Run an interest-rate swaption volatility-cube lookup.
Use this operation to process a rate-asset swaption volatility request for one market date and provider
scope. Optional strike spreads, market quotes, SABR parameters, and volatility type control the lookup.
Provider lookup includes the selected provider, the caller’s organisation, and the default
Derivitec provider. The operation is read-only and waits for processing to complete, but the current
endpoint does not return a response body containing the retrieved cube or processing errors.
Authorizations
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.
Derivitec.Web.Core.MarketData.ApiGetSwaptionVolCubeDataRequest, 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 market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
Rate asset whose swaption volatility cube is requested.
Whether the lookup requests market-quote detail; this selector does not guarantee a response body.
Volatility representation requested from the cube.
black, bachelier Response
Indicates that the swaption volatility-cube request completed without a response body.