> ## 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. # Upload Position ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Position/PositionUpload 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/Position/PositionUpload: post: tags: - Position summary: Upload Position operationId: PositionUpload requestBody: content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiPositionUploadRequest' application/json: schema: $ref: '#/components/schemas/ApiPositionUploadRequest' text/json: schema: $ref: '#/components/schemas/ApiPositionUploadRequest' application/*+json: schema: $ref: '#/components/schemas/ApiPositionUploadRequest' description: The position upload request. responses: '200': content: application/json: schema: $ref: '#/components/schemas/ApiPositionUploadResponse' description: Success '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiPositionUploadRequest: description: >- For /api/Position/PositionUpload, omitting both provider selectors uses the Derivitec provider. Access to the selected provider is required. The /api/LegacyPosition/PositionUpload operation ignores both provider selectors. example: positions: - book: book client_tradable_id: client_tradable_id client_transaction_id: client_transaction_id leg: leg counterparty_account: counterparty_account string_label8: string_label8 string_label9: string_label9 string_label15: string_label15 string_label6: string_label6 string_label14: string_label14 string_label7: string_label7 string_label13: string_label13 quantity: 0.8008281904610115 contract: identifier: identifier trade_action: trade_action team: team string_label12: string_label12 business_unit: business_unit string_label11: string_label11 trade_date: '2000-01-23T04:56:07.000+00:00' string_label10: string_label10 structure: structure sub_business_unit: sub_business_unit string_label1: string_label1 dealer_name: dealer_name counterparty: counterparty strategy: strategy string_label4: string_label4 string_label5: string_label5 entity: entity string_label2: string_label2 string_label3: string_label3 - book: book client_tradable_id: client_tradable_id client_transaction_id: client_transaction_id leg: leg counterparty_account: counterparty_account string_label8: string_label8 string_label9: string_label9 string_label15: string_label15 string_label6: string_label6 string_label14: string_label14 string_label7: string_label7 string_label13: string_label13 quantity: 0.8008281904610115 contract: identifier: identifier trade_action: trade_action team: team string_label12: string_label12 business_unit: business_unit string_label11: string_label11 trade_date: '2000-01-23T04:56:07.000+00:00' string_label10: string_label10 structure: structure sub_business_unit: sub_business_unit string_label1: string_label1 dealer_name: dealer_name counterparty: counterparty strategy: strategy string_label4: string_label4 string_label5: string_label5 entity: entity string_label2: string_label2 string_label3: string_label3 properties: market_data_environment_name: description: >- Name of the market-data environment. Supply this name or provider_id, not both. nullable: true type: string provider_id: description: >- Opaque market-data provider identifier. Supply this identifier or market_data_environment_name, not both. nullable: true type: string create_missing_books: type: boolean file_template: enum: - derivitec_mixed - derivitec_by_security_type - eze type: string use_best_effort: type: boolean positions: items: $ref: '#/components/schemas/Position' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Positions.ApiPositionUploadRequest, Derivitec.Web.Core required: - $type type: object ApiPositionUploadResponse: example: results: - error_message: error_message client_transaction_id: client_transaction_id tradable_id: tradable_id succeeded: true - error_message: error_message client_transaction_id: client_transaction_id tradable_id: tradable_id succeeded: true properties: is_success: type: boolean error_messages: items: type: string nullable: true type: array results: items: $ref: '#/components/schemas/PositionUploadResult' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Positions.ApiPositionUploadResponse, Derivitec.Web.Core required: - $type type: object Position: example: book: book client_tradable_id: client_tradable_id client_transaction_id: client_transaction_id leg: leg counterparty_account: counterparty_account string_label8: string_label8 string_label9: string_label9 string_label15: string_label15 string_label6: string_label6 string_label14: string_label14 string_label7: string_label7 string_label13: string_label13 quantity: 0.8008281904610115 contract: identifier: identifier trade_action: trade_action team: team string_label12: string_label12 business_unit: business_unit string_label11: string_label11 trade_date: '2000-01-23T04:56:07.000+00:00' string_label10: string_label10 structure: structure sub_business_unit: sub_business_unit string_label1: string_label1 dealer_name: dealer_name counterparty: counterparty strategy: strategy string_label4: string_label4 string_label5: string_label5 entity: entity string_label2: string_label2 string_label3: string_label3 properties: book: nullable: true type: string client_transaction_id: nullable: true type: string trade_action: nullable: true type: string team: nullable: true type: string strategy: nullable: true type: string entity: nullable: true type: string business_unit: nullable: true type: string sub_business_unit: nullable: true type: string counterparty_account: nullable: true type: string client_tradable_id: nullable: true type: string string_label1: nullable: true type: string string_label2: nullable: true type: string string_label3: nullable: true type: string string_label4: nullable: true type: string string_label5: nullable: true type: string string_label6: nullable: true type: string string_label7: nullable: true type: string string_label8: nullable: true type: string string_label9: nullable: true type: string string_label10: nullable: true type: string string_label11: nullable: true type: string string_label12: nullable: true type: string string_label13: nullable: true type: string string_label14: nullable: true type: string string_label15: nullable: true type: string dealer_name: nullable: true type: string structure: nullable: true type: string quantity: format: double type: number contract: $ref: '#/components/schemas/IContract' trade_date: format: date-time type: string leg: nullable: true type: string counterparty: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Positions.Position, Derivitec.Web.Core required: - $type type: object PositionUploadResult: example: error_message: error_message client_transaction_id: client_transaction_id tradable_id: tradable_id succeeded: true properties: succeeded: type: boolean client_transaction_id: nullable: true type: string tradable_id: nullable: true type: string error_message: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Positions.PositionUploadResult, Derivitec.Web.Core required: - $type type: object IContract: discriminator: mapping: Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core: '#/components/schemas/Ascot' Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core: '#/components/schemas/BondByCode' Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core: '#/components/schemas/BondFuture' Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core: '#/components/schemas/BondFutureByCode' Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core: '#/components/schemas/BondOption' Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core: '#/components/schemas/Cash' Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core: '#/components/schemas/CDS' Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core: '#/components/schemas/CmdtyFuture' Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core: '#/components/schemas/CmdtyFutureByCode' Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core: '#/components/schemas/CmdtyOption' Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core: '#/components/schemas/CodeSpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core: '#/components/schemas/ContractExternalMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core: '#/components/schemas/ConvertibleBondByCode' Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core: '#/components/schemas/CreditIndex' Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core: '#/components/schemas/CreditIndexByCode' Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core: '#/components/schemas/CreditIndexSwaption' Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core: '#/components/schemas/EqAccumulator' Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core: '#/components/schemas/EqAutocallableWorstOfOption' Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core: '#/components/schemas/EqBarrierMA' Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core: '#/components/schemas/EqBasketOption' Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core: '#/components/schemas/EqBestOfOption' Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqConditionalCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/EqCorrelationSwap' Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolatilitySwap' Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core: '#/components/schemas/EqDividendFuture' Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqDividendFutureByCode' Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core: '#/components/schemas/EqDividendOption' Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core: '#/components/schemas/EqDividendSwap' Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core: '#/components/schemas/EqDividendSwapKnockout' Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockin' Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockout' Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core: '#/components/schemas/EqFuture' Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqFutureByCode' Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core: '#/components/schemas/EqFVA' Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core: '#/components/schemas/EqFVASwaption' Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqGeometricVarianceSwap' Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core: '#/components/schemas/EqKnockin' Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockinKnockout' Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockout' Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core: '#/components/schemas/EqOption' Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core: '#/components/schemas/EqOptionAmerican' Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core: '#/components/schemas/EqOutperformanceOption' Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core: '#/components/schemas/EqStock' Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core: '#/components/schemas/EqSwap' Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core: '#/components/schemas/EqTarn' Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqVarianceSwap' Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core: '#/components/schemas/EqVolatilityKnockoutOption' Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwap' Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFuture' Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFutureByCode' Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core: '#/components/schemas/EqVolIndexOption' Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core: '#/components/schemas/FullySpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core: '#/components/schemas/FxAccumulator' Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core: '#/components/schemas/FxAsianOption' Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core: '#/components/schemas/FxBarrierMA' Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core: '#/components/schemas/FxBasketFuture' Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core: '#/components/schemas/FxBasketOption' Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/FxCorrelationSwap' Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockin' Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockout' Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core: '#/components/schemas/FxForward' Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core: '#/components/schemas/FxFuture' Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core: '#/components/schemas/FxFutureByCode' Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core: '#/components/schemas/FxFVA' Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core: '#/components/schemas/FxKnockin' Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core: '#/components/schemas/FxKnockout' Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core: '#/components/schemas/FxOption' Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core: '#/components/schemas/FxOptionAmerican' Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core: '#/components/schemas/FxOptionOnRealisedVolatility' Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core: '#/components/schemas/FxOptionSAMintlifyShape' Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core: '#/components/schemas/FxTarn' Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core: '#/components/schemas/FxTarnMA' Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwap' Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/FxVolatilitySwap' Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core: '#/components/schemas/IBondMintlifyShape' Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core: '#/components/schemas/IBondByCodeMintlifyShape' Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core: '#/components/schemas/ICashFlowContractMintlifyShape' Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core: '#/components/schemas/IContractMintlifyShape' Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core: '#/components/schemas/IEqContractMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core: '#/components/schemas/IRCapFloor' Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core: '#/components/schemas/IRCapFloorBaseMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core: '#/components/schemas/IRCapFloorCMS' Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core: '#/components/schemas/IRFuture' Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core: '#/components/schemas/IRFutureByCode' Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core: '#/components/schemas/IRLeg' Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core: '#/components/schemas/IRLegFixed' Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core: '#/components/schemas/IRLegFloating' Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core: '#/components/schemas/IROption' Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core: '#/components/schemas/IRSwap' Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core: '#/components/schemas/IRSwaption' Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core: '#/components/schemas/Margin' Derivitec.Web.Core.Tradables.Repo, Derivitec.Web.Core: '#/components/schemas/Repo' propertyName: $type oneOf: - $ref: '#/components/schemas/Ascot' - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/BondByCode' - $ref: '#/components/schemas/BondFuture' - $ref: '#/components/schemas/BondFutureByCode' - $ref: '#/components/schemas/BondOption' - $ref: '#/components/schemas/Cash' - $ref: '#/components/schemas/CDS' - $ref: '#/components/schemas/CmdtyFuture' - $ref: '#/components/schemas/CmdtyFutureByCode' - $ref: '#/components/schemas/CmdtyOption' - $ref: '#/components/schemas/CodeSpecifiedMintlifyShape' - $ref: '#/components/schemas/ContractExternalMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' - $ref: '#/components/schemas/ConvertibleBondByCode' - $ref: '#/components/schemas/CreditIndex' - $ref: '#/components/schemas/CreditIndexByCode' - $ref: '#/components/schemas/CreditIndexSwaption' - $ref: '#/components/schemas/EqAccumulator' - $ref: '#/components/schemas/EqAutocallableWorstOfOption' - $ref: '#/components/schemas/EqBarrierMA' - $ref: '#/components/schemas/EqBasketOption' - $ref: '#/components/schemas/EqBestOfOption' - $ref: '#/components/schemas/EqConditionalCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorrelationSwap' - $ref: '#/components/schemas/EqCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorridorVolatilitySwap' - $ref: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqDividendFuture' - $ref: '#/components/schemas/EqDividendFutureByCode' - $ref: '#/components/schemas/EqDividendOption' - $ref: '#/components/schemas/EqDividendSwap' - $ref: '#/components/schemas/EqDividendSwapKnockout' - $ref: '#/components/schemas/EqDoubleKnockin' - $ref: '#/components/schemas/EqDoubleKnockout' - $ref: '#/components/schemas/EqFuture' - $ref: '#/components/schemas/EqFutureByCode' - $ref: '#/components/schemas/EqFVA' - $ref: '#/components/schemas/EqFVASwaption' - $ref: '#/components/schemas/EqGeometricVarianceSwap' - $ref: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqKnockin' - $ref: '#/components/schemas/EqKnockinKnockout' - $ref: '#/components/schemas/EqKnockout' - $ref: '#/components/schemas/EqOption' - $ref: '#/components/schemas/EqOptionAmerican' - $ref: '#/components/schemas/EqOutperformanceOption' - $ref: '#/components/schemas/EqStock' - $ref: '#/components/schemas/EqSwap' - $ref: '#/components/schemas/EqTarn' - $ref: '#/components/schemas/EqVarianceSwap' - $ref: '#/components/schemas/EqVolatilityKnockoutOption' - $ref: '#/components/schemas/EqVolatilitySwap' - $ref: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' - $ref: '#/components/schemas/EqVolIndexFuture' - $ref: '#/components/schemas/EqVolIndexFutureByCode' - $ref: '#/components/schemas/EqVolIndexOption' - $ref: '#/components/schemas/FullySpecifiedMintlifyShape' - $ref: '#/components/schemas/FxAccumulator' - $ref: '#/components/schemas/FxAsianOption' - $ref: '#/components/schemas/FxBarrierMA' - $ref: '#/components/schemas/FxBasketFuture' - $ref: '#/components/schemas/FxBasketOption' - $ref: '#/components/schemas/FxCorrelationSwap' - $ref: '#/components/schemas/FxDoubleKnockin' - $ref: '#/components/schemas/FxDoubleKnockout' - $ref: '#/components/schemas/FxForward' - $ref: '#/components/schemas/FxFuture' - $ref: '#/components/schemas/FxFutureByCode' - $ref: '#/components/schemas/FxFVA' - $ref: '#/components/schemas/FxKnockin' - $ref: '#/components/schemas/FxKnockout' - $ref: '#/components/schemas/FxOption' - $ref: '#/components/schemas/FxOptionAmerican' - $ref: '#/components/schemas/FxOptionOnRealisedVolatility' - $ref: '#/components/schemas/FxOptionSAMintlifyShape' - $ref: '#/components/schemas/FxTarn' - $ref: '#/components/schemas/FxTarnMA' - $ref: '#/components/schemas/FxVarianceSwap' - $ref: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' - $ref: '#/components/schemas/FxVolatilitySwap' - $ref: '#/components/schemas/IBondMintlifyShape' - $ref: '#/components/schemas/IBondByCodeMintlifyShape' - $ref: '#/components/schemas/ICashFlowContractMintlifyShape' - $ref: '#/components/schemas/IContractMintlifyShape' - $ref: '#/components/schemas/IEqContractMintlifyShape' - $ref: '#/components/schemas/IRCapFloor' - $ref: '#/components/schemas/IRCapFloorBaseMintlifyShape' - $ref: '#/components/schemas/IRCapFloorCMS' - $ref: '#/components/schemas/IRFuture' - $ref: '#/components/schemas/IRFutureByCode' - $ref: '#/components/schemas/IRLeg' - $ref: '#/components/schemas/IRLegFixed' - $ref: '#/components/schemas/IRLegFloating' - $ref: '#/components/schemas/IROption' - $ref: '#/components/schemas/IRSwap' - $ref: '#/components/schemas/IRSwaption' - $ref: '#/components/schemas/Margin' - $ref: '#/components/schemas/Repo' Ascot: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string asset_swap_spread: format: double type: number bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_name: nullable: true type: string coupon_rate: format: double nullable: true type: number 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 end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean notional: format: double nullable: true type: number payment_lag: format: int32 type: integer period_str: nullable: true type: string rate_asset_name: nullable: true type: string roll_date: format: date-time type: string start_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core required: - $type type: object BondMintlifyShape: example: roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: format: double nullable: true type: number issuer: nullable: true type: string issuer_id: nullable: true type: string dated_date: format: date-time type: string first_coupon_date: format: date-time type: string penultimate_coupon_date: format: date-time type: string maturity_date: format: date-time type: string roll_date: format: date-time type: string end_to_end: type: boolean business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string bond_coupon_type: enum: - fixed - variable - not_set type: string bond_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 settlement_lag: format: int32 type: integer coupon_rate: format: double type: number calendar: nullable: true type: string next_coupon_index: format: int32 nullable: true type: integer bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' bond_coupons: items: $ref: '#/components/schemas/BondCoupon' nullable: true type: array redemption_rate: format: double nullable: true type: number debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core required: - $type type: object BondByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core BondFuture: example: notional_bond: roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior future_settlement_type: physical conversion_factors: - 0.8008281904610115 - 0.8008281904610115 eligible_bonds: - roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior - roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior bond_issuer: bond_issuer future_quotation_style: by_price traded_price: 7.061401241503109 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_issuer: nullable: true type: string conversion_factors: items: format: double type: number nullable: true type: array eligible_bonds: items: $ref: '#/components/schemas/Bond' nullable: true type: array notional_bond: $ref: '#/components/schemas/Bond' future_settlement_type: enum: - physical - cash type: string future_quotation_style: enum: - by_price - by_yield type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core required: - $type type: object BondFutureByCode: example: traded_price: 0.8008281904610115 properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core required: - $type type: object BondOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_future: $ref: '#/components/schemas/BondFutureByCode' strike: format: double type: number option_claim_type: enum: - put - call type: string premium_paid_up_front: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core required: - $type type: object Cash: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string settlement_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core required: - $type type: object CDS: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string coupon_rate: format: double type: number day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string end_to_end: type: boolean first_coupon_date: format: date-time nullable: true type: string pay_accrual_at_default: type: boolean penultimate_coupon_date: format: date-time nullable: true type: string protection_at_start_of_day: type: boolean reference_bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' roll_date: format: date-time nullable: true type: string settlement_lag: format: int32 type: integer settlement_type: enum: - cash - physical nullable: true type: string start_date: format: date-time type: string markit_ticker: nullable: true type: string issuer_lei: nullable: true type: string use_imm_dates: type: boolean red_pair_code: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core required: - $type type: object CmdtyFuture: example: future_settlement_type: cash name: name exchange: exchange traded_price: 0.8008281904610115 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string exchange: nullable: true type: string future_settlement_type: enum: - cash - physical type: string name: nullable: true type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core required: - $type type: object CmdtyFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core required: - $type type: object CmdtyOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - put - call type: string futures_expiration_date: format: date-time nullable: true type: string premium_paid_up_front: type: boolean is_listed: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core required: - $type type: object CodeSpecifiedMintlifyShape: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core required: - $type type: object ContractExternalMintlifyShape: properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core required: - $type type: object ConvertibleBond: example: puttable_conversion_condition: dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 8.762042012749001 - 8.762042012749001 asset_currency: asset_currency callable_conversion_condition: is_make_whole: true convert_on_call: true dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 2.3021358869347655 - 2.3021358869347655 num_consecutive_trading_days: 9 triggers: - 3.616076749251911 - 3.616076749251911 num_days_above_trigger: 7 asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec conversion_condition: cash_on_conversions: - 1.2315135367772556 - 1.2315135367772556 dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' triggers: - 7.386281948385884 - 7.386281948385884 conversion_ratios: - 4.145608029883936 - 4.145608029883936 dividend_protection_conversion_condition: is_cash_threshold: true threshold: 1.1730742509559433 type: pass_through dilution_conversion_condition: issued_shares: 6 issued_amount: 7.457744773683766 mandatory_conversion_condition: put_ratio: 9.965781217890562 call_ratio: 5.025004791520295 is_exchangeable: true properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: format: double nullable: true type: number issuer: nullable: true type: string issuer_id: nullable: true type: string dated_date: format: date-time type: string first_coupon_date: format: date-time type: string penultimate_coupon_date: format: date-time type: string maturity_date: format: date-time type: string roll_date: format: date-time type: string end_to_end: type: boolean business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string bond_coupon_type: enum: - fixed - variable - not_set type: string bond_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 settlement_lag: format: int32 type: integer coupon_rate: format: double type: number calendar: nullable: true type: string next_coupon_index: format: int32 nullable: true type: integer bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' bond_coupons: items: $ref: '#/components/schemas/BondCoupon' nullable: true type: array redemption_rate: format: double nullable: true type: number debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset_currency: nullable: true type: string conversion_condition: $ref: '#/components/schemas/ConversionCondition' dilution_conversion_condition: $ref: '#/components/schemas/DilutionConversionCondition' callable_conversion_condition: $ref: '#/components/schemas/CallableConversionCondition' puttable_conversion_condition: $ref: '#/components/schemas/PuttableConversionCondition' mandatory_conversion_condition: $ref: '#/components/schemas/MandatoryConversionCondition' dividend_protection_conversion_condition: $ref: '#/components/schemas/DividendProtectionConversionCondition' is_exchangeable: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core required: - $type type: object ConvertibleBondByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core CreditIndex: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar: nullable: true type: string coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string coupon_rate: format: double type: number recovery_rate: format: double type: number day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string end_to_end: type: boolean first_coupon_date: format: date-time type: string pay_accrual_at_default: type: boolean penultimate_coupon_date: format: date-time type: string protection_at_start_of_day: type: boolean credit_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' roll_date: format: date-time type: string settlement_lag: format: int32 type: integer settlement_type: enum: - cash - physical nullable: true type: string start_date: format: date-time type: string number_of_names: format: int32 nullable: true type: integer $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core required: - $type type: object CreditIndexByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' credit_index_maturity_date: format: date-time type: string red_code: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core required: - $type type: object CreditIndexSwaption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number option_claim_type: enum: - payer - receiver type: string credit_index: $ref: '#/components/schemas/CreditIndexByCode' is_price_based: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core required: - $type type: object EqAccumulator: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string payment_frequency: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_start_dates: items: format: date-time type: string nullable: true type: array period_end_dates: items: format: date-time type: string nullable: true type: array strikes: items: format: double type: number nullable: true type: array leveraging_factors: items: format: double type: number nullable: true type: array knockout_barrier_levels: items: format: double type: number nullable: true type: array shares: items: format: double type: number nullable: true type: array calendar_name: nullable: true type: string option_settlement_type: enum: - physical - cash type: string settlement_delay: format: int32 type: integer is_accumulator: type: boolean accumulate_shares_on_knockout: type: boolean num_guaranteed_periods: format: int32 type: integer call_barrier_type: enum: - none - knock_in - knock_out type: string call_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_barrier_levels: items: format: double type: number nullable: true type: array underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core required: - $type type: object EqAutocallableWorstOfOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array is_worst_of: type: boolean is_knock_asset: type: boolean knockin_level: format: double type: number redemption_rate: format: double type: number strike: format: double type: number option_claim_type: enum: - call - put type: string option_settlement_type: enum: - cash - physical type: string payment_lag: format: int32 type: integer settlement_lag: format: int32 type: integer calendar: nullable: true type: string start_date: format: date-time type: string period_str: nullable: true type: string knockout_determination_dates: items: format: date-time type: string nullable: true type: array knockout_barrier_levels: items: format: double type: number nullable: true type: array early_redemption_rates: items: format: double type: number nullable: true type: array knockout_level: format: double type: number coupon_frequency: nullable: true type: string coupon_end_dates: items: format: date-time type: string nullable: true type: array coupon_rates: items: format: double type: number nullable: true type: array coupon_barrier_levels: items: format: double type: number nullable: true type: array coupon_barrier_level: format: double type: number is_annualised_coupon: type: boolean coupon_rate: format: double type: number next_coupon_index: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core required: - $type type: object EqBarrierMA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array fx_pairs: items: type: string nullable: true type: array barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string settlement_lag: format: int32 type: integer upper_barrier_levels: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array fx_upper_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array lower_barrier_levels: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array fx_lower_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array calendar_name: nullable: true type: string knock_type: enum: - knock_out - knock_in type: string strikes: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array fx_strikes: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array claim_types: items: $ref: '#/components/schemas/InstrumentIdentifierClaimTypeEqKeyValuePair' nullable: true type: array fx_claim_types: items: $ref: '#/components/schemas/StringClaimTypeEqKeyValuePair' nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core required: - $type type: object EqBasketOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string calendar: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array quantities: items: format: double type: number nullable: true type: array divisor: format: double type: number weights: items: format: double type: number nullable: true type: array basket_averaging_type: enum: - arithmetic - geometric - not_set type: string option_claim_type: enum: - call - put - digital_call - digital_put type: string settlement_lag: format: int32 type: integer strike: format: double type: number initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array initial_fx_rates: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array premium_paid_upfront: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core required: - $type type: object EqBestOfOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string calendar: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array is_best_of: type: boolean is_quanto: type: boolean option_claim_type: enum: - call - put - digital_call - digital_put type: string ranking: format: int32 type: integer settlement_lag: format: int32 type: integer start_date: format: date-time type: string strike: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core required: - $type type: object EqConditionalCorridorVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array variance_asset_index: format: int32 type: integer vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean corridor_asset_index: format: int32 type: integer lower_corridor_barrier: format: double type: number upper_corridor_barrier: format: double type: number corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean knockout_asset_index: format: int32 type: integer knockout_barrier: format: double type: number knockout_barrier_type: enum: - none - up_and_out - down_and_out type: string variance_asset_idx: format: int32 nullable: true type: integer corridor_asset_idx: format: int32 nullable: true type: integer knockout_asset_idx: format: int32 nullable: true type: integer upper_barrier: format: double nullable: true type: number lower_barrier: format: double nullable: true type: number tenor: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core required: - $type type: object EqCorrelationSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array fx_pairs: items: type: string nullable: true type: array basket_name: nullable: true type: string strike: format: double type: number fixing_dates: items: format: date-time type: string nullable: true type: array initial_date: format: date-time type: string period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer return_lag: format: int32 type: integer include_mean_adjustment: type: boolean calendar_name: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string option_cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string corridor_asset_index: format: int32 type: integer initial_fixing: format: double type: number lower_barrier: format: double type: number upper_barrier: format: double type: number option_corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean vol_strikes: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core required: - $type type: object EqCorridorVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer lower_barrier: format: double type: number is_lower_barrier_active: type: boolean upper_barrier: format: double type: number is_upper_barrier_active: type: boolean is_normalised: type: boolean corridor_type: enum: - prior - current - both type: string knockout_barrier: format: double type: number knockout_barrier_type: enum: - none - up - down - double_barriers type: string cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number knockin_barrier_type: enum: - none - up - down - double_barriers type: string knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: format: double type: number knockin_upper_barrier: format: double type: number knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core required: - $type type: object EqCorridorVolatilitySwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array variance_asset_index: format: int32 type: integer vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean corridor_asset_index: format: int32 type: integer lower_corridor_barrier: format: double type: number upper_corridor_barrier: format: double type: number corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean vol_cap: format: double nullable: true type: number vol_cap_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core required: - $type type: object EqCorridorVolVarSwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array variance_asset_index: format: int32 type: integer vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean corridor_asset_index: format: int32 type: integer lower_corridor_barrier: format: double type: number upper_corridor_barrier: format: double type: number corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core required: - $type type: object EqDividendFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string dividend_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core required: - $type type: object EqDividendFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core required: - $type type: object EqDividendOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string dividend_future: $ref: '#/components/schemas/EqDividendFutureByCode' strike: format: double type: number option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core required: - $type type: object EqDividendSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string payment_frequency: nullable: true type: string strike: format: double type: number settlement_delay: format: int32 type: integer include_special_dividends: type: boolean underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core required: - $type type: object EqDividendSwapKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number barrier_type: enum: - up_and_in - up_and_out - down_and_in - down_and_out type: string barrier_observation_date: format: date-time type: string rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string rebate: format: double type: number schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string payment_frequency: nullable: true type: string strike: format: double type: number settlement_delay: format: int32 type: integer include_special_dividends: type: boolean underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core required: - $type type: object EqDoubleKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string upper_barrier: format: double type: number lower_barrier: format: double type: number start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string rebate: format: double type: number settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core required: - $type type: object EqDoubleKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string upper_barrier: format: double type: number lower_barrier: format: double type: number start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string upper_rebate: format: double type: number lower_rebate: format: double type: number option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core required: - $type type: object EqFuture: example: future_settlement_type: physical underlyer: code: code market_identification_code: market_identification_code identifier_type: Derivitec traded_price: 0.8008281904610115 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' future_settlement_type: enum: - physical - cash type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core required: - $type type: object EqFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core required: - $type type: object EqFVA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string calendar: nullable: true type: string settlement_lag: format: int32 type: integer claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string strike_type: enum: - fixed - floating - delta_neutral type: string strike: format: double type: number benchmark_volatility: format: double type: number benchmark_growth: format: double nullable: true type: number benchmark_growth_historical: format: double nullable: true type: number benchmark_rate: format: double nullable: true type: number benchmark_rate_historical: format: double nullable: true type: number premium_determination_date: format: date-time type: string benchmark_premium_payment_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core required: - $type type: object EqFVASwaption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' swaption_claim_type: enum: - call - put type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string strike: format: double type: number benchmark_vol: format: double type: number benchmark_growth: format: double type: number benchmark_rate: format: double type: number premium_determination_date: format: date-time type: string benchmark_premium_payment_date: format: date-time type: string settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core required: - $type type: object EqGeometricVarianceSwap: required: - $type type: object properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array basket_name: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number vol_cap: format: double nullable: true type: number vol_cap_pct: format: double nullable: true readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer return_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core EqGeometricVolVarSwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array basket_name: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number vol_cap: format: double nullable: true type: number vol_cap_pct: format: double nullable: true readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer return_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core required: - $type type: object EqKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number option_barrier_type: enum: - up_and_in - down_and_in type: string start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string rebate: format: double type: number settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core required: - $type type: object EqKnockinKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string upper_barrier: format: double type: number lower_barrier: format: double type: number start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string option_barrier_type: enum: - up_and_out - down_and_out type: string settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core required: - $type type: object EqKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number option_barrier_type: enum: - up_and_out - down_and_out type: string start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string rebate: format: double type: number option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core required: - $type type: object EqOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string calendar: nullable: true type: string compo_currency: nullable: true type: string is_quanto: type: boolean option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string option_settlement_type: enum: - physical - cash type: string settlement_lag: format: int32 type: integer strike: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' is_listed: type: boolean premium_paid_up_front: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core required: - $type type: object EqOptionAmerican: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string option_settlement_type: enum: - physical - cash type: string settlement_lag: format: int32 type: integer calendar: nullable: true type: string is_quanto: type: boolean is_listed: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core required: - $type type: object EqOutperformanceOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string first_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' second_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - call - put type: string settlement_lag: format: int32 type: integer calendar: nullable: true type: string exchange: nullable: true type: string start_date: format: date-time type: string initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core required: - $type type: object EqStock: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' is_gdr: type: boolean share_ratio: format: double nullable: true type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core required: - $type type: object EqSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string applied_tax_rate: format: double type: number applied_tax_rate_pct: format: double readOnly: true type: number business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string compo_currency: nullable: true type: string div_payment_style: enum: - on_expiry - on_expiry_reinvested - on_next_reset - pass_thru type: string end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean eq_swap_valuation_type: enum: - accrual - npv type: string equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' initial_fixing_date: format: date-time type: string is_compo: type: boolean is_perpetual: type: boolean is_quanto: type: boolean payment_calendar_name: nullable: true type: string payment_lag: format: int32 type: integer rate_asset_name: nullable: true type: string roll_date: format: date-time type: string spread: format: double type: number spread_pct: format: double readOnly: true type: number start_stub: enum: - none - short - long - not_set type: string swap_reset_type: enum: - fixed_shares - fixed_notional type: string swap_return_type: enum: - price_return - total_return type: string tenor: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core required: - $type type: object EqTarn: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string call_barrier_levels: items: format: double type: number nullable: true type: array call_barrier_type: enum: - none - knock_in - knock_out type: string call_notionals: items: format: double type: number nullable: true type: array call_strikes: items: format: double type: number nullable: true type: array end_stub: enum: - none - short - long type: string end_to_end: type: boolean first_fixing_date: format: date-time type: string fixing_dates_stored: items: format: date-time type: string nullable: true type: array underlyer: $ref: '#/components/schemas/InstrumentIdentifier' lower_knockout_levels: items: format: double type: number nullable: true type: array period_str: nullable: true type: string pivot_strikes: items: format: double type: number nullable: true type: array put_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_notionals: items: format: double type: number nullable: true type: array put_strikes: items: format: double type: number nullable: true type: array schedule_end_date: format: date-time type: string schedule_roll_date: format: date-time type: string schedule_start_date: format: date-time type: string settlement_lag: format: int32 type: integer option_settlement_type: enum: - physical - cash type: string next_fixing_index: format: int32 type: integer start_stub: enum: - none - short - long type: string target_level: format: double type: number option_termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff type: string upper_call_barrier_levels: items: format: double type: number nullable: true type: array upper_call_barrier_type: enum: - none - knock_in - knock_out type: string upper_call_notionals: items: format: double type: number nullable: true type: array upper_call_strikes: items: format: double type: number nullable: true type: array upper_knockout_levels: items: format: double type: number nullable: true type: array upper_put_barrier_levels: items: format: double type: number nullable: true type: array upper_put_barrier_type: enum: - none - knock_in - knock_out type: string upper_put_notionals: items: format: double type: number nullable: true type: array upper_put_strikes: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core required: - $type type: object EqVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number knockin_barrier_type: enum: - none - up - down - double_barriers type: string knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: format: double type: number knockin_upper_barrier: format: double type: number knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string is_normalised: type: boolean knockout_barrier: format: double type: number knockout_barrier_type: enum: - none - up - down - double_barriers type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core required: - $type type: object EqVolatilityKnockoutOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer option_claim_type: enum: - call - put type: string strike: format: double type: number cap_level: format: double type: number floor_level: format: double type: number vol_barrier: format: double type: number rebate: format: double type: number knockin_level: format: double type: number knockin_barrier_type: enum: - none - up - down - double_barriers type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core required: - $type type: object EqVolatilitySwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core required: - $type type: object EqVolatilitySwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core required: - $type type: object EqVolIndexFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core required: - $type type: object EqVolIndexFutureByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core EqVolIndexOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string option_settlement_type: enum: - physical - cash type: string calendar: nullable: true type: string premium_paid_upfront: type: boolean is_listed: type: boolean exchange: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core required: - $type type: object FullySpecifiedMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core required: - $type type: object FxAccumulator: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string is_accumulator: type: boolean fixing_dates: items: format: date-time type: string nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string schedule_roll_date: format: date-time type: string period_str: nullable: true type: string start_stub: enum: - none - short - long type: string end_stub: enum: - none - short - long type: string end_to_end: type: boolean strikes: items: format: double type: number nullable: true type: array leveraging_factors: items: format: double type: number nullable: true type: array settlement_lag: format: int32 type: integer settlement_type: enum: - physical - cash type: string barrier_start_date: format: date-time type: string knockout_barrier_levels: items: format: double type: number nullable: true type: array call_barrier_type: enum: - none - knock_in - knock_out type: string call_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_barrier_levels: items: format: double type: number nullable: true type: array notionals: items: format: double type: number nullable: true type: array notional_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core required: - $type type: object FxAsianOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string premium_paid_up_front: type: boolean fixing_dates: items: format: date-time type: string nullable: true type: array average_start_date: format: date-time type: string average_end_date: format: date-time type: string period: nullable: true type: string option_payoff_type: enum: - average_rate - average_strike type: string notional_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core required: - $type type: object FxBarrierMA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pairs: items: type: string nullable: true type: array basket_name: nullable: true type: string start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string settlement_date: format: date-time type: string upper_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array lower_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array vol_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string option_knock_type: enum: - knock_out - knock_in type: string option_vol_knock_type: enum: - vol_knock_out - vol_knock_in type: string strikes: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array claim_types: items: $ref: '#/components/schemas/StringClaimTypeFxKeyValuePair' nullable: true type: array is_worst_knock: type: boolean calendar_name: nullable: true type: string period_str: nullable: true type: string annualisation_factor: format: double type: number include_mean_adjustment: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core required: - $type type: object FxBasketFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string averaging_type: enum: - arithmetic - geometric - not_set type: string basket_name: nullable: true type: string divisor: format: double type: number fx_pairs: items: type: string nullable: true type: array quantities: items: format: double type: number nullable: true type: array settlement_type: enum: - physical - cash type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core required: - $type type: object FxBasketOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_averaging_type: enum: - arithmetic - geometric - not_set type: string basket_future: $ref: '#/components/schemas/FxFutureByCode' basket_name: nullable: true type: string divisor: format: double type: number fx_pairs: items: type: string nullable: true type: array option_claim_type: enum: - call - put type: string quantities: items: format: double type: number nullable: true type: array settlement_date: format: date-time type: string strike: format: double type: number premium_paid_upfront: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core required: - $type type: object FxCorrelationSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pairs: items: type: string nullable: true type: array strike: format: double type: number basket_name: nullable: true type: string start_date: format: date-time type: string period: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string settlement_lag: format: int32 type: integer $type: type: string enum: - Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core required: - $type type: object FxDoubleKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string lower_barrier: format: double type: number premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number upper_barrier: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core required: - $type type: object FxDoubleKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string lower_barrier: format: double type: number premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number upper_barrier: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core required: - $type type: object FxForward: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string is_spot_contract: type: boolean settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number treat_as_cash: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core required: - $type type: object FxFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string settlement_type: enum: - physical - cash type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core required: - $type type: object FxFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core required: - $type type: object FxFVA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string strike_type: enum: - fixed - floating - delta_neutral type: string strike: format: double type: number benchmark_volatility: format: double type: number benchmark_growth: format: double nullable: true type: number benchmark_growth_historical: format: double nullable: true type: number benchmark_rate: format: double nullable: true type: number benchmark_rate_historical: format: double nullable: true type: number premium_determination_date: format: date-time type: string benchmark_premium_payment_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core required: - $type type: object FxKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_barrier_type: enum: - up_and_in - down_and_in type: string premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core required: - $type type: object FxKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_barrier_type: enum: - up_and_out - down_and_out type: string option_rebate_type: enum: - none - immediate - delayed type: string premium_currency: nullable: true type: string rebate: format: double type: number settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core required: - $type type: object FxOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string option_settlement_type: enum: - physical - cash type: string premium_paid_up_front: type: boolean traded_price: format: double type: number is_listed: type: boolean payoff_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core required: - $type type: object FxOptionAmerican: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string option_settlement_type: enum: - physical - cash type: string is_listed: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core required: - $type type: object FxOptionOnRealisedVolatility: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string claim_type: enum: - call - put type: string settlement_date: format: date-time type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number calendar_name: nullable: true type: string premium_currency: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core required: - $type type: object FxOptionSAMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core required: - $type type: object FxTarn: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string call_barrier_levels: items: format: double type: number nullable: true type: array call_barrier_type: enum: - none - knock_in - knock_out type: string call_notionals: items: format: double type: number nullable: true type: array call_strikes: items: format: double type: number nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string end_stub: enum: - none - short - long type: string end_to_end: type: boolean first_fixing_date: format: date-time type: string fixing_dates_stored: items: format: date-time type: string nullable: true type: array fx_pair: nullable: true type: string is_folding_expiry: items: type: boolean nullable: true type: array lower_knockout_levels: items: format: double type: number nullable: true type: array notional_currency: nullable: true type: string period_str: nullable: true type: string pivot_strikes: items: format: double type: number nullable: true type: array put_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_notionals: items: format: double type: number nullable: true type: array put_strikes: items: format: double type: number nullable: true type: array schedule_end_date: format: date-time type: string schedule_roll_date: format: date-time type: string schedule_start_date: format: date-time type: string settlement_dates: items: format: date-time type: string nullable: true type: array settlement_lag: format: int32 type: integer settlement_type: enum: - physical - cash type: string start_stub: enum: - none - short - long type: string target_level: format: double type: number termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff - by_itm_fixings_folding_tarn type: string upper_call_barrier_levels: items: format: double type: number nullable: true type: array upper_call_barrier_type: enum: - none - knock_in - knock_out type: string upper_call_notionals: items: format: double type: number nullable: true type: array upper_call_strikes: items: format: double type: number nullable: true type: array upper_knockout_levels: items: format: double type: number nullable: true type: array upper_put_barrier_levels: items: format: double type: number nullable: true type: array upper_put_barrier_type: enum: - none - knock_in - knock_out type: string upper_put_notionals: items: format: double type: number nullable: true type: array upper_put_strikes: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core required: - $type type: object FxTarnMA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string call_barrier_levels: additionalProperties: items: format: double type: number type: array nullable: true type: object call_barrier_types: additionalProperties: enum: - none - knock_in - knock_out type: string nullable: true type: object call_notionals: items: format: double type: number nullable: true type: array call_strikes: additionalProperties: items: format: double type: number type: array nullable: true type: object cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fixing_dates: items: format: date-time type: string nullable: true type: array fx_pairs: items: type: string nullable: true type: array settlement_dates: items: format: date-time type: string nullable: true type: array next_fixing_index: format: int32 type: integer notional_currency: nullable: true type: string put_barrier_levels: additionalProperties: items: format: double type: number type: array nullable: true type: object put_barrier_types: additionalProperties: enum: - none - knock_in - knock_out type: string nullable: true type: object put_notionals: items: format: double type: number nullable: true type: array put_strikes: additionalProperties: items: format: double type: number type: array nullable: true type: object settlement_type: enum: - physical - cash type: string target_level: format: double type: number termination_condition: enum: - by_profit_cash_settled - by_profit_full_payoff - by_profit_no_payoff type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core required: - $type type: object FxVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_date: format: date-time type: string calendar_name: nullable: true type: string premium_currency: nullable: true type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core required: - $type type: object FxVarianceSwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_date: format: date-time type: string calendar_name: nullable: true type: string premium_currency: nullable: true type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core required: - $type type: object FxVolatilitySwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_date: format: date-time type: string calendar_name: nullable: true type: string premium_currency: nullable: true type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core required: - $type type: object IBondMintlifyShape: example: identifier: identifier properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core required: - $type type: object IBondByCodeMintlifyShape: properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core required: - $type type: object ICashFlowContractMintlifyShape: example: identifier: identifier properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core required: - $type type: object IContractMintlifyShape: example: identifier: identifier properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core required: - $type type: object IEqContractMintlifyShape: properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core required: - $type type: object IRCapFloor: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number ir_claim_type: enum: - cap - floor type: string effective_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array reset_dates: items: format: date-time type: string nullable: true type: array roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string end_stub: enum: - none - short - long - not_set type: string rate_asset_name: nullable: true type: string reset_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core required: - $type type: object IRCapFloorBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number ir_claim_type: enum: - cap - floor type: string effective_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array reset_dates: items: format: date-time type: string nullable: true type: array roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string end_stub: enum: - none - short - long - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core required: - $type type: object IRCapFloorCMS: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number ir_claim_type: enum: - cap - floor type: string effective_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array reset_dates: items: format: date-time type: string nullable: true type: array roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string end_stub: enum: - none - short - long - not_set type: string ir_swap_fixing_instrument: $ref: '#/components/schemas/InstrumentIdentifier' payment_frequency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core required: - $type type: object IRFuture: example: compounding_start_date: '2000-01-23T04:56:07.000+00:00' compounding_rule: none rate_asset_name: rate_asset_name day_count_fraction: 0.8008281904610115 traded_price: 6.027456183070403 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string rate_asset_name: nullable: true type: string day_count_fraction: format: double type: number traded_price: format: double type: number compounding_rule: enum: - none - ois - weighted - not_set type: string compounding_start_date: format: date-time nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core required: - $type type: object IRFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core required: - $type type: object IRLeg: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string averaging_method: enum: - none - weighted - unweighted - ois_compounding type: string ois_compounding_frequency: format: int32 type: integer business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 type: string effective_date: format: date-time type: string end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean fixed_rates: items: format: double type: number nullable: true type: array next_cash_flow_index: format: int32 type: integer payment_calendar: nullable: true type: string payment_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - term - every28_days - not_set type: string payment_lag: format: int32 type: integer pay_notional_at_start: type: boolean period_end_dates_stored: items: format: date-time type: string nullable: true type: array rate_asset_name: nullable: true type: string receive_notional_at_end: type: boolean reset_calendar: nullable: true type: string roll_date: format: date-time type: string spreads: items: format: double type: number nullable: true type: array start_stub: enum: - none - short - long - not_set type: string use_imm_dates: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core required: - $type type: object IRLegFixed: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar: nullable: true type: string day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 type: string effective_date: format: date-time type: string end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean interest_rate: format: double type: number interest_rate_pct: format: double readOnly: true type: number pay_notional_at_start: type: boolean receive_notional_at_end: type: boolean roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string tenor: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core required: - $type type: object IRLegFloating: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string effective_date: format: date-time type: string end_stub: enum: - none - short - long - not_set type: string pay_notional_at_start: type: boolean rate_asset: nullable: true type: string receive_notional_at_end: type: boolean roll_date: format: date-time type: string spread: format: double type: number spread_pct: format: double readOnly: true type: number start_stub: enum: - none - short - long - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core required: - $type type: object IROption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string ir_future: $ref: '#/components/schemas/IRFutureByCode' strike: format: double type: number option_claim_type: enum: - put - call type: string premium_paid_up_front: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core required: - $type type: object IRSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string payer_leg: $ref: '#/components/schemas/IRLeg' receiver_leg: $ref: '#/components/schemas/IRLeg' payer_leg_notional: format: double type: number receiver_leg_notional: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core required: - $type type: object IRSwaption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string claim_type: enum: - payer - receiver type: string fixed_leg: $ref: '#/components/schemas/IRLeg' floating_leg: $ref: '#/components/schemas/IRLeg' settlement_type: enum: - physical - cash type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core required: - $type type: object Margin: required: - $type type: object properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core Repo: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string start_date: format: date-time type: string day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 type: string is_settled: type: boolean repo_rate: format: double type: number collateral_id: $ref: '#/components/schemas/InstrumentIdentifier' is_open_repo: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.Repo, 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 BondCapitalisationProvision: example: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' properties: capitalisation_dates: items: format: date-time type: string nullable: true type: array capitalisation_rates: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCapitalisationProvision, Derivitec.Web.Core required: - $type type: object BondExtensionProvision: example: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true properties: extension_dates: items: format: date-time type: string nullable: true type: array extended_maturity_dates: items: format: date-time type: string nullable: true type: array extended_redemption_values: items: format: double type: number nullable: true type: array issuer_extension: items: type: boolean nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondExtensionProvision, Derivitec.Web.Core required: - $type type: object BondCallProvision: required: - $type type: object properties: dates: items: format: date-time type: string nullable: true type: array redemption_values: items: format: double type: number nullable: true type: array exercise_style: enum: - european - american - bermudan - not_set type: string $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCallProvision, Derivitec.Web.Core BondPutProvision: required: - $type type: object properties: dates: items: format: date-time type: string nullable: true type: array redemption_values: items: format: double type: number nullable: true type: array exercise_style: enum: - european - american - bermudan - not_set type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.BondPutProvision, Derivitec.Web.Core BondCoupon: example: coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 properties: coupon_leg_start_date: format: date-time type: string coupon_leg_end_date: format: date-time type: string coupon_leg_first_coupon_date: format: date-time type: string coupon_leg_penultimate_coupon_date: format: date-time type: string coup_type: enum: - fixed - variable - not_set type: string coup_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string fixed_coupon_rate: format: double type: number coupon_index_id: nullable: true type: string index_fixing_lag: format: int32 type: integer index_multiplier: format: double type: number coupon_floor: format: double type: number coupon_cap: format: double type: number $type: type: string enum: - Derivitec.Web.Core.StaticData.BondCoupon, Derivitec.Web.Core required: - $type type: object Bond: discriminator: mapping: Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' propertyName: $type oneOf: - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' ConversionCondition: example: cash_on_conversions: - 1.2315135367772556 - 1.2315135367772556 dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' triggers: - 7.386281948385884 - 7.386281948385884 conversion_ratios: - 4.145608029883936 - 4.145608029883936 properties: dates: items: format: date-time type: string nullable: true type: array conversion_ratios: items: format: double type: number nullable: true type: array triggers: items: format: double type: number nullable: true type: array cash_on_conversions: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.ConversionCondition, Derivitec.Web.Core required: - $type type: object DilutionConversionCondition: example: issued_shares: 6 issued_amount: 7.457744773683766 properties: issued_shares: format: int32 type: integer issued_amount: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DilutionConversionCondition, Derivitec.Web.Core required: - $type type: object CallableConversionCondition: example: is_make_whole: true convert_on_call: true dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 2.3021358869347655 - 2.3021358869347655 num_consecutive_trading_days: 9 triggers: - 3.616076749251911 - 3.616076749251911 num_days_above_trigger: 7 properties: is_make_whole: type: boolean convert_on_call: type: boolean dates: items: format: date-time type: string nullable: true type: array notionals: items: format: double type: number nullable: true type: array num_days_above_trigger: format: int32 type: integer num_consecutive_trading_days: format: int32 type: integer triggers: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CallableConversionCondition, Derivitec.Web.Core required: - $type type: object PuttableConversionCondition: example: dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 8.762042012749001 - 8.762042012749001 properties: dates: items: format: date-time type: string nullable: true type: array notionals: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.PuttableConversionCondition, Derivitec.Web.Core required: - $type type: object MandatoryConversionCondition: example: put_ratio: 9.965781217890562 call_ratio: 5.025004791520295 properties: call_ratio: format: double type: number put_ratio: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.StaticData.MandatoryConversionCondition, Derivitec.Web.Core required: - $type type: object DividendProtectionConversionCondition: example: is_cash_threshold: true threshold: 1.1730742509559433 type: pass_through properties: threshold: format: double type: number type: enum: - pass_through - conversion_ratio_adjustment type: string is_cash_threshold: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DividendProtectionConversionCondition, 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 StringDoubleKeyValuePair: example: value: 3.5571952270680973 key: key properties: key: nullable: true type: string value: format: double type: number type: object InstrumentIdentifierClaimTypeEqKeyValuePair: properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: enum: - digital_call - digital_put - call - put type: string type: object StringClaimTypeEqKeyValuePair: properties: key: nullable: true type: string value: enum: - digital_call - digital_put - call - put type: string type: object StringClaimTypeFxKeyValuePair: properties: key: nullable: true type: string value: enum: - digital_call - digital_put - call - put type: string 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 ````