> ## 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. # Store bond reference data. > Use this operation to create or update bond reference records in a non-Derivitec provider that the caller may edit. The Derivitec provider name is rejected regardless of letter case. Each record needs an ISIN or FIGI, par value, coherent coupon dates, and the terms required by its bond type. Convertible bonds additionally require an equity identifier, equity currency, and conversion terms. Duplicate identifiers and invalid records are reported and skipped while other valid records can be accepted; processing completes before the response is returned. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/MarketData/UploadBondInfos 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/UploadBondInfos: post: tags: - MarketData summary: Store bond reference data. description: >- Use this operation to create or update bond reference records in a non-Derivitec provider that the caller may edit. The Derivitec provider name is rejected regardless of letter case. Each record needs an ISIN or FIGI, par value, coherent coupon dates, and the terms required by its bond type. Convertible bonds additionally require an equity identifier, equity currency, and conversion terms. Duplicate identifiers and invalid records are reported and skipped while other valid records can be accepted; processing completes before the response is returned. operationId: UploadBondInfos requestBody: description: >- The upload payload. Provide either `ProviderId` or `MarketDataEnvironmentName`, not both; omitting both selects the caller's organisation scope. `BondInfos` must be non-empty and supplies ISIN/FIGI identity, issuer, currency, issue/maturity and coupon terms, quotation convention, par value, and any callable, putable, convertible, sinking, or tranche provisions. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiUploadBondInfosRequest' application/json: schema: $ref: '#/components/schemas/ApiUploadBondInfosRequest' text/json: schema: $ref: '#/components/schemas/ApiUploadBondInfosRequest' application/*+json: schema: $ref: '#/components/schemas/ApiUploadBondInfosRequest' responses: '200': description: >- Returns whether all reference records were accepted and errors for invalid providers, missing or duplicate identifiers, incomplete terms, or invalid coupon schedules. content: application/json: schema: $ref: '#/components/schemas/ApiBaseResponseEnvelope' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiUploadBondInfosRequest: required: - $type type: object properties: 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 bond_infos: type: array items: $ref: '#/components/schemas/BondInfo' description: Bond reference records to upload. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiUploadBondInfosRequest, Derivitec.Web.Core additionalProperties: false description: Submits bond reference records. ApiBaseResponseEnvelope: required: - $type type: object properties: is_success: type: boolean description: >- Whether the operation completed successfully. The default is `true`; error outcomes set it to `false`. example: true error_messages: type: array items: type: string description: >- Messages explaining operation-level failures. The collection is empty by default. nullable: true $type: type: string enum: - Derivitec.Web.Core.ApiBaseResponse, Derivitec.Web.Core additionalProperties: false description: >- Common operation outcome containing a success indicator and any error messages. example: $type: Derivitec.Web.Core.ApiBaseResponse, Derivitec.Web.Core is_success: true error_messages: [] BondInfo: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false bond_coupons: type: array items: $ref: '#/components/schemas/BondCoupon' description: Bond coupons in the coupon schedule. nullable: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Business day convention in the bond terms. calendar_id: type: string description: Calendar ID in the bond terms. nullable: true callable_conversion_condition: $ref: '#/components/schemas/CallableConversionCondition' call_provision: $ref: '#/components/schemas/BondCallProvision' capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' conversion_condition: $ref: '#/components/schemas/ConversionCondition' country: type: string description: Country in the bond terms. nullable: true coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Coupon frequency in the coupon schedule. coupon_rate: type: number description: Coupon rate in the coupon schedule. format: double coupon_rates: type: array items: type: number format: double description: Coupon rates in the coupon schedule. nullable: true currency: type: string description: Currency in the bond terms. nullable: true dated_date: type: string description: Dated date in the bond lifecycle. format: date-time day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string description: Day count convention in the bond terms. debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Debt type in the bond terms. default_date: type: string description: Default date in the bond lifecycle. format: date-time description: type: string description: Description in the bond terms. nullable: true dilution_conversion_condition: $ref: '#/components/schemas/DilutionConversionCondition' dividend_protection_conversion_condition: $ref: '#/components/schemas/DividendProtectionConversionCondition' end_to_end: type: boolean description: >- End-to-end classification flag carried with the bond terms; this model does not define its interpretation. equity_asset_currency: type: string description: Equity asset currency in the bond terms. nullable: true equity_asset_id: $ref: '#/components/schemas/InstrumentIdentifier' exchanges: type: array items: type: string description: Exchanges in the bond terms. nullable: true extension_provision: $ref: '#/components/schemas/BondExtensionProvision' tranche_definition: $ref: '#/components/schemas/TrancheDefinition' figi: type: string description: FIGI carried with the bond reference data. nullable: true first_coupon_date: type: string description: First coupon date in the bond lifecycle. format: date-time nullable: true has_capitalisation: type: boolean description: Whether unpaid coupons are added to the bond's redemption value. has_flip_option: type: boolean description: >- Whether the issuer or holder may switch the coupon between floating and fixed. has_indexed_principal: type: boolean description: Whether the bond principal is linked to an index. is_benchmark_bond: type: boolean description: Whether the bond is classified as benchmark bond. is_callable: type: boolean description: Whether the bond is classified as callable. is_convertible: type: boolean description: Whether the bond is classified as convertible. is_covered: type: boolean description: Whether the bond is backed by a specified asset pool. is_credit_sensitive: type: boolean description: Whether coupon resets may follow credit-rating events. is_exchangeable: type: boolean description: Whether the bond is classified as exchangeable. is_extendible: type: boolean description: Whether the issuer or holder may extend the bond maturity. is_hybrid: type: boolean description: >- Whether the bond has hybrid features, such as permitting deferred interest without default. isin: type: string description: ISIN carried for external bond identification. nullable: true is_inflation_protected: type: boolean description: Whether the bond is classified as inflation protected. is_perpetual: type: boolean description: Whether the bond is classified as perpetual. is_putable: type: boolean description: Whether the bond is classified as putable. is_sinkable: type: boolean description: Whether the bond is classified as sinkable. issue_date: type: string description: Bond issue date. format: date-time issuer: type: string description: Bond issuer name. nullable: true issuer_lei: type: string description: Issuer LEI carried for external identification. nullable: true is_valid: type: boolean description: Whether the bond is classified as valid. mandatory_conversion_condition: $ref: '#/components/schemas/MandatoryConversionCondition' market: type: string description: Market in the bond terms. nullable: true maturity_date: type: string description: Maturity date in the bond lifecycle. format: date-time name: type: string description: Name in the bond terms. nullable: true original_issue_amount: type: number description: Original issue amount in the bond terms. format: double par_value: type: number description: Par value in the bond terms. format: double nullable: true penultimate_coupon_date: type: string description: Penultimate coupon date in the bond lifecycle. format: date-time put_provision: $ref: '#/components/schemas/BondPutProvision' puttable_conversion_condition: $ref: '#/components/schemas/PuttableConversionCondition' quotation_base: type: number description: Quotation base in the bond terms. format: double nullable: true quotation_method: enum: - percentage_of_par - currency_per_unit type: string description: Quotation method in the bond terms. quoted_clean: type: boolean description: Quoted clean in the bond terms. redemption_rate: type: number description: Redemption rate in the bond terms. format: double nullable: true conversion_fixed_exchange_rate: type: number description: Conversion fixed exchange rate in the bond terms. format: double nullable: true reuters_issuer_id: type: string description: Reuters issuer ID carried for external identification. nullable: true reuters_issuer_name: type: string description: Reuters issuer name for the bond issuer. nullable: true reuters_issuer_org_id: type: string description: Reuters issuer org ID carried for external identification. nullable: true reuters_ticker: type: string description: Reuters ticker carried for external identification. nullable: true ric: type: string description: RIC carried for external identification. nullable: true sedol: type: string description: SEDOL carried with the bond reference data. nullable: true settlement_lag: type: integer description: Settlement lag in the bond terms. format: int32 sub_type: type: string description: Sub type in the bond terms. nullable: true type: type: string description: Type in the bond terms. nullable: true c_bonds_bond_issuer_id: type: string description: CBonds issuer identifier carried with the bond reference data. nullable: true issuer_perm_id: type: string description: Issuer PermID carried for external identification. nullable: true has_dividend_protection: type: boolean description: Whether the bond defines dividend protection. has_dilution: type: boolean description: Whether the bond defines dilution. is_quanto: type: boolean description: Whether the bond is classified as quanto. nominal_value_index_id: type: string description: >- Internal fixing-index identifier for historical nominal values. Null or empty means no index is configured; indexed nominal values require NominalValueRateAssetId as well. Indexed nominal values are not supported for callable or putable bonds, bonds with payment-in-kind (PIK) coupon legs, a tranche definition, or a capitalisation provision. nullable: true example: NOMINAL_INDEX_EXAMPLE nominal_value_rate_asset_id: type: string description: >- Internal rate-asset identifier whose index curve projects nominal values. Null or empty means no projection curve is configured; indexed nominal values require NominalValueIndexId as well. Indexed nominal values are not supported for callable or putable bonds, bonds with payment-in-kind (PIK) coupon legs, a tranche definition, or a capitalisation provision. nullable: true example: NOMINAL_RATE_ASSET_EXAMPLE $type: type: string enum: - Derivitec.Web.Core.MarketData.BondInfo, Derivitec.Web.Core additionalProperties: false description: >- Bond terms covering identity, lifecycle, coupons, settlement, quotation, optionality, and conversion features. BondCoupon: required: - $type type: object properties: coupon_leg_start_date: type: string description: Start date of the coupon leg. format: date-time coupon_leg_end_date: type: string description: End date of the coupon leg. format: date-time coupon_leg_first_coupon_date: type: string description: First coupon date specified for the leg. format: date-time coupon_leg_penultimate_coupon_date: type: string description: Penultimate coupon date specified for the leg. format: date-time coupon_type: enum: - fixed - variable - not_set type: string description: Whether the coupon is fixed, variable, or not selected. coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency at which the coupon leg pays. fixed_coupon_rate: type: number description: >- Fixed rate applied to the coupon leg; rate scale is not defined here. format: double coupon_index_id: type: string description: >- Identifier of the index used by a variable coupon; identifier namespace is not defined here. nullable: true index_fixing_lag: type: integer description: >- Lag applied when fixing the coupon index; its unit is not defined here. format: int32 index_multiplier: type: number description: Multiplier applied to the coupon index; scale is not defined here. format: double coupon_floor: type: number description: Minimum coupon rate for the leg; rate scale is not defined here. format: double coupon_cap: type: number description: Maximum coupon rate for the leg; rate scale is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.StaticData.BondCoupon, Derivitec.Web.Core additionalProperties: false description: Terms for one fixed or index-linked bond coupon leg. CallableConversionCondition: required: - $type type: object properties: is_make_whole: type: boolean description: Whether the call condition includes make-whole treatment. convert_on_call: type: boolean description: Whether exercising the call also converts the bond. dates: type: array items: type: string format: date-time description: Dates in the convertible-bond call schedule. nullable: true notionals: type: array items: type: number format: double description: >- Call notional values in the schedule; units and currency are not defined here. nullable: true num_days_above_trigger: type: integer description: >- Number of days within the soft-call window that must be above the trigger. format: int32 num_consecutive_trading_days: type: integer description: Consecutive-trading-day window used by the soft-call condition. format: int32 triggers: type: array items: type: number format: double description: >- Trigger values in the soft-call schedule; scale and quotation convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CallableConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Call schedule and soft-call conditions governing conversion of a convertible bond. BondCallProvision: required: - $type type: object additionalProperties: false description: Issuer call schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCallProvision, Derivitec.Web.Core BondCapitalisationProvision: required: - $type type: object properties: capitalisation_dates: type: array items: type: string format: date-time description: Dates included in the bond capitalisation schedule. nullable: true capitalisation_rates: type: array items: type: number format: double description: >- Rates included in the bond capitalisation schedule; scale and compounding convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCapitalisationProvision, Derivitec.Web.Core additionalProperties: false description: Dates and rates that define a bond capitalisation schedule. ConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the conversion schedule. nullable: true conversion_ratios: type: array items: type: number format: double description: Conversion ratios in the schedule. nullable: true triggers: type: array items: type: number format: double description: >- Trigger values in the conversion schedule; scale and quotation convention are not defined here. nullable: true cash_on_conversions: type: array items: type: number format: double description: >- Cash values applied to scheduled conversions; currency and units are not defined here. nullable: true cap_on_conversions: type: array items: type: number format: double description: >- Cap values applied to scheduled conversions; units are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.ConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Scheduled dates, ratios, triggers, cash terms, and caps for convertible-bond conversion. DilutionConversionCondition: required: - $type type: object properties: issued_shares: type: integer description: Number of shares represented by the dilution terms. format: int32 issued_amount: type: number description: >- Issued amount used by the dilution terms; currency and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DilutionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Issued amount and share count used to describe convertible-bond dilution terms. DividendProtectionConversionCondition: required: - $type type: object properties: threshold: type: number description: >- Dividend-protection threshold; units and scale depend on the accompanying cash-threshold flag and are not defined here. format: double type: enum: - pass_through - conversion_ratio_adjustment type: string description: Method used to apply dividend protection. is_cash_threshold: type: boolean description: Whether the protection threshold is expressed as a cash value. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DividendProtectionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Threshold and adjustment method for convertible-bond dividend protection. 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' BondExtensionProvision: required: - $type type: object properties: extension_dates: type: array items: type: string format: date-time description: Dates on which a bond extension can be exercised. nullable: true extended_maturity_dates: type: array items: type: string format: date-time description: Possible maturity dates after extension. nullable: true extended_redemption_values: type: array items: type: number format: double description: >- Redemption values for extended terms; units and quotation convention are not defined here. nullable: true issuer_extension: type: array items: type: boolean description: >- Flags indicating whether the issuer holds each extension right; list correspondence is not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondExtensionProvision, Derivitec.Web.Core additionalProperties: false description: >- Exercise dates, extended maturities, redemption values, and right-holder flags for extending a bond. TrancheDefinition: required: - $type type: object properties: tranche_id: type: string description: >- Identifier assigned to the tranche; identifier namespace is not defined here. nullable: true attachment: type: number description: Tranche attachment point; scale and units are not defined here. format: double detachment: type: number description: Tranche detachment point; scale and units are not defined here. format: double senior_principal_factor: type: number description: Principal factor assigned to the senior tranche component. format: double tranche_principal_factor: type: number description: Principal factor assigned to the tranche as a whole. format: double junior_principal_factor: type: number description: Principal factor assigned to the junior tranche component. format: double amortisation_start_date: type: string description: Date from which tranche amortisation terms apply. format: date-time amortisation_type: enum: - pro_rata - sequential type: string description: Rule used to allocate tranche amortisation. cleanup_call_threshold: type: number description: >- Threshold at which the tranche cleanup call may apply; scale and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.TrancheDefinition, Derivitec.Web.Core additionalProperties: false description: >- Attachment, detachment, amortisation, and principal-factor terms for a tranche. MandatoryConversionCondition: required: - $type type: object properties: call_ratio: type: number description: Conversion ratio applied by the call-side mandatory terms. format: double put_ratio: type: number description: Conversion ratio applied by the put-side mandatory terms. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.MandatoryConversionCondition, Derivitec.Web.Core additionalProperties: false description: Call and put ratios used by mandatory convertible-bond terms. BondPutProvision: required: - $type type: object additionalProperties: false description: Holder put schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - Derivitec.Web.Core.StaticData.BondPutProvision, Derivitec.Web.Core PuttableConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the convertible-bond put schedule. nullable: true notionals: type: array items: type: number format: double description: >- Put notional values in the schedule; units and currency are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.PuttableConversionCondition, Derivitec.Web.Core additionalProperties: false description: Put dates and notional values in convertible-bond conversion terms. 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 ````