> ## 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. # Calculate forward levels for an asset. > Calculates one forward value for each requested expiry using the supplied `Underlyer`. Result order follows expiry order. This is synchronous and read-only. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/GetForward 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/Tradable/GetForward: post: tags: - Tradable summary: Calculate forward levels for an asset. description: >- Calculates one forward value for each requested expiry using the supplied `Underlyer`. Result order follows expiry order. This is synchronous and read-only. operationId: GetForward requestBody: description: >- JSON request with non-null `Underlyer`, an `Asset`-shaped value, and non-empty `Expiries` as ISO-8601 date/times. Each expiry is converted to its calendar date. No market-data environment selector is exposed. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetForwardRequest' application/json: schema: $ref: '#/components/schemas/ApiGetForwardRequest' text/json: schema: $ref: '#/components/schemas/ApiGetForwardRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetForwardRequest' responses: '200': description: >- Returns forward values aligned to the input expiries or an unsuccessful payload with errors. content: application/json: schema: $ref: '#/components/schemas/ApiGetForwardResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetForwardRequest: required: - $type type: object properties: underlyer: $ref: '#/components/schemas/Asset' expiries: type: array items: type: string format: date-time description: Expiry dates at which forward values are requested. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetForwardRequest, Derivitec.Web.Core additionalProperties: false description: Underlying asset and expiry dates used to request forward values. ApiGetForwardResponse: 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 forwards: type: array items: type: number format: double description: >- Forward values for the requested expiry sequence when the request succeeds. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetForwardResponse, Derivitec.Web.Core additionalProperties: false description: Response envelope for forward values at the requested expiry dates. Asset: description: Base asset data carrying the date to which the data applies. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.Asset, Derivitec.Web.Core: '#/components/schemas/AssetMintlifyShape' Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core: '#/components/schemas/Commodity' Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core: '#/components/schemas/Equity' Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core: '#/components/schemas/EquityVolIndex' Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core: '#/components/schemas/FxCross' oneOf: - $ref: '#/components/schemas/AssetMintlifyShape' - $ref: '#/components/schemas/Commodity' - $ref: '#/components/schemas/Equity' - $ref: '#/components/schemas/EquityVolIndex' - $ref: '#/components/schemas/FxCross' AssetMintlifyShape: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.Asset, Derivitec.Web.Core additionalProperties: false description: Base asset data carrying the date to which the data applies. Commodity: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time commodity_id: $ref: '#/components/schemas/CommodityId' convenience_yield_curve: $ref: '#/components/schemas/ConvenienceYieldCurve' discount_curve: $ref: '#/components/schemas/DiscountCurve' fixings: $ref: '#/components/schemas/Fixings' futures_date: type: string description: Futures date for this observation. format: date-time futures_price: type: number description: Futures price carried with FuturesDate. format: double roll_fixing: type: number description: Fixing used at the commodity roll. format: double settlement_calendar: $ref: '#/components/schemas/Calendar' settlement_lag: type: integer description: Settlement lag encoded by the model. format: int32 fixings_by_futures_code: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Commodity fixings grouped by futures code. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core additionalProperties: false description: >- Commodity market state containing futures inputs, curves, fixings, and settlement terms. Equity: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time borrow_curve: $ref: '#/components/schemas/BorrowCurve' dividends: $ref: '#/components/schemas/Dividends' fixings: $ref: '#/components/schemas/Fixings' futures_date: type: string description: Date of the futures quote carried for the equity. format: date-time futures_price: type: number description: Futures quote carried for the equity. format: double fx_cross_map: type: object additionalProperties: $ref: '#/components/schemas/FxCross' description: >- FX-pair market data made available for constituent currency conversion. nullable: true holiday_calendar: $ref: '#/components/schemas/Calendar' name: $ref: '#/components/schemas/InstrumentIdentifier' roll_fixing: type: number description: Fixing value carried for roll treatment. format: double settlement_lag: type: integer description: Settlement-lag count for the equity. format: int32 yield_curve: $ref: '#/components/schemas/DiscountCurve' divisor: type: number description: Divisor carried for index or basket aggregation. Defaults to 1. format: double constituents: type: array items: type: string description: >- Constituent codes carried when the equity represents an index or basket. nullable: true currencies: type: object additionalProperties: type: string nullable: true description: Constituent-currency mapping carried for an index or basket. nullable: true shares: type: object additionalProperties: type: number format: double description: Constituent share amounts keyed by constituent code. nullable: true weights: type: object additionalProperties: type: number format: double description: Constituent weights keyed by constituent code. nullable: true spots: type: object additionalProperties: type: number format: double description: Constituent spot observations keyed by constituent code. nullable: true is_index: type: boolean description: Whether this equity record represents an index. example: false index_premium: type: number description: >- Premium adjustment carried when the equity represents an index. Defaults to 0. format: double $type: type: string enum: - Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core additionalProperties: false description: >- Equity or equity-index market data with curves, fixings, settlement details, and optional constituent data. EquityVolIndex: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time annualisation_factor: type: number description: Annualisation factor carried for the volatility index. format: double days_to_maturity: type: integer description: Maturity of the underlying variance-swap period, expressed in days. format: int32 eq_asset_id: $ref: '#/components/schemas/InstrumentIdentifier' equity: $ref: '#/components/schemas/Equity' equity_vol_surface: $ref: '#/components/schemas/EquityVolSurface' equity_vol_index_vol_surface: $ref: '#/components/schemas/EquityVolIndexVolSurface' eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' fixings: $ref: '#/components/schemas/Fixings' log_spot_step_size: type: number description: Step size of the log-spot grid carried for the volatility index. format: double max_log_spot: type: number description: Upper log-spot bound carried for the volatility index. format: double include_convexity_adjustment: type: boolean description: >- Whether volatility-of-volatility convexity adjustment is included in forwards. example: false min_log_spot: type: number description: Lower log-spot bound carried for the volatility index. format: double name: type: string description: Display name of the equity volatility index. nullable: true spread_curve: $ref: '#/components/schemas/EquityVolIndexSpreadCurve' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility-index market data with underlying equity, surfaces, fixings, and spread inputs. FxCross: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time domestic_discount_curve: $ref: '#/components/schemas/DiscountCurve' fixings_by_source: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Source labels paired with fixing series for the FX pair. nullable: true high_fixings_by_source: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Source labels paired with high-observation fixing series. nullable: true low_fixings_by_source: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Source labels paired with low-observation fixing series. nullable: true fx_pair: type: string description: Currency-pair code represented by this market data. nullable: true roll_fixing: type: number description: Fixing value carried for roll treatment. format: double settlement: $ref: '#/components/schemas/FxSettlement' spot: type: number description: Spot observation carried for the FX pair. format: double foreign_discount_curve: $ref: '#/components/schemas/DiscountCurve' is_quoted_fx_cross: type: boolean description: Whether the pair is marked as the quoted FX-cross orientation. example: false $type: type: string enum: - Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core additionalProperties: false description: >- FX-pair market data with spot, discount curves, settlement details, and fixing series. CommodityId: required: - $type type: object properties: name: type: string description: Display name. nullable: true exchange: type: string description: Exchange component of the commodity key. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core additionalProperties: false description: Commodity business key formed from name and exchange. ConvenienceYieldCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false commodity_id: $ref: '#/components/schemas/CommodityId' discount_factors: type: array items: type: number format: double description: Dimensionless convenience factors paired by index with Maturities. nullable: true extrapolate: type: boolean description: >- Whether the curve may be evaluated beyond its supplied maturities; initialized to true. maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true value_date: type: string description: Curve value date. format: date-time $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ConvenienceYieldCurve, Derivitec.Web.Core additionalProperties: false description: >- Commodity convenience-yield curve represented by day-offset maturities and dimensionless factors. DiscountCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false currency: type: string description: Currency represented by the discount curve. nullable: true curve_name: type: string description: Name distinguishing the curve within its currency. nullable: true discount_factors: type: array items: type: number format: double description: Dimensionless discount factors paired by index with Maturities. nullable: true extrapolate: type: boolean description: >- Whether the curve may be evaluated beyond its supplied maturities; initialized to true. maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true value_date: type: string description: Curve value date. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core additionalProperties: false description: >- Named currency discount curve represented by day-offset maturities and dimensionless discount factors. Fixings: required: - $type type: object properties: asset_id: type: string description: Series code to which the fixing observations belong. nullable: true dates: type: array items: type: string description: Observation dates in the fixing series. nullable: true values: type: array items: type: number format: double description: Observed values in the fixing series. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core additionalProperties: false description: Dated observations for one market-data series. Calendar: description: Named business-day calendar with holiday dates and weekend treatment. discriminator: propertyName: $type mapping: Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core: '#/components/schemas/CalendarMintlifyShape' Derivitec.Web.Core.StaticData.CalendarIntersection, Derivitec.Web.Core: '#/components/schemas/CalendarIntersection' Derivitec.Web.Core.StaticData.CalendarUnion, Derivitec.Web.Core: '#/components/schemas/CalendarUnion' oneOf: - $ref: '#/components/schemas/CalendarMintlifyShape' - $ref: '#/components/schemas/CalendarIntersection' - $ref: '#/components/schemas/CalendarUnion' StringFixingsKeyValuePair: type: object properties: key: type: string nullable: true value: $ref: '#/components/schemas/Fixings' additionalProperties: false BorrowCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: type: string description: Asset name. nullable: true discount_factors: type: array items: type: number format: double description: Dimensionless curve factors paired by index with Maturities. nullable: true extrapolate: type: boolean description: >- Whether the curve may be evaluated beyond its supplied maturities; initialized to true. maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true value_date: type: string description: Curve value date. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core additionalProperties: false description: >- Asset borrow curve represented by day-offset maturities and dimensionless discount factors. Dividends: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false all_in_rates: type: array items: type: number format: double description: All-in rates aligned by index with ExDates. nullable: true asset_ids: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: >- Asset identifiers aligned by index with ExDates; reconstruction supplies empty identifiers only when this collection is empty. nullable: true cash_divs: type: array items: type: number format: double description: Cash-dividend inputs aligned by index with ExDates. nullable: true confirmed_flags: type: array items: type: boolean description: Confirmation flags aligned by index with ExDates. nullable: true currencies: type: array items: type: string description: Currencies aligned by index with ExDates. nullable: true declared_dates: type: array items: type: string format: date-time description: Declaration dates aligned by index with ExDates. nullable: true div_types: type: array items: enum: - Regular - Extraordinary - Scrip type: string description: Classifies a dividend as regular, extraordinary, or scrip. description: Dividend classifications aligned by index with ExDates. nullable: true div_yields: type: array items: type: number format: double description: Dividend-yield inputs aligned by index with ExDates. nullable: true ex_dates: type: array items: type: string format: date-time description: >- Ex-dividend dates; their indexes define the rows reconstructed from the parallel collections. nullable: true pay_dates: type: array items: type: string format: date-time description: Payment dates aligned by index with ExDates. nullable: true record_dates: type: array items: type: string format: date-time description: Record dates aligned by index with ExDates. nullable: true withholding_tax_rates: type: array items: type: number format: double description: >- Withholding-tax rates aligned by index with ExDates; reconstruction supplies zero rates only when this collection is empty. nullable: true reference_date: type: string description: Date to which this projected-dividend set applies. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core additionalProperties: false description: >- Columnar projected-dividend data whose per-dividend collections are consumed at matching indexes. 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' EquityVolSurface: description: >- Equity volatility surface with benchmark coordinates and a spot reference. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceMintlifyShape' Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSpline' Derivitec.Web.Core.MarketData.EquityVolSurfaceSvi, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSvi' oneOf: - $ref: '#/components/schemas/EquityVolSurfaceMintlifyShape' - $ref: '#/components/schemas/EquityVolSurfaceSpline' - $ref: '#/components/schemas/EquityVolSurfaceSvi' EquityVolIndexVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core additionalProperties: false description: Volatility surface for an identified equity volatility index. EquityVolIndexSpreadCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' maturities: type: array items: type: integer format: int32 description: Maturity coordinates for the spread curve, expressed in days. nullable: true reference_date: type: string description: Reference date of the spread curve. format: date-time spreads: type: array items: type: number format: double description: Spread values carried by the curve. nullable: true spread_type: enum: - additive - multiplicative - not_set type: string description: >- Whether the spread values are additive, multiplicative, or not selected. Defaults to additive. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurve, Derivitec.Web.Core additionalProperties: false description: >- Dated additive or multiplicative spread curve for an equity volatility index. FxSettlement: required: - $type type: object properties: domestic_calendar: $ref: '#/components/schemas/Calendar' foreign_calendar: $ref: '#/components/schemas/Calendar' is_special_lat_am_cross: type: boolean description: >- Whether the settlement marks the foreign currency as a special Latin American currency. settlement_lag: type: integer description: >- Settlement lag for the currency pair; unit and adjustment rule are not defined here. format: int32 usd_calendar: $ref: '#/components/schemas/Calendar' $type: type: string enum: - Derivitec.Web.Core.StaticData.FxSettlement, Derivitec.Web.Core additionalProperties: false description: >- Calendar and lag terms used to determine settlement for a foreign-exchange pair. CalendarMintlifyShape: required: - $type type: object properties: holidays: type: array items: type: string format: date-time description: Dates treated as holidays by the calendar. nullable: true include_weekends: type: boolean description: >- Whether weekend dates are included in the calendar's non-business-day set. name: type: string description: Name of the business-day calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core additionalProperties: false description: Named business-day calendar with holiday dates and weekend treatment. CalendarIntersection: required: - $type type: object properties: holidays: type: array items: type: string format: date-time description: Dates treated as holidays by the calendar. nullable: true include_weekends: type: boolean description: >- Whether weekend dates are included in the calendar's non-business-day set. name: type: string description: Name of the business-day calendar. nullable: true calendars: type: array items: $ref: '#/components/schemas/Calendar' description: Gets or sets the list of underlying calendars in the intersection. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CalendarIntersection, Derivitec.Web.Core additionalProperties: false description: The calendar intersection. CalendarUnion: required: - $type type: object properties: holidays: type: array items: type: string format: date-time description: Dates treated as holidays by the calendar. nullable: true include_weekends: type: boolean description: >- Whether weekend dates are included in the calendar's non-business-day set. name: type: string description: Name of the business-day calendar. nullable: true calendars: type: array items: $ref: '#/components/schemas/Calendar' description: Gets or sets the list of underlying calendars in the union. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.CalendarUnion, Derivitec.Web.Core additionalProperties: false description: The calendar union. 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. EquityVolSurfaceMintlifyShape: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface with benchmark coordinates and a spot reference. EquityVolSurfaceSpline: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double var_grid: type: array items: type: array items: type: number format: double description: The volatility grid (one vector per maturity) nullable: true strike_grid: type: array items: type: array items: type: number format: double description: The strike grid (one vector per maturity) nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core additionalProperties: false description: The equity vol surface. EquityVolSurfaceSvi: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true vols: type: array items: type: number format: double description: >- Volatility values expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceSvi, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface carrying wing, skew, smile, and volatility parameter sequences. 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 ````