: 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' properties: provider_id: nullable: true type: string currency: nullable: true type: string curve_name: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean maturities: items: format: int32 type: integer nullable: true type: array value_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core required: - $type type: object StringDoubleKeyValuePair: example: value: 3.5571952270680973 key: key properties: key: nullable: true type: string value: format: double type: number type: object SurvivalCurve: example: 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 properties: provider_id: nullable: true type: string currency: nullable: true type: string debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string default_type: nullable: true type: string extrapolate: type: boolean issuer_id: nullable: true type: string issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string survival_probabilities: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core required: - $type type: object BondYieldCurve: example: 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 properties: provider_id: nullable: true type: string currency: nullable: true type: string seniority: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean issuer_id: nullable: true type: string issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: items: format: int32 type: integer nullable: true type: array reference_bond_yield_curve: $ref: '#/components/schemas/BondYieldCurve' reference_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core required: - $type type: object CmdtyVolSurface: example: commodity_id: name: name exchange: exchange properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array commodity_id: $ref: '#/components/schemas/CommodityId' $type: type: string enum: - Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core required: - $type type: object FxCross: example: 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 properties: provider_id: nullable: true type: string reference_date: format: date-time type: string domestic_discount_curve: $ref: '#/components/schemas/DiscountCurve' fixings_by_source: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array high_fixings_by_source: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array low_fixings_by_source: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array fx_pair: nullable: true type: string roll_fixing: format: double type: number settlement: $ref: '#/components/schemas/FxSettlement' spot: format: double type: number foreign_discount_curve: $ref: '#/components/schemas/DiscountCurve' is_quoted_fx_cross: type: boolean $type: type: string enum: - Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core required: - $type type: object FxVolSurface: example: fx_pair: fx_pair is_quoted_fx_vol: true properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array fx_pair: nullable: true type: string is_quoted_fx_vol: type: boolean $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core required: - $type type: object RateAsset: example: index_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' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 properties: provider_id: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string currency: nullable: true type: string currency_calendar: $ref: '#/components/schemas/Calendar' day_count_convention: $ref: '#/components/schemas/DayCountConventionBase' end_to_end: type: boolean fixing_calendar: $ref: '#/components/schemas/Calendar' fixing_to_value_date_offset: format: int32 type: integer index_curve: $ref: '#/components/schemas/DiscountCurve' name: nullable: true type: string rate_fixings: $ref: '#/components/schemas/Fixings' rate_tenor: $ref: '#/components/schemas/Tenor' reference_date: format: date-time type: string type: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.RateAsset, Derivitec.Web.Core required: - $type type: object SwaptionVolCube: example: rate_asset_id: rate_asset_id properties: provider_id: nullable: true type: string alphas: items: items: format: double type: number type: array nullable: true type: array benchmark_forward_swap_rates: items: items: format: double type: number type: array nullable: true type: array benchmark_option_maturities: items: format: int32 type: integer nullable: true type: array benchmark_swap_tenors: items: format: int32 type: integer nullable: true type: array betas: items: items: format: double type: number type: array nullable: true type: array nus: items: items: format: double type: number type: array nullable: true type: array reference_date: format: date-time type: string rhos: items: items: format: double type: number type: array nullable: true type: array shifts: items: items: format: double type: number type: array nullable: true type: array fitted_vol_type: enum: - black - bachelier type: string rate_asset_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core required: - $type type: object BondVolSurface: example: futures_market_id: futures_market_id properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array futures_market_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core required: - $type type: object CreditSwaptionVolCube: example: credit_id: credit_id properties: provider_id: nullable: true type: string alphas: items: items: format: double type: number type: array nullable: true type: array benchmark_forward_swap_rates: items: items: format: double type: number type: array nullable: true type: array benchmark_option_maturities: items: format: int32 type: integer nullable: true type: array benchmark_swap_tenors: items: format: int32 type: integer nullable: true type: array betas: items: items: format: double type: number type: array nullable: true type: array nus: items: items: format: double type: number type: array nullable: true type: array reference_date: format: date-time type: string rhos: items: items: format: double type: number type: array nullable: true type: array shifts: items: items: format: double type: number type: array nullable: true type: array fitted_vol_type: enum: - black - bachelier type: string credit_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core required: - $type type: object IrFuturesVolCube: example: rate_asset_id: rate_asset_id futures_market_id: futures_market_id properties: provider_id: nullable: true type: string alphas: items: items: format: double type: number type: array nullable: true type: array benchmark_forward_swap_rates: items: items: format: double type: number type: array nullable: true type: array benchmark_option_maturities: items: format: int32 type: integer nullable: true type: array benchmark_swap_tenors: items: format: int32 type: integer nullable: true type: array betas: items: items: format: double type: number type: array nullable: true type: array nus: items: items: format: double type: number type: array nullable: true type: array reference_date: format: date-time type: string rhos: items: items: format: double type: number type: array nullable: true type: array shifts: items: items: format: double type: number type: array nullable: true type: array fitted_vol_type: enum: - black - bachelier type: string futures_market_id: nullable: true type: string rate_asset_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core required: - $type type: object CreditEvent: example: 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' properties: provider_id: nullable: true type: string issuer_id: nullable: true type: string recovery_rate: format: double type: number recovery_rate_by_bond_id: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array reference_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core required: - $type type: object BorrowCurve: example: 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' properties: provider_id: nullable: true type: string asset_name: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean maturities: items: format: int32 type: integer nullable: true type: array value_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core required: - $type type: object Dividends: example: 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 properties: all_in_rates: items: format: double type: number nullable: true type: array cash_divs: items: format: double type: number nullable: true type: array confirmed_flags: items: type: boolean nullable: true type: array currencies: items: type: string nullable: true type: array declared_dates: items: format: date-time type: string nullable: true type: array div_types: items: enum: - Regular - Extraordinary - Scrip type: string nullable: true type: array div_yields: items: format: double type: number nullable: true type: array ex_dates: items: format: date-time type: string nullable: true type: array pay_dates: items: format: date-time type: string nullable: true type: array record_dates: items: format: date-time type: string nullable: true type: array reference_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core required: - $type type: object Fixings: example: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id properties: asset_id: nullable: true type: string dates: items: type: string nullable: true type: array values: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core required: - $type type: object InstrumentIdentifier: example: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: code: nullable: true type: string identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - NotSet type: string market_identification_code: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core required: - $type type: object EquityVolIndexSpreadCurve: example: 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' properties: eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string spreads: items: format: double type: number nullable: true type: array spread_type: enum: - additive - multiplicative - not_set type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurve, Derivitec.Web.Core required: - $type type: object CalendarMintlifyShape: example: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true properties: holidays: items: format: date-time type: string nullable: true type: array include_weekends: type: boolean name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core required: - $type type: object CalendarIntersection: properties: holidays: items: format: date-time type: string nullable: true type: array include_weekends: type: boolean name: nullable: true type: string calendars: items: $ref: '#/components/schemas/Calendar' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CalendarIntersection, Derivitec.Web.Core required: - $type type: object CalendarUnion: properties: holidays: items: format: date-time type: string nullable: true type: array include_weekends: type: boolean name: nullable: true type: string calendars: items: $ref: '#/components/schemas/Calendar' nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.StaticData.CalendarUnion, Derivitec.Web.Core required: - $type type: object CommodityId: example: name: name exchange: exchange properties: name: nullable: true type: string exchange: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core required: - $type type: object ConvenienceYieldCurve: example: 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' properties: provider_id: nullable: true type: string commodity_id: $ref: '#/components/schemas/CommodityId' discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean maturities: items: format: int32 type: integer nullable: true type: array value_date: format: date-time type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ConvenienceYieldCurve, Derivitec.Web.Core required: - $type type: object StringFixingsKeyValuePair: example: value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key properties: key: nullable: true type: string value: $ref: '#/components/schemas/Fixings' type: object IssuerIdentifier: example: code: code identifier_type: DerivitecBondIssuerId properties: code: nullable: true type: string identifier_type: enum: - DerivitecBondIssuerId - ReutersOrgId - ShortName - Lei - RedCode - MarkitTicker - ReutersIssuerId - CBondsIssuerId - PermId - BloombergCompanyId - NotSet type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core required: - $type type: object FxSettlement: example: 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 properties: domestic_calendar: $ref: '#/components/schemas/Calendar' foreign_calendar: $ref: '#/components/schemas/Calendar' is_special_lat_am_cross: type: boolean settlement_lag: format: int32 type: integer usd_calendar: $ref: '#/components/schemas/Calendar' $type: type: string enum: - Derivitec.Web.Core.StaticData.FxSettlement, Derivitec.Web.Core required: - $type type: object DayCountConventionBase: discriminator: mapping: Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core: '#/components/schemas/DayCountConventionBaseMintlifyShape' Derivitec.Web.Core.StaticData.Actual360, Derivitec.Web.Core: '#/components/schemas/Actual360' Derivitec.Web.Core.StaticData.Actual365, Derivitec.Web.Core: '#/components/schemas/Actual365' Derivitec.Web.Core.StaticData.ActualActual, Derivitec.Web.Core: '#/components/schemas/ActualActual' Derivitec.Web.Core.StaticData.ActualActualAFB, Derivitec.Web.Core: '#/components/schemas/ActualActualAFB' Derivitec.Web.Core.StaticData.NL365, Derivitec.Web.Core: '#/components/schemas/NL365' Derivitec.Web.Core.StaticData.Thirty360, Derivitec.Web.Core: '#/components/schemas/Thirty360' Derivitec.Web.Core.StaticData.ThirtyE360, Derivitec.Web.Core: '#/components/schemas/ThirtyE360' Derivitec.Web.Core.StaticData.ThirtyE360Isda, Derivitec.Web.Core: '#/components/schemas/ThirtyE360Isda' Derivitec.Web.Core.StaticData.ThirtyU360, Derivitec.Web.Core: '#/components/schemas/ThirtyU360' propertyName: $type oneOf: - $ref: '#/components/schemas/DayCountConventionBaseMintlifyShape' - $ref: '#/components/schemas/Actual360' - $ref: '#/components/schemas/Actual365' - $ref: '#/components/schemas/ActualActual' - $ref: '#/components/schemas/ActualActualAFB' - $ref: '#/components/schemas/NL365' - $ref: '#/components/schemas/Thirty360' - $ref: '#/components/schemas/ThirtyE360' - $ref: '#/components/schemas/ThirtyE360Isda' - $ref: '#/components/schemas/ThirtyU360' Tenor: example: tenor_string: tenor_string properties: tenor_string: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core required: - $type type: object DayCountConventionBaseMintlifyShape: example: name: name properties: name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core required: - $type type: object Actual360: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual360, Derivitec.Web.Core Actual365: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual365, Derivitec.Web.Core ActualActual: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActual, Derivitec.Web.Core ActualActualAFB: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActualAFB, Derivitec.Web.Core NL365: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.NL365, Derivitec.Web.Core Thirty360: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Thirty360, Derivitec.Web.Core ThirtyE360: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360, Derivitec.Web.Core ThirtyE360Isda: properties: name: nullable: true type: string last_coupon: type: boolean $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360Isda, Derivitec.Web.Core required: - $type type: object ThirtyU360: properties: name: nullable: true type: string end_of_month: type: boolean $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyU360, Derivitec.Web.Core required: - $type type: object securitySchemes: oauth2: description: >- OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header flows: implicit: authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize scopes: {} type: oauth2 apikey: description: API-Key requested via the site and provided as a header in: header name: x-api-key type: apiKey ````