> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Run 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.



## OpenAPI

````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/MarketData/GetCreditSwaptionVolCubeData
openapi: 3.0.4
info:
  title: Derivitec Api 1.0
  version: '1.0'
servers:
  - url: https://api.riskportal.activeviam.com
security:
  - oauth2: []
  - apikey: []
tags:
  - name: AdminUser
  - name: AtotiReport
  - name: AtotiSession
  - name: BloombergOAuth
  - name: Bond
  - name: BondYieldCurvePage
  - name: BookAccess
  - name: Books
  - name: Commodity
  - name: Counterparties
  - name: Currencies
  - name: Equity
  - name: EquityDividend
  - name: EquityPage
  - name: FeatureFlag
  - name: Fx
  - name: FxPage
  - name: GroupAccess
  - name: Home
  - name: LegacyPosition
  - name: MarketData
  - name: MarketDataProvider
  - name: MarketDataProviderAccess
  - name: Meta
  - name: Notification
  - name: Organisation
  - name: PnLReport
  - name: PortfolioAccess
  - name: Portfolios
  - name: Position
  - name: PositionFilter
  - name: PricingEnvironment
  - name: PricingEnvironmentAccess
  - name: RateAsset
  - name: RateAssetPage
  - name: Report
  - name: ReportDefinition
  - name: ReportHistoryLauncherQuery
  - name: ReportLauncher
  - name: ReportQuery
  - name: ReportQueryViewUser
  - name: ReportRestriction
  - name: ReportView
  - name: RiskReport
  - name: Tradable
  - name: TradeBooking
  - name: User
  - name: VarReport
  - name: VarReportQuery
  - name: YieldCurvePage
paths:
  /api/MarketData/GetCreditSwaptionVolCubeData:
    post:
      tags:
        - MarketData
      summary: Run a credit swaption volatility-cube lookup.
      description: >-
        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.
      operationId: GetCreditSwaptionVolCubeData
      requestBody:
        description: >-
          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.
        content:
          application/json-patch+json:
            schema:
              $ref: '#/components/schemas/ApiGetCreditSwaptionVolCubeDataRequest'
          application/json:
            schema:
              $ref: '#/components/schemas/ApiGetCreditSwaptionVolCubeDataRequest'
          text/json:
            schema:
              $ref: '#/components/schemas/ApiGetCreditSwaptionVolCubeDataRequest'
          application/*+json:
            schema:
              $ref: '#/components/schemas/ApiGetCreditSwaptionVolCubeDataRequest'
      responses:
        '200':
          description: >-
            Indicates that the credit swaption volatility-cube request completed
            without a response body.
        '400':
          description: BadRequest
        '401':
          description: Unauthorized
        '403':
          description: Forbidden
      security:
        - oauth2: []
        - apikey: []
components:
  schemas:
    ApiGetCreditSwaptionVolCubeDataRequest:
      required:
        - $type
      type: object
      properties:
        market_date:
          type: string
          description: Market date of the requested volatility cube.
          format: date-time
        strike_spreads:
          type: array
          items:
            type: number
            format: double
          description: Strike-spread coordinates requested from the volatility cube.
          nullable: true
        include_sabr_parameters:
          type: boolean
          description: >-
            Whether the lookup requests fitted SABR parameter detail; this
            selector does not guarantee a response body.
        market_data_environment_name:
          type: string
          description: >-
            Name of the market-data environment to use. Supply either this name
            or `provider_id`, not both.
          nullable: true
          example: Example market data
        provider_id:
          type: string
          description: >-
            Opaque identifier of the market-data provider to use. Supply either
            this identifier or `market_data_environment_name`, not both.
          nullable: true
        credit_index_identifier:
          $ref: '#/components/schemas/InstrumentIdentifier'
        strike_prices:
          type: array
          items:
            type: number
            format: double
          description: Strike-price coordinates requested from the volatility cube.
          nullable: true
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiGetCreditSwaptionVolCubeDataRequest,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Queries a credit-swaption volatility cube by credit index, market date,
        and strike coordinates.
    InstrumentIdentifier:
      description: >-
        Instrument code qualified by an identifier namespace and optional market
        code.
      discriminator:
        propertyName: $type
        mapping:
          Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core: '#/components/schemas/InstrumentIdentifierMintlifyShape'
          Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core: '#/components/schemas/InstrumentInfo'
      oneOf:
        - $ref: '#/components/schemas/InstrumentIdentifierMintlifyShape'
        - $ref: '#/components/schemas/InstrumentInfo'
    InstrumentIdentifierMintlifyShape:
      required:
        - $type
      type: object
      properties:
        code:
          type: string
          description: Instrument code interpreted in the selected identifier namespace.
          nullable: true
        identifier_type:
          enum:
            - Derivitec
            - Ric
            - Bloomberg
            - Isin
            - Figi
            - Sedol
            - RedCode
            - RedPairCode
            - BloombergYellow
            - XIgniteCode
            - CBondsId
            - EdiSecId
            - EdiSymbol
            - Cusip
            - NotSet
          type: string
          description: Namespace that determines how the instrument code is interpreted.
        market_identification_code:
          type: string
          description: >-
            Optional market identification code that further qualifies the
            instrument code.
          nullable: true
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.InstrumentIdentifier,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Instrument code qualified by an identifier namespace and optional market
        code.
    InstrumentInfo:
      required:
        - $type
      type: object
      properties:
        code:
          type: string
          description: Instrument code interpreted in the selected identifier namespace.
          nullable: true
        identifier_type:
          enum:
            - Derivitec
            - Ric
            - Bloomberg
            - Isin
            - Figi
            - Sedol
            - RedCode
            - RedPairCode
            - BloombergYellow
            - XIgniteCode
            - CBondsId
            - EdiSecId
            - EdiSymbol
            - Cusip
            - NotSet
          type: string
          description: Namespace that determines how the instrument code is interpreted.
        market_identification_code:
          type: string
          description: >-
            Optional market identification code that further qualifies the
            instrument code.
          nullable: true
        name:
          type: string
          description: Human-readable name of the identified instrument.
          nullable: true
        $type:
          type: string
          enum:
            - Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core
      additionalProperties: false
      description: Instrument identifier with a human-readable instrument name.
  securitySchemes:
    oauth2:
      type: oauth2
      description: >-
        OAuth2 access-token requested from AWS Cognito and provided as a Auth
        Bearer header
      flows:
        implicit:
          authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize
          scopes: {}
    apikey:
      type: apiKey
      description: API-Key requested via the site and provided as a header
      name: x-api-key
      in: header

````