Run a credit swaption volatility-cube lookup.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core",
"market_date": "2023-11-07T05:31:56Z",
"strike_spreads": [
123
],
"include_sabr_parameters": true,
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"credit_index_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"strike_prices": [
123
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core",
"market_date": "2023-11-07T05:31:56Z",
"strike_spreads": [123],
"include_sabr_parameters": True,
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"credit_index_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"strike_prices": [123]
}
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.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core',
market_date: '2023-11-07T05:31:56Z',
strike_spreads: [123],
include_sabr_parameters: true,
market_data_environment_name: 'Example market data',
provider_id: '<string>',
credit_index_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
strike_prices: [123]
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData', 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/GetCreditSwaptionVolCubeData",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core',
'market_date' => '2023-11-07T05:31:56Z',
'strike_spreads' => [
123
],
'include_sabr_parameters' => true,
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'credit_index_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'strike_prices' => [
123
]
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"strike_spreads\": [\n 123\n ],\n \"include_sabr_parameters\": true,\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"credit_index_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"strike_prices\": [\n 123\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"strike_spreads\": [\n 123\n ],\n \"include_sabr_parameters\": true,\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"credit_index_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"strike_prices\": [\n 123\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"strike_spreads\": [\n 123\n ],\n \"include_sabr_parameters\": true,\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"credit_index_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"strike_prices\": [\n 123\n ]\n}"
response = http.request(request)
puts response.read_bodyRun a credit swaption volatility-cube lookup.
Use this operation to process a credit-index swaption volatility request for a market date. The lookup uses the selected provider and caller organisation, with optional strike spreads and SABR parameters. A credit index identifier and at least one strike price are required. The operation does not change stored data and waits for processing to complete, but the current endpoint does not return a response body containing the retrieved cube or processing errors.
POST
/
api
/
MarketData
/
GetCreditSwaptionVolCubeData
Run a credit swaption volatility-cube lookup.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core",
"market_date": "2023-11-07T05:31:56Z",
"strike_spreads": [
123
],
"include_sabr_parameters": true,
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"credit_index_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"strike_prices": [
123
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core",
"market_date": "2023-11-07T05:31:56Z",
"strike_spreads": [123],
"include_sabr_parameters": True,
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"credit_index_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"strike_prices": [123]
}
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.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core',
market_date: '2023-11-07T05:31:56Z',
strike_spreads: [123],
include_sabr_parameters: true,
market_data_environment_name: 'Example market data',
provider_id: '<string>',
credit_index_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
strike_prices: [123]
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData', 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/GetCreditSwaptionVolCubeData",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core',
'market_date' => '2023-11-07T05:31:56Z',
'strike_spreads' => [
123
],
'include_sabr_parameters' => true,
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'credit_index_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'strike_prices' => [
123
]
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"strike_spreads\": [\n 123\n ],\n \"include_sabr_parameters\": true,\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"credit_index_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"strike_prices\": [\n 123\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"strike_spreads\": [\n 123\n ],\n \"include_sabr_parameters\": true,\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"credit_index_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"strike_prices\": [\n 123\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetCreditSwaptionVolCubeData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"strike_spreads\": [\n 123\n ],\n \"include_sabr_parameters\": true,\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"credit_index_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"strike_prices\": [\n 123\n ]\n}"
response = http.request(request)
puts response.read_bodyAuthorizations
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. Supply CreditIndexIdentifier, required MarketDate, and non-empty StrikePrices; optional StrikeSpreads, IncludeSabrParameters, and provider/environment fields control processing detail and source scope. This endpoint does not return the processed cube.
Queries a credit-swaption volatility cube by credit index, market date, and strike coordinates.
Available options:
Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest, Derivitec.Web.Core Market date of the requested volatility cube.
Strike-spread coordinates requested from the volatility cube.
Whether the lookup requests fitted SABR parameter detail; this selector does not guarantee a response body.
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.
Instrument code qualified by an identifier namespace and optional market code.
- Option 1
- Option 2
Show child attributes
Show child attributes
Strike-price coordinates requested from the volatility cube.
Response
Indicates that the credit swaption volatility-cube request completed without a response body.
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