> ## 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. # Get Custom Report Definition ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/ReportDefinition/GetRiskReportDefinition 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/ReportDefinition/GetRiskReportDefinition: post: tags: - ReportDefinition summary: Get Custom Report Definition operationId: GetRiskReportDefinition requestBody: content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiRiskReportDefinitionGetRequest' application/json: schema: $ref: '#/components/schemas/ApiRiskReportDefinitionGetRequest' text/json: schema: $ref: '#/components/schemas/ApiRiskReportDefinitionGetRequest' application/*+json: schema: $ref: '#/components/schemas/ApiRiskReportDefinitionGetRequest' description: '' responses: '200': content: application/json: schema: $ref: '#/components/schemas/ApiRiskReportDefinitionGetResponse' description: Success '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiRiskReportDefinitionGetRequest: required: - $type type: object properties: report_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.RiskReportDefinition.ApiRiskReportDefinitionGetRequest, Derivitec.Web.Core ApiRiskReportDefinitionGetResponse: example: report_description: report_description risk_measures: - null - null customizer_id: customizer_id shared_with_organisation: true is_owner: true report_name: report_name properties: is_success: type: boolean error_messages: items: type: string nullable: true type: array customizer_id: nullable: true type: string report_name: nullable: true type: string report_description: nullable: true type: string risk_measures: items: $ref: '#/components/schemas/IRiskMeasure' nullable: true type: array shared_with_organisation: type: boolean is_owner: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskReportDefinition.ApiRiskReportDefinitionGetResponse, Derivitec.Web.Core required: - $type type: object IRiskMeasure: discriminator: mapping: Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core: '#/components/schemas/BorrowCurveDelta' Derivitec.Web.Core.RiskEngine.BorrowCurveShock, Derivitec.Web.Core: '#/components/schemas/BorrowCurveShock' Derivitec.Web.Core.RiskEngine.CmdtyDelta, Derivitec.Web.Core: '#/components/schemas/CmdtyDelta' Derivitec.Web.Core.RiskEngine.CmdtyGamma, Derivitec.Web.Core: '#/components/schemas/CmdtyGamma' Derivitec.Web.Core.RiskEngine.CmdtyRealisedVol, Derivitec.Web.Core: '#/components/schemas/CmdtyRealisedVol' Derivitec.Web.Core.RiskEngine.CmdtyRiskMeasure, Derivitec.Web.Core: '#/components/schemas/CmdtyRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.CmdtyVega, Derivitec.Web.Core: '#/components/schemas/CmdtyVega' Derivitec.Web.Core.RiskEngine.CreditDelta, Derivitec.Web.Core: '#/components/schemas/CreditDelta' Derivitec.Web.Core.RiskEngine.CreditGamma, Derivitec.Web.Core: '#/components/schemas/CreditGamma' Derivitec.Web.Core.RiskEngine.CreditParallelShock, Derivitec.Web.Core: '#/components/schemas/CreditParallelShock' Derivitec.Web.Core.RiskEngine.CreditRiskMeasure, Derivitec.Web.Core: '#/components/schemas/CreditRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.CreditSpread, Derivitec.Web.Core: '#/components/schemas/CreditSpread' Derivitec.Web.Core.RiskEngine.CreditVega, Derivitec.Web.Core: '#/components/schemas/CreditVega' Derivitec.Web.Core.RiskEngine.DividendShock, Derivitec.Web.Core: '#/components/schemas/DividendShock' Derivitec.Web.Core.RiskEngine.Duration, Derivitec.Web.Core: '#/components/schemas/Duration' Derivitec.Web.Core.RiskEngine.EqCorrelationDelta, Derivitec.Web.Core: '#/components/schemas/EqCorrelationDelta' Derivitec.Web.Core.RiskEngine.EqDelta, Derivitec.Web.Core: '#/components/schemas/EqDelta' Derivitec.Web.Core.RiskEngine.EqDeltaShares, Derivitec.Web.Core: '#/components/schemas/EqDeltaShares' Derivitec.Web.Core.RiskEngine.EqGamma, Derivitec.Web.Core: '#/components/schemas/EqGamma' Derivitec.Web.Core.RiskEngine.EqRealisedVol, Derivitec.Web.Core: '#/components/schemas/EqRealisedVol' Derivitec.Web.Core.RiskEngine.EqRiskMeasure, Derivitec.Web.Core: '#/components/schemas/EqRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.EqSpotShock, Derivitec.Web.Core: '#/components/schemas/EqSpotShock' Derivitec.Web.Core.RiskEngine.EqVanna, Derivitec.Web.Core: '#/components/schemas/EqVanna' Derivitec.Web.Core.RiskEngine.EqVega, Derivitec.Web.Core: '#/components/schemas/EqVega' Derivitec.Web.Core.RiskEngine.EqVolGamma, Derivitec.Web.Core: '#/components/schemas/EqVolGamma' Derivitec.Web.Core.RiskEngine.EqVolSkewDelta, Derivitec.Web.Core: '#/components/schemas/EqVolSkewDelta' Derivitec.Web.Core.RiskEngine.EqVolSkewGamma, Derivitec.Web.Core: '#/components/schemas/EqVolSkewGamma' Derivitec.Web.Core.RiskEngine.FxDelta, Derivitec.Web.Core: '#/components/schemas/FxDelta' Derivitec.Web.Core.RiskEngine.FxDeltaByCross, Derivitec.Web.Core: '#/components/schemas/FxDeltaByCross' Derivitec.Web.Core.RiskEngine.FxGamma, Derivitec.Web.Core: '#/components/schemas/FxGamma' Derivitec.Web.Core.RiskEngine.FxGammaByCross, Derivitec.Web.Core: '#/components/schemas/FxGammaByCross' Derivitec.Web.Core.RiskEngine.FxRealisedVol, Derivitec.Web.Core: '#/components/schemas/FxRealisedVol' Derivitec.Web.Core.RiskEngine.FxRiskMeasure, Derivitec.Web.Core: '#/components/schemas/FxRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.FxSpotShock, Derivitec.Web.Core: '#/components/schemas/FxSpotShock' Derivitec.Web.Core.RiskEngine.FxSpotVolShock, Derivitec.Web.Core: '#/components/schemas/FxSpotVolShock' Derivitec.Web.Core.RiskEngine.FxVanna, Derivitec.Web.Core: '#/components/schemas/FxVanna' Derivitec.Web.Core.RiskEngine.FxVega, Derivitec.Web.Core: '#/components/schemas/FxVega' Derivitec.Web.Core.RiskEngine.FxVolGamma, Derivitec.Web.Core: '#/components/schemas/FxVolGamma' Derivitec.Web.Core.RiskEngine.FxVolShock, Derivitec.Web.Core: '#/components/schemas/FxVolShock' Derivitec.Web.Core.RiskEngine.IrBasisShock, Derivitec.Web.Core: '#/components/schemas/IrBasisShock' Derivitec.Web.Core.RiskEngine.IrDelta, Derivitec.Web.Core: '#/components/schemas/IrDelta' Derivitec.Web.Core.RiskEngine.IrGamma, Derivitec.Web.Core: '#/components/schemas/IrGamma' Derivitec.Web.Core.RiskEngine.IrParallelShock, Derivitec.Web.Core: '#/components/schemas/IrParallelShock' Derivitec.Web.Core.RiskEngine.IrRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IrRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.IrVega, Derivitec.Web.Core: '#/components/schemas/IrVega' Derivitec.Web.Core.RiskEngine.Npv, Derivitec.Web.Core: '#/components/schemas/Npv' Derivitec.Web.Core.RiskEngine.PricingDetail, Derivitec.Web.Core: '#/components/schemas/PricingDetail' Derivitec.Web.Core.RiskEngine.RealisedVolMeasure, Derivitec.Web.Core: '#/components/schemas/RealisedVolMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.ReferenceVol, Derivitec.Web.Core: '#/components/schemas/ReferenceVol' Derivitec.Web.Core.RiskEngine.Rho, Derivitec.Web.Core: '#/components/schemas/Rho' Derivitec.Web.Core.RiskEngine.RiskMeasure, Derivitec.Web.Core: '#/components/schemas/RiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.ScenarioImpact, Derivitec.Web.Core: '#/components/schemas/ScenarioImpact' Derivitec.Web.Core.RiskEngine.ScenarioRiskImpact, Derivitec.Web.Core: '#/components/schemas/ScenarioRiskImpact' Derivitec.Web.Core.RiskEngine.Theta, Derivitec.Web.Core: '#/components/schemas/Theta' Derivitec.Web.Core.RiskEngine.VegaNotional, Derivitec.Web.Core: '#/components/schemas/VegaNotional' Derivitec.Web.Core.Interfaces.ICmdtyRiskMeasure, Derivitec.Web.Core: '#/components/schemas/ICmdtyRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IEqRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IEqRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IFxRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IFxRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IIrRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IIrRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IRiskMeasureMintlifyShape' propertyName: $type oneOf: - $ref: '#/components/schemas/BorrowCurveDelta' - $ref: '#/components/schemas/BorrowCurveShock' - $ref: '#/components/schemas/CmdtyDelta' - $ref: '#/components/schemas/CmdtyGamma' - $ref: '#/components/schemas/CmdtyRealisedVol' - $ref: '#/components/schemas/CmdtyRiskMeasureMintlifyShape' - $ref: '#/components/schemas/CmdtyVega' - $ref: '#/components/schemas/CreditDelta' - $ref: '#/components/schemas/CreditGamma' - $ref: '#/components/schemas/CreditParallelShock' - $ref: '#/components/schemas/CreditRiskMeasureMintlifyShape' - $ref: '#/components/schemas/CreditSpread' - $ref: '#/components/schemas/CreditVega' - $ref: '#/components/schemas/DividendShock' - $ref: '#/components/schemas/Duration' - $ref: '#/components/schemas/EqCorrelationDelta' - $ref: '#/components/schemas/EqDelta' - $ref: '#/components/schemas/EqDeltaShares' - $ref: '#/components/schemas/EqGamma' - $ref: '#/components/schemas/EqRealisedVol' - $ref: '#/components/schemas/EqRiskMeasureMintlifyShape' - $ref: '#/components/schemas/EqSpotShock' - $ref: '#/components/schemas/EqVanna' - $ref: '#/components/schemas/EqVega' - $ref: '#/components/schemas/EqVolGamma' - $ref: '#/components/schemas/EqVolSkewDelta' - $ref: '#/components/schemas/EqVolSkewGamma' - $ref: '#/components/schemas/FxDelta' - $ref: '#/components/schemas/FxDeltaByCross' - $ref: '#/components/schemas/FxGamma' - $ref: '#/components/schemas/FxGammaByCross' - $ref: '#/components/schemas/FxRealisedVol' - $ref: '#/components/schemas/FxRiskMeasureMintlifyShape' - $ref: '#/components/schemas/FxSpotShock' - $ref: '#/components/schemas/FxSpotVolShock' - $ref: '#/components/schemas/FxVanna' - $ref: '#/components/schemas/FxVega' - $ref: '#/components/schemas/FxVolGamma' - $ref: '#/components/schemas/FxVolShock' - $ref: '#/components/schemas/IrBasisShock' - $ref: '#/components/schemas/IrDelta' - $ref: '#/components/schemas/IrGamma' - $ref: '#/components/schemas/IrParallelShock' - $ref: '#/components/schemas/IrRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IrVega' - $ref: '#/components/schemas/Npv' - $ref: '#/components/schemas/PricingDetail' - $ref: '#/components/schemas/RealisedVolMeasureMintlifyShape' - $ref: '#/components/schemas/ReferenceVol' - $ref: '#/components/schemas/Rho' - $ref: '#/components/schemas/RiskMeasureMintlifyShape' - $ref: '#/components/schemas/ScenarioImpact' - $ref: '#/components/schemas/ScenarioRiskImpact' - $ref: '#/components/schemas/Theta' - $ref: '#/components/schemas/VegaNotional' - $ref: '#/components/schemas/ICmdtyRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IEqRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IFxRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IIrRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IRiskMeasureMintlifyShape' BorrowCurveDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string tenors: items: type: string nullable: true type: array shock_size: format: double type: number use_proportional_shocks: type: boolean use_forward_rate_bumps: type: boolean use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core required: - $type type: object BorrowCurveShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_proportional_shocks: type: boolean use_forward_rate_bumps: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.BorrowCurveShock, Derivitec.Web.Core required: - $type type: object CmdtyDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number sticky_smile_ratio: format: double type: number use_contract_currency: type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string is_default_vol_surface_spot_model: readOnly: true type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyDelta, Derivitec.Web.Core required: - $type type: object CmdtyGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number sticky_smile_ratio: format: double type: number vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string use_contract_currency: type: boolean is_default_vol_surface_spot_model: readOnly: true type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyGamma, Derivitec.Web.Core required: - $type type: object CmdtyRealisedVol: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string lookback_window: format: int32 readOnly: true type: integer use_percentage_points: readOnly: true type: boolean decay_period: format: int32 readOnly: true type: integer $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyRealisedVol, Derivitec.Web.Core CmdtyRiskMeasureMintlifyShape: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyRiskMeasure, Derivitec.Web.Core CmdtyVega: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyVega, Derivitec.Web.Core required: - $type type: object CreditDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string is_spread_based: type: boolean shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditDelta, Derivitec.Web.Core required: - $type type: object CreditGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string is_spread_based: type: boolean shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditGamma, Derivitec.Web.Core required: - $type type: object CreditParallelShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number use_contract_currency: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CreditParallelShock, Derivitec.Web.Core required: - $type type: object CreditRiskMeasureMintlifyShape: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CreditRiskMeasure, Derivitec.Web.Core CreditSpread: properties: risk_measure_id_stored: nullable: true readOnly: true type: string reference_bond_yield_curve_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditSpread, Derivitec.Web.Core required: - $type type: object CreditVega: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditVega, Derivitec.Web.Core required: - $type type: object DividendShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number all_in_rate_shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.DividendShock, Derivitec.Web.Core required: - $type type: object Duration: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Duration, Derivitec.Web.Core required: - $type type: object EqCorrelationDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number use_contract_currency: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.EqCorrelationDelta, Derivitec.Web.Core required: - $type type: object EqDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number sticky_smile_ratio: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqDelta, Derivitec.Web.Core required: - $type type: object EqDeltaShares: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqDeltaShares, Derivitec.Web.Core required: - $type type: object EqGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number sticky_smile_ratio: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqGamma, Derivitec.Web.Core required: - $type type: object EqRealisedVol: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string lookback_window: format: int32 readOnly: true type: integer use_percentage_points: readOnly: true type: boolean decay_period: format: int32 readOnly: true type: integer $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqRealisedVol, Derivitec.Web.Core EqRiskMeasureMintlifyShape: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqRiskMeasure, Derivitec.Web.Core required: - $type type: object EqSpotShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number sticky_smile_ratio: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqSpotShock, Derivitec.Web.Core required: - $type type: object EqVanna: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_proportional_vol_bumps: type: boolean use_parallel_shift: type: boolean shock_equity_vol_indices: type: boolean sticky_smile_ratio: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVanna, Derivitec.Web.Core required: - $type type: object EqVega: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_proportional_vol_bumps: type: boolean use_parallel_shift: type: boolean shock_equity_vol_indices: type: boolean tenors: items: type: string nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVega, Derivitec.Web.Core required: - $type type: object EqVolGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string use_contract_currency: readOnly: true type: boolean vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_proportional_vol_bumps: type: boolean use_parallel_shift: type: boolean shock_equity_vol_indices: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolGamma, Derivitec.Web.Core required: - $type type: object EqVolSkewDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number shock_equity_vol_indices: type: boolean use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolSkewDelta, Derivitec.Web.Core required: - $type type: object EqVolSkewGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number shock_equity_vol_indices: type: boolean use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolSkewGamma, Derivitec.Web.Core required: - $type type: object FxDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_inverse_currency_shock: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxDelta, Derivitec.Web.Core required: - $type type: object FxDeltaByCross: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_by_quoted_fx_cross_id: type: boolean shock_size: format: double type: number use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxDeltaByCross, Derivitec.Web.Core required: - $type type: object FxGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_inverse_currency_shock: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxGamma, Derivitec.Web.Core required: - $type type: object FxGammaByCross: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_by_quoted_fx_cross_id: type: boolean shock_size: format: double type: number use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxGammaByCross, Derivitec.Web.Core required: - $type type: object FxRealisedVol: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string lookback_window: format: int32 readOnly: true type: integer use_percentage_points: readOnly: true type: boolean decay_period: format: int32 readOnly: true type: integer $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxRealisedVol, Derivitec.Web.Core FxRiskMeasureMintlifyShape: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxRiskMeasure, Derivitec.Web.Core required: - $type type: object FxSpotShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number calculate_price_changes: type: boolean include_reporting_currency_shock: type: boolean use_inverse_currency_shock: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxSpotShock, Derivitec.Web.Core required: - $type type: object FxSpotVolShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean calculate_price_changes: type: boolean include_reporting_currency_shock: type: boolean spot_shock_size: format: double type: number use_implied_vol_bumps: type: boolean use_proportional_vol_bumps: type: boolean vol_shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxSpotVolShock, Derivitec.Web.Core required: - $type type: object FxVanna: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_implied_vol_bumps: type: boolean use_inverse_currency_shock: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVanna, Derivitec.Web.Core required: - $type type: object FxVega: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number tenors: items: type: string nullable: true type: array use_implied_vol_bumps: type: boolean use_inverse_currency_shock: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVega, Derivitec.Web.Core required: - $type type: object FxVolGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean shock_size: format: double type: number use_implied_vol_bumps: type: boolean use_inverse_currency_shock: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVolGamma, Derivitec.Web.Core required: - $type type: object FxVolShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta readOnly: true type: string is_default_vol_surface_spot_model: readOnly: true type: boolean tenors: items: type: string nullable: true type: array vol_shock_func: $ref: '#/components/schemas/IVolShockFunc' $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVolShock, Derivitec.Web.Core required: - $type type: object IrBasisShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number use_proportional_shocks: type: boolean basis_rate_asset_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrBasisShock, Derivitec.Web.Core required: - $type type: object IrDelta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string tenors: items: type: string nullable: true type: array shock_size: format: double type: number use_proportional_shocks: type: boolean use_forward_rate_bumps: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrDelta, Derivitec.Web.Core required: - $type type: object IrGamma: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrGamma, Derivitec.Web.Core required: - $type type: object IrParallelShock: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number use_proportional_shocks: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrParallelShock, Derivitec.Web.Core required: - $type type: object IrRiskMeasureMintlifyShape: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrRiskMeasure, Derivitec.Web.Core IrVega: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number vol_type: enum: - black - bachelier type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrVega, Derivitec.Web.Core required: - $type type: object Npv: properties: risk_measure_id_stored: nullable: true readOnly: true type: string return_futures_price: type: boolean return_percent_price: type: boolean use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Npv, Derivitec.Web.Core required: - $type type: object PricingDetail: properties: risk_measure_id_stored: nullable: true readOnly: true type: string pricing_detail_type: enum: - underlying_price - reference_vol - futures_price type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.PricingDetail, Derivitec.Web.Core required: - $type type: object RealisedVolMeasureMintlifyShape: properties: risk_measure_id_stored: nullable: true readOnly: true type: string lookback_window: format: int32 readOnly: true type: integer use_percentage_points: readOnly: true type: boolean decay_period: format: int32 readOnly: true type: integer $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.RealisedVolMeasure, Derivitec.Web.Core required: - $type type: object ReferenceVol: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.ReferenceVol, Derivitec.Web.Core Rho: properties: risk_measure_id_stored: nullable: true readOnly: true type: string shock_size: format: double type: number use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Rho, Derivitec.Web.Core required: - $type type: object RiskMeasureMintlifyShape: properties: risk_measure_id_stored: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.RiskMeasure, Derivitec.Web.Core required: - $type type: object ScenarioImpact: properties: risk_measure_id_stored: nullable: true readOnly: true type: string calculate_price_changes: type: boolean scale_factor: format: double type: number scenario: $ref: '#/components/schemas/RiskScenario' $type: type: string enum: - Derivitec.Web.Core.RiskEngine.ScenarioImpact, Derivitec.Web.Core required: - $type type: object ScenarioRiskImpact: properties: risk_measure_id_stored: nullable: true readOnly: true type: string calculate_risk_changes: type: boolean risk_measure: $ref: '#/components/schemas/IRiskMeasure' scale_factor: format: double type: number scenario: $ref: '#/components/schemas/RiskScenario' $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.ScenarioRiskImpact, Derivitec.Web.Core required: - $type type: object Theta: properties: risk_measure_id_stored: nullable: true readOnly: true type: string roll_days: format: int32 type: integer rebase_cash_flows: type: boolean ignore_credit_spread_term_structure: type: boolean use_contract_currency: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Theta, Derivitec.Web.Core required: - $type type: object VegaNotional: required: - $type type: object properties: risk_measure_id_stored: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.VegaNotional, Derivitec.Web.Core ICmdtyRiskMeasureMintlifyShape: required: - $type type: object properties: $type: type: string enum: - >- Derivitec.Web.Core.Interfaces.ICmdtyRiskMeasure, Derivitec.Web.Core IEqRiskMeasureMintlifyShape: required: - $type type: object properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IEqRiskMeasure, Derivitec.Web.Core IFxRiskMeasureMintlifyShape: required: - $type type: object properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IFxRiskMeasure, Derivitec.Web.Core IIrRiskMeasureMintlifyShape: required: - $type type: object properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IIrRiskMeasure, Derivitec.Web.Core IRiskMeasureMintlifyShape: required: - $type type: object properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IRiskMeasure, Derivitec.Web.Core IVolShockFunc: discriminator: mapping: Derivitec.Web.Core.RiskEngine.VolShockFuncShocksByStrike, Derivitec.Web.Core: '#/components/schemas/VolShockFuncShocksByStrike' Derivitec.Web.Core.Interfaces.IVolShockFunc, Derivitec.Web.Core: '#/components/schemas/IVolShockFuncMintlifyShape' propertyName: $type oneOf: - $ref: '#/components/schemas/VolShockFuncShocksByStrike' - $ref: '#/components/schemas/IVolShockFuncMintlifyShape' RiskScenario: discriminator: mapping: Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core: '#/components/schemas/RiskScenarioMintlifyShape' Derivitec.Web.Core.RiskEngine.CmdtySpotScenario, Derivitec.Web.Core: '#/components/schemas/CmdtySpotScenario' Derivitec.Web.Core.RiskEngine.CmdtyVolScenario, Derivitec.Web.Core: '#/components/schemas/CmdtyVolScenario' Derivitec.Web.Core.RiskEngine.CompositeScenario, Derivitec.Web.Core: '#/components/schemas/CompositeScenario' Derivitec.Web.Core.RiskEngine.CreditScenario, Derivitec.Web.Core: '#/components/schemas/CreditScenario' Derivitec.Web.Core.RiskEngine.EqSpotScenario, Derivitec.Web.Core: '#/components/schemas/EqSpotScenario' Derivitec.Web.Core.RiskEngine.EqVolScenario, Derivitec.Web.Core: '#/components/schemas/EqVolScenario' Derivitec.Web.Core.RiskEngine.FxSpotScenario, Derivitec.Web.Core: '#/components/schemas/FxSpotScenario' Derivitec.Web.Core.RiskEngine.FxVolSurfaceScenario, Derivitec.Web.Core: '#/components/schemas/FxVolSurfaceScenario' Derivitec.Web.Core.RiskEngine.HistoricalScenario, Derivitec.Web.Core: '#/components/schemas/HistoricalScenario' Derivitec.Web.Core.RiskEngine.IRParallelShockScenario, Derivitec.Web.Core: '#/components/schemas/IRParallelShockScenario' Derivitec.Web.Core.RiskEngine.IrRateAssetScenario, Derivitec.Web.Core: '#/components/schemas/IrRateAssetScenario' Derivitec.Web.Core.RiskEngine.IRShockScenario, Derivitec.Web.Core: '#/components/schemas/IRShockScenario' Derivitec.Web.Core.RiskEngine.JumpToDefaultScenario, Derivitec.Web.Core: '#/components/schemas/JumpToDefaultScenario' Derivitec.Web.Core.RiskEngine.ThetaScenario, Derivitec.Web.Core: '#/components/schemas/ThetaScenario' propertyName: $type oneOf: - $ref: '#/components/schemas/RiskScenarioMintlifyShape' - $ref: '#/components/schemas/CmdtySpotScenario' - $ref: '#/components/schemas/CmdtyVolScenario' - $ref: '#/components/schemas/CompositeScenario' - $ref: '#/components/schemas/CreditScenario' - $ref: '#/components/schemas/EqSpotScenario' - $ref: '#/components/schemas/EqVolScenario' - $ref: '#/components/schemas/FxSpotScenario' - $ref: '#/components/schemas/FxVolSurfaceScenario' - $ref: '#/components/schemas/HistoricalScenario' - $ref: '#/components/schemas/IRParallelShockScenario' - $ref: '#/components/schemas/IrRateAssetScenario' - $ref: '#/components/schemas/IRShockScenario' - $ref: '#/components/schemas/JumpToDefaultScenario' - $ref: '#/components/schemas/ThetaScenario' VolShockFuncShocksByStrike: properties: shock_by_strike_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' maturity_beta_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' strike_func_expects_delta: type: boolean use_proportional_shocks: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.VolShockFuncShocksByStrike, Derivitec.Web.Core required: - $type type: object IVolShockFuncMintlifyShape: required: - $type type: object properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IVolShockFunc, Derivitec.Web.Core RiskScenarioMintlifyShape: example: scenario_name: scenario_name scenario_description: scenario_description properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core required: - $type type: object CmdtySpotScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number sticky_smile_ratio: format: double type: number vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CmdtySpotScenario, Derivitec.Web.Core required: - $type type: object CmdtyVolScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number use_proportional_vol_bump: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyVolScenario, Derivitec.Web.Core required: - $type type: object CompositeScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string scenarios: items: $ref: '#/components/schemas/RiskScenario' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CompositeScenario, Derivitec.Web.Core required: - $type type: object CreditScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string reference_issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' reference_currency: nullable: true type: string reference_debt_type: nullable: true type: string tenors: items: type: string nullable: true type: array credit_spread_floor: format: double type: number global_shock: format: double type: number shocks_by_issuer_identifier: items: $ref: '#/components/schemas/IssuerIdentifierDoubleKeyValuePair' nullable: true type: array use_proportional_shocks: type: boolean use_forward_rate_bumps: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditScenario, Derivitec.Web.Core required: - $type type: object EqSpotScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number shocks_by_equity_asset: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string sticky_smile_ratio: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqSpotScenario, Derivitec.Web.Core required: - $type type: object EqVolScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string bumped_vol_floor: format: double type: number shock_size: format: double type: number use_parallel_shift: type: boolean use_proportional_vol_bump: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolScenario, Derivitec.Web.Core required: - $type type: object FxSpotScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number currency: nullable: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxSpotScenario, Derivitec.Web.Core required: - $type type: object FxVolSurfaceScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string currency_to_bump: nullable: true type: string vol_shock: format: double type: number use_proportional_vol_bumps: type: boolean counter_currency: nullable: true type: string vol_shock_funcs_by_fx_pair: items: $ref: '#/components/schemas/StringIVolShockFuncKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.FxVolSurfaceScenario, Derivitec.Web.Core required: - $type type: object HistoricalScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string end_date: type: string start_date: type: string $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.HistoricalScenario, Derivitec.Web.Core required: - $type type: object IRParallelShockScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string global_shock: format: double type: number shocks_by_currency: additionalProperties: format: double type: number nullable: true type: object use_proportional_shocks: readOnly: true type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.IRParallelShockScenario, Derivitec.Web.Core required: - $type type: object IrRateAssetScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string global_shock: format: double type: number shocks_by_rate_asset_id: items: $ref: '#/components/schemas/StringDiscountCurveBumpKeyValuePair' nullable: true type: array use_proportional_shocks: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.IrRateAssetScenario, Derivitec.Web.Core required: - $type type: object IRShockScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string global_shock: $ref: '#/components/schemas/DiscountCurveBump' shocks_by_currency: items: $ref: '#/components/schemas/StringDiscountCurveBumpKeyValuePair' nullable: true type: array bump_discount_curves: type: boolean bump_bond_yield_curves: type: boolean bump_equity_assets: type: boolean bump_equity_vol_indices: type: boolean bump_rate_assets: type: boolean bump_fx_crosses: type: boolean bump_commodities: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IRShockScenario, Derivitec.Web.Core required: - $type type: object JumpToDefaultScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string recovery_rates_by_issuer_identifier: items: $ref: '#/components/schemas/IssuerIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.JumpToDefaultScenario, Derivitec.Web.Core required: - $type type: object ThetaScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string roll_days: format: int32 type: integer $type: type: string enum: - Derivitec.Web.Core.RiskEngine.ThetaScenario, Derivitec.Web.Core required: - $type type: object DoubleDoubleIFunc1Param: discriminator: mapping: Derivitec.Web.Core.Func.PowerFuncDouble, Derivitec.Web.Core: '#/components/schemas/PowerFuncDouble' Derivitec.Web.Core.Func.SplineInterpolatedFuncDouble, Derivitec.Web.Core: '#/components/schemas/SplineInterpolatedFuncDouble' propertyName: $type oneOf: - $ref: '#/components/schemas/PowerFuncDouble' - $ref: '#/components/schemas/SplineInterpolatedFuncDouble' IssuerIdentifier: example: code: code identifier_type: DerivitecBondIssuerId properties: code: nullable: true type: string identifier_type: enum: - DerivitecBondIssuerId - ReutersOrgId - ShortName - Lei - RedCode - MarkitTicker - ReutersIssuerId - CBondsIssuerId - PermId - BloombergCompanyId - NotSet type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core required: - $type type: object IssuerIdentifierDoubleKeyValuePair: properties: key: $ref: '#/components/schemas/IssuerIdentifier' value: format: double type: number 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 StringIVolShockFuncKeyValuePair: properties: key: nullable: true type: string value: $ref: '#/components/schemas/IVolShockFunc' type: object StringDiscountCurveBumpKeyValuePair: properties: key: nullable: true type: string value: $ref: '#/components/schemas/DiscountCurveBump' type: object DiscountCurveBump: properties: rate_bumps: items: format: double type: number nullable: true type: array tenors: items: type: string nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array use_proportional_rate_bumps: type: boolean use_forward_rate_bumps: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveBump, Derivitec.Web.Core required: - $type type: object PowerFuncDouble: properties: min: format: double nullable: true type: number max: format: double nullable: true type: number slope: format: double type: number intercept: format: double type: number exponent: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Func.PowerFuncDouble, Derivitec.Web.Core required: - $type type: object SplineInterpolatedFuncDouble: required: - $type type: object properties: x_values: items: format: double type: number nullable: true type: array y_values: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Func.SplineInterpolatedFuncDouble, Derivitec.Web.Core 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 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 ````