> ## 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. # The fit equity vol surfaces to convertible bond data ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/MarketData/FitEquityVolSurfacesToConvertibleBondData openapi: 3.0.1 info: title: Derivitec Api 1.0 version: '1.0' servers: - description: Derivitec Server url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] paths: /api/MarketData/FitEquityVolSurfacesToConvertibleBondData: post: tags: - MarketData summary: The fit equity vol surfaces to convertible bond data operationId: FitEquityVolSurfacesToConvertibleBondData requestBody: content: application/json-patch+json: schema: $ref: >- #/components/schemas/ApiFitEquityVolSurfacesToConvertibleBondDataRequest application/json: schema: $ref: >- #/components/schemas/ApiFitEquityVolSurfacesToConvertibleBondDataRequest text/json: schema: $ref: >- #/components/schemas/ApiFitEquityVolSurfacesToConvertibleBondDataRequest application/*+json: schema: $ref: >- #/components/schemas/ApiFitEquityVolSurfacesToConvertibleBondDataRequest responses: '200': content: application/json: schema: $ref: >- #/components/schemas/ApiFitEquityVolSurfacesToConvertibleBondDataResponse description: Success '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiFitEquityVolSurfacesToConvertibleBondDataRequest: example: initial_atm_vol: 0.8008281904610115 pricing_model_manager: '{}' bond_price_data: - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true min_vol_bump: 6.027456183070403 market_data_override: discount_curve_overrides: - curve_name: curve_name - curve_name: curve_name andersen_buffum_parameters_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' recovery_rate_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface_spot_model: sticky_strike fx_spot_overrides_by_currency: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key equity_vol_surface_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec borrow_curve_overrides: - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec bond_prices: - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true equity_vol_grid_overrides: - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_overrides: - curve_name: curve_name - curve_name: curve_name cmdty_spot_overrides: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key discount_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_spot_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends_overrides: - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 bond_yield_curve_overrides: - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type fx_spot_currency: fx_spot_currency max_vol_bump: 1.4658129805029452 properties: market_data_environment_name: nullable: true type: string provider_id: nullable: true type: string bond_price_data: items: $ref: '#/components/schemas/BondDataExternal' nullable: true type: array market_data_override: $ref: '#/components/schemas/MarketDataOverride' pricing_model_manager: discriminator: mapping: Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core: '#/components/schemas/IPricingModelManager' Derivitec.Web.Core.Tradables.PricingModelManager, Derivitec.Web.Core: '#/components/schemas/PricingModelManager' propertyName: $type required: - $type type: object initial_atm_vol: format: double type: number min_vol_bump: format: double type: number max_vol_bump: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiFitEquityVolSurfacesToConvertibleBondDataRequest, Derivitec.Web.Core required: - $type type: object ApiFitEquityVolSurfacesToConvertibleBondDataResponse: example: equity_vol_surfaces: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: is_success: type: boolean error_messages: items: type: string nullable: true type: array equity_vol_surfaces: items: $ref: '#/components/schemas/EquityVolSurface' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiFitEquityVolSurfacesToConvertibleBondDataResponse, Derivitec.Web.Core required: - $type type: object BondDataExternal: example: date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true properties: provider_id: nullable: true type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' currency: nullable: true type: string traded_price: format: double type: number date: format: date-time type: string is_percentage_of_par: type: boolean is_currency_per_bond_unit: type: boolean $type: type: string enum: - Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core required: - $type type: object MarketDataOverride: example: discount_curve_overrides: - curve_name: curve_name - curve_name: curve_name andersen_buffum_parameters_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' recovery_rate_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface_spot_model: sticky_strike fx_spot_overrides_by_currency: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key equity_vol_surface_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec borrow_curve_overrides: - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec bond_prices: - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true equity_vol_grid_overrides: - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_overrides: - curve_name: curve_name - curve_name: curve_name cmdty_spot_overrides: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key discount_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_spot_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends_overrides: - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 bond_yield_curve_overrides: - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type fx_spot_currency: fx_spot_currency properties: bond_prices: items: $ref: '#/components/schemas/BondDataExternal' nullable: true type: array bond_yield_curve_overrides: items: $ref: '#/components/schemas/BondYieldCurveOverride' nullable: true type: array discount_curve_overrides: items: $ref: '#/components/schemas/DiscountCurveOverride' nullable: true type: array discount_curve_fitting_overrides: items: $ref: '#/components/schemas/CurveFittingOverride' nullable: true type: array index_curve_overrides: items: $ref: '#/components/schemas/DiscountCurveOverride' nullable: true type: array index_curve_fitting_overrides: items: $ref: '#/components/schemas/CurveFittingOverride' nullable: true type: array equity_spot_overrides: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array equity_vol_grid_overrides: items: $ref: '#/components/schemas/EquityVolGrid' nullable: true type: array equity_vol_surface_overrides: items: $ref: '#/components/schemas/EquityVolSurface' nullable: true type: array equity_vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string borrow_curve_overrides: items: $ref: '#/components/schemas/BorrowCurveOverride' nullable: true type: array dividends_overrides: items: $ref: '#/components/schemas/DividendsOverride' nullable: true type: array cmdty_spot_overrides: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array fx_spot_currency: nullable: true type: string fx_spot_overrides_by_currency: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array andersen_buffum_parameters_overrides: items: $ref: '#/components/schemas/AndersenBuffumParameters' nullable: true type: array recovery_rate_overrides: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MarketDataOverride, Derivitec.Web.Core required: - $type type: object IPricingModelManager: discriminator: mapping: Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core: '#/components/schemas/IPricingModelManagerMintlifyShape' Derivitec.Web.Core.Tradables.PricingModelManager, Derivitec.Web.Core: '#/components/schemas/PricingModelManager' propertyName: $type oneOf: - $ref: '#/components/schemas/IPricingModelManagerMintlifyShape' - $ref: '#/components/schemas/PricingModelManager' PricingModelManager: properties: ascot_model_params: $ref: '#/components/schemas/AscotModelParams' convertible_bond_model_params: $ref: '#/components/schemas/ConvertibleBondModelParams' eq_best_of_option_model_params: $ref: '#/components/schemas/EqBestOfOptionModelParams' eq_basket_option_model_params: $ref: '#/components/schemas/EqBasketOptionModelParams' fx_basket_option_model_params: $ref: '#/components/schemas/FxBasketOptionModelParams' fx_barrier_ma_model_params: $ref: '#/components/schemas/FxBarrierMAModelParams' eq_barrier_ma_model_params: $ref: '#/components/schemas/EqBarrierMAModelParams' eq_barrier_model_params: $ref: '#/components/schemas/EqBarrierModelParams' eq_autocallable_worst_of_option_model_params: $ref: '#/components/schemas/EqAutocallableWorstOfOptionModelParams' eq_corridor_variance_swap_model_params: $ref: '#/components/schemas/EqCorridorVarianceSwapModelParams' eq_conditional_corridor_variance_swap_model_params: $ref: '#/components/schemas/EqConditionalCorridorVarianceSwapModelParams' eq_option_american_model_params: $ref: '#/components/schemas/EqOptionAmericanModelParams' eq_option_model_params: $ref: '#/components/schemas/EqOptionModelParams' eq_fva_model_params: $ref: '#/components/schemas/EqFVAModelParams' eq_fva_swaption_model_params: $ref: '#/components/schemas/EqFVASwaptionModelParams' fx_fva_model_params: $ref: '#/components/schemas/FxFVAModelParams' eq_outperformance_option_model_params: $ref: '#/components/schemas/EqOutperformanceOptionModelParams' fx_double_knockout_digital_ma_model_params: $ref: '#/components/schemas/FxDoubleKnockoutDigitalMAModelParams' eq_swap_model_params: $ref: '#/components/schemas/EqSwapModelParams' eq_variance_swap_model_params: $ref: '#/components/schemas/EqVarianceSwapModelParams' eq_volatility_swap_model_params: $ref: '#/components/schemas/EqVolatilitySwapModelParams' fx_option_model_params: $ref: '#/components/schemas/FxOptionModelParams' fx_option_american_model_params: $ref: '#/components/schemas/FxOptionAmericanModelParams' fx_variance_swap_model_params: $ref: '#/components/schemas/FxVarianceSwapModelParams' fx_option_on_realised_volatility_model_params: $ref: '#/components/schemas/FxOptionOnRealisedVolatilityModelParams' fx_volatility_swap_model_params: $ref: '#/components/schemas/FxVolatilitySwapModelParams' future_model_params: $ref: '#/components/schemas/FutureModelParams' eq_correlation_swap_model_params: $ref: '#/components/schemas/EqCorrelationSwapModelParams' fx_correlation_swap_model_params: $ref: '#/components/schemas/FxCorrelationSwapModelParams' eq_corridor_volatility_swap_model_params: $ref: '#/components/schemas/EqCorridorVolatilitySwapModelParams' eq_geometric_variance_swap_model_params: $ref: '#/components/schemas/EqGeometricVarianceSwapModelParams' ir_swaption_model_params: $ref: '#/components/schemas/IrSwaptionModelParams' bond_option_model_params: $ref: '#/components/schemas/OptionModelParams' cmdty_option_model_params: $ref: '#/components/schemas/OptionModelParams' ir_option_model_params: $ref: '#/components/schemas/OptionModelParams' ir_cap_floor_model_params: $ref: '#/components/schemas/IrCapFloorModelParams' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.PricingModelManager, Derivitec.Web.Core required: - $type type: object EquityVolSurface: example: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array asset_name: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core required: - $type type: object InstrumentIdentifier: example: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: code: nullable: true type: string identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - NotSet type: string market_identification_code: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core required: - $type type: object BondYieldCurveOverride: example: reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type properties: currency: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array bond_issuer: nullable: true type: string debt_type: nullable: true type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' reference_curve_name: nullable: true type: string reference_curve_discount_factors: items: format: double type: number nullable: true type: array reference_curve_maturities: items: format: int32 type: integer nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveOverride, Derivitec.Web.Core required: - $type type: object DiscountCurveOverride: example: curve_name: curve_name properties: currency: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array curve_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveOverride, Derivitec.Web.Core required: - $type type: object CurveFittingOverride: example: curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: currency: nullable: true type: string curve_name: nullable: true type: string instrument_set: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array instrument_quotes: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CurveFittingOverride, Derivitec.Web.Core required: - $type type: object InstrumentIdentifierDoubleKeyValuePair: example: value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: format: double type: number type: object EquityVolGrid: example: asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string strikes: items: items: format: double type: number type: array nullable: true type: array strike_type: enum: - absolute - percent_spot - percent_forward type: string spot_ref: format: double nullable: true type: number vols: items: items: format: double type: number type: array nullable: true type: array asset_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolGrid, Derivitec.Web.Core required: - $type type: object BorrowCurveOverride: example: asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: currency: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BorrowCurveOverride, Derivitec.Web.Core required: - $type type: object DividendsOverride: example: use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 properties: asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' dividends: $ref: '#/components/schemas/Dividends' dividend_yields: items: $ref: '#/components/schemas/Int32DoubleKeyValuePair' nullable: true type: array use_forward_dividend_yields: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendsOverride, Derivitec.Web.Core required: - $type type: object StringDoubleKeyValuePair: example: value: 3.5571952270680973 key: key properties: key: nullable: true type: string value: format: double type: number type: object AndersenBuffumParameters: example: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' properties: provider_id: nullable: true type: string andersen_buffum_alpha: format: double type: number andersen_buffum_benchmark_spot: format: double type: number asset_name: $ref: '#/components/schemas/InstrumentIdentifier' reference_date: format: date-time type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AndersenBuffumParameters, Derivitec.Web.Core required: - $type type: object IPricingModelManagerMintlifyShape: required: - $type type: object properties: $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core AscotModelParams: properties: intrinsic_pricing: type: boolean grid_factor: format: int32 type: integer log_spot_step_size: format: double type: number max_log_spot: format: int32 type: integer min_log_spot: format: int32 type: integer min_number_of_spot_points: format: int32 type: integer min_number_time_steps: format: int32 type: integer recovery_is_fraction_of_price: type: boolean time_step_size: format: int32 type: integer use_effective_soft_call_trigger: type: boolean effective_soft_call_trigger_num_mc_paths: format: int32 type: integer $type: type: string enum: - Derivitec.Web.Core.Tradables.AscotModelParams, Derivitec.Web.Core required: - $type type: object ConvertibleBondModelParams: properties: grid_factor: format: int32 type: integer log_spot_step_size: format: double type: number loss_given_default: format: double type: number max_log_spot: format: int32 type: integer min_log_spot: format: int32 type: integer min_number_of_spot_points: format: int32 type: integer min_number_time_steps: format: int32 type: integer recovery_is_fraction_of_price: type: boolean time_step_size: format: int32 type: integer use_andersen_buffum_model: type: boolean use_effective_soft_call_trigger: type: boolean effective_soft_call_trigger_num_mc_paths: format: int32 type: integer parity_calculation_ignore_inactive_conversion: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondModelParams, Derivitec.Web.Core required: - $type type: object EqBestOfOptionModelParams: properties: pricing_method: enum: - black_scholes type: string factor_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBestOfOptionModelParams, Derivitec.Web.Core required: - $type type: object EqBasketOptionModelParams: properties: pricing_method: enum: - black_scholes type: string use_contract_traded_price: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBasketOptionModelParams, Derivitec.Web.Core required: - $type type: object FxBasketOptionModelParams: properties: use_contract_traded_price: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxBasketOptionModelParams, Derivitec.Web.Core required: - $type type: object FxBarrierMAModelParams: properties: min_mc_dim: format: int32 type: integer num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer use_control_variate: type: boolean store_simulations: type: boolean time_step_size: format: int32 type: integer min_number_of_time_steps: format: int32 type: integer min_log_spot: format: int32 type: integer max_log_spot: format: int32 type: integer grid_factor: format: int32 type: integer min_number_of_spot_points2f: format: int32 type: integer min_number_of_spot_points3f: format: int32 type: integer use_implied_correlations: type: boolean correlation_lookforward_horizon: format: int32 type: integer correlation_min_lookforward_horizon: format: int32 type: integer correlation_lookback_window_start_date_rule: nullable: true readOnly: true type: string correlation_modifier_stored: nullable: true readOnly: true type: string correlation_observation_period: nullable: true readOnly: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxBarrierMAModelParams, Derivitec.Web.Core required: - $type type: object EqBarrierMAModelParams: properties: min_mc_dim: format: int32 type: integer num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer use_control_variate: type: boolean store_simulations: type: boolean time_step_size: format: int32 type: integer min_number_of_time_steps: format: int32 type: integer min_log_spot: format: int32 type: integer max_log_spot: format: int32 type: integer grid_factor: format: int32 type: integer min_number_of_spot_points2f: format: int32 type: integer min_number_of_spot_points3f: format: int32 type: integer use_continous_dividend_treatment: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBarrierMAModelParams, Derivitec.Web.Core required: - $type type: object EqBarrierModelParams: properties: time_step_size: format: int32 type: integer min_number_of_time_steps: format: int32 type: integer min_log_spot: format: int32 type: integer max_log_spot: format: int32 type: integer grid_factor: format: int32 type: integer min_number_of_spot_points: format: int32 type: integer use_continous_dividend_treatment: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBarrierModelParams, Derivitec.Web.Core required: - $type type: object EqAutocallableWorstOfOptionModelParams: properties: pricing_method: enum: - monte_carlo type: string num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOptionModelParams, Derivitec.Web.Core required: - $type type: object EqCorridorVarianceSwapModelParams: properties: pricing_method: enum: - black_scholes type: string todays_fixing_is_set: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVarianceSwapModelParams, Derivitec.Web.Core required: - $type type: object EqConditionalCorridorVarianceSwapModelParams: properties: todays_fixings_are_set: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwapModelParams, Derivitec.Web.Core required: - $type type: object EqOptionAmericanModelParams: properties: log_spot_step_size: format: double type: number max_log_spot: format: double type: number min_log_spot: format: double type: number pricing_method: enum: - finite_difference type: string time_step_size: format: int32 type: integer use_continuous_dividend_treatment: type: boolean min_number_of_spot_points: format: int32 type: integer min_number_of_time_steps: format: int32 type: integer grid_factor: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOptionAmericanModelParams, Derivitec.Web.Core required: - $type type: object EqOptionModelParams: properties: use_contract_traded_price: type: boolean log_spot_step_size: format: double type: number max_log_spot: format: double type: number min_log_spot: format: double type: number pricing_method: enum: - black_scholes - finite_difference type: string time_step_size: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOptionModelParams, Derivitec.Web.Core required: - $type type: object EqFVAModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes - static_replication - monte_carlo type: string grid_std_dev: format: double type: number log_spot_step_size: format: double type: number min_log_spot: format: double type: number max_log_spot: format: double type: number pct_strike_step_size: format: double type: number min_pct_strike: format: double type: number max_pct_strike: format: double type: number num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_std_dev: format: double type: number max_init_time_step: format: int32 type: integer $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVAModelParams, Derivitec.Web.Core EqFVASwaptionModelParams: properties: time_step_size: format: int32 type: integer min_number_time_steps: format: int32 type: integer min_log_spot: format: int32 type: integer max_log_spot: format: int32 type: integer grid_factor: format: int32 type: integer min_number_of_spot_points: format: int32 type: integer use_continous_dividend_treatment: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqFVASwaptionModelParams, Derivitec.Web.Core required: - $type type: object FxFVAModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes - static_replication - monte_carlo type: string grid_std_dev: format: double type: number log_spot_step_size: format: double type: number min_log_spot: format: double type: number max_log_spot: format: double type: number pct_strike_step_size: format: double type: number min_pct_strike: format: double type: number max_pct_strike: format: double type: number num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_std_dev: format: double type: number max_init_time_step: format: int32 type: integer $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFVAModelParams, Derivitec.Web.Core EqOutperformanceOptionModelParams: properties: pricing_method: enum: - black_scholes type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOutperformanceOptionModelParams, Derivitec.Web.Core required: - $type type: object FxDoubleKnockoutDigitalMAModelParams: properties: pricing_method: enum: - black_scholes type: string factor_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxDoubleKnockoutDigitalMAModelParams, Derivitec.Web.Core required: - $type type: object EqSwapModelParams: properties: todays_fixing_is_set: type: boolean valuation_excludes_historic_cash_flows: type: boolean rebase_fixing_dates: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.EqSwapModelParams, Derivitec.Web.Core required: - $type type: object EqVarianceSwapModelParams: properties: log_spot_step_size: format: double type: number log_spot_step_size_override_by_asset_id: additionalProperties: format: double type: number nullable: true type: object max_log_spot: format: double type: number max_log_spot_override_by_asset_id: additionalProperties: format: double type: number nullable: true type: object min_log_spot: format: double type: number min_log_spot_override_by_asset_id: additionalProperties: format: double type: number nullable: true type: object pricing_method: enum: - black_scholes type: string todays_fixing_is_set: type: boolean num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVarianceSwapModelParams, Derivitec.Web.Core required: - $type type: object EqVolatilitySwapModelParams: properties: log_spot_step_size: format: double type: number log_spot_step_size_override_by_asset_id: additionalProperties: format: double type: number nullable: true type: object max_log_spot: format: double type: number max_log_spot_override_by_asset_id: additionalProperties: format: double type: number nullable: true type: object min_log_spot: format: double type: number min_log_spot_override_by_asset_id: additionalProperties: format: double type: number nullable: true type: object pricing_method: enum: - black_scholes type: string todays_fixing_is_set: type: boolean num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilitySwapModelParams, Derivitec.Web.Core required: - $type type: object FxOptionModelParams: properties: use_contract_traded_price: type: boolean pricing_method: enum: - black_scholes type: string use_implied_correlations: type: boolean correlation_lookforward_horizon: format: int32 type: integer correlation_min_lookforward_horizon: format: int32 type: integer correlation_lookback_window_start_date_rule: nullable: true readOnly: true type: string correlation_modifier_stored: nullable: true readOnly: true type: string correlation_observation_period: nullable: true readOnly: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionModelParams, Derivitec.Web.Core required: - $type type: object FxOptionAmericanModelParams: properties: max_log_spot: format: int32 type: integer min_log_spot: format: int32 type: integer pricing_method: enum: - black_scholes type: string time_step_size: format: int32 type: integer min_number_of_spot_points: format: int32 type: integer min_number_of_time_steps: format: int32 type: integer grid_factor: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionAmericanModelParams, Derivitec.Web.Core required: - $type type: object FxVarianceSwapModelParams: properties: log_spot_step_size: format: double type: number log_spot_step_size_override_by_fx_cross_id: additionalProperties: format: double type: number nullable: true type: object max_log_spot: format: double type: number max_log_spot_override_by_fx_cross_id: additionalProperties: format: double type: number nullable: true type: object min_log_spot: format: double type: number min_log_spot_override_by_fx_cross_id: additionalProperties: format: double type: number nullable: true type: object pricing_method: enum: - black_scholes type: string todays_fixing_is_set: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVarianceSwapModelParams, Derivitec.Web.Core required: - $type type: object FxOptionOnRealisedVolatilityModelParams: properties: pricing_method: enum: - black_scholes type: string todays_fixing_is_set: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatilityModelParams, Derivitec.Web.Core required: - $type type: object FxVolatilitySwapModelParams: properties: log_spot_step_size: format: double type: number log_spot_step_size_override_by_fx_cross_id: additionalProperties: format: double type: number nullable: true type: object max_log_spot: format: double type: number max_log_spot_override_by_fx_cross_id: additionalProperties: format: double type: number nullable: true type: object min_log_spot: format: double type: number min_log_spot_override_by_fx_cross_id: additionalProperties: format: double type: number nullable: true type: object pricing_method: enum: - black_scholes - monte_carlo type: string todays_fixing_is_set: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVolatilitySwapModelParams, Derivitec.Web.Core required: - $type type: object FutureModelParams: properties: use_contract_traded_price: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FutureModelParams, Derivitec.Web.Core required: - $type type: object EqCorrelationSwapModelParams: required: - $type type: object properties: num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer use_control_variate: type: boolean store_simulations: type: boolean correlation_lookback_window_start_date_rule: nullable: true type: string correlation_modifier_stored: nullable: true type: string correlation_observation_period: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorrelationSwapModelParams, Derivitec.Web.Core FxCorrelationSwapModelParams: properties: num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer use_control_variate: type: boolean store_simulations: type: boolean correlation_lookback_window_start_date_rule: nullable: true type: string correlation_modifier_stored: nullable: true type: string correlation_observation_period: nullable: true type: string use_implied_correlations: type: boolean correlation_lookforward_horizon: format: int32 type: integer correlation_min_lookforward_horizon: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxCorrelationSwapModelParams, Derivitec.Web.Core required: - $type type: object EqCorridorVolatilitySwapModelParams: required: - $type type: object properties: todays_fixings_are_fixed: type: boolean num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwapModelParams, Derivitec.Web.Core EqGeometricVarianceSwapModelParams: required: - $type type: object properties: todays_fixings_are_fixed: type: boolean num_simulations: format: int32 type: integer num_time_points: format: int32 type: integer num_strike_points: format: int32 type: integer strike_stdev: format: double type: number max_init_time_step: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVarianceSwapModelParams, Derivitec.Web.Core IrSwaptionModelParams: properties: use_normal_vols: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IrSwaptionModelParams, Derivitec.Web.Core required: - $type type: object OptionModelParams: discriminator: mapping: Derivitec.Web.Core.Tradables.OptionModelParams, Derivitec.Web.Core: '#/components/schemas/OptionModelParamsMintlifyShape' Derivitec.Web.Core.Tradables.EqOptionModelParams, Derivitec.Web.Core: '#/components/schemas/EqOptionModelParams' Derivitec.Web.Core.Tradables.FxOptionModelParams, Derivitec.Web.Core: '#/components/schemas/FxOptionModelParams' Derivitec.Web.Core.Tradables.IrOptionModelParams, Derivitec.Web.Core: '#/components/schemas/IrOptionModelParams' propertyName: $type oneOf: - $ref: '#/components/schemas/OptionModelParamsMintlifyShape' - $ref: '#/components/schemas/EqOptionModelParams' - $ref: '#/components/schemas/FxOptionModelParams' - $ref: '#/components/schemas/IrOptionModelParams' IrCapFloorModelParams: properties: use_normal_vols: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IrCapFloorModelParams, Derivitec.Web.Core required: - $type type: object Dividends: example: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies properties: all_in_rates: items: format: double type: number nullable: true type: array cash_divs: items: format: double type: number nullable: true type: array confirmed_flags: items: type: boolean nullable: true type: array currencies: items: type: string nullable: true type: array declared_dates: items: format: date-time type: string nullable: true type: array div_types: items: enum: - Regular - Extraordinary - Scrip type: string nullable: true type: array div_yields: items: format: double type: number nullable: true type: array ex_dates: items: format: date-time type: string nullable: true type: array pay_dates: items: format: date-time type: string nullable: true type: array record_dates: items: format: date-time type: string nullable: true type: array reference_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core required: - $type type: object Int32DoubleKeyValuePair: example: value: 5.637376656633329 key: 5 properties: key: format: int32 type: integer value: format: double type: number type: object OptionModelParamsMintlifyShape: properties: use_contract_traded_price: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.OptionModelParams, Derivitec.Web.Core required: - $type type: object IrOptionModelParams: properties: use_contract_traded_price: type: boolean use_normal_vols: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IrOptionModelParams, Derivitec.Web.Core required: - $type type: object securitySchemes: 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: {} type: oauth2 apikey: description: API-Key requested via the site and provided as a header in: header name: x-api-key type: apiKey ````