Retrieve a borrow curve for one equity.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core",
  "identifier": {
    "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
    "code": "<string>",
    "market_identification_code": "<string>"
  },
  "market_date": "2023-11-07T05:31:56Z",
  "provider_id": "<string>",
  "market_data_environment_names": [
    "<string>"
  ],
  "market_data_environment_name": "Example market data",
  "return_forward_rates": true
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core",
    "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "market_identification_code": "<string>"
    },
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data",
    "return_forward_rates": True
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core',
    identifier: {
      $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
      code: '<string>',
      market_identification_code: '<string>'
    },
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data',
    return_forward_rates: true
  })
};

fetch('https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core',
    'identifier' => [
        '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        'code' => '<string>',
        'market_identification_code' => '<string>'
    ],
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data',
    'return_forward_rates' => true
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"return_forward_rates\": true\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"return_forward_rates\": true\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"return_forward_rates\": true\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "curve_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.YieldCurvePoint, Derivitec.Web.Core",
      "expiry": "2023-11-07T05:31:56Z",
      "maturity": 123,
      "rate": 123,
      "fitted_instrument_name": "<string>",
      "fitted_instrument_rate": 123
    }
  ],
  "additional_standardised_curve_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.YieldCurvePoint, Derivitec.Web.Core",
      "expiry": "2023-11-07T05:31:56Z",
      "maturity": 123,
      "rate": 123,
      "fitted_instrument_name": "<string>",
      "fitted_instrument_rate": 123
    }
  ]
}

Retrieve a borrow curve for one equity.

Use this operation to retrieve a borrow curve on one market date. The response contains maturity day offsets, expiry dates, and either forward rates or zero rates. The operation also supplies standardised boundary points when the requested curve has no point at day 1 or day 3650. This single-curve action only forwards environment-name selection; use GetBorrowCurves when selecting the source by provider ID.

POST

api

MarketData

GetBorrowCurve

Retrieve a borrow curve for one equity.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core",
  "identifier": {
    "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
    "code": "<string>",
    "market_identification_code": "<string>"
  },
  "market_date": "2023-11-07T05:31:56Z",
  "provider_id": "<string>",
  "market_data_environment_names": [
    "<string>"
  ],
  "market_data_environment_name": "Example market data",
  "return_forward_rates": true
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core",
    "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "market_identification_code": "<string>"
    },
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data",
    "return_forward_rates": True
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core',
    identifier: {
      $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
      code: '<string>',
      market_identification_code: '<string>'
    },
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data',
    return_forward_rates: true
  })
};

fetch('https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core',
    'identifier' => [
        '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        'code' => '<string>',
        'market_identification_code' => '<string>'
    ],
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data',
    'return_forward_rates' => true
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"return_forward_rates\": true\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"return_forward_rates\": true\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurve")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"return_forward_rates\": true\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "curve_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.YieldCurvePoint, Derivitec.Web.Core",
      "expiry": "2023-11-07T05:31:56Z",
      "maturity": 123,
      "rate": 123,
      "fitted_instrument_name": "<string>",
      "fitted_instrument_rate": 123
    }
  ],
  "additional_standardised_curve_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.YieldCurvePoint, Derivitec.Web.Core",
      "expiry": "2023-11-07T05:31:56Z",
      "maturity": 123,
      "rate": 123,
      "fitted_instrument_name": "<string>",
      "fitted_instrument_rate": 123
    }
  ]
}

Authorizations

Authorization

string

header

required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

The query payload. Supply one equity Identifier, a date-only MarketDate, and optional MarketDataEnvironmentName or MarketDataEnvironmentNames; inherited ProviderId is not used by this action. ReturnForwardRates defaults to true, while false requests zero rates.

Selects a borrow curve and chooses forward-rate or zero-rate output.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataRequest, Derivitec.Web.Core

identifier

object

Instrument code qualified by an identifier namespace and optional market code.

Option 1
Option 2

Show child attributes

market_date

string<date-time>

Market date used by the derived request.

provider_id

string | null

Opaque identifier of a single market-data provider to use instead of either environment-name option.

entity_access_type

enum<string>

Access classification associated with the selected market-data environment.

Available options:

view,

edit,

owner,

blocked

market_data_environment_names

string[] | null

Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.

market_data_environment_name

string | null

Single market-data environment name to use instead of market_data_environment_names or provider_id.

Example:

"Example market data"

return_forward_rates

boolean

True requests forward rates and false requests zero rates; defaults to true.

Response

Returns the requested curve points, standardised boundary points where applicable, and errors for an unsupported identifier or unavailable curve.

Returns the requested borrow curve plus standardized boundary points.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetBorrowCurveDataResponse, Derivitec.Web.Core

is_success

boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages

string[] | null

Messages explaining operation-level failures. The collection is empty by default.

curve_data

object[] | null

Borrow curve in the requested forward-rate or zero-rate representation.

Show child attributes

additional_standardised_curve_data

object[] | null

Optional day-one or day-3650 boundary points returned when the curve does not already reach those maturities.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve a borrow curve for one equity.

Authorizations

Body

Response