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POST
Run an interest-rate swaption volatility-cube lookup.

Authorizations

Authorization
string
header
required

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

Body

The query payload. MarketDate is required; RateAssetName identifies the rate asset, StrikeSpreads are requested strike offsets, and the include flags, VolType, and provider/environment fields control processing detail and source scope. This endpoint does not return the processed cube.

Queries a swaption volatility cube by rate asset, volatility type, market date, and strike spreads.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetSwaptionVolCubeDataRequest, Derivitec.Web.Core
market_date
string<date-time>

Market date of the requested volatility cube.

strike_spreads
number<double>[] | null

Strike-spread coordinates requested from the volatility cube.

include_sabr_parameters
boolean

Whether the lookup requests fitted SABR parameter detail; this selector does not guarantee a response body.

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.

rate_asset_name
string | null

Rate asset whose swaption volatility cube is requested.

include_market_quotes
boolean

Whether the lookup requests market-quote detail; this selector does not guarantee a response body.

vol_type
enum<string>

Volatility representation requested from the cube.

Available options:
black,
bachelier

Response

Indicates that the swaption volatility-cube request completed without a response body.