Retrieve borrow curves for multiple equities.

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

import requests

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

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core",
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data",
    "identifiers": [
        {
            "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
            "code": "<string>",
            "market_identification_code": "<string>"
        }
    ],
    "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.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core',
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data',
    identifiers: [
      {
        $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        code: '<string>',
        market_identification_code: '<string>'
      }
    ],
    return_forward_rates: true
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurves",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core',
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data',
    'identifiers' => [
        [
                '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
                'code' => '<string>',
                'market_identification_code' => '<string>'
        ]
    ],
    '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/GetBorrowCurves"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\",\n      \"market_identification_code\": \"<string>\"\n    }\n  ],\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/GetBorrowCurves")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\",\n      \"market_identification_code\": \"<string>\"\n    }\n  ],\n  \"return_forward_rates\": true\n}")
  .asString();

require 'uri'
require 'net/http'

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

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  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\",\n      \"market_identification_code\": \"<string>\"\n    }\n  ],\n  \"return_forward_rates\": true\n}"

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

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

POST

api

MarketData

GetBorrowCurves

Retrieve borrow curves for multiple equities.

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

import requests

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

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core",
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data",
    "identifiers": [
        {
            "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
            "code": "<string>",
            "market_identification_code": "<string>"
        }
    ],
    "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.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core',
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data',
    identifiers: [
      {
        $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        code: '<string>',
        market_identification_code: '<string>'
      }
    ],
    return_forward_rates: true
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetBorrowCurves",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core',
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data',
    'identifiers' => [
        [
                '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
                'code' => '<string>',
                'market_identification_code' => '<string>'
        ]
    ],
    '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/GetBorrowCurves"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\",\n      \"market_identification_code\": \"<string>\"\n    }\n  ],\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/GetBorrowCurves")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\",\n      \"market_identification_code\": \"<string>\"\n    }\n  ],\n  \"return_forward_rates\": true\n}")
  .asString();

require 'uri'
require 'net/http'

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

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  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\",\n      \"market_identification_code\": \"<string>\"\n    }\n  ],\n  \"return_forward_rates\": true\n}"

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

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "curve_data": [
    {
      "key": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "identifier_type": "Derivitec",
        "market_identification_code": "<string>"
      },
      "value": [
        {
          "$type": "Derivitec.Web.Core.MarketData.YieldCurvePoint, Derivitec.Web.Core",
          "expiry": "2023-11-07T05:31:56Z",
          "maturity": 123,
          "rate": 123,
          "fitted_instrument_name": "<string>",
          "fitted_instrument_rate": 123
        }
      ]
    }
  ],
  "additional_standardised_curve_data": [
    {
      "key": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "identifier_type": "Derivitec",
        "market_identification_code": "<string>"
      },
      "value": [
        {
          "$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. Identifiers must not be null, MarketDate is interpreted as a date only, and provider or environment fields select the source; ReturnForwardRates defaults to true, while false requests zero rates.

Selects multiple borrow curves and chooses forward-rate or zero-rate output.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataRequest, Derivitec.Web.Core

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"

identifiers

object[] | null

Instrument selectors whose borrow curves are requested.

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

Option 1
Option 2

Show child attributes

return_forward_rates

boolean

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

Response

Returns available curves and any additional day-1 or day-3650 boundary points, keyed by input identifier, together with missing-curve errors.

Returns requested borrow curves plus standardized boundary points.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetBorrowCurvesDataResponse, 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 curves in the requested forward-rate or zero-rate representation.

Show child attributes

additional_standardised_curve_data

object[] | null

Any day-one or day-3650 boundary points added for each curve that does not already reach those maturities.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve borrow curves for multiple equities.

Authorizations

Body

Response