Retrieve bond yield curves for market dates.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"bond_yield_curve_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core",
"currency": "<string>",
"issuer": "<string>",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"market_dates": [
"2023-11-07T05:31:56Z"
],
"fallback_on_derivitec_data": true
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"bond_yield_curve_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core",
"currency": "<string>",
"issuer": "<string>",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"market_dates": ["2023-11-07T05:31:56Z"],
"fallback_on_derivitec_data": 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.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
bond_yield_curve_ids: [
{
$type: 'Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core',
currency: '<string>',
issuer: '<string>',
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
}
],
market_dates: ['2023-11-07T05:31:56Z'],
fallback_on_derivitec_data: true
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves', 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/GetBondYieldCurves",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'bond_yield_curve_ids' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core',
'currency' => '<string>',
'issuer' => '<string>',
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
]
]
],
'market_dates' => [
'2023-11-07T05:31:56Z'
],
'fallback_on_derivitec_data' => 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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"bond_yield_curve_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core\",\n \"currency\": \"<string>\",\n \"issuer\": \"<string>\",\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ],\n \"fallback_on_derivitec_data\": 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/GetBondYieldCurves")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"bond_yield_curve_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core\",\n \"currency\": \"<string>\",\n \"issuer\": \"<string>\",\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ],\n \"fallback_on_derivitec_data\": true\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"bond_yield_curve_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core\",\n \"currency\": \"<string>\",\n \"issuer\": \"<string>\",\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ],\n \"fallback_on_derivitec_data\": true\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"bond_yield_curves": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"seniority": "senior",
"discount_factors": [
123
],
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_bond_yield_curve": "<unknown>",
"reference_date": "2023-11-07T05:31:56Z",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
]
}Retrieve bond yield curves for market dates.
Use this operation to retrieve issuer yield curves identified by issuer, ISO currency, debt seniority,
and optional bond identifier. Maturities are returned as day offsets with dimensionless discount factors.
Results use the selected provider and caller organisation; FallbackOnDerivitecData defaults to
false and, when true, also permits shared Derivitec curves. Unknown issuers and unavailable curve/date
combinations are reported while other curves can still be returned.
POST
/
api
/
MarketData
/
GetBondYieldCurves
Retrieve bond yield curves for market dates.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"bond_yield_curve_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core",
"currency": "<string>",
"issuer": "<string>",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"market_dates": [
"2023-11-07T05:31:56Z"
],
"fallback_on_derivitec_data": true
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"bond_yield_curve_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core",
"currency": "<string>",
"issuer": "<string>",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"market_dates": ["2023-11-07T05:31:56Z"],
"fallback_on_derivitec_data": 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.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
bond_yield_curve_ids: [
{
$type: 'Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core',
currency: '<string>',
issuer: '<string>',
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
}
],
market_dates: ['2023-11-07T05:31:56Z'],
fallback_on_derivitec_data: true
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves', 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/GetBondYieldCurves",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'bond_yield_curve_ids' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core',
'currency' => '<string>',
'issuer' => '<string>',
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
]
]
],
'market_dates' => [
'2023-11-07T05:31:56Z'
],
'fallback_on_derivitec_data' => 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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"bond_yield_curve_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core\",\n \"currency\": \"<string>\",\n \"issuer\": \"<string>\",\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ],\n \"fallback_on_derivitec_data\": 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/GetBondYieldCurves")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"bond_yield_curve_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core\",\n \"currency\": \"<string>\",\n \"issuer\": \"<string>\",\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ],\n \"fallback_on_derivitec_data\": true\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetBondYieldCurves")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"bond_yield_curve_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondYieldCurveId, Derivitec.Web.Core\",\n \"currency\": \"<string>\",\n \"issuer\": \"<string>\",\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ],\n \"fallback_on_derivitec_data\": true\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"bond_yield_curves": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"seniority": "senior",
"discount_factors": [
123
],
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_bond_yield_curve": "<unknown>",
"reference_date": "2023-11-07T05:31:56Z",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
The query payload. BondYieldCurveIds and date-only MarketDates must be non-empty. Provide either ProviderId or MarketDataEnvironmentName, not both; omitting both selects the caller's organisation scope.
Queries selected bond yield curves across market dates, with an optional shared-data fallback.
Available options:
Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
Example:
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
Bond yield curve IDs selecting the requested bond yield curves.
Show child attributes
Show child attributes
Market dates on which bond yield curves are requested.
Whether the lookup may fall back to the alternative Derivitec data source.
Response
Returns available bond yield curves and errors for invalid provider scope, unknown issuers, or unavailable curves on requested dates.
Returns issuer bond yield curves and query errors.
Available options:
Derivitec.Web.Core.MarketData.ApiGetBondYieldCurvesResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
Example:
true
Messages explaining operation-level failures. The collection is empty by default.
Issuer bond yield curves returned by the query.
Show child attributes
Show child attributes
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