> ## 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. # Retrieve rate-asset volatility cube parameters. > Use this operation to display swaption cube parameters and marked points for one rate asset and market date. `VolType` accepts `Normal` or `LogNormal` and defaults to `Normal`. Normal forwards, shifts, and volatilities use basis-point display units; lognormal volatilities use percentage-point display units. Provider/environment selection controls the requested cube. The operation is read-only and synchronous. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/RateAsset/GetVolatilityParameters openapi: 3.0.4 info: title: Derivitec Api 1.0 version: '1.0' servers: - url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] tags: - name: AdminUser - name: AtotiReport - name: AtotiSession - name: BloombergOAuth - name: Bond - name: BondYieldCurvePage - name: BookAccess - name: Books - name: Commodity - name: Counterparties - name: Currencies - name: Equity - name: EquityDividend - name: EquityPage - name: FeatureFlag - name: Fx - name: FxPage - name: GroupAccess - name: Home - name: LegacyPosition - name: MarketData - name: MarketDataProvider - name: MarketDataProviderAccess - name: Meta - name: Notification - name: Organisation - name: PnLReport - name: PortfolioAccess - name: Portfolios - name: Position - name: PositionFilter - name: PricingEnvironment - name: PricingEnvironmentAccess - name: RateAsset - name: RateAssetPage - name: Report - name: ReportDefinition - name: ReportHistoryLauncherQuery - name: ReportLauncher - name: ReportQuery - name: ReportQueryViewUser - name: ReportRestriction - name: ReportView - name: RiskReport - name: Tradable - name: TradeBooking - name: User - name: VarReport - name: VarReportQuery - name: YieldCurvePage paths: /api/RateAsset/GetVolatilityParameters: post: tags: - RateAsset summary: Retrieve rate-asset volatility cube parameters. description: >- Use this operation to display swaption cube parameters and marked points for one rate asset and market date. `VolType` accepts `Normal` or `LogNormal` and defaults to `Normal`. Normal forwards, shifts, and volatilities use basis-point display units; lognormal volatilities use percentage-point display units. Provider/environment selection controls the requested cube. The operation is read-only and synchronous. operationId: GetVolatilityParameters requestBody: description: >- A non-empty rate-asset `Identifier`, date-only `MarketDate`, `VolType` (`Normal` = 0/default or `LogNormal` = 1), and one authorised provider-selector form. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetVolatilityCubeParametersRequest' application/json: schema: $ref: '#/components/schemas/ApiGetVolatilityCubeParametersRequest' text/json: schema: $ref: '#/components/schemas/ApiGetVolatilityCubeParametersRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetVolatilityCubeParametersRequest' responses: '200': description: >- Returns maturity/tenor cube parameters and marked option points, or an unrecognised-rate-asset error. content: application/json: schema: $ref: '#/components/schemas/ApiGetVolatilityCubeParametersResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetVolatilityCubeParametersRequest: required: - $type type: object properties: market_date: type: string description: Market date used by the derived request. format: date-time provider_id: type: string description: >- Opaque identifier of a single market-data provider to use instead of either environment-name option. nullable: true entity_access_type: enum: - view - edit - owner - blocked type: string description: >- Access classification associated with the selected market-data environment. market_data_environment_names: type: array items: type: string description: >- Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives. nullable: true market_data_environment_name: type: string description: >- Single market-data environment name to use instead of `market_data_environment_names` or `provider_id`. nullable: true example: Example market data identifier: type: string description: Rate-asset identifier supplied to the volatility lookup. nullable: true vol_type: enum: - normal - log_normal type: string description: >- Normal or lognormal quotation convention requested for the returned volatility data. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiGetVolatilityCubeParametersRequest, Derivitec.Web.Core additionalProperties: false description: >- Selects a rate asset, market-data date, and volatility quotation convention. ApiGetVolatilityCubeParametersResponse: required: - $type type: object properties: is_success: type: boolean description: >- Whether the operation completed successfully. The default is `true`; error outcomes set it to `false`. example: true error_messages: type: array items: type: string description: >- Messages explaining operation-level failures. The collection is empty by default. nullable: true marked_option_vol_dictionary: type: array items: $ref: '#/components/schemas/OptionVolPoint' description: >- Flat array of rate-option volatility points; despite the member name, this field is not a JSON dictionary. nullable: true vol_cube_parameters: type: array items: $ref: '#/components/schemas/RatesVolCubeParameters' description: >- Rate-volatility cube parameter row for each available maturity combination. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiGetVolatilityCubeParametersResponse, Derivitec.Web.Core additionalProperties: false description: >- Returns rate-option volatility points and per-maturity cube parameter rows. OptionVolPoint: required: - $type type: object properties: ask_vol: type: number description: Optional ask implied-volatility observation. format: double nullable: true bid_vol: type: number description: Optional bid implied-volatility observation. format: double nullable: true close_vol: type: number description: Optional close implied-volatility observation. format: double nullable: true claim_type: type: string description: Option claim label carried with the observation. nullable: true expiry: type: string description: Expiry date of the option-volatility observation. format: date-time extra_expiry: type: string description: >- Additional expiry date; rate-option results use it for the swap maturity. format: date-time marked_vol: type: number description: Marked volatility returned for the point. format: double maturity: type: number description: Maturity coordinate carried with the observation. format: double strike: type: number description: Strike coordinate used when the point is presented by strike. format: double delta: type: number description: Delta coordinate carried with the observation. format: double call_delta: type: number description: Call-delta coordinate used when the point is presented by delta. format: double identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.OptionVolPoint, Derivitec.Web.Core additionalProperties: false description: >- One option-volatility observation expressed by strike or delta coordinates. RatesVolCubeParameters: required: - $type type: object properties: atm_forward: type: number description: At-the-money forward returned for the row, in basis points. format: double atmf_vol: type: number description: >- At-the-money-forward volatility, in basis points for normal-volatility requests and percentage points for Black-volatility requests. format: double alpha: type: number description: Alpha parameter returned for the volatility-cube row. format: double beta: type: number description: Beta parameter returned for the volatility-cube row. format: double rho: type: number description: Rho parameter returned for the volatility-cube row. format: double nu: type: number description: Nu parameter returned for the volatility-cube row. format: double shift: type: number description: >- Shift parameter returned for the volatility-cube row, in basis points. format: double option_maturity: type: string description: Option-maturity date represented by the row. format: date-time swap_maturity: type: string description: Swap-maturity date represented by the row. format: date-time description: type: string description: Display label for the option- and swap-maturity combination. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.RatesVolCubeParameters, Derivitec.Web.Core additionalProperties: false description: >- One interest-rate volatility-cube parameter row for option and swap maturities. InstrumentIdentifier: description: >- Instrument code qualified by an identifier namespace and optional market code. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core: '#/components/schemas/InstrumentIdentifierMintlifyShape' Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core: '#/components/schemas/InstrumentInfo' oneOf: - $ref: '#/components/schemas/InstrumentIdentifierMintlifyShape' - $ref: '#/components/schemas/InstrumentInfo' InstrumentIdentifierMintlifyShape: required: - $type type: object properties: code: type: string description: Instrument code interpreted in the selected identifier namespace. nullable: true identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - Cusip - NotSet type: string description: Namespace that determines how the instrument code is interpreted. market_identification_code: type: string description: >- Optional market identification code that further qualifies the instrument code. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core additionalProperties: false description: >- Instrument code qualified by an identifier namespace and optional market code. InstrumentInfo: required: - $type type: object properties: code: type: string description: Instrument code interpreted in the selected identifier namespace. nullable: true identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - Cusip - NotSet type: string description: Namespace that determines how the instrument code is interpreted. market_identification_code: type: string description: >- Optional market identification code that further qualifies the instrument code. nullable: true name: type: string description: Human-readable name of the identified instrument. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core additionalProperties: false description: Instrument identifier with a human-readable instrument name. securitySchemes: oauth2: type: oauth2 description: >- OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header flows: implicit: authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize scopes: {} apikey: type: apiKey description: API-Key requested via the site and provided as a header name: x-api-key in: header ````