> ## 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 futures prices using supplied data. > Calculates futures prices for supplied contracts. A caller can provide `MktDataContainer`; otherwise the request uses `PricingDate` and `MktDataDate`. This is synchronous and read-only. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/GetFuturesPrice 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/GetFuturesPrice: post: tags: - Tradable summary: Calculate futures prices using supplied data. description: >- Calculates futures prices for supplied contracts. A caller can provide `MktDataContainer`; otherwise the request uses `PricingDate` and `MktDataDate`. This is synchronous and read-only. operationId: GetFuturesPrice requestBody: description: >- JSON request with non-empty `Contracts`. When `MktDataContainer` is null, supply meaningful `PricingDate`, `MktDataDate`, and reporting currency. With a container, those dates are not required. No provider selector is exposed. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetFuturesPriceRequest' application/json: schema: $ref: '#/components/schemas/ApiGetFuturesPriceRequest' text/json: schema: $ref: '#/components/schemas/ApiGetFuturesPriceRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetFuturesPriceRequest' responses: '200': description: Returns futures prices or an unsuccessful payload with errors. content: application/json: schema: $ref: '#/components/schemas/ApiGetFuturesPriceResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetFuturesPriceRequest: required: - $type type: object properties: contracts: type: array items: $ref: '#/components/schemas/IContract' description: Contracts whose futures prices are requested. nullable: true mkt_data_container: $ref: '#/components/schemas/MktDataContainerExternal' pricing_date: type: string description: >- Valuation date used when no embedded market-data container is supplied. format: date-time mkt_data_date: type: string description: >- Date of market data used when no embedded market-data container is supplied. format: date-time reporting_currency: type: string description: >- Currency in which the futures-price results are requested; code standard is not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetFuturesPriceRequest, Derivitec.Web.Core additionalProperties: false description: >- Contracts and either embedded or dated market data used to request futures prices. ApiGetFuturesPriceResponse: 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 futures_prices: type: array items: type: number format: double description: >- Calculated futures prices; result ordering and quotation convention are not defined here. nullable: true validation_errors: type: array items: type: string description: >- Validation diagnostics produced while processing the requested contracts. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetFuturesPriceResponse, Derivitec.Web.Core additionalProperties: false description: >- Futures prices and validation diagnostics returned for the requested contracts. IContract: description: Polymorphic base role shared by public contract definitions. discriminator: propertyName: $type mapping: Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core: '#/components/schemas/Ascot' Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core: '#/components/schemas/BondByCode' Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core: '#/components/schemas/BondFuture' Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core: '#/components/schemas/BondFutureByCode' Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core: '#/components/schemas/BondOption' Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core: '#/components/schemas/Cash' Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core: '#/components/schemas/CDS' Derivitec.Web.Core.Tradables.CmdtyForward, Derivitec.Web.Core: '#/components/schemas/CmdtyForward' Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core: '#/components/schemas/CmdtyFuture' Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core: '#/components/schemas/CmdtyFutureByCode' Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core: '#/components/schemas/CmdtyOption' Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core: '#/components/schemas/CodeSpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core: '#/components/schemas/ContractExternalMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core: '#/components/schemas/ConvertibleBondByCode' Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core: '#/components/schemas/CreditIndex' Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core: '#/components/schemas/CreditIndexByCode' Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core: '#/components/schemas/CreditIndexSwaption' Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core: '#/components/schemas/EqAccumulator' Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core: '#/components/schemas/EqAutocallableWorstOfOption' Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core: '#/components/schemas/EqBarrierMA' Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core: '#/components/schemas/EqBasketOption' Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core: '#/components/schemas/EqBestOfOption' Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqConditionalCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/EqCorrelationSwap' Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolatilitySwap' Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqDivDualDigitalOption, Derivitec.Web.Core: '#/components/schemas/EqDivDualDigitalOption' Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core: '#/components/schemas/EqDividendFuture' Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqDividendFutureByCode' Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core: '#/components/schemas/EqDividendOptionMintlifyShape' Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core: '#/components/schemas/EqDividendSwap' Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core: '#/components/schemas/EqDividendSwapKnockout' Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockin' Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockout' Derivitec.Web.Core.Tradables.EqFixedStrikeVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqFixedStrikeVolatilitySwap' Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core: '#/components/schemas/EqFuture' Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqFutureByCode' Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core: '#/components/schemas/EqFVA' Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core: '#/components/schemas/EqFVASwaption' Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqGeometricVarianceSwap' Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqIRDualDigitalOption, Derivitec.Web.Core: '#/components/schemas/EqIRDualDigitalOption' Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core: '#/components/schemas/EqKnockin' Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockinKnockout' Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockout' Derivitec.Web.Core.Tradables.EqLookbackOption, Derivitec.Web.Core: '#/components/schemas/EqLookbackOption' Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core: '#/components/schemas/EqOption' Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core: '#/components/schemas/EqOptionAmerican' Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core: '#/components/schemas/EqOutperformanceOption' Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core: '#/components/schemas/EqStock' Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core: '#/components/schemas/EqSwap' Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core: '#/components/schemas/EqTarn' Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqVarianceSwap' Derivitec.Web.Core.Tradables.EqVolatilityDispersion, Derivitec.Web.Core: '#/components/schemas/EqVolatilityDispersion' Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core: '#/components/schemas/EqVolatilityKnockoutOption' Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwap' Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFuture' Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFutureByCode' Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core: '#/components/schemas/EqVolIndexOption' Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core: '#/components/schemas/FullySpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core: '#/components/schemas/FxAccumulator' Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core: '#/components/schemas/FxAsianOption' Derivitec.Web.Core.Tradables.FxAutocallable, Derivitec.Web.Core: '#/components/schemas/FxAutocallable' Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core: '#/components/schemas/FxBarrierMA' Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core: '#/components/schemas/FxBasketFuture' Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core: '#/components/schemas/FxBasketOption' Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/FxCorrelationSwap' Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockin' Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockout' Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core: '#/components/schemas/FxForwardMintlifyShape' Derivitec.Web.Core.Tradables.FxForwardDC, Derivitec.Web.Core: '#/components/schemas/FxForwardDC' Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core: '#/components/schemas/FxFuture' Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core: '#/components/schemas/FxFutureByCode' Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core: '#/components/schemas/FxFVA' Derivitec.Web.Core.Tradables.FxIrDualDigitalOption, Derivitec.Web.Core: '#/components/schemas/FxIrDualDigitalOption' Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core: '#/components/schemas/FxKnockin' Derivitec.Web.Core.Tradables.FxKnockinKnockout, Derivitec.Web.Core: '#/components/schemas/FxKnockinKnockout' Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core: '#/components/schemas/FxKnockout' Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core: '#/components/schemas/FxOption' Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core: '#/components/schemas/FxOptionAmerican' Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core: '#/components/schemas/FxOptionOnRealisedVolatility' Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core: '#/components/schemas/FxOptionSAMintlifyShape' Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core: '#/components/schemas/FxTarn' Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core: '#/components/schemas/FxTarnMA' Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwap' Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/FxVolatilitySwap' Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core: '#/components/schemas/IBondMintlifyShape' Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core: '#/components/schemas/IBondByCodeMintlifyShape' Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core: '#/components/schemas/ICashFlowContractMintlifyShape' Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core: '#/components/schemas/IContractMintlifyShape' Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core: '#/components/schemas/IEqContractMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core: '#/components/schemas/IRCapFloor' Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core: '#/components/schemas/IRCapFloorBaseMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core: '#/components/schemas/IRCapFloorCMS' Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core: '#/components/schemas/IRFuture' Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core: '#/components/schemas/IRFutureByCode' Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core: '#/components/schemas/IRLeg' Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core: '#/components/schemas/IRLegFixed' Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core: '#/components/schemas/IRLegFloating' Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core: '#/components/schemas/IROption' Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core: '#/components/schemas/IRSwap' Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core: '#/components/schemas/IRSwaption' Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core: '#/components/schemas/Margin' Derivitec.Web.Core.Tradables.Repo, Derivitec.Web.Core: '#/components/schemas/Repo' Derivitec.Web.Core.Tradables.Tranche, Derivitec.Web.Core: '#/components/schemas/Tranche' oneOf: - $ref: '#/components/schemas/Ascot' - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/BondByCode' - $ref: '#/components/schemas/BondFuture' - $ref: '#/components/schemas/BondFutureByCode' - $ref: '#/components/schemas/BondOption' - $ref: '#/components/schemas/Cash' - $ref: '#/components/schemas/CDS' - $ref: '#/components/schemas/CmdtyForward' - $ref: '#/components/schemas/CmdtyFuture' - $ref: '#/components/schemas/CmdtyFutureByCode' - $ref: '#/components/schemas/CmdtyOption' - $ref: '#/components/schemas/CodeSpecifiedMintlifyShape' - $ref: '#/components/schemas/ContractExternalMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' - $ref: '#/components/schemas/ConvertibleBondByCode' - $ref: '#/components/schemas/CreditIndex' - $ref: '#/components/schemas/CreditIndexByCode' - $ref: '#/components/schemas/CreditIndexSwaption' - $ref: '#/components/schemas/EqAccumulator' - $ref: '#/components/schemas/EqAutocallableWorstOfOption' - $ref: '#/components/schemas/EqBarrierMA' - $ref: '#/components/schemas/EqBasketOption' - $ref: '#/components/schemas/EqBestOfOption' - $ref: '#/components/schemas/EqConditionalCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorrelationSwap' - $ref: '#/components/schemas/EqCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorridorVolatilitySwap' - $ref: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqDivDualDigitalOption' - $ref: '#/components/schemas/EqDividendFuture' - $ref: '#/components/schemas/EqDividendFutureByCode' - $ref: '#/components/schemas/EqDividendOptionMintlifyShape' - $ref: '#/components/schemas/EqDividendSwap' - $ref: '#/components/schemas/EqDividendSwapKnockout' - $ref: '#/components/schemas/EqDoubleKnockin' - $ref: '#/components/schemas/EqDoubleKnockout' - $ref: '#/components/schemas/EqFixedStrikeVolatilitySwap' - $ref: '#/components/schemas/EqFuture' - $ref: '#/components/schemas/EqFutureByCode' - $ref: '#/components/schemas/EqFVA' - $ref: '#/components/schemas/EqFVASwaption' - $ref: '#/components/schemas/EqGeometricVarianceSwap' - $ref: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqIRDualDigitalOption' - $ref: '#/components/schemas/EqKnockin' - $ref: '#/components/schemas/EqKnockinKnockout' - $ref: '#/components/schemas/EqKnockout' - $ref: '#/components/schemas/EqLookbackOption' - $ref: '#/components/schemas/EqOption' - $ref: '#/components/schemas/EqOptionAmerican' - $ref: '#/components/schemas/EqOutperformanceOption' - $ref: '#/components/schemas/EqStock' - $ref: '#/components/schemas/EqSwap' - $ref: '#/components/schemas/EqTarn' - $ref: '#/components/schemas/EqVarianceSwap' - $ref: '#/components/schemas/EqVolatilityDispersion' - $ref: '#/components/schemas/EqVolatilityKnockoutOption' - $ref: '#/components/schemas/EqVolatilitySwap' - $ref: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' - $ref: '#/components/schemas/EqVolIndexFuture' - $ref: '#/components/schemas/EqVolIndexFutureByCode' - $ref: '#/components/schemas/EqVolIndexOption' - $ref: '#/components/schemas/FullySpecifiedMintlifyShape' - $ref: '#/components/schemas/FxAccumulator' - $ref: '#/components/schemas/FxAsianOption' - $ref: '#/components/schemas/FxAutocallable' - $ref: '#/components/schemas/FxBarrierMA' - $ref: '#/components/schemas/FxBasketFuture' - $ref: '#/components/schemas/FxBasketOption' - $ref: '#/components/schemas/FxCorrelationSwap' - $ref: '#/components/schemas/FxDoubleKnockin' - $ref: '#/components/schemas/FxDoubleKnockout' - $ref: '#/components/schemas/FxForwardMintlifyShape' - $ref: '#/components/schemas/FxForwardDC' - $ref: '#/components/schemas/FxFuture' - $ref: '#/components/schemas/FxFutureByCode' - $ref: '#/components/schemas/FxFVA' - $ref: '#/components/schemas/FxIrDualDigitalOption' - $ref: '#/components/schemas/FxKnockin' - $ref: '#/components/schemas/FxKnockinKnockout' - $ref: '#/components/schemas/FxKnockout' - $ref: '#/components/schemas/FxOption' - $ref: '#/components/schemas/FxOptionAmerican' - $ref: '#/components/schemas/FxOptionOnRealisedVolatility' - $ref: '#/components/schemas/FxOptionSAMintlifyShape' - $ref: '#/components/schemas/FxTarn' - $ref: '#/components/schemas/FxTarnMA' - $ref: '#/components/schemas/FxVarianceSwap' - $ref: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' - $ref: '#/components/schemas/FxVolatilitySwap' - $ref: '#/components/schemas/IBondMintlifyShape' - $ref: '#/components/schemas/IBondByCodeMintlifyShape' - $ref: '#/components/schemas/ICashFlowContractMintlifyShape' - $ref: '#/components/schemas/IContractMintlifyShape' - $ref: '#/components/schemas/IEqContractMintlifyShape' - $ref: '#/components/schemas/IRCapFloor' - $ref: '#/components/schemas/IRCapFloorBaseMintlifyShape' - $ref: '#/components/schemas/IRCapFloorCMS' - $ref: '#/components/schemas/IRFuture' - $ref: '#/components/schemas/IRFutureByCode' - $ref: '#/components/schemas/IRLeg' - $ref: '#/components/schemas/IRLegFixed' - $ref: '#/components/schemas/IRLegFloating' - $ref: '#/components/schemas/IROption' - $ref: '#/components/schemas/IRSwap' - $ref: '#/components/schemas/IRSwaption' - $ref: '#/components/schemas/Margin' - $ref: '#/components/schemas/Repo' - $ref: '#/components/schemas/Tranche' MktDataContainerExternal: required: - $type type: object properties: equity_asset_map: type: array items: $ref: '#/components/schemas/Equity' description: Equity assets included in the container. nullable: true equity_vol_surface_map: type: array items: $ref: '#/components/schemas/EquityVolSurface' description: Equity volatility surfaces included in the container. nullable: true equity_vol_of_var_curve_map: type: array items: $ref: '#/components/schemas/EquityVolOfVarCurve' description: Equity volatility-of-variance curves included in the container. nullable: true fx_vol_of_var_curve_map: type: array items: $ref: '#/components/schemas/FxVolOfVarCurve' description: FX volatility-of-variance curves included in the container. nullable: true equity_vol_index_vol_surface_map: type: array items: $ref: '#/components/schemas/EquityVolIndexVolSurface' description: Equity volatility-index surfaces included in the container. nullable: true equity_vol_index_map: type: array items: $ref: '#/components/schemas/EquityVolIndex' description: Equity volatility-index records included in the container. nullable: true calendar_map: type: array items: $ref: '#/components/schemas/Calendar' description: Holiday calendars included in the container. nullable: true commodity_map: type: array items: $ref: '#/components/schemas/Commodity' description: Commodity assets included in the container. nullable: true discount_curve_map: type: array items: $ref: '#/components/schemas/DiscountCurve' description: Discount curves included in the container. nullable: true correlation_eq_fx_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Equity-to-FX correlation entries included in the container. nullable: true correlation_eq_eq_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Equity-to-equity correlation entries included in the container. nullable: true correlation_fx_fx_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: FX-to-FX correlation entries included in the container. nullable: true survival_curve_map: type: array items: $ref: '#/components/schemas/SurvivalCurve' description: Survival curves included in the container. nullable: true recovery_rate_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Recovery-rate entries included in the container. nullable: true bond_yield_curve_map: type: array items: $ref: '#/components/schemas/BondYieldCurve' description: Bond yield curves included in the container. nullable: true cmdty_vol_surface_map: type: array items: $ref: '#/components/schemas/CmdtyVolSurface' description: Commodity volatility surfaces included in the container. nullable: true fx_cross_map: type: array items: $ref: '#/components/schemas/FxCross' description: FX-cross records included in the container. nullable: true fx_vol_surface_map: type: array items: $ref: '#/components/schemas/FxVolSurface' description: FX volatility surfaces included in the container. nullable: true pricing_date: type: string description: Pricing date for which the container was assembled. rate_asset_map: type: array items: $ref: '#/components/schemas/RateAsset' description: Interest-rate assets included in the container. nullable: true swaption_vol_cube_map: type: array items: $ref: '#/components/schemas/SwaptionVolCube' description: Swaption volatility cubes included in the container. nullable: true bond_vol_surface_map: type: array items: $ref: '#/components/schemas/BondVolSurface' description: Bond volatility surfaces included in the container. nullable: true credit_swaption_vol_cube_map: type: array items: $ref: '#/components/schemas/CreditSwaptionVolCube' description: Credit swaption volatility cubes included in the container. nullable: true ir_futures_vol_cube_map: type: array items: $ref: '#/components/schemas/IrFuturesVolCube' description: Interest-rate futures volatility cubes included in the container. nullable: true credit_index_correlation_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Credit-index correlation entries included in the container. nullable: true credit_event_map: type: array items: $ref: '#/components/schemas/CreditEvent' description: Credit-event records included in the container. nullable: true fixings_map: type: object additionalProperties: $ref: '#/components/schemas/Fixings' description: Fixing series keyed by their market-data series code. error_message_map: type: object additionalProperties: type: string description: Diagnostic messages keyed by their market-data label. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core additionalProperties: false description: >- Serializable collection of the market data required by a valuation request. Ascot: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time asset_swap_spread: type: number description: Gets or sets the asset swap spread. format: double bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the bdc. calendar_name: type: string description: Gets or sets the calendar name. nullable: true coupon_rate: type: number description: Gets or sets the coupon rate. format: double nullable: true day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string description: Gets or sets the day count convention. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end or not. notional: type: number description: Gets or sets a value for notional format: double nullable: true payment_lag: type: integer description: Gets or sets the payment lag. format: int32 period_str: type: string description: Gets or sets the period str. nullable: true rate_asset_name: type: string description: Gets or sets the rate asset name. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_date: type: string description: Gets or sets the start date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. initial_fx_rate: type: number description: Gets or sets the initial fx rate. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core additionalProperties: false description: The Ascot class. BondMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: type: number description: >- Optional face value of the bond; currency and amount scale are not defined here. format: double nullable: true issuer: type: string description: Display name of the bond issuer. nullable: true issuer_id: type: string description: >- Issuer reference supplied with the bond; its identifier namespace is not defined here. nullable: true dated_date: type: string description: Date from which the bond begins accruing interest. format: date-time first_coupon_date: type: string description: Date of the bond's first coupon payment. format: date-time penultimate_coupon_date: type: string description: Date of the bond's penultimate coupon payment. format: date-time maturity_date: type: string description: Contractual maturity date of the bond. format: date-time roll_date: type: string description: Reference date used to roll the bond's coupon schedule. format: date-time end_to_end: type: boolean description: Whether end-to-end schedule generation is selected for the bond. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Rule applied when a scheduled bond date is not a business day. bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency convention for the bond's coupon payments. bond_coupon_type: enum: - fixed - variable - not_set type: string description: >- Classification of the bond coupon as fixed, variable, or unspecified. bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string description: Day-count convention used by the bond's coupon calculation. settlement_lag: type: integer description: >- Settlement lag applied to the bond; unit and calendar treatment are not defined here. format: int32 coupon_rate: type: number description: >- Coupon rate supplied for the bond; scale is not defined by this contract. format: double calendar: type: string description: Calendar name used with the bond's business-day convention. nullable: true next_coupon_index: type: integer description: >- Optional position of the next coupon in the supplied coupon sequence; index origin is not defined here. format: int32 nullable: true bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' tranche_definition: $ref: '#/components/schemas/TrancheDefinition' bond_coupons: type: array items: $ref: '#/components/schemas/BondCoupon' description: Explicit coupon schedule entries supplied for the bond. nullable: true redemption_rate: type: number description: >- Optional rate applied when the bond is redeemed; scale is not defined here. format: double nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Seniority classification of the bond debt. is_trs: type: boolean description: >- Whether the bond terms are being used in a total-return-swap context. traded_price: type: number description: >- Last reset price when the bond is used in a total-return swap; quotation convention is not defined here. format: double funding_currency: type: string description: >- Funding currency when the bond represents the asset leg of a total-return swap; code standard is not defined here. nullable: true trs_expiration_date: type: string description: Display expiry date for the total-return-swap context. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core additionalProperties: false description: >- Fully specified bond terms, including coupon schedule, settlement conventions, optional provisions, and optional total-return-swap context. BondByCode: required: - $type type: object additionalProperties: false description: >- Bond contract selected by an instrument code rather than fully specified bond terms. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core BondFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time futures_code: type: string description: >- Reuters listed-future code retained by the booking payload; defaults to empty. nullable: true bond_issuer: type: string description: Issuer description applied to the bond-future contract. nullable: true conversion_factors: type: array items: type: number format: double description: Conversion factors supplied for the deliverable-bond basket. nullable: true eligible_bonds: type: array items: $ref: '#/components/schemas/Bond' description: Bonds eligible for delivery into the future. nullable: true notional_bond: $ref: '#/components/schemas/Bond' future_settlement_type: enum: - physical - cash type: string description: Whether the bond future settles through delivery or cash. future_quotation_style: enum: - by_price - by_yield type: string description: Whether the bond future is quoted by price or by yield. traded_price: type: number description: >- Trade price supplied for the bond future; quotation scale follows the selected quotation style. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified bond future with its deliverable basket, conversion factors, notional bond, quotation style, and settlement method. BondFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: >- Trade price supplied for the code-selected bond future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core additionalProperties: false description: >- Bond-future contract selected by an instrument code with an optional trade-price input. BondOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_future: $ref: '#/components/schemas/BondFutureByCode' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - put - call type: string description: Gets or sets the option claim type. premium_paid_up_front: type: boolean description: Gets or sets a value indicating whether premium paid up front. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core additionalProperties: false description: Bond option. Cash: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time settlement_date: type: string description: Gets or sets the settlement date. format: date-time settlement_date_is_set: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core additionalProperties: false description: The cash. CDS: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the cds business day convention. calendar: type: string description: Gets or sets the calendar. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string description: Gets or sets the cds coupon frequency. coupon_rate: type: number description: Gets or sets the coupon rate. format: double day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string description: Gets or sets the cds day count convention. debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Gets or sets the cds debt type. default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string description: Gets or sets the cds default type. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_coupon_date: type: string description: Gets or sets the first coupon date. format: date-time nullable: true pay_accrual_at_default: type: boolean description: Gets or sets a value indicating whether pay accrual at default. penultimate_coupon_date: type: string description: Gets or sets the penultimate coupon date. format: date-time nullable: true protection_at_start_of_day: type: boolean description: Gets or sets a value indicating whether protection at start of day. reference_bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' reference_entity_id: type: string description: >- Stable internal identifier of the reference entity retained on the public payload; defaults to empty. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - cash - physical type: string description: Gets or sets the cds settlement type. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time markit_ticker: type: string description: The bond issuer's markit ticker. nullable: true issuer_lei: type: string description: The bond issuer's LEI. nullable: true use_imm_dates: type: boolean description: The UseImmDates flag. red_pair_code: type: string description: The RedPair Code. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core additionalProperties: false description: The CDS class. CmdtyForward: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time commodity_id: type: string description: >- Gets or sets the exact commodity identifier selected by trade booking. nullable: true name: type: string description: Gets or sets the commodity name. nullable: true strike: type: number description: Gets or sets the strike. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyForward, Derivitec.Web.Core additionalProperties: false description: Commodity forward. CmdtyFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time futures_code: type: string description: >- Reuters listed-future code retained by the booking payload, for example MALZ6; defaults to empty. nullable: true exchange: type: string description: >- Exchange name or code supplied for the commodity future; namespace is not defined here. nullable: true future_settlement_type: enum: - cash - physical type: string description: >- Settlement method supplied for a fully specified commodity future. Omission defaults to Cash; this value is not nullable. Shared typed-position conversion emits this value unchanged. Legacy spreadsheet imports derive settlement from the futures market and ignore this column. name: type: string description: Name of the commodity-future contract. nullable: true traded_price: type: number description: >- Trade price supplied for the commodity future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified commodity future identified by name, exchange, expiry, settlement method, and trade price. CmdtyFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core additionalProperties: false description: The CmdtyFutureByCode. CmdtyOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - put - call type: string description: Gets or sets the option claim type. futures_expiration_date: type: string description: >- Expiry of the future identified by Derivitec.Web.Core.Tradables.CmdtyOption.Underlyer, as a UTC calendar date with no meaningful time of day. Booking derives this date from the futures code and displays it read-only. On legacy position upload this value is informational: null or a supplied date does not override or validate the code-derived expiry. The code-derived expiry must be on or after the option's expiration date. format: date-time nullable: true premium_paid_up_front: type: boolean description: Gets or sets a value indicating whether premium paid up front. is_listed: type: boolean description: Gets or sets a value indicating whether the option is listed. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core additionalProperties: false description: Commodity option. CodeSpecifiedMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core additionalProperties: false description: Contract whose economic terms are selected by an instrument code. ContractExternalMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core additionalProperties: false description: >- Abstract contract carrying the external or derived identifier shared by contract representations. ConvertibleBond: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: type: number description: >- Optional face value of the bond; currency and amount scale are not defined here. format: double nullable: true issuer: type: string description: Display name of the bond issuer. nullable: true issuer_id: type: string description: >- Issuer reference supplied with the bond; its identifier namespace is not defined here. nullable: true dated_date: type: string description: Date from which the bond begins accruing interest. format: date-time first_coupon_date: type: string description: Date of the bond's first coupon payment. format: date-time penultimate_coupon_date: type: string description: Date of the bond's penultimate coupon payment. format: date-time maturity_date: type: string description: Contractual maturity date of the bond. format: date-time roll_date: type: string description: Reference date used to roll the bond's coupon schedule. format: date-time end_to_end: type: boolean description: Whether end-to-end schedule generation is selected for the bond. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Rule applied when a scheduled bond date is not a business day. bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency convention for the bond's coupon payments. bond_coupon_type: enum: - fixed - variable - not_set type: string description: >- Classification of the bond coupon as fixed, variable, or unspecified. bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string description: Day-count convention used by the bond's coupon calculation. settlement_lag: type: integer description: >- Settlement lag applied to the bond; unit and calendar treatment are not defined here. format: int32 coupon_rate: type: number description: >- Coupon rate supplied for the bond; scale is not defined by this contract. format: double calendar: type: string description: Calendar name used with the bond's business-day convention. nullable: true next_coupon_index: type: integer description: >- Optional position of the next coupon in the supplied coupon sequence; index origin is not defined here. format: int32 nullable: true bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' tranche_definition: $ref: '#/components/schemas/TrancheDefinition' bond_coupons: type: array items: $ref: '#/components/schemas/BondCoupon' description: Explicit coupon schedule entries supplied for the bond. nullable: true redemption_rate: type: number description: >- Optional rate applied when the bond is redeemed; scale is not defined here. format: double nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Seniority classification of the bond debt. is_trs: type: boolean description: >- Whether the bond terms are being used in a total-return-swap context. traded_price: type: number description: >- Last reset price when the bond is used in a total-return swap; quotation convention is not defined here. format: double funding_currency: type: string description: >- Funding currency when the bond represents the asset leg of a total-return swap; code standard is not defined here. nullable: true trs_expiration_date: type: string description: Display expiry date for the total-return-swap context. format: date-time asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset_currency: type: string description: >- Currency of the asset received on conversion; code standard is not defined here. nullable: true conversion_condition: $ref: '#/components/schemas/ConversionCondition' dilution_conversion_condition: $ref: '#/components/schemas/DilutionConversionCondition' callable_conversion_condition: $ref: '#/components/schemas/CallableConversionCondition' puttable_conversion_condition: $ref: '#/components/schemas/PuttableConversionCondition' mandatory_conversion_condition: $ref: '#/components/schemas/MandatoryConversionCondition' dividend_protection_conversion_condition: $ref: '#/components/schemas/DividendProtectionConversionCondition' is_exchangeable: type: boolean description: >- Whether conversion delivers an asset issued by an entity other than the bond issuer. $type: type: string enum: - Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core additionalProperties: false description: >- Bond terms extended with conversion, dilution, call, put, mandatory-conversion, dividend-protection, and exchangeability conditions. ConvertibleBondByCode: required: - $type type: object additionalProperties: false description: The ConvertibleBondByCode. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core CreditIndex: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the cds business day convention. calendar: type: string description: Gets or sets the calendar. nullable: true coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string description: Gets or sets the cds coupon frequency. coupon_rate: type: number description: Gets or sets the coupon rate. format: double recovery_rate: type: number description: Gets or sets the recovery rate. format: double day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string description: Gets or sets the cds day count convention. debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Gets or sets the cds debt type. default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string description: Gets or sets the cds default type. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_coupon_date: type: string description: Gets or sets the first coupon date. format: date-time pay_accrual_at_default: type: boolean description: Gets or sets a value indicating whether pay accrual at default. penultimate_coupon_date: type: string description: Gets or sets the penultimate coupon date. format: date-time protection_at_start_of_day: type: boolean description: Gets or sets a value indicating whether protection at start of day. credit_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' roll_date: type: string description: Gets or sets the roll date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - cash - physical type: string description: Gets or sets the cds settlement type. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time number_of_names: type: integer description: The number of names format: int32 nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core additionalProperties: false description: The CDS class. CreditIndexByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' credit_index_maturity_date: type: string description: Gets or sets the expiration date. format: date-time red_code: type: string description: The RED Code nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core additionalProperties: false description: The credit index by code. CreditIndexSwaption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - payer - receiver type: string description: Gets or sets the claim type. credit_index: $ref: '#/components/schemas/CreditIndexByCode' is_price_based: type: boolean description: Gets or sets a value indicating whether is price based. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core additionalProperties: false description: The interest rate swaption. EqAccumulator: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. fixing_dates: type: array items: type: string format: date-time description: Gets or sets the manually input fixing dates nullable: true period_start_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true period_end_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true strikes: type: array items: type: number format: double description: Gets or sets the strikes. nullable: true leveraging_factors: type: array items: type: number format: double description: Gets or sets the leveraging factors. nullable: true knockout_barrier_levels: type: array items: type: number format: double description: Gets or sets the knockout barrier levels. nullable: true shares: type: array items: type: number format: double description: Gets or sets the notional per period nullable: true accumulator_terms: type: array items: $ref: '#/components/schemas/EqAccumulatorTermsParameters' description: Gets or sets the UI-friendly ordered accumulator payoff rows. nullable: true calendar_name: type: string description: >- Calendar identifier retained on the public contract. Shared typed-position conversion emits the historical Calendar Name column; the legacy parser uses the underlying stock calendar. nullable: true option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. settlement_delay: type: integer description: Gets or sets the settlement lag. format: int32 is_accumulator: type: boolean description: Gets or sets the claim type. accumulate_shares_on_knockout: type: boolean description: Gets or sets the flag num_guaranteed_periods: type: integer description: Gets or sets the number of guaranteed periods. format: int32 call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_barrier_levels: type: array items: type: number format: double description: Gets or sets the call barrier levels. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the put barrier level is knock in. put_barrier_levels: type: array items: type: number format: double description: Gets or sets the put barrier levels. nullable: true underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core additionalProperties: false description: The EqAccumulator class. EqAutocallableWorstOfOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true weights: type: array items: type: number format: double nullable: true benchmark_asset_index: type: integer format: int32 initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time knockout_performance_type: enum: - worst_of - best_of - weighted - not_set type: string description: The weighting type knockout_barrier_type: enum: - up_and_out - down_and_out - not_set type: string description: The barrier type coupon_end_dates: type: array items: type: string format: date-time description: Gets or sets the coupon end dates nullable: true coupon_rates: type: array items: type: number format: double description: Gets or sets the coupon rates. nullable: true coupon_barrier_levels: type: array items: type: number format: double description: Gets or sets the coupon barrier levels nullable: true memory_coupon: type: boolean minimum_coupon_rates: type: array items: type: number format: double nullable: true knockout_determination_dates: type: array items: type: string format: date-time description: Gets or sets the knock-out determination dates. nullable: true knockout_barrier_levels: type: array items: type: number format: double description: Gets or sets the knockout barrier levels nullable: true early_redemption_rates: type: array items: type: number format: double description: Gets or sets the early redemption rates nullable: true option_settlement_type: enum: - cash - physical type: string description: Gets or sets SettlementType. option_claim_type: enum: - call - put type: string description: Gets or sets the claim type. payment_lag: type: integer description: Gets or sets the payment lag. format: int32 settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar: type: string description: Gets or sets the calendar. nullable: true strike_performance_type: enum: - worst_of - best_of - weighted - not_set type: string description: The weighting type strike: type: number description: Gets or sets the strike. format: double knockin_level: type: number description: Gets or sets the knockin level. format: double redemption_rate: type: number description: Gets or sets the redemption rate at expiry format: double next_coupon_index: type: integer description: Gets or sets the next coupon index. format: int32 knockout_barrier_shifts: type: array items: type: number format: double nullable: true coupon_barrier_shifts: type: array items: type: number format: double nullable: true knockin_barrier_shift: type: number format: double period_str: type: string nullable: true coupon_frequency: type: string nullable: true is_annualised_coupon: type: boolean coupon_rate: type: number format: double coupon_barrier_level: type: number format: double is_worst_of: type: boolean is_knock_asset: type: boolean knockout_level: type: number format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core additionalProperties: false description: The EqAutocallableWorstOfOption class EqBarrierMA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 upper_barrier_levels: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the eq upper barrier levels. nullable: true fx_upper_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the fx upper barrier levels. nullable: true lower_barrier_levels: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the eq lower barrier levels. nullable: true fx_lower_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the fx lower barrier levels. nullable: true calendar_name: type: string description: Gets or sets the calendar. nullable: true knock_type: enum: - knock_out - knock_in type: string strikes: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true fx_strikes: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true claim_types: type: array items: $ref: '#/components/schemas/InstrumentIdentifierClaimTypeEqKeyValuePair' nullable: true fx_claim_types: type: array items: $ref: '#/components/schemas/StringClaimTypeEqKeyValuePair' nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core additionalProperties: false description: The eq barrier ma. EqBasketOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true calendar: type: string description: Gets or sets the calendar. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true quantities: type: array items: type: number format: double description: Gets or sets the quantities. nullable: true divisor: type: number description: Gets or sets the divisor. format: double weights: type: array items: type: number format: double description: Gets or sets the weights. nullable: true basket_averaging_type: enum: - arithmetic - geometric - not_set type: string description: Gets or sets the basket averaging type. option_claim_type: enum: - call - put - digital_call - digital_put type: string description: Gets or sets the claim type. is_dispersion: type: boolean description: Gets or sets the claim type. is_compo: type: boolean description: Gets or sets IsCompo. is_quanto: type: boolean description: Gets or sets IsCompo. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true initial_fx_rates: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fx rates. nullable: true premium_paid_upfront: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core additionalProperties: false description: The EqBasketOption class EqBestOfOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true calendar: type: string description: Gets or sets the calendar. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true is_best_of: type: boolean description: Gets or sets a value indicating whether is best of. is_quanto: type: boolean description: Gets or sets a value indicating whether is quanto. option_claim_type: enum: - call - put - digital_call - digital_put type: string description: Gets or sets the claim type. ranking: type: integer description: Gets or sets the ranking. format: int32 settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 start_date: type: string description: Gets or sets the expiration date. format: date-time strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class EqConditionalCorridorVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true variance_asset_index: type: integer description: Gets or sets the variance asset indices format: int32 vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. corridor_asset_index: type: integer description: Gets or sets the corridor indices. format: int32 lower_corridor_barrier: type: number description: Gets or sets the lower corridor barriers. format: double upper_corridor_barrier: type: number description: Gets or sets the upper corridor barriers. format: double corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true knockout_asset_index: type: integer description: Gets or sets the knockout idx. format: int32 knockout_barrier: type: number description: Gets or sets the knockout barrier. format: double knockout_barrier_type: enum: - none - up_and_out - down_and_out type: string description: Gets or sets the ko barrier type. variance_asset_idx: type: integer format: int32 nullable: true corridor_asset_idx: type: integer format: int32 nullable: true knockout_asset_idx: type: integer format: int32 nullable: true upper_barrier: type: number format: double nullable: true lower_barrier: type: number format: double nullable: true tenor: type: string nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The EqConditionalCorridorVarianceSwap class. EqCorrelationSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true strike: type: number description: Gets or sets the correlation strike. format: double fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing date. nullable: true initial_date: type: string description: Gets or sets the initial date. format: date-time period_str: type: string description: Gets or sets the period. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 return_lag: type: integer description: Gets or sets the return lag. format: int32 include_mean_adjustment: type: boolean description: Gets or sets the includeMeanAdjustment. calendar_name: type: string description: Gets or sets the calendar name. nullable: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. option_cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. corridor_asset_index: type: integer description: Gets or sets the corridor asset index. format: int32 initial_fixing: type: number description: Gets or sets the initial fixing. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double upper_barrier: type: number description: Gets or sets the upper barrier. format: double option_corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_strikes: type: array items: type: number format: double description: Gets or sets the volStrikes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core additionalProperties: false description: The eq correlation swap. EqCorridorVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 lower_barrier: type: number description: Gets or sets the lower barrier. format: double is_lower_barrier_active: type: boolean description: Gets or sets a value indicating whether is lower barrier active. upper_barrier: type: number description: Gets or sets the upper barrier. format: double is_upper_barrier_active: type: boolean description: Gets or sets a value indicating whether is upper barrier active. is_normalised: type: boolean description: Gets or sets a value indicating whether is normalised. corridor_type: enum: - prior - current - both type: string knockout_barrier: type: number description: Gets or sets the knockout barrier. format: double knockout_barrier_type: enum: - none - up - down - double_barriers type: string description: Gets or sets the ko barrier type. cap_level: type: number format: double nullable: true cap_level_pct: type: number format: double nullable: true readOnly: true knockin_barrier_type: enum: - none - up - down - double_barriers type: string description: Knockout barrier types. knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: type: number format: double knockin_upper_barrier: type: number format: double knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The EqVolatilitySwap class. EqCorridorVolatilitySwap: required: - $type type: object additionalProperties: false description: The EqCorridorVolatilitySwap properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true variance_asset_index: type: integer description: Gets or sets the variance asset indices format: int32 vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. corridor_asset_index: type: integer description: Gets or sets the corridor indices. format: int32 lower_corridor_barrier: type: number description: Gets or sets the lower corridor barriers. format: double upper_corridor_barrier: type: number description: Gets or sets the upper corridor barriers. format: double corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core EqCorridorVolVarSwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true variance_asset_index: type: integer description: Gets or sets the variance asset indices format: int32 vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. corridor_asset_index: type: integer description: Gets or sets the corridor indices. format: int32 lower_corridor_barrier: type: number description: Gets or sets the lower corridor barriers. format: double upper_corridor_barrier: type: number description: Gets or sets the upper corridor barriers. format: double corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core additionalProperties: false description: The EqCorridorVolVarSwapBase EqDivDualDigitalOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time dividend_future: $ref: '#/components/schemas/EqDividendFutureByCode' strike: type: number description: Strike in the dividend future quotation units; defaults to zero. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: >- Dividend payoff choice; defaults to Call (0). DigitalCall is 3 and DigitalPut is 4. equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' futures_code: type: string description: >- Bloomberg or Reuters dividend-future code retained by the booking payload; defaults to empty. nullable: true lower_barrier: type: number description: >- Lower equity barrier in the equity's spot quotation units. Null (the default) means no lower barrier. When both barriers are supplied, the lower level should be below the upper level. format: double nullable: true example: 80 upper_barrier: type: number description: >- Upper equity barrier in the equity's spot quotation units. Null (the default) means no upper barrier. When both barriers are supplied, the upper level should be above the lower level. format: double nullable: true example: 120 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDivDualDigitalOption, Derivitec.Web.Core additionalProperties: false description: >- Dividend option whose payoff is conditional on a separate equity level at expiry. Supply a dividend future code and the equity identifier used for the barriers. EqDividendFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time dividend_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core additionalProperties: false description: The EqDividendFuture class EqDividendFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core additionalProperties: false description: The EqDividendFutureByCode. EqDividendOptionMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time dividend_future: $ref: '#/components/schemas/EqDividendFutureByCode' strike: type: number description: Strike in the dividend future quotation units; defaults to zero. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: >- Dividend payoff choice; defaults to Call (0). DigitalCall is 3 and DigitalPut is 4. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core additionalProperties: false description: >- Option on an identified dividend future, with strike expressed in the future quotation units. EqDividendSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true strike: type: number description: Gets or sets the strikes. format: double settlement_delay: type: integer description: Gets or sets the settlement lag. format: int32 include_special_dividends: type: boolean description: Gets or sets the include special dividends flag underlyer: $ref: '#/components/schemas/InstrumentIdentifier' period_start_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true period_end_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core additionalProperties: false description: The EqDividendSwap class. EqDividendSwapKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier level. format: double barrier_type: enum: - up_and_in - up_and_out - down_and_in - down_and_out type: string description: Gets or sets the knock type. barrier_observation_dates: type: array items: type: string format: date-time description: Gets or sets the barrier observation dates nullable: true rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string description: Gets or sets the rebate type rebate: type: number description: Gets or sets the rebate level format: double schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true strike: type: number description: Gets or sets the strikes. format: double settlement_delay: type: integer description: Gets or sets the settlement lag. format: int32 include_special_dividends: type: boolean description: Gets or sets the include special dividends flag underlyer: $ref: '#/components/schemas/InstrumentIdentifier' period_start_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true period_end_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core additionalProperties: false description: The EqDividendSwapKnockout class. EqDoubleKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time upper_barrier: type: number description: Gets or sets the upper barrier. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. rebate: type: number description: Gets or sets the rebate. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core additionalProperties: false description: The EqDoubleKnockin class. EqDoubleKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time upper_barrier: type: number description: Gets or sets the upper barrier. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. upper_rebate: type: number description: Gets or sets the upper rebate. format: double lower_rebate: type: number description: Gets or sets the lower rebate. format: double option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string description: Gets or sets the type of the rebate type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core additionalProperties: false description: The EqDoubleKnockout class. EqFixedStrikeVolatilitySwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number description: Gets or sets the cap level percentage. format: double nullable: true fixed_strike: type: number description: Gets or sets the fixed strike. format: double fixed_strike_pct: type: number description: Gets or sets the fixed strike percentage. format: double reference_fixing: type: number description: Gets or sets the reference fixing. format: double alpha: type: number description: Gets or sets the alpha. format: double alpha_pct: type: number description: Gets or sets the alpha percentage. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqFixedStrikeVolatilitySwap, Derivitec.Web.Core additionalProperties: false description: Equity fixed strike volatility swap. EqFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' future_settlement_type: enum: - physical - cash type: string description: Whether the equity future settles through delivery or cash. traded_price: type: number description: >- Trade price supplied for the equity future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified equity future with its underlier, expiry, settlement method, and trade price. EqFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core additionalProperties: false description: The EqFutureByCode. EqFVA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time calendar: type: string description: Gets or sets the calendar. nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the claim type. strike_type: enum: - fixed - floating - delta_neutral type: string description: Gets or sets the strike type. strike: type: number description: Gets or sets the strike. format: double benchmark_volatility: type: number description: Gets or sets the benchmark volatility. format: double benchmark_growth: type: number description: Gets or sets the benchmark growth. format: double nullable: true benchmark_growth_historical: type: number description: Gets or sets the historical benchmark growth. format: double nullable: true benchmark_rate: type: number description: Gets or sets the benchmark rate. format: double nullable: true benchmark_rate_historical: type: number description: Gets or sets the historical benchmark rate. format: double nullable: true premium_determination_date: type: string description: Gets or sets the premium determination date. format: date-time benchmark_premium_payment_date: type: string description: Gets or sets the premium payment date. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core additionalProperties: false description: The EqOption class. EqFVASwaption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' swaption_claim_type: enum: - call - put type: string description: Gets or sets the swaption claim type. option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the claim type. strike: type: number description: Gets or sets the strike. format: double benchmark_vol: type: number description: Gets or sets the benchmark volatility. format: double benchmark_growth: type: number description: Gets or sets the benchmark growth. format: double benchmark_rate: type: number description: Gets or sets the benchmark rate. format: double premium_determination_date: type: string description: Gets or sets the premium determination date. format: date-time benchmark_premium_payment_date: type: string description: Gets or sets the premium payment date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core additionalProperties: false description: The EqFVASwaption class. EqGeometricVarianceSwap: required: - $type type: object additionalProperties: false description: The EqGeometricVarianceSwap properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 return_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core EqGeometricVolVarSwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 return_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core additionalProperties: false description: The EqGeometricVolVarSwapBase EqIRDualDigitalOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' ir_swap_fixing_instrument: $ref: '#/components/schemas/InstrumentIdentifier' option_claim_type: enum: - call - put - digital_call - digital_put type: string description: >- Equity payoff choice; defaults to Call (0). DigitalCall is 2 and DigitalPut is 3. strike: type: number description: Equity strike in spot quotation units; defaults to zero. format: double lower_rate_barrier: type: number description: >- Lower swap-rate barrier as a decimal fraction (0.01 means 1%); defaults to zero. Should be below UpperRateBarrier. format: double upper_rate_barrier: type: number description: >- Upper swap-rate barrier as a decimal fraction (0.05 means 5%); defaults to zero. Should be above LowerRateBarrier. format: double settlement_lag: type: integer description: >- Settlement delay in business days after expiry, using Calendar; defaults to zero. format: int32 calendar: type: string description: >- Settlement calendar name, for example USD; defaults to an empty string. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqIRDualDigitalOption, Derivitec.Web.Core additionalProperties: false description: >- Equity option whose payoff is conditional on an interest-rate swap fixing at expiry. EqKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double option_barrier_type: enum: - up_and_in - down_and_in type: string description: Gets or sets the eq knockout barrier type. start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. rebate: type: number description: Gets or sets the rebate. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core additionalProperties: false description: The EqKnockin class. EqKnockinKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time upper_barrier: type: number description: Gets or sets the upper barrier. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the claim type. option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the barrier type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core additionalProperties: false description: The EqKnockinKnockout class. EqKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the eq knockout barrier type. start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. rebate: type: number description: Gets or sets the rebate. format: double option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string description: Gets or sets the type of the rebate type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core additionalProperties: false description: The EqKnockout class. EqLookbackOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time option_lookback_type: enum: - floating_strike - fixed_strike - spread type: string description: Gets or sets the lookback type . option_observation_period: enum: - daily - weekly - monthly type: string description: Gets or sets the observation period (Daily, Weekly, Monthly). lookback_start_date: type: string description: Gets or sets the lookback start date. format: date-time lookback_end_date: type: string description: Gets or sets the lookback end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double is_return_type: type: boolean description: >- Whether the initial fixing enables return-style payoff; false when InitialFixing is -1. readOnly: true initial_fixing: type: number description: >- Initial underlying price used to normalise a return-style lookback payoff. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqLookbackOption, Derivitec.Web.Core additionalProperties: false description: The EqKnockout class. EqOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time calendar: type: string description: Gets or sets the calendar. nullable: true compo_currency: type: string description: Gets or sets the compo currency nullable: true is_quanto: type: boolean description: Gets or sets a value indicating whether is quanto. quanto_fx_rate: type: number description: >- FX rate retained for the booking representation of a quanto option; defaults to 1. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the claim type. option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 strike: type: number description: Gets or sets the strike. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' is_listed: type: boolean description: Gets or sets the IsListed flag. premium_paid_up_front: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double dividend_adjustment_start_date: type: string description: Gets or sets the dividend adjustment start date. format: date-time nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core additionalProperties: false description: The EqOption class. EqOptionAmerican: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the claim type. option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar: type: string description: Gets or sets the calendar. nullable: true is_quanto: type: boolean description: Gets or sets a value indicating whether is quanto. is_listed: type: boolean description: Gets or sets the IsListed flag. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core additionalProperties: false description: The EqOptionAmericanPosition class. EqOutperformanceOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time first_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' second_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - call - put type: string description: Gets or sets the claim type. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar: type: string description: Gets or sets the calendar. nullable: true exchange: type: string description: Gets or sets the exchange. nullable: true start_date: type: string description: Gets or sets the expiration date. format: date-time initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true is_compo: type: boolean description: Gets or sets the IsCompo flag. is_quanto: type: boolean description: Gets or sets the IsQuanto flag. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class EqStock: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' is_gdr: type: boolean description: Gets or sets the IsGdr flag share_ratio: type: number description: Gets or sets the share ratio format: double nullable: true is_trs: type: boolean traded_price: type: number format: double nullable: true funding_currency: type: string nullable: true underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core additionalProperties: false description: The EqStock class. EqSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time applied_tax_rate: type: number description: Gets or sets the applied tax rate. format: double applied_tax_rate_pct: type: number description: Gets or sets the applied tax rate. format: double readOnly: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the bdc. compo_currency: type: string description: Gets or sets the compo currency. nullable: true div_payment_style: enum: - on_expiry - on_expiry_reinvested - on_next_reset - pass_thru type: string description: Gets or sets the div payment style. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. eq_swap_valuation_type: enum: - accrual - npv type: string description: Gets or sets the valuation type. equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' initial_fixing_date: type: string description: Gets or sets the initial fixing date. format: date-time is_compo: type: boolean description: Gets or sets a value indicating whether the contract is compo. is_perpetual: type: boolean description: Gets or sets a value indicating whether is perpetual. is_quanto: type: boolean description: Gets or sets a value indicating whether the contract is quanto. payment_calendar_name: type: string description: Gets or sets the payment calendar name. nullable: true payment_lag: type: integer description: Gets or sets the payment lag. format: int32 rate_asset_name: type: string description: Gets or sets the rate asset name. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time spread: type: number description: Gets or sets the spread. format: double spread_pct: type: number description: Gets or sets the spread. format: double readOnly: true start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. swap_reset_type: enum: - fixed_shares - fixed_notional type: string description: Gets or sets the swap reset type. swap_return_type: enum: - price_return - total_return type: string description: Gets or sets the swap return type. tenor: type: string description: Gets or sets the tenor. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core additionalProperties: false description: The EqSwap class. EqTarn: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true call_barrier_levels: type: array items: type: number format: double description: Call barrier levels for the contract's fixing schedule. nullable: true call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_notionals: type: array items: type: number format: double description: Gets or sets the call notionals. nullable: true call_strikes: type: array items: type: number format: double description: Gets or sets the call strikes. nullable: true end_stub: enum: - none - short - long type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_fixing_date: type: string description: Gets or sets the first fixing date. format: date-time fixing_dates_stored: type: array items: type: string format: date-time description: Gets or sets the fixing dates stored. nullable: true underlyer: $ref: '#/components/schemas/InstrumentIdentifier' lower_knockout_levels: type: array items: type: number format: double description: >- Lower knockout levels in underlying price units for the fixing schedule. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true pivot_strikes: type: array items: type: number format: double description: Gets or sets the pivot strikes. nullable: true put_barrier_levels: type: array items: type: number format: double description: Put barrier levels for the contract's fixing schedule. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. put_notionals: type: array items: type: number format: double description: Gets or sets the put notionals. nullable: true put_strikes: type: array items: type: number format: double description: Gets or sets the put strikes. nullable: true schedule_end_date: type: string description: Gets or sets the schedule end date. format: date-time schedule_roll_date: type: string description: Gets or sets the schedule roll date. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. next_fixing_index: type: integer format: int32 start_stub: enum: - none - short - long type: string description: Gets or sets the start stub. target_level: type: number description: Gets or sets the target level. format: double option_termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff type: string description: Gets or sets the termination condition. upper_call_barrier_levels: type: array items: type: number format: double description: Upper call barrier levels for the contract's fixing schedule. nullable: true upper_call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper call barrier type. upper_call_notionals: type: array items: type: number format: double description: Gets or sets the upper call notionals. nullable: true upper_call_strikes: type: array items: type: number format: double description: Gets or sets the upper call strikes. nullable: true upper_knockout_levels: type: array items: type: number format: double description: >- Upper knockout levels in underlying price units for the fixing schedule. nullable: true upper_put_barrier_levels: type: array items: type: number format: double description: Upper put barrier levels for the contract's fixing schedule. nullable: true upper_put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper put barrier type. upper_put_notionals: type: array items: type: number format: double description: Gets or sets the upper put notionals. nullable: true upper_put_strikes: type: array items: type: number format: double description: Gets or sets the upper put strikes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core additionalProperties: false description: The EqTarn class. EqVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number format: double nullable: true readOnly: true knockin_barrier_type: enum: - none - up - down - double_barriers type: string description: Knockout barrier types. knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: type: number format: double knockin_upper_barrier: type: number format: double knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string is_normalised: type: boolean description: Gets or sets a value indicating whether is normalised. knockout_barrier: type: number description: Gets or sets the knockout barrier. format: double knockout_barrier_type: enum: - none - up - down - double_barriers type: string description: Gets or sets the ko barrier type. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The EqVarianceSwap class. EqVolatilityDispersion: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers_parameters: type: object additionalProperties: $ref: '#/components/schemas/EquityIdentifiersParameters' nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true weights: type: array items: type: number format: double nullable: true strikes: type: array items: type: number format: double nullable: true include_dividend_jumps: type: array items: type: boolean nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true cap_level: type: number description: Gets or sets the vol caps. format: double initial_date: type: string description: Gets or sets the initial fixing date. format: date-time settlement_date: type: string description: Gets or sets the settlement date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double calendar_name: type: string description: Gets or sets the calendar. nullable: true offer_rate: type: number description: Gets or sets the vol caps. format: double floor_rate: type: number description: Gets or sets the vol caps. format: double coupon_rate: type: number description: Gets or sets the vol caps. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilityDispersion, Derivitec.Web.Core additionalProperties: false description: The EqVolatilityDispersion EqVolatilityKnockoutOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 option_claim_type: enum: - call - put type: string description: Gets or sets the cap level. strike: type: number description: Gets or sets the cap level. format: double cap_level: type: number description: Gets or sets the cap level. format: double floor_level: type: number description: Gets or sets the floor level. format: double vol_barrier: type: number description: Gets or sets the floor level. format: double rebate: type: number description: Gets or sets the floor level. format: double knockin_level: type: number description: Gets or sets the knockin level. format: double knockin_barrier_type: enum: - none - up - down - double_barriers type: string description: Knockout barrier types. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core additionalProperties: false description: The EqVolatilityKnockoutOption class. EqVolatilitySwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number format: double nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core additionalProperties: false description: The EqVolatilitySwap class. EqVolatilitySwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core additionalProperties: false description: The EqVarianceSwap class. EqVolIndexFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time futures_code: type: string description: >- Listed-future code retained by the booking payload; defaults to empty. nullable: true eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class EqVolIndexFutureByCode: required: - $type type: object additionalProperties: false description: The equity vol index future by code. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core EqVolIndexOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the claim type. option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. calendar: type: string description: Gets or sets the calendar. nullable: true premium_paid_upfront: type: boolean description: Gets or sets a value indicating whether premium paid upfront. is_listed: type: boolean description: Gets or sets a value indicating whether the option is listed. exchange: type: string description: Gets or sets the exchange nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class FullySpecifiedMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core additionalProperties: false description: >- Abstract contract whose economic terms are supplied directly rather than inferred only from an instrument code. FxAccumulator: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the currency pair. nullable: true is_accumulator: type: boolean description: Gets or sets the is accumlator or not. fixing_dates: type: array items: type: string format: date-time description: Gets or sets the manually input fixing dates. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the cut off. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true schedule_start_date: type: string description: Gets or sets the schedule start date. format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date. format: date-time schedule_roll_date: type: string description: Gets or sets the schedule roll date. format: date-time period_str: type: string description: Gets or sets the period string. nullable: true start_stub: enum: - none - short - long type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. strikes: type: array items: type: number format: double description: Gets or sets the strikes. nullable: true leveraging_factors: type: array items: type: number format: double description: Gets or sets the leveraging factors. nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time knockout_barrier_levels: type: array items: type: number format: double description: Gets or sets the knockout barrier levels. nullable: true call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_barrier_levels: type: array items: type: number format: double description: Gets or sets the call barrier levels. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the put barrier level is knock in. put_barrier_levels: type: array items: type: number format: double description: Gets or sets the put barrier levels. nullable: true notionals: type: array items: type: number format: double description: Gets or sets the notional per period nullable: true notional_currency: type: string description: >- ISO currency code for the notional, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core additionalProperties: false description: The FxAccumulator class. FxAsianOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true premium_paid_up_front: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront fixing_dates: type: array items: type: string format: date-time nullable: true average_start_date: type: string format: date-time average_end_date: type: string format: date-time period: type: string nullable: true option_payoff_type: enum: - average_rate - average_strike type: string notional_currency: type: string nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core additionalProperties: false description: The fx asian option. FxAutocallable: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_barrier_observation_type: enum: - continuous - daily type: string description: Gets or sets the barrier observation type. barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the cutoff. fx_pair: type: string description: Gets or sets the fx pair. nullable: true lower_barrier: type: number description: Gets or sets the lower barrier. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true rebate_strike: type: number description: Gets or sets the rebate strike. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double upper_barrier: type: number description: Gets or sets the upper barrier. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAutocallable, Derivitec.Web.Core additionalProperties: false description: FX autocallable. FxBarrierMA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time settlement_date: type: string description: Gets or sets the settlement date. format: date-time upper_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the upper barrier levels. nullable: true lower_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the lower barrier levels. nullable: true vol_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the vol barrier levels. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. option_knock_type: enum: - knock_out - knock_in type: string option_vol_knock_type: enum: - vol_knock_out - vol_knock_in type: string strikes: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true claim_types: type: array items: $ref: '#/components/schemas/StringClaimTypeFxKeyValuePair' nullable: true is_worst_knock: type: boolean calendar_name: type: string nullable: true period_str: type: string nullable: true annualisation_factor: type: number format: double include_mean_adjustment: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core additionalProperties: false description: The fx barrier ma. FxBasketFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time averaging_type: enum: - arithmetic - geometric - not_set type: string description: Gets or sets the averaging type. basket_name: type: string description: Gets or sets the basket name. nullable: true divisor: type: number description: Gets or sets the divisor. format: double fx_pairs: type: array items: type: string description: Gets or sets the FX cross ids. nullable: true quantities: type: array items: type: number format: double description: Gets or sets the quantities. nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core additionalProperties: false FxBasketOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_averaging_type: enum: - arithmetic - geometric - not_set type: string description: Gets or sets the basket averaging type. basket_future: $ref: '#/components/schemas/FxFutureByCode' basket_name: type: string description: Gets or sets the basket name. nullable: true divisor: type: number description: Gets or sets the divisor. format: double fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true option_claim_type: enum: - call - put type: string description: Gets or sets the claim type. quantities: type: array items: type: number format: double description: Gets or sets the quantities. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time strike: type: number description: Gets or sets the strike. format: double premium_paid_upfront: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core additionalProperties: false FxCorrelationSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair_parameters: type: object additionalProperties: $ref: '#/components/schemas/FxCorrelationSwapPairParameters' description: >- FX-pair basket keyed by concatenated currency codes, for example USDJPY. nullable: true fx_pairs: type: array items: type: string description: >- Ordered FX pairs using concatenated currency codes, for example USDJPY. nullable: true strike: type: number description: Gets or sets the strike. format: double basket_name: type: string description: Gets or sets the basket name. nullable: true start_date: type: string description: Gets or sets the expiration date. format: date-time period: type: string description: Gets or sets the period. nullable: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: >- Legacy business-day convention field retained for payload compatibility. settlement_lag: type: integer description: >- Legacy settlement lag in business days, retained for payload compatibility. format: int32 $type: type: string enum: - Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core additionalProperties: false description: >- FX correlation swap terms, including the observed currency-pair basket and observation period. FxDoubleKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true lower_barrier: type: number description: Gets or sets the barrier. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double upper_barrier: type: number description: Gets or sets the barrier. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core additionalProperties: false description: The FxDoubleKnockin class. FxDoubleKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true lower_barrier: type: number description: Gets or sets the barrier. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double upper_barrier: type: number description: Gets or sets the barrier. format: double option_barrier_observation_type: enum: - continuous - daily type: string description: >- Barrier-observation selection retained for the booking representation. $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core additionalProperties: false description: The FxDoubleKnockout class. FxForwardMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true is_spot_contract: type: boolean description: Gets or sets a value indicating whether this is a spot contract. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. strike: type: number description: Gets or sets the strike. format: double is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' treat_as_cash: type: boolean description: >- Whether the legacy forward import splits the forward into its two currency cash positions; defaults to false. $type: type: string enum: - Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core additionalProperties: false description: Foreign-exchange forward with optional deal-contingent premium terms. FxForwardDC: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true is_spot_contract: type: boolean description: Gets or sets a value indicating whether this is a spot contract. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. strike: type: number description: Gets or sets the strike. format: double is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' treat_as_cash: type: boolean description: >- Whether the legacy forward import splits the forward into its two currency cash positions; defaults to false. contingency: enum: - deal_fails - deal_approved type: string description: Gets or sets the contingency. deal_probability: type: number description: Gets or sets the deal probability. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true premium_determination_end_date: type: string description: Gets or sets the premium determination end date. format: date-time premium_determination_start_date: type: string description: Gets or sets the premium determination start date. format: date-time premium_end_value: type: number description: Gets or sets the premium end value. format: double premium_start_value: type: number description: Gets or sets the premium start value. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxForwardDC, Derivitec.Web.Core additionalProperties: false description: >- FX forward whose settlement and premium depend on a specified deal contingency. FxFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: >- Currency-pair reference for the foreign-exchange future; formatting convention is not defined here. nullable: true settlement_type: enum: - physical - cash type: string description: Settlement method selected for the foreign-exchange future. traded_price: type: number description: >- Trade price supplied for the foreign-exchange future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified foreign-exchange future with its currency pair, expiry, settlement method, and trade price. FxFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core additionalProperties: false description: The FxFutureByCode. FxFVA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx fva settlement type. claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx fva claim type strike_type: enum: - fixed - floating - delta_neutral type: string description: Gets or sets the strike type. strike: type: number description: Gets or sets the strike. format: double benchmark_volatility: type: number description: Gets or sets the benchmark volatility. format: double benchmark_growth: type: number description: Gets or sets the benchmark growth. format: double nullable: true benchmark_growth_historical: type: number description: Gets or sets the historical benchmark growth. format: double nullable: true benchmark_rate: type: number description: Gets or sets the benchmark rate. format: double nullable: true benchmark_rate_historical: type: number description: Gets or sets the historical benchmark rate. format: double nullable: true premium_determination_date: type: string description: Gets or sets the premium determination date. format: date-time benchmark_premium_payment_date: type: string description: Gets or sets the benchmark settlement date. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core additionalProperties: false description: The FxFVA class. FxIrDualDigitalOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true ir_swap_fixing_instrument: type: string description: Gets or sets the IR swap fixing instrument. nullable: true lower_barrier: type: number description: Gets or sets the lower rate barrier. format: double upper_barrier: type: number description: Gets or sets the upper rate barrier. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxIrDualDigitalOption, Derivitec.Web.Core additionalProperties: false description: FX IR dual digital option. FxKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_barrier_type: enum: - up_and_in - down_and_in type: string description: Gets or sets the fx knockout barrier type. premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core additionalProperties: false description: The FxKnockin class. FxKnockinKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time lower_barrier: type: number description: Gets or sets the barrier. format: double upper_barrier: type: number description: Gets or sets the barrier. format: double barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockin knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockin knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the fx knockin knockout barrier type. premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockin knockout settlement type. strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockinKnockout, Derivitec.Web.Core additionalProperties: false description: The FxKnockinKnockout class. FxKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the fx knockout barrier type. option_rebate_type: enum: - none - immediate - delayed type: string description: Gets or sets the type of the rebate type. premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true rebate: type: number description: Gets or sets the rebate. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core additionalProperties: false description: The FxKnockout class. FxOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true option_settlement_type: enum: - physical - cash type: string description: Gets or sets the type of the option settlement. premium_paid_up_front: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double is_listed: type: boolean description: Gets or sets the IsListed flag. payoff_currency: type: string description: Gets or sets the payoff currency. nullable: true is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core additionalProperties: false description: The fx option. FxOptionAmerican: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true option_settlement_type: enum: - physical - cash type: string description: Gets or sets the type of the option settlement. is_listed: type: boolean description: Gets or sets the IsListed flag. is_bermudan: type: boolean description: Gets or sets the IsBermudan flag. observation_dates: type: array items: type: string format: date-time description: Gets or sets the observation dates nullable: true observation_strikes: type: array items: type: number format: double description: Gets or sets the observation strikes nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core additionalProperties: false description: The fx option. FxOptionOnRealisedVolatility: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true claim_type: enum: - call - put type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Gets or sets the tenor. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core additionalProperties: false description: The FxOptionOnRealisedVolatility class. FxOptionSAMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core additionalProperties: false description: The fx option sa. FxTarn: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true call_barrier_levels: type: array items: type: number format: double description: >- Call barrier levels in quoted FX pair price units, ordered by fixing. nullable: true call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_notionals: type: array items: type: number format: double description: Gets or sets the call notionals. nullable: true call_strikes: type: array items: type: number format: double description: Gets or sets the call strikes. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. end_stub: enum: - none - short - long type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_fixing_date: type: string description: Gets or sets the first fixing date. format: date-time fixing_dates_stored: type: array items: type: string format: date-time description: Gets or sets the fixing dates stored. nullable: true fx_pair: type: string description: Gets or sets the fx pair. nullable: true is_folding_expiry: type: array items: type: boolean description: >- Gets or sets a flag to specify if the i-th fixing date is a folding expiry. nullable: true lower_knockout_levels: type: array items: type: number format: double description: >- Lower knockout levels in the quoted FX pair's price units, ordered by fixing. nullable: true notional_currency: type: string description: >- ISO currency code for the notional, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true pivot_strikes: type: array items: type: number format: double description: Gets or sets the pivot strikes. nullable: true put_barrier_levels: type: array items: type: number format: double description: Put barrier levels in quoted FX pair price units, ordered by fixing. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. put_notionals: type: array items: type: number format: double description: Gets or sets the put notionals. nullable: true put_strikes: type: array items: type: number format: double description: Gets or sets the put strikes. nullable: true schedule_end_date: type: string description: Gets or sets the schedule end date. format: date-time schedule_roll_date: type: string description: Gets or sets the schedule roll date. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date. format: date-time settlement_dates: type: array items: type: string format: date-time description: Gets or sets the settlement dates. nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. start_stub: enum: - none - short - long type: string description: Gets or sets the start stub. target_level: type: number description: Gets or sets the target level. format: double termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff - by_itm_fixings_folding_tarn type: string description: Gets or sets the termination condition. upper_call_barrier_levels: type: array items: type: number format: double description: >- Upper Call barrier levels in quoted FX pair price units, ordered by fixing. nullable: true upper_call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper call barrier type. upper_call_notionals: type: array items: type: number format: double description: Gets or sets the upper call notionals. nullable: true upper_call_strikes: type: array items: type: number format: double description: Gets or sets the upper call strikes. nullable: true upper_knockout_levels: type: array items: type: number format: double description: >- Upper knockout levels in the quoted FX pair's price units, ordered by fixing. nullable: true upper_put_barrier_levels: type: array items: type: number format: double description: >- Upper Put barrier levels in quoted FX pair price units, ordered by fixing. nullable: true upper_put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper put barrier type. upper_put_notionals: type: array items: type: number format: double description: Gets or sets the upper put notionals. nullable: true upper_put_strikes: type: array items: type: number format: double description: Gets or sets the upper put strikes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core additionalProperties: false description: The FxTarn class. FxTarnMA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true call_barrier_levels: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the call barrier levels. nullable: true call_barrier_types: type: object additionalProperties: enum: - none - knock_in - knock_out type: string description: The barrier type dto. description: Gets or sets the call barrier types. nullable: true call_notionals: type: array items: type: number format: double description: Gets or sets the call notionals. nullable: true call_strikes: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the call strikes. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true fx_pairs: type: array items: type: string description: Gets or sets the fx pairs. nullable: true settlement_dates: type: array items: type: string format: date-time description: Gets or sets the settlement dates stored. nullable: true next_fixing_index: type: integer description: Gets or sets the next fixing index. format: int32 notional_currency: type: string description: Gets or sets the notional currency. nullable: true put_barrier_levels: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the put barrier levels. nullable: true put_barrier_types: type: object additionalProperties: enum: - none - knock_in - knock_out type: string description: The barrier type dto. description: Gets or sets the call barrier types. nullable: true put_notionals: type: array items: type: number format: double description: Gets or sets the put notionals. nullable: true put_strikes: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the put strikes. nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. target_level: type: number description: Gets or sets the target level. format: double termination_condition: enum: - by_profit_cash_settled - by_profit_full_payoff - by_profit_no_payoff type: string description: Gets or sets the termination condition. $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core additionalProperties: false description: The FxTarnMA class. FxVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: >- Frequency between scheduled fixing observations: 1D, 2D, 3D, 4D, 5D or 1W. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. cap_level: type: number format: double nullable: true cap_level_pct: type: number description: >- Cap in percentage units for shared typed-position serialization. Null remains null; zero and negative cap values are preserved and multiplied by 100. format: double nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The FxVarianceSwap class. FxVarianceSwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: >- Frequency between scheduled fixing observations: 1D, 2D, 3D, 4D, 5D or 1W. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core additionalProperties: false description: The FxVarianceSwap class. FxVolatilitySwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: >- Frequency between scheduled fixing observations: 1D, 2D, 3D, 4D, 5D or 1W. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number description: >- Cap in percentage units for shared typed-position serialization. Null remains null; zero and negative cap values are preserved and multiplied by 100. format: double nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core additionalProperties: false description: The FxVolatilitySwap class. IBondMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core additionalProperties: false description: Polymorphic contract role for bonds that can produce cash flows. IBondByCodeMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core additionalProperties: false description: Polymorphic bond role whose bond instrument is obtained from its code. ICashFlowContractMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core additionalProperties: false description: >- Polymorphic contract role for instruments capable of producing cash flows. IContractMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core additionalProperties: false description: Polymorphic base role shared by public contract definitions. IEqContractMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core additionalProperties: false description: The eq fully specified. IRCapFloor: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double ir_claim_type: enum: - cap - floor type: string description: Gets or sets the claim type. effective_date: type: string description: Gets or sets the effective date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true reset_dates: type: array items: type: string format: date-time description: Gets or sets the reset dates. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. rate_asset_name: type: string description: Gets or sets the name of the rate asset. nullable: true reset_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - not_set type: string description: Gets or sets the caplet payment frequency (used for OIS rate assets) $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core additionalProperties: false description: The interest rate cap/floor. IRCapFloorBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double ir_claim_type: enum: - cap - floor type: string description: Gets or sets the claim type. effective_date: type: string description: Gets or sets the effective date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true reset_dates: type: array items: type: string format: date-time description: Gets or sets the reset dates. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core additionalProperties: false description: The interest rate cap/floor base. IRCapFloorCMS: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double ir_claim_type: enum: - cap - floor type: string description: Gets or sets the claim type. effective_date: type: string description: Gets or sets the effective date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true reset_dates: type: array items: type: string format: date-time description: Gets or sets the reset dates. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. ir_swap_fixing_instrument: $ref: '#/components/schemas/InstrumentIdentifier' payment_frequency: type: string description: Gets or sets the PaymentFrequency nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core additionalProperties: false description: The swap rate cap/floor. IRFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time rate_asset_name: type: string description: Name of the reference rate used by the future. nullable: true day_count_fraction: type: number description: Accrual fraction applied to the interest-rate future. format: double traded_price: type: number description: >- Trade price supplied for the interest-rate future; quotation convention is not defined here. format: double compounding_rule: enum: - none - ois - weighted - not_set type: string description: Rule used to compound the reference rate for the future. compounding_start_date: type: string description: >- Optional date on which reference-rate compounding starts; timezone semantics are not defined here. format: date-time nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified interest-rate future with its reference rate, compounding terms, accrual fraction, expiry, and trade price. IRFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core additionalProperties: false description: The IRFutureByCode. IRLeg: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time averaging_method: enum: - none - weighted - unweighted - ois_compounding type: string description: Gets or sets the averaging method. ois_compounding_frequency: type: integer description: Gets or sets the ois compounding frequency. format: int32 business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. effective_date: type: string description: Gets or sets the effective date. format: date-time end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets the end-to-end flag. fixed_rates: type: array items: type: number format: double description: >- Fixed coupon rates as decimal fractions, in schedule order. The form edits the first rate when RateAssetName is empty; values are retained but do not apply to a floating leg. nullable: true next_cash_flow_index: type: integer description: Gets or sets the index of the next cash flow. format: int32 payment_calendar: type: string description: Gets or sets the payment calendar. nullable: true payment_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - term - every28_days - not_set type: string description: Gets or sets the payment frequency. payment_lag: type: integer description: Gets or sets the payment lag. format: int32 pay_notional_at_start: type: boolean description: >- Gets or sets a value indicating whether notional is exchanged on the first reset date. period_end_dates_stored: type: array items: type: string format: date-time description: Gets or sets the stored period end dates. nullable: true rate_asset_name: type: string description: Gets or sets the name of the rate asset. nullable: true receive_notional_at_end: type: boolean description: >- Gets or sets a value indicating whether notional is exchanged on the last reset date. reset_calendar: type: string description: Gets or sets the reset calendar. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time spreads: type: array items: type: number format: double description: >- Floating-rate spreads as decimal fractions, in schedule order. The form edits the first spread when RateAssetName is populated; values are retained but do not apply to a fixed leg. nullable: true start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. use_imm_dates: type: boolean description: The UseImmDates flag. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core additionalProperties: false description: The ir leg. IRLegFixed: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar: type: string description: Gets or sets the calendar. nullable: true day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. effective_date: type: string description: Gets or sets the effective date. format: date-time end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. interest_rate: type: number description: Gets or sets the interest rate. format: double interest_rate_pct: type: number description: Gets or sets the interest rate. format: double readOnly: true pay_notional_at_start: type: boolean description: Gets or sets a value indicating whether pay notional at start. receive_notional_at_end: type: boolean description: Gets or sets a value indicating whether receive notional at end. roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. tenor: type: string description: Gets or sets the tenor. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core additionalProperties: false description: The IR leg fixed class. IRLegFloating: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time effective_date: type: string description: Gets or sets the effective date. format: date-time end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. pay_notional_at_start: type: boolean description: Gets or sets a value indicating whether pay notional at start. rate_asset: type: string description: Gets or sets the rate asset. nullable: true receive_notional_at_end: type: boolean description: Gets or sets a value indicating whether receive notional at end. roll_date: type: string description: Gets or sets the roll date. format: date-time spread: type: number description: Gets or sets the spread. format: double spread_pct: type: number description: Gets or sets the spread. format: double readOnly: true start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core additionalProperties: false description: The IR leg floating class. IROption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time ir_future: $ref: '#/components/schemas/IRFutureByCode' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - put - call type: string description: Gets or sets the option claim type. premium_paid_up_front: type: boolean description: Gets or sets a value indicating whether premium paid up front. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core additionalProperties: false description: IR option. IRSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time payer_leg: $ref: '#/components/schemas/IRLeg' receiver_leg: $ref: '#/components/schemas/IRLeg' payer_leg_notional: type: number description: Gets or sets the payer leg notional format: double receiver_leg_notional: type: number description: Gets or sets the receiver leg notional format: double effective_date: type: string description: Effective date retained in the additional booking schedule. format: date-time use_imm_dates: type: boolean description: IMM-date selection retained in the additional booking schedule. roll_date: type: string description: Roll date retained in the additional booking schedule. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Start-stub selection retained in the additional booking schedule. end_stub: enum: - none - short - long - not_set type: string description: End-stub selection retained in the additional booking schedule. end_to_end: type: boolean description: >- End-to-end period selection retained in the additional booking schedule. swap_notionals_at_start: type: boolean description: >- Initial notional-exchange selection retained in the additional booking schedule. swap_notionals_at_end: type: boolean description: >- Final notional-exchange selection retained in the additional booking schedule. is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core additionalProperties: false description: The interest rate swap. IRSwaption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time claim_type: enum: - payer - receiver type: string description: Gets or sets the claim type. fixed_leg: $ref: '#/components/schemas/IRLeg' floating_leg: $ref: '#/components/schemas/IRLeg' settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core additionalProperties: false description: The interest rate swaption. Margin: required: - $type type: object additionalProperties: false description: The Margin class. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core Repo: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time start_date: type: string description: Gets or sets the start date. format: date-time day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. is_settled: type: boolean description: Gets or sets the isSettled flag. repo_rate: type: number description: Gets or sets the repo rate. format: double collateral_id: $ref: '#/components/schemas/InstrumentIdentifier' is_open_repo: type: boolean description: Gets or sets the is open repo flag $type: type: string enum: - Derivitec.Web.Core.Tradables.Repo, Derivitec.Web.Core additionalProperties: false description: The repo. Tranche: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time tranche_id: type: string description: Gets or sets the tranche id nullable: true attachment: type: number description: Gets or sets the tranche attachment format: double detachment: type: number description: Gets or sets the tranche detachment format: double payment_dates: type: array items: type: string format: date-time description: Gets or sets the payment dates nullable: true next_payment_index: type: integer description: Gets or sets the next payment idx format: int32 dated_date: type: string description: Gets or sets the dated date. format: date-time rate_asset_name: type: string description: Gets or sets the currency nullable: true spread: type: number description: Gets or sets the spread format: double junior_factor: type: number format: double tranche_factor: type: number format: double senior_factor: type: number format: double day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. amortisation_start_date: type: string description: Gets or sets the amortisation start date format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true amortisation_rate: type: number description: Gets or sets the amortisation rate format: double tranche_amortisation_type: enum: - pro_rata - sequential type: string description: Gets or sets the currency $type: type: string enum: - Derivitec.Web.Core.Tradables.Tranche, Derivitec.Web.Core additionalProperties: false description: The Tranche. 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. 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' EquityVolOfVarCurve: 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 maturities: type: array items: type: integer format: int32 description: >- Strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility values. nullable: true reference_date: type: string description: Reference date of the volatility curve. format: date-time vols: type: array items: type: number format: double description: >- Volatility values as decimals; 0.20 means 20%. Values correspond by position to maturities. nullable: true spot_ref: type: number description: Optional spot reference carried by the volatility curve. format: double nullable: true eq_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core additionalProperties: false description: >- Volatility-of-variance curve for an identified equity volatility-of-variance index. FxVolOfVarCurve: 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 maturities: type: array items: type: integer format: int32 description: >- Strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility values. nullable: true reference_date: type: string description: Reference date of the volatility curve. format: date-time vols: type: array items: type: number format: double description: >- Volatility values as decimals; 0.20 means 20%. Values correspond by position to maturities. nullable: true spot_ref: type: number description: Optional spot reference carried by the volatility curve. format: double nullable: true fx_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolOfVarCurve, Derivitec.Web.Core additionalProperties: false description: >- Volatility-of-variance curve for an identified FX volatility-of-variance index. 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. 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. 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' 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. 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. StringDoubleKeyValuePair: type: object properties: key: type: string nullable: true value: type: number format: double additionalProperties: false SurvivalCurve: 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 code of the survival curve. nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Debt seniority or type represented by the curve. default_type: type: string description: Default-type label represented by the curve. nullable: true extrapolate: type: boolean description: >- Whether values beyond the last supplied maturity may be extrapolated. Defaults to true. example: true issuer_id: type: string description: >- Service-resolved issuer identifier. On upload, the issuer is resolved from IssuerIdentifier and this field is not used as input. nullable: true issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: type: array items: type: integer format: int32 description: >- Non-empty, positive, strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to SurvivalProbabilities. nullable: true reference_date: type: string description: Reference date of the survival curve. format: date-time survival_probabilities: type: array items: type: number format: double description: >- Positive, dimensionless survival-probability values corresponding by position to Maturities. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core additionalProperties: false description: Dated survival-probability curve for an issuer and debt type. BondYieldCurve: 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 dimension of the issuer curve. nullable: true seniority: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Contract or debt seniority classification. 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. issuer_id: type: string description: Issuer selector. nullable: true issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true reference_bond_yield_curve: $ref: '#/components/schemas/BondYieldCurve' reference_date: type: string description: Date to which the data applies. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core additionalProperties: false description: >- Issuer bond curve represented by day-offset maturities and dimensionless discount factors, with optional reference-curve linkage. CmdtyVolSurface: 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 commodity_id: $ref: '#/components/schemas/CommodityId' $type: type: string enum: - Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core additionalProperties: false description: Commodity volatility surface identified by its commodity. 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. FxVolSurface: 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 fx_pair: type: string description: Currency-pair code represented by the volatility surface. nullable: true is_quoted_fx_vol: type: boolean description: Whether this surface is marked as quoted FX volatility. example: false $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core additionalProperties: false description: >- FX volatility surface identified by its currency pair and quotation flag. RateAsset: 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 business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: >- Business-day adjustment convention represented by the rate asset; upload ignores the supplied value and uses the resolved service definition. currency: type: string description: >- Currency code represented by the rate asset; upload ignores the supplied value and uses the resolved service definition. nullable: true currency_calendar: $ref: '#/components/schemas/Calendar' day_count_convention: $ref: '#/components/schemas/DayCountConventionBase' end_to_end: type: boolean description: >- Whether the represented rate asset uses end-to-end adjustment; rate-asset upload ignores the supplied value and currently stores false. fixing_calendar: $ref: '#/components/schemas/Calendar' fixing_to_value_date_offset: type: integer description: >- Offset from the fixing date to the value date represented by the rate asset; upload ignores the supplied value and uses the resolved service definition. format: int32 index_curve: $ref: '#/components/schemas/DiscountCurve' name: type: string description: >- Rate-asset identifier, or a recognised Bloomberg rate-asset code on upload. nullable: true rate_fixings: $ref: '#/components/schemas/Fixings' rate_tenor: $ref: '#/components/schemas/Tenor' reference_date: type: string description: Reference date of the rate-asset market data. format: date-time type: type: string description: >- Rate-asset type label represented by the response; upload ignores the supplied value and uses the resolved service definition. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.RateAsset, Derivitec.Web.Core additionalProperties: false description: >- Interest-rate index market data with an index curve and service-defined conventions. On upload, Name resolves an existing definition and only ReferenceDate and IndexCurve are taken from the remaining payload. Supplied UploadedBy, DerivitecModifiedBy, and UploadedDateTime values are ignored: the server records the authenticated user in UploadedBy and DerivitecModifiedBy and the current UTC time in UploadedDateTime. SwaptionVolCube: 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 alphas: type: array items: type: array items: type: number format: double description: Alpha parameter rows carried by the volatility cube. nullable: true benchmark_forward_swap_rates: type: array items: type: array items: type: number format: double description: Benchmark forward-swap-rate rows carried by the cube. nullable: true benchmark_option_maturities: type: array items: type: integer format: int32 description: >- Benchmark option-maturity coordinates carried by the cube, in calendar days. nullable: true benchmark_swap_tenors: type: array items: type: integer format: int32 description: >- Benchmark swap-tenor coordinates carried by the cube, in calendar days. nullable: true betas: type: array items: type: array items: type: number format: double description: Beta parameter rows carried by the volatility cube. nullable: true nus: type: array items: type: array items: type: number format: double description: Nu parameter rows carried by the volatility cube. nullable: true reference_date: type: string description: Reference date of the volatility cube. format: date-time rhos: type: array items: type: array items: type: number format: double description: Rho parameter rows carried by the volatility cube. nullable: true shifts: type: array items: type: array items: type: number format: double description: Shift parameter rows carried by the volatility cube. nullable: true fitted_vol_type: enum: - black - bachelier type: string description: Volatility quotation type used for the fitted cube. rate_asset_id: type: string description: Rate-asset identifier represented by the cube. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core additionalProperties: false description: Swaption volatility cube for an identified rate asset. BondVolSurface: 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 futures_market_id: type: string description: Futures market represented by the bond volatility surface. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core additionalProperties: false description: Bond volatility surface identified by its futures market. CreditSwaptionVolCube: 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 alphas: type: array items: type: array items: type: number format: double description: Alpha parameter rows carried by the volatility cube. nullable: true benchmark_forward_swap_rates: type: array items: type: array items: type: number format: double description: Benchmark forward-swap-rate rows carried by the cube. nullable: true benchmark_option_maturities: type: array items: type: integer format: int32 description: >- Benchmark option-maturity coordinates carried by the cube, in calendar days. nullable: true benchmark_swap_tenors: type: array items: type: integer format: int32 description: >- Benchmark swap-tenor coordinates carried by the cube, in calendar days. nullable: true betas: type: array items: type: array items: type: number format: double description: Beta parameter rows carried by the volatility cube. nullable: true nus: type: array items: type: array items: type: number format: double description: Nu parameter rows carried by the volatility cube. nullable: true reference_date: type: string description: Reference date of the volatility cube. format: date-time rhos: type: array items: type: array items: type: number format: double description: Rho parameter rows carried by the volatility cube. nullable: true shifts: type: array items: type: array items: type: number format: double description: Shift parameter rows carried by the volatility cube. nullable: true fitted_vol_type: enum: - black - bachelier type: string description: Volatility quotation type used for the fitted cube. credit_id: type: string description: Credit index represented by the volatility cube. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core additionalProperties: false description: Credit-swaption volatility cube identified by its credit index. IrFuturesVolCube: 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 alphas: type: array items: type: array items: type: number format: double description: Alpha parameter rows carried by the volatility cube. nullable: true benchmark_forward_swap_rates: type: array items: type: array items: type: number format: double description: Benchmark forward-swap-rate rows carried by the cube. nullable: true benchmark_option_maturities: type: array items: type: integer format: int32 description: >- Benchmark option-maturity coordinates carried by the cube, in calendar days. nullable: true benchmark_swap_tenors: type: array items: type: integer format: int32 description: >- Benchmark swap-tenor coordinates carried by the cube, in calendar days. nullable: true betas: type: array items: type: array items: type: number format: double description: Beta parameter rows carried by the volatility cube. nullable: true nus: type: array items: type: array items: type: number format: double description: Nu parameter rows carried by the volatility cube. nullable: true reference_date: type: string description: Reference date of the volatility cube. format: date-time rhos: type: array items: type: array items: type: number format: double description: Rho parameter rows carried by the volatility cube. nullable: true shifts: type: array items: type: array items: type: number format: double description: Shift parameter rows carried by the volatility cube. nullable: true fitted_vol_type: enum: - black - bachelier type: string description: Volatility quotation type used for the fitted cube. futures_market_id: type: string description: Code of the futures market represented by the cube. nullable: true rate_asset_id: type: string description: Rate-asset identifier represented by the cube. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core additionalProperties: false description: >- Interest-rate futures volatility cube identified by futures market and rate asset. CreditEvent: 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 issuer_id: type: string description: Issuer selector. nullable: true recovery_rate: type: number description: Issuer-level recovery rate. format: double recovery_rate_by_bond_id: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: >- Bond-specific recovery rates carried alongside the issuer-level rate. nullable: true reference_date: type: string description: Date to which the data applies. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core additionalProperties: false description: Issuer credit-event data with general and bond-specific recovery rates. 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. 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' BondCapitalisationProvision: required: - $type type: object properties: capitalisation_dates: type: array items: type: string format: date-time description: Dates included in the bond capitalisation schedule. nullable: true capitalisation_rates: type: array items: type: number format: double description: >- Rates included in the bond capitalisation schedule; scale and compounding convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCapitalisationProvision, Derivitec.Web.Core additionalProperties: false description: Dates and rates that define a bond capitalisation schedule. BondExtensionProvision: required: - $type type: object properties: extension_dates: type: array items: type: string format: date-time description: Dates on which a bond extension can be exercised. nullable: true extended_maturity_dates: type: array items: type: string format: date-time description: Possible maturity dates after extension. nullable: true extended_redemption_values: type: array items: type: number format: double description: >- Redemption values for extended terms; units and quotation convention are not defined here. nullable: true issuer_extension: type: array items: type: boolean description: >- Flags indicating whether the issuer holds each extension right; list correspondence is not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondExtensionProvision, Derivitec.Web.Core additionalProperties: false description: >- Exercise dates, extended maturities, redemption values, and right-holder flags for extending a bond. BondCallProvision: required: - $type type: object additionalProperties: false description: Issuer call schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCallProvision, Derivitec.Web.Core BondPutProvision: required: - $type type: object additionalProperties: false description: Holder put schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - Derivitec.Web.Core.StaticData.BondPutProvision, Derivitec.Web.Core TrancheDefinition: required: - $type type: object properties: tranche_id: type: string description: >- Identifier assigned to the tranche; identifier namespace is not defined here. nullable: true attachment: type: number description: Tranche attachment point; scale and units are not defined here. format: double detachment: type: number description: Tranche detachment point; scale and units are not defined here. format: double senior_principal_factor: type: number description: Principal factor assigned to the senior tranche component. format: double tranche_principal_factor: type: number description: Principal factor assigned to the tranche as a whole. format: double junior_principal_factor: type: number description: Principal factor assigned to the junior tranche component. format: double amortisation_start_date: type: string description: Date from which tranche amortisation terms apply. format: date-time amortisation_type: enum: - pro_rata - sequential type: string description: Rule used to allocate tranche amortisation. cleanup_call_threshold: type: number description: >- Threshold at which the tranche cleanup call may apply; scale and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.TrancheDefinition, Derivitec.Web.Core additionalProperties: false description: >- Attachment, detachment, amortisation, and principal-factor terms for a tranche. BondCoupon: required: - $type type: object properties: coupon_leg_start_date: type: string description: Start date of the coupon leg. format: date-time coupon_leg_end_date: type: string description: End date of the coupon leg. format: date-time coupon_leg_first_coupon_date: type: string description: First coupon date specified for the leg. format: date-time coupon_leg_penultimate_coupon_date: type: string description: Penultimate coupon date specified for the leg. format: date-time coupon_type: enum: - fixed - variable - not_set type: string description: Whether the coupon is fixed, variable, or not selected. coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency at which the coupon leg pays. fixed_coupon_rate: type: number description: >- Fixed rate applied to the coupon leg; rate scale is not defined here. format: double coupon_index_id: type: string description: >- Identifier of the index used by a variable coupon; identifier namespace is not defined here. nullable: true index_fixing_lag: type: integer description: >- Lag applied when fixing the coupon index; its unit is not defined here. format: int32 index_multiplier: type: number description: Multiplier applied to the coupon index; scale is not defined here. format: double coupon_floor: type: number description: Minimum coupon rate for the leg; rate scale is not defined here. format: double coupon_cap: type: number description: Maximum coupon rate for the leg; rate scale is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.StaticData.BondCoupon, Derivitec.Web.Core additionalProperties: false description: Terms for one fixed or index-linked bond coupon leg. Bond: description: >- Fully specified bond terms, including coupon schedule, settlement conventions, optional provisions, and optional total-return-swap context. discriminator: propertyName: $type mapping: Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' oneOf: - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' ConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the conversion schedule. nullable: true conversion_ratios: type: array items: type: number format: double description: Conversion ratios in the schedule. nullable: true triggers: type: array items: type: number format: double description: >- Trigger values in the conversion schedule; scale and quotation convention are not defined here. nullable: true cash_on_conversions: type: array items: type: number format: double description: >- Cash values applied to scheduled conversions; currency and units are not defined here. nullable: true cap_on_conversions: type: array items: type: number format: double description: >- Cap values applied to scheduled conversions; units are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.ConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Scheduled dates, ratios, triggers, cash terms, and caps for convertible-bond conversion. DilutionConversionCondition: required: - $type type: object properties: issued_shares: type: integer description: Number of shares represented by the dilution terms. format: int32 issued_amount: type: number description: >- Issued amount used by the dilution terms; currency and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DilutionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Issued amount and share count used to describe convertible-bond dilution terms. CallableConversionCondition: required: - $type type: object properties: is_make_whole: type: boolean description: Whether the call condition includes make-whole treatment. convert_on_call: type: boolean description: Whether exercising the call also converts the bond. dates: type: array items: type: string format: date-time description: Dates in the convertible-bond call schedule. nullable: true notionals: type: array items: type: number format: double description: >- Call notional values in the schedule; units and currency are not defined here. nullable: true num_days_above_trigger: type: integer description: >- Number of days within the soft-call window that must be above the trigger. format: int32 num_consecutive_trading_days: type: integer description: Consecutive-trading-day window used by the soft-call condition. format: int32 triggers: type: array items: type: number format: double description: >- Trigger values in the soft-call schedule; scale and quotation convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CallableConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Call schedule and soft-call conditions governing conversion of a convertible bond. PuttableConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the convertible-bond put schedule. nullable: true notionals: type: array items: type: number format: double description: >- Put notional values in the schedule; units and currency are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.PuttableConversionCondition, Derivitec.Web.Core additionalProperties: false description: Put dates and notional values in convertible-bond conversion terms. MandatoryConversionCondition: required: - $type type: object properties: call_ratio: type: number description: Conversion ratio applied by the call-side mandatory terms. format: double put_ratio: type: number description: Conversion ratio applied by the put-side mandatory terms. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.MandatoryConversionCondition, Derivitec.Web.Core additionalProperties: false description: Call and put ratios used by mandatory convertible-bond terms. DividendProtectionConversionCondition: required: - $type type: object properties: threshold: type: number description: >- Dividend-protection threshold; units and scale depend on the accompanying cash-threshold flag and are not defined here. format: double type: enum: - pass_through - conversion_ratio_adjustment type: string description: Method used to apply dividend protection. is_cash_threshold: type: boolean description: Whether the protection threshold is expressed as a cash value. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DividendProtectionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Threshold and adjustment method for convertible-bond dividend protection. EqAccumulatorTermsParameters: required: - $type type: object properties: strike: type: number format: double shares: type: number format: double leveraging_factor: type: number format: double knockout_barrier_level: type: number format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAccumulatorTermsParameters, Derivitec.Web.Core additionalProperties: false description: |- One ordered row of accumulator payoff terms. A single row represents the constant values used by the legacy edit page; multiple rows preserve a structured accumulator's period-by-period values. InstrumentIdentifierDoubleKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: type: number format: double additionalProperties: false InstrumentIdentifierClaimTypeEqKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: enum: - digital_call - digital_put - call - put type: string additionalProperties: false StringClaimTypeEqKeyValuePair: type: object properties: key: type: string nullable: true value: enum: - digital_call - digital_put - call - put type: string additionalProperties: false EquityIdentifiersParameters: required: - $type type: object properties: weight: type: number description: Gets or sets the weights. format: double strike: type: number description: Gets or sets the strikes. format: double include_dividend_jump: type: boolean description: >- Gets or sets a value indicating whether to include dividend jumps in the realised variance calculation. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EquityIdentifiersParameters, Derivitec.Web.Core additionalProperties: false StringClaimTypeFxKeyValuePair: type: object properties: key: type: string nullable: true value: enum: - digital_call - digital_put - call - put type: string additionalProperties: false FxCorrelationSwapPairParameters: required: - $type type: object additionalProperties: false description: >- Basket membership for one FX pair; no additional per-pair terms are required. properties: $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxCorrelationSwapPairParameters, Derivitec.Web.Core DealContingentTerms: required: - $type type: object properties: premium_currency: type: string description: Gets or sets the currency the contingent premium is paid in. nullable: true premium_observation_date1: type: string description: Gets or sets the first premium observation date. format: date-time premium_observation_date2: type: string description: Gets or sets the second premium observation date. format: date-time premium_value1: type: number description: Gets or sets the first premium value. format: double premium_value2: type: number description: Gets or sets the second premium value. format: double contingency: enum: - deal_fails - deal_approved type: string description: Gets or sets the contingency. deal_probability: type: number description: >- Gets or sets the probability the deal completes. No parser scales this column, and the FxForwardDC screen already edits it as a plain number, so it is not a PercentInput. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.DealContingentTerms, Derivitec.Web.Core additionalProperties: false description: >- Premium terms for a deal-contingent trade. The wrap contract holds the observation dates and premium values as vectors, but every parser reads exactly two of each from the template, so they are modelled here as the pairs the columns describe. 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. 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. 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. 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. 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. StringFixingsKeyValuePair: type: object properties: key: type: string nullable: true value: $ref: '#/components/schemas/Fixings' additionalProperties: false IssuerIdentifier: required: - $type type: object properties: code: type: string description: Issuer code interpreted in the selected issuer namespace. nullable: true identifier_type: enum: - DerivitecBondIssuerId - ReutersOrgId - ShortName - Lei - RedCode - MarkitTicker - ReutersIssuerId - CBondsIssuerId - PermId - BloombergCompanyId - NotSet type: string description: Namespace that determines how the issuer code is interpreted. $type: type: string enum: - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core additionalProperties: false description: Issuer code qualified by an issuer-identifier namespace. 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. DayCountConventionBase: description: Named day-count convention reference. discriminator: propertyName: $type mapping: Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core: '#/components/schemas/DayCountConventionBaseMintlifyShape' Derivitec.Web.Core.StaticData.Actual360, Derivitec.Web.Core: '#/components/schemas/Actual360' Derivitec.Web.Core.StaticData.Actual364, Derivitec.Web.Core: '#/components/schemas/Actual364' Derivitec.Web.Core.StaticData.Actual365, Derivitec.Web.Core: '#/components/schemas/Actual365' Derivitec.Web.Core.StaticData.ActualActual, Derivitec.Web.Core: '#/components/schemas/ActualActual' Derivitec.Web.Core.StaticData.ActualActualAFB, Derivitec.Web.Core: '#/components/schemas/ActualActualAFB' Derivitec.Web.Core.StaticData.Bus252, Derivitec.Web.Core: '#/components/schemas/Bus252' Derivitec.Web.Core.StaticData.NL365, Derivitec.Web.Core: '#/components/schemas/NL365' Derivitec.Web.Core.StaticData.Thirty360, Derivitec.Web.Core: '#/components/schemas/Thirty360' Derivitec.Web.Core.StaticData.ThirtyE360, Derivitec.Web.Core: '#/components/schemas/ThirtyE360' Derivitec.Web.Core.StaticData.ThirtyE360Isda, Derivitec.Web.Core: '#/components/schemas/ThirtyE360Isda' Derivitec.Web.Core.StaticData.ThirtyU360, Derivitec.Web.Core: '#/components/schemas/ThirtyU360' oneOf: - $ref: '#/components/schemas/DayCountConventionBaseMintlifyShape' - $ref: '#/components/schemas/Actual360' - $ref: '#/components/schemas/Actual364' - $ref: '#/components/schemas/Actual365' - $ref: '#/components/schemas/ActualActual' - $ref: '#/components/schemas/ActualActualAFB' - $ref: '#/components/schemas/Bus252' - $ref: '#/components/schemas/NL365' - $ref: '#/components/schemas/Thirty360' - $ref: '#/components/schemas/ThirtyE360' - $ref: '#/components/schemas/ThirtyE360Isda' - $ref: '#/components/schemas/ThirtyU360' Tenor: required: - $type type: object properties: tenor_string: type: string description: Tenor text; accepted syntax is not constrained by this contract. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core additionalProperties: false description: Textual tenor used by a static-data term. 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. DayCountConventionBaseMintlifyShape: required: - $type type: object properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core additionalProperties: false description: Named day-count convention reference. Actual360: required: - $type type: object additionalProperties: false description: The Actual/360 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual360, Derivitec.Web.Core Actual364: required: - $type type: object additionalProperties: false description: >- Day-count convention using actual calendar days divided by 364 days per year. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual364, Derivitec.Web.Core Actual365: required: - $type type: object additionalProperties: false description: The Actual/365 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual365, Derivitec.Web.Core ActualActual: required: - $type type: object additionalProperties: false description: The Actual/Actual day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActual, Derivitec.Web.Core ActualActualAFB: required: - $type type: object additionalProperties: false description: The Actual/Actual AFB day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActualAFB, Derivitec.Web.Core Bus252: required: - $type type: object additionalProperties: false description: Business-day day-count convention using 252 business days per year. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Bus252, Derivitec.Web.Core NL365: required: - $type type: object additionalProperties: false description: The NL/365 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.NL365, Derivitec.Web.Core Thirty360: required: - $type type: object additionalProperties: false description: The 30/360 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Thirty360, Derivitec.Web.Core ThirtyE360: required: - $type type: object additionalProperties: false description: The 30E/360 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360, Derivitec.Web.Core ThirtyE360Isda: required: - $type type: object properties: name: type: string description: Name of the day-count convention. nullable: true last_coupon: type: boolean description: Gets or sets a value indicating whether last coupon is true. $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360Isda, Derivitec.Web.Core additionalProperties: false description: The 30E/360 ISDA day count convention DTO. ThirtyU360: required: - $type type: object properties: name: type: string description: Name of the day-count convention. nullable: true end_of_month: type: boolean description: Gets or sets a value indicating whether end of month is true. $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyU360, Derivitec.Web.Core additionalProperties: false description: The 30/360 US day count convention. 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 ````