Skip to main content
POST
Retrieve FX volatility surfaces for market dates.

Authorizations

Authorization
string
header
required

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

Body

The query payload. FxPairs must be non-empty, MarketDates must be supplied as ISO 8601 date/time values, and ProviderId optionally identifies the source provider.

Queries FX volatility surfaces by currency pair and market date.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetFxVolSurfacesRequest, Derivitec.Web.Core
market_data_environment_name
string | null

Name of the market-data environment to use. Supply either this name or provider_id, not both.

Example:

"Example market data"

provider_id
string | null

Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.

fx_pairs
string[] | null

FX pairs that narrow the FX volatility surfaces operation.

market_dates
string<date-time>[] | null

Market dates on which FX volatility surfaces are requested.

Response

Returns the available FX volatility surfaces and any pair, date, or provider lookup errors.

Returns FX volatility surfaces and query errors.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetFxVolSurfacesResponse, 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.

fx_vol_surfaces
object[] | null

FX volatility surfaces returned by the query.