> ## 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 Historical Price Series For Contracts ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/CalculateHistoricalPriceSeriesForContracts openapi: 3.0.1 info: title: Derivitec Api 1.0 version: '1.0' servers: - description: Derivitec Server url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] paths: /api/Tradable/CalculateHistoricalPriceSeriesForContracts: post: tags: - Tradable summary: Calculate Historical Price Series For Contracts operationId: CalculateHistoricalPriceSeriesForContracts requestBody: content: application/json-patch+json: schema: $ref: >- #/components/schemas/ApiCalculateHistoricalPriceSeriesForContractsRequest application/json: schema: $ref: >- #/components/schemas/ApiCalculateHistoricalPriceSeriesForContractsRequest text/json: schema: $ref: >- #/components/schemas/ApiCalculateHistoricalPriceSeriesForContractsRequest application/*+json: schema: $ref: >- #/components/schemas/ApiCalculateHistoricalPriceSeriesForContractsRequest responses: '200': content: application/json: schema: $ref: >- #/components/schemas/ApiCalculateHistoricalPriceSeriesForContractsResponse description: Success '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiCalculateHistoricalPriceSeriesForContractsRequest: description: >- If both provider selectors are omitted or empty, the request uses the organization's market-data provider. Access to the selected provider is required. example: horizon: 0 reporting_currency: reporting_currency historical_start_date_rule: historical_start_date_rule id: 046b6c7f-0b8a-43b9-b35d-6489e6daee91 contracts: - identifier: identifier - identifier: identifier market_data_override: discount_curve_overrides: - curve_name: curve_name - curve_name: curve_name andersen_buffum_parameters_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' recovery_rate_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface_spot_model: sticky_strike fx_spot_overrides_by_currency: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key equity_vol_surface_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec borrow_curve_overrides: - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec bond_prices: - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true equity_vol_grid_overrides: - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_overrides: - curve_name: curve_name - curve_name: curve_name cmdty_spot_overrides: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key discount_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_spot_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends_overrides: - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 bond_yield_curve_overrides: - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type fx_spot_currency: fx_spot_currency run_date: '2000-01-23T04:56:07.000+00:00' first_observation_date: '2000-01-23T04:56:07.000+00:00' properties: market_data_environment_name: description: >- Name of the market-data environment. Supply this name or provider_id, not both. nullable: true type: string provider_id: description: >- Opaque market-data provider identifier. Supply this identifier or market_data_environment_name, not both. nullable: true type: string id: format: uuid type: string contracts: items: $ref: '#/components/schemas/IContract' nullable: true type: array run_date: format: date-time type: string reporting_currency: nullable: true type: string market_data_override: $ref: '#/components/schemas/MarketDataOverride' first_observation_date: format: date-time nullable: true type: string historical_start_date_rule: nullable: true type: string horizon: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core required: - $type type: object ApiCalculateHistoricalPriceSeriesForContractsResponse: example: var_results: scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true market_data_error_summary: bond_vol_surface_errors: - bond_short_name: bond_short_name futures_market_id: futures_market_id - bond_short_name: bond_short_name futures_market_id: futures_market_id survival_curve_errors: - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name equity_vol_of_var_curve_errors: - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric commodity_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name credit_swaption_vol_cube_errors: - credit_id: credit_id name: name - credit_id: credit_id name: name ir_futures_vol_cube_errors: - name: name futures_market_id: futures_market_id - name: name futures_market_id: futures_market_id credit_event_errors: - default_date: default_date bond_id: bond_id - default_date: default_date bond_id: bond_id recovery_rate_errors: - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name rate_asset_errors: - rate_asset_id: rate_asset_id reference_date: reference_date message: message - rate_asset_id: rate_asset_id reference_date: reference_date message: message cmdty_vol_surface_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name discount_curve_errors: - currency: currency - currency: currency fx_cross_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id equity_vol_index_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric dividend_index_errors: - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric bond_yield_curve_errors: - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name equity_asset_errors: - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id calendar_errors: - calendar_errors - calendar_errors dividend_index_vol_surface_errors: - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric fx_fx_correlation_errors: - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id equity_vol_surface_errors: - asset_ric: asset_ric asset_id: asset_id - asset_ric: asset_ric asset_id: asset_id equity_fx_correlation_errors: - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id swaption_vol_cube_errors: - rate_asset_id: rate_asset_id - rate_asset_id: rate_asset_id andersen_buffum_parameters_errors: - equity_id: equity_id - equity_id: equity_id credit_index_correlation_errors: - index_id: index_id index_name: index_name - index_id: index_id index_name: index_name equity_vol_index_vol_surface_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric fx_vol_of_var_curve_errors: - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id equity_equity_correlation_errors: - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id fx_vol_surface_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id validation_errors: key: - validation_errors - validation_errors price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true properties: is_success: type: boolean error_messages: items: type: string nullable: true type: array var_results: $ref: '#/components/schemas/VarEngineResult' $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsResponse, Derivitec.Web.Core required: - $type type: object IContract: discriminator: mapping: Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core: '#/components/schemas/Ascot' Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core: '#/components/schemas/BondByCode' Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core: '#/components/schemas/BondFuture' Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core: '#/components/schemas/BondFutureByCode' Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core: '#/components/schemas/BondOption' Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core: '#/components/schemas/Cash' Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core: '#/components/schemas/CDS' Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core: '#/components/schemas/CmdtyFuture' Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core: '#/components/schemas/CmdtyFutureByCode' Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core: '#/components/schemas/CmdtyOption' Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core: '#/components/schemas/CodeSpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core: '#/components/schemas/ContractExternalMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core: '#/components/schemas/ConvertibleBondByCode' Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core: '#/components/schemas/CreditIndex' Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core: '#/components/schemas/CreditIndexByCode' Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core: '#/components/schemas/CreditIndexSwaption' Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core: '#/components/schemas/EqAccumulator' Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core: '#/components/schemas/EqAutocallableWorstOfOption' Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core: '#/components/schemas/EqBarrierMA' Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core: '#/components/schemas/EqBasketOption' Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core: '#/components/schemas/EqBestOfOption' Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqConditionalCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/EqCorrelationSwap' Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolatilitySwap' Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core: '#/components/schemas/EqDividendFuture' Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqDividendFutureByCode' Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core: '#/components/schemas/EqDividendOption' Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core: '#/components/schemas/EqDividendSwap' Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core: '#/components/schemas/EqDividendSwapKnockout' Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockin' Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockout' Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core: '#/components/schemas/EqFuture' Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqFutureByCode' Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core: '#/components/schemas/EqFVA' Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core: '#/components/schemas/EqFVASwaption' Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqGeometricVarianceSwap' Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core: '#/components/schemas/EqKnockin' Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockinKnockout' Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockout' Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core: '#/components/schemas/EqOption' Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core: '#/components/schemas/EqOptionAmerican' Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core: '#/components/schemas/EqOutperformanceOption' Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core: '#/components/schemas/EqStock' Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core: '#/components/schemas/EqSwap' Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core: '#/components/schemas/EqTarn' Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqVarianceSwap' Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core: '#/components/schemas/EqVolatilityKnockoutOption' Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwap' Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFuture' Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFutureByCode' Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core: '#/components/schemas/EqVolIndexOption' Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core: '#/components/schemas/FullySpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core: '#/components/schemas/FxAccumulator' Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core: '#/components/schemas/FxAsianOption' Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core: '#/components/schemas/FxBarrierMA' Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core: '#/components/schemas/FxBasketFuture' Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core: '#/components/schemas/FxBasketOption' Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/FxCorrelationSwap' Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockin' Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockout' Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core: '#/components/schemas/FxForward' Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core: '#/components/schemas/FxFuture' Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core: '#/components/schemas/FxFutureByCode' Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core: '#/components/schemas/FxFVA' Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core: '#/components/schemas/FxKnockin' Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core: '#/components/schemas/FxKnockout' Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core: '#/components/schemas/FxOption' Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core: '#/components/schemas/FxOptionAmerican' Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core: '#/components/schemas/FxOptionOnRealisedVolatility' Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core: '#/components/schemas/FxOptionSAMintlifyShape' Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core: '#/components/schemas/FxTarn' Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core: '#/components/schemas/FxTarnMA' Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwap' Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/FxVolatilitySwap' Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core: '#/components/schemas/IBondMintlifyShape' Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core: '#/components/schemas/IBondByCodeMintlifyShape' Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core: '#/components/schemas/ICashFlowContractMintlifyShape' Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core: '#/components/schemas/IContractMintlifyShape' Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core: '#/components/schemas/IEqContractMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core: '#/components/schemas/IRCapFloor' Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core: '#/components/schemas/IRCapFloorBaseMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core: '#/components/schemas/IRCapFloorCMS' Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core: '#/components/schemas/IRFuture' Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core: '#/components/schemas/IRFutureByCode' Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core: '#/components/schemas/IRLeg' Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core: '#/components/schemas/IRLegFixed' Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core: '#/components/schemas/IRLegFloating' Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core: '#/components/schemas/IROption' Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core: '#/components/schemas/IRSwap' Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core: '#/components/schemas/IRSwaption' Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core: '#/components/schemas/Margin' Derivitec.Web.Core.Tradables.Repo, Derivitec.Web.Core: '#/components/schemas/Repo' propertyName: $type oneOf: - $ref: '#/components/schemas/Ascot' - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/BondByCode' - $ref: '#/components/schemas/BondFuture' - $ref: '#/components/schemas/BondFutureByCode' - $ref: '#/components/schemas/BondOption' - $ref: '#/components/schemas/Cash' - $ref: '#/components/schemas/CDS' - $ref: '#/components/schemas/CmdtyFuture' - $ref: '#/components/schemas/CmdtyFutureByCode' - $ref: '#/components/schemas/CmdtyOption' - $ref: '#/components/schemas/CodeSpecifiedMintlifyShape' - $ref: '#/components/schemas/ContractExternalMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' - $ref: '#/components/schemas/ConvertibleBondByCode' - $ref: '#/components/schemas/CreditIndex' - $ref: '#/components/schemas/CreditIndexByCode' - $ref: '#/components/schemas/CreditIndexSwaption' - $ref: '#/components/schemas/EqAccumulator' - $ref: '#/components/schemas/EqAutocallableWorstOfOption' - $ref: '#/components/schemas/EqBarrierMA' - $ref: '#/components/schemas/EqBasketOption' - $ref: '#/components/schemas/EqBestOfOption' - $ref: '#/components/schemas/EqConditionalCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorrelationSwap' - $ref: '#/components/schemas/EqCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorridorVolatilitySwap' - $ref: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqDividendFuture' - $ref: '#/components/schemas/EqDividendFutureByCode' - $ref: '#/components/schemas/EqDividendOption' - $ref: '#/components/schemas/EqDividendSwap' - $ref: '#/components/schemas/EqDividendSwapKnockout' - $ref: '#/components/schemas/EqDoubleKnockin' - $ref: '#/components/schemas/EqDoubleKnockout' - $ref: '#/components/schemas/EqFuture' - $ref: '#/components/schemas/EqFutureByCode' - $ref: '#/components/schemas/EqFVA' - $ref: '#/components/schemas/EqFVASwaption' - $ref: '#/components/schemas/EqGeometricVarianceSwap' - $ref: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqKnockin' - $ref: '#/components/schemas/EqKnockinKnockout' - $ref: '#/components/schemas/EqKnockout' - $ref: '#/components/schemas/EqOption' - $ref: '#/components/schemas/EqOptionAmerican' - $ref: '#/components/schemas/EqOutperformanceOption' - $ref: '#/components/schemas/EqStock' - $ref: '#/components/schemas/EqSwap' - $ref: '#/components/schemas/EqTarn' - $ref: '#/components/schemas/EqVarianceSwap' - $ref: '#/components/schemas/EqVolatilityKnockoutOption' - $ref: '#/components/schemas/EqVolatilitySwap' - $ref: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' - $ref: '#/components/schemas/EqVolIndexFuture' - $ref: '#/components/schemas/EqVolIndexFutureByCode' - $ref: '#/components/schemas/EqVolIndexOption' - $ref: '#/components/schemas/FullySpecifiedMintlifyShape' - $ref: '#/components/schemas/FxAccumulator' - $ref: '#/components/schemas/FxAsianOption' - $ref: '#/components/schemas/FxBarrierMA' - $ref: '#/components/schemas/FxBasketFuture' - $ref: '#/components/schemas/FxBasketOption' - $ref: '#/components/schemas/FxCorrelationSwap' - $ref: '#/components/schemas/FxDoubleKnockin' - $ref: '#/components/schemas/FxDoubleKnockout' - $ref: '#/components/schemas/FxForward' - $ref: '#/components/schemas/FxFuture' - $ref: '#/components/schemas/FxFutureByCode' - $ref: '#/components/schemas/FxFVA' - $ref: '#/components/schemas/FxKnockin' - $ref: '#/components/schemas/FxKnockout' - $ref: '#/components/schemas/FxOption' - $ref: '#/components/schemas/FxOptionAmerican' - $ref: '#/components/schemas/FxOptionOnRealisedVolatility' - $ref: '#/components/schemas/FxOptionSAMintlifyShape' - $ref: '#/components/schemas/FxTarn' - $ref: '#/components/schemas/FxTarnMA' - $ref: '#/components/schemas/FxVarianceSwap' - $ref: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' - $ref: '#/components/schemas/FxVolatilitySwap' - $ref: '#/components/schemas/IBondMintlifyShape' - $ref: '#/components/schemas/IBondByCodeMintlifyShape' - $ref: '#/components/schemas/ICashFlowContractMintlifyShape' - $ref: '#/components/schemas/IContractMintlifyShape' - $ref: '#/components/schemas/IEqContractMintlifyShape' - $ref: '#/components/schemas/IRCapFloor' - $ref: '#/components/schemas/IRCapFloorBaseMintlifyShape' - $ref: '#/components/schemas/IRCapFloorCMS' - $ref: '#/components/schemas/IRFuture' - $ref: '#/components/schemas/IRFutureByCode' - $ref: '#/components/schemas/IRLeg' - $ref: '#/components/schemas/IRLegFixed' - $ref: '#/components/schemas/IRLegFloating' - $ref: '#/components/schemas/IROption' - $ref: '#/components/schemas/IRSwap' - $ref: '#/components/schemas/IRSwaption' - $ref: '#/components/schemas/Margin' - $ref: '#/components/schemas/Repo' MarketDataOverride: example: discount_curve_overrides: - curve_name: curve_name - curve_name: curve_name andersen_buffum_parameters_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' recovery_rate_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface_spot_model: sticky_strike fx_spot_overrides_by_currency: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key equity_vol_surface_overrides: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec borrow_curve_overrides: - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec bond_prices: - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true - date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true equity_vol_grid_overrides: - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec index_curve_overrides: - curve_name: curve_name - curve_name: curve_name cmdty_spot_overrides: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key discount_curve_fitting_overrides: - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_spot_overrides: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends_overrides: - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 - use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 bond_yield_curve_overrides: - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type - reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type fx_spot_currency: fx_spot_currency properties: bond_prices: items: $ref: '#/components/schemas/BondDataExternal' nullable: true type: array bond_yield_curve_overrides: items: $ref: '#/components/schemas/BondYieldCurveOverride' nullable: true type: array discount_curve_overrides: items: $ref: '#/components/schemas/DiscountCurveOverride' nullable: true type: array discount_curve_fitting_overrides: items: $ref: '#/components/schemas/CurveFittingOverride' nullable: true type: array index_curve_overrides: items: $ref: '#/components/schemas/DiscountCurveOverride' nullable: true type: array index_curve_fitting_overrides: items: $ref: '#/components/schemas/CurveFittingOverride' nullable: true type: array equity_spot_overrides: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array equity_vol_grid_overrides: items: $ref: '#/components/schemas/EquityVolGrid' nullable: true type: array equity_vol_surface_overrides: items: $ref: '#/components/schemas/EquityVolSurface' nullable: true type: array equity_vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string borrow_curve_overrides: items: $ref: '#/components/schemas/BorrowCurveOverride' nullable: true type: array dividends_overrides: items: $ref: '#/components/schemas/DividendsOverride' nullable: true type: array cmdty_spot_overrides: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array fx_spot_currency: nullable: true type: string fx_spot_overrides_by_currency: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array andersen_buffum_parameters_overrides: items: $ref: '#/components/schemas/AndersenBuffumParameters' nullable: true type: array recovery_rate_overrides: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MarketDataOverride, Derivitec.Web.Core required: - $type type: object VarEngineResult: example: scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true market_data_error_summary: bond_vol_surface_errors: - bond_short_name: bond_short_name futures_market_id: futures_market_id - bond_short_name: bond_short_name futures_market_id: futures_market_id survival_curve_errors: - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name equity_vol_of_var_curve_errors: - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric commodity_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name credit_swaption_vol_cube_errors: - credit_id: credit_id name: name - credit_id: credit_id name: name ir_futures_vol_cube_errors: - name: name futures_market_id: futures_market_id - name: name futures_market_id: futures_market_id credit_event_errors: - default_date: default_date bond_id: bond_id - default_date: default_date bond_id: bond_id recovery_rate_errors: - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name rate_asset_errors: - rate_asset_id: rate_asset_id reference_date: reference_date message: message - rate_asset_id: rate_asset_id reference_date: reference_date message: message cmdty_vol_surface_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name discount_curve_errors: - currency: currency - currency: currency fx_cross_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id equity_vol_index_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric dividend_index_errors: - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric bond_yield_curve_errors: - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name equity_asset_errors: - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id calendar_errors: - calendar_errors - calendar_errors dividend_index_vol_surface_errors: - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric fx_fx_correlation_errors: - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id equity_vol_surface_errors: - asset_ric: asset_ric asset_id: asset_id - asset_ric: asset_ric asset_id: asset_id equity_fx_correlation_errors: - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id swaption_vol_cube_errors: - rate_asset_id: rate_asset_id - rate_asset_id: rate_asset_id andersen_buffum_parameters_errors: - equity_id: equity_id - equity_id: equity_id credit_index_correlation_errors: - index_id: index_id index_name: index_name - index_id: index_id index_name: index_name equity_vol_index_vol_surface_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric fx_vol_of_var_curve_errors: - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id equity_equity_correlation_errors: - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id fx_vol_surface_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id validation_errors: key: - validation_errors - validation_errors price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true properties: price_histories_by_tradable_id: additionalProperties: $ref: '#/components/schemas/PriceHistory' nullable: true type: object scenario_price_histories_by_tradable_id: items: additionalProperties: $ref: '#/components/schemas/PriceHistory' type: object nullable: true type: array validation_errors: additionalProperties: items: type: string nullable: true type: array nullable: true type: object market_data_error_summary: $ref: '#/components/schemas/MarketDataErrorSummary' $type: type: string enum: - Derivitec.Web.Core.RiskEngine.VarEngineResult, Derivitec.Web.Core required: - $type type: object Ascot: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string asset_swap_spread: format: double type: number bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_name: nullable: true type: string coupon_rate: format: double nullable: true type: number day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean notional: format: double nullable: true type: number payment_lag: format: int32 type: integer period_str: nullable: true type: string rate_asset_name: nullable: true type: string roll_date: format: date-time type: string start_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core required: - $type type: object BondMintlifyShape: example: roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: format: double nullable: true type: number issuer: nullable: true type: string issuer_id: nullable: true type: string dated_date: format: date-time type: string first_coupon_date: format: date-time type: string penultimate_coupon_date: format: date-time type: string maturity_date: format: date-time type: string roll_date: format: date-time type: string end_to_end: type: boolean business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string bond_coupon_type: enum: - fixed - variable - not_set type: string bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string settlement_lag: format: int32 type: integer coupon_rate: format: double type: number calendar: nullable: true type: string next_coupon_index: format: int32 nullable: true type: integer bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' bond_coupons: items: $ref: '#/components/schemas/BondCoupon' nullable: true type: array redemption_rate: format: double nullable: true type: number debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core required: - $type type: object BondByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core BondFuture: example: notional_bond: roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior future_settlement_type: physical conversion_factors: - 0.8008281904610115 - 0.8008281904610115 eligible_bonds: - roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior - roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior bond_issuer: bond_issuer future_quotation_style: by_price traded_price: 7.061401241503109 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_issuer: nullable: true type: string conversion_factors: items: format: double type: number nullable: true type: array eligible_bonds: items: $ref: '#/components/schemas/Bond' nullable: true type: array notional_bond: $ref: '#/components/schemas/Bond' future_settlement_type: enum: - physical - cash type: string future_quotation_style: enum: - by_price - by_yield type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core required: - $type type: object BondFutureByCode: example: traded_price: 0.8008281904610115 properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core required: - $type type: object BondOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_future: $ref: '#/components/schemas/BondFutureByCode' strike: format: double type: number option_claim_type: enum: - put - call type: string premium_paid_up_front: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core required: - $type type: object Cash: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string settlement_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core required: - $type type: object CDS: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string coupon_rate: format: double type: number day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string end_to_end: type: boolean first_coupon_date: format: date-time nullable: true type: string pay_accrual_at_default: type: boolean penultimate_coupon_date: format: date-time nullable: true type: string protection_at_start_of_day: type: boolean reference_bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' roll_date: format: date-time nullable: true type: string settlement_lag: format: int32 type: integer settlement_type: enum: - cash - physical nullable: true type: string start_date: format: date-time type: string markit_ticker: nullable: true type: string issuer_lei: nullable: true type: string use_imm_dates: type: boolean red_pair_code: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core required: - $type type: object CmdtyFuture: example: future_settlement_type: cash name: name exchange: exchange traded_price: 0.8008281904610115 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string exchange: nullable: true type: string future_settlement_type: enum: - cash - physical type: string name: nullable: true type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core required: - $type type: object CmdtyFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core required: - $type type: object CmdtyOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - put - call type: string futures_expiration_date: format: date-time nullable: true type: string premium_paid_up_front: type: boolean is_listed: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core required: - $type type: object CodeSpecifiedMintlifyShape: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core required: - $type type: object ContractExternalMintlifyShape: properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core required: - $type type: object ConvertibleBond: example: puttable_conversion_condition: dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 8.762042012749001 - 8.762042012749001 asset_currency: asset_currency callable_conversion_condition: is_make_whole: true convert_on_call: true dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 2.3021358869347655 - 2.3021358869347655 num_consecutive_trading_days: 9 triggers: - 3.616076749251911 - 3.616076749251911 num_days_above_trigger: 7 asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec conversion_condition: cash_on_conversions: - 1.2315135367772556 - 1.2315135367772556 dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' triggers: - 7.386281948385884 - 7.386281948385884 conversion_ratios: - 4.145608029883936 - 4.145608029883936 dividend_protection_conversion_condition: is_cash_threshold: true threshold: 1.1730742509559433 type: pass_through dilution_conversion_condition: issued_shares: 6 issued_amount: 7.457744773683766 mandatory_conversion_condition: put_ratio: 9.965781217890562 call_ratio: 5.025004791520295 is_exchangeable: true properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: format: double nullable: true type: number issuer: nullable: true type: string issuer_id: nullable: true type: string dated_date: format: date-time type: string first_coupon_date: format: date-time type: string penultimate_coupon_date: format: date-time type: string maturity_date: format: date-time type: string roll_date: format: date-time type: string end_to_end: type: boolean business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string bond_coupon_type: enum: - fixed - variable - not_set type: string bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string settlement_lag: format: int32 type: integer coupon_rate: format: double type: number calendar: nullable: true type: string next_coupon_index: format: int32 nullable: true type: integer bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' bond_coupons: items: $ref: '#/components/schemas/BondCoupon' nullable: true type: array redemption_rate: format: double nullable: true type: number debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset_currency: nullable: true type: string conversion_condition: $ref: '#/components/schemas/ConversionCondition' dilution_conversion_condition: $ref: '#/components/schemas/DilutionConversionCondition' callable_conversion_condition: $ref: '#/components/schemas/CallableConversionCondition' puttable_conversion_condition: $ref: '#/components/schemas/PuttableConversionCondition' mandatory_conversion_condition: $ref: '#/components/schemas/MandatoryConversionCondition' dividend_protection_conversion_condition: $ref: '#/components/schemas/DividendProtectionConversionCondition' is_exchangeable: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core required: - $type type: object ConvertibleBondByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core CreditIndex: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar: nullable: true type: string coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string coupon_rate: format: double type: number recovery_rate: format: double type: number day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string end_to_end: type: boolean first_coupon_date: format: date-time type: string pay_accrual_at_default: type: boolean penultimate_coupon_date: format: date-time type: string protection_at_start_of_day: type: boolean credit_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' roll_date: format: date-time type: string settlement_lag: format: int32 type: integer settlement_type: enum: - cash - physical nullable: true type: string start_date: format: date-time type: string number_of_names: format: int32 nullable: true type: integer $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core required: - $type type: object CreditIndexByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' credit_index_maturity_date: format: date-time type: string red_code: nullable: true readOnly: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core required: - $type type: object CreditIndexSwaption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number option_claim_type: enum: - payer - receiver type: string credit_index: $ref: '#/components/schemas/CreditIndexByCode' is_price_based: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core required: - $type type: object EqAccumulator: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string payment_frequency: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_start_dates: items: format: date-time type: string nullable: true type: array period_end_dates: items: format: date-time type: string nullable: true type: array strikes: items: format: double type: number nullable: true type: array leveraging_factors: items: format: double type: number nullable: true type: array knockout_barrier_levels: items: format: double type: number nullable: true type: array shares: items: format: double type: number nullable: true type: array calendar_name: nullable: true type: string option_settlement_type: enum: - physical - cash type: string settlement_delay: format: int32 type: integer is_accumulator: type: boolean accumulate_shares_on_knockout: type: boolean num_guaranteed_periods: format: int32 type: integer call_barrier_type: enum: - none - knock_in - knock_out type: string call_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_barrier_levels: items: format: double type: number nullable: true type: array underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core required: - $type type: object EqAutocallableWorstOfOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array is_worst_of: type: boolean is_knock_asset: type: boolean knockin_level: format: double type: number redemption_rate: format: double type: number strike: format: double type: number option_claim_type: enum: - call - put type: string option_settlement_type: enum: - cash - physical type: string payment_lag: format: int32 type: integer settlement_lag: format: int32 type: integer calendar: nullable: true type: string start_date: format: date-time type: string period_str: nullable: true type: string knockout_determination_dates: items: format: date-time type: string nullable: true type: array knockout_barrier_levels: items: format: double type: number nullable: true type: array early_redemption_rates: items: format: double type: number nullable: true type: array knockout_level: format: double type: number coupon_frequency: nullable: true type: string coupon_end_dates: items: format: date-time type: string nullable: true type: array coupon_rates: items: format: double type: number nullable: true type: array coupon_barrier_levels: items: format: double type: number nullable: true type: array coupon_barrier_level: format: double type: number is_annualised_coupon: type: boolean coupon_rate: format: double type: number next_coupon_index: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core required: - $type type: object EqBarrierMA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array fx_pairs: items: type: string nullable: true type: array barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string settlement_lag: format: int32 type: integer upper_barrier_levels: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array fx_upper_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array lower_barrier_levels: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array fx_lower_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array calendar_name: nullable: true type: string knock_type: enum: - knock_out - knock_in type: string strikes: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array fx_strikes: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array claim_types: items: $ref: '#/components/schemas/InstrumentIdentifierClaimTypeEqKeyValuePair' nullable: true type: array fx_claim_types: items: $ref: '#/components/schemas/StringClaimTypeEqKeyValuePair' nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core required: - $type type: object EqBasketOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string calendar: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array quantities: items: format: double type: number nullable: true type: array divisor: format: double type: number weights: items: format: double type: number nullable: true type: array basket_averaging_type: enum: - arithmetic - geometric - not_set type: string option_claim_type: enum: - call - put - digital_call - digital_put type: string settlement_lag: format: int32 type: integer strike: format: double type: number initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array initial_fx_rates: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array premium_paid_upfront: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core required: - $type type: object EqBestOfOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_name: nullable: true type: string calendar: nullable: true type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array is_best_of: type: boolean is_quanto: type: boolean option_claim_type: enum: - call - put - digital_call - digital_put type: string ranking: format: int32 type: integer settlement_lag: format: int32 type: integer start_date: format: date-time type: string strike: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core required: - $type type: object EqConditionalCorridorVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array variance_asset_index: format: int32 type: integer vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean corridor_asset_index: format: int32 type: integer lower_corridor_barrier: format: double type: number upper_corridor_barrier: format: double type: number corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean knockout_asset_index: format: int32 type: integer knockout_barrier: format: double type: number knockout_barrier_type: enum: - none - up_and_out - down_and_out type: string variance_asset_idx: format: int32 nullable: true type: integer corridor_asset_idx: format: int32 nullable: true type: integer knockout_asset_idx: format: int32 nullable: true type: integer upper_barrier: format: double nullable: true type: number lower_barrier: format: double nullable: true type: number tenor: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core required: - $type type: object EqCorrelationSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array fx_pairs: items: type: string nullable: true type: array basket_name: nullable: true type: string strike: format: double type: number fixing_dates: items: format: date-time type: string nullable: true type: array initial_date: format: date-time type: string period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer return_lag: format: int32 type: integer include_mean_adjustment: type: boolean calendar_name: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string option_cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string corridor_asset_index: format: int32 type: integer initial_fixing: format: double type: number lower_barrier: format: double type: number upper_barrier: format: double type: number option_corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean vol_strikes: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core required: - $type type: object EqCorridorVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer lower_barrier: format: double type: number is_lower_barrier_active: type: boolean upper_barrier: format: double type: number is_upper_barrier_active: type: boolean is_normalised: type: boolean corridor_type: enum: - prior - current - both type: string knockout_barrier: format: double type: number knockout_barrier_type: enum: - none - up - down - double_barriers type: string cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number knockin_barrier_type: enum: - none - up - down - double_barriers type: string knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: format: double type: number knockin_upper_barrier: format: double type: number knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core required: - $type type: object EqCorridorVolatilitySwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array variance_asset_index: format: int32 type: integer vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean corridor_asset_index: format: int32 type: integer lower_corridor_barrier: format: double type: number upper_corridor_barrier: format: double type: number corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean vol_cap: format: double nullable: true type: number vol_cap_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core required: - $type type: object EqCorridorVolVarSwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array variance_asset_index: format: int32 type: integer vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean corridor_asset_index: format: int32 type: integer lower_corridor_barrier: format: double type: number upper_corridor_barrier: format: double type: number corridor_type: enum: - none - prior - current - both type: string is_normalised: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core required: - $type type: object EqDividendFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string dividend_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core required: - $type type: object EqDividendFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core required: - $type type: object EqDividendOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string dividend_future: $ref: '#/components/schemas/EqDividendFutureByCode' strike: format: double type: number option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core required: - $type type: object EqDividendSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string payment_frequency: nullable: true type: string strike: format: double type: number settlement_delay: format: int32 type: integer include_special_dividends: type: boolean underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core required: - $type type: object EqDividendSwapKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number barrier_type: enum: - up_and_in - up_and_out - down_and_in - down_and_out type: string barrier_observation_date: format: date-time type: string rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string rebate: format: double type: number schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string payment_frequency: nullable: true type: string strike: format: double type: number settlement_delay: format: int32 type: integer include_special_dividends: type: boolean underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core required: - $type type: object EqDoubleKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string upper_barrier: format: double type: number lower_barrier: format: double type: number start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string rebate: format: double type: number settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core required: - $type type: object EqDoubleKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string upper_barrier: format: double type: number lower_barrier: format: double type: number start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string upper_rebate: format: double type: number lower_rebate: format: double type: number option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core required: - $type type: object EqFuture: example: future_settlement_type: physical underlyer: code: code market_identification_code: market_identification_code identifier_type: Derivitec traded_price: 0.8008281904610115 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' future_settlement_type: enum: - physical - cash type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core required: - $type type: object EqFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core required: - $type type: object EqFVA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string calendar: nullable: true type: string settlement_lag: format: int32 type: integer claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string strike_type: enum: - fixed - floating - delta_neutral type: string strike: format: double type: number benchmark_volatility: format: double type: number benchmark_growth: format: double nullable: true type: number benchmark_growth_historical: format: double nullable: true type: number benchmark_rate: format: double nullable: true type: number benchmark_rate_historical: format: double nullable: true type: number premium_determination_date: format: date-time type: string benchmark_premium_payment_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core required: - $type type: object EqFVASwaption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' swaption_claim_type: enum: - call - put type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string strike: format: double type: number benchmark_vol: format: double type: number benchmark_growth: format: double type: number benchmark_rate: format: double type: number premium_determination_date: format: date-time type: string benchmark_premium_payment_date: format: date-time type: string settlement_lag: format: int32 type: integer calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core required: - $type type: object EqGeometricVarianceSwap: required: - $type type: object properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array basket_name: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number vol_cap: format: double nullable: true type: number vol_cap_pct: format: double nullable: true readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer return_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core EqGeometricVolVarSwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string equity_identifiers: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array basket_name: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number vol_cap: format: double nullable: true type: number vol_cap_pct: format: double nullable: true readOnly: true type: number initial_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array period_str: nullable: true type: string annualisation_factor: format: double type: number settlement_lag: format: int32 type: integer return_lag: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core required: - $type type: object EqKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number option_barrier_type: enum: - up_and_in - down_and_in type: string start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string rebate: format: double type: number settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core required: - $type type: object EqKnockinKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string upper_barrier: format: double type: number lower_barrier: format: double type: number start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string option_barrier_type: enum: - up_and_out - down_and_out type: string settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core required: - $type type: object EqKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number option_barrier_type: enum: - up_and_out - down_and_out type: string start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string rebate: format: double type: number option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string settlement_delay: format: int32 type: integer strike: format: double type: number initial_spot_fixed: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core required: - $type type: object EqOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string calendar: nullable: true type: string compo_currency: nullable: true type: string is_quanto: type: boolean option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string option_settlement_type: enum: - physical - cash type: string settlement_lag: format: int32 type: integer strike: format: double type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' is_listed: type: boolean premium_paid_up_front: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core required: - $type type: object EqOptionAmerican: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string option_settlement_type: enum: - physical - cash type: string settlement_lag: format: int32 type: integer calendar: nullable: true type: string is_quanto: type: boolean is_listed: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core required: - $type type: object EqOutperformanceOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string first_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' second_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - call - put type: string settlement_lag: format: int32 type: integer calendar: nullable: true type: string exchange: nullable: true type: string start_date: format: date-time type: string initial_fixings: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core required: - $type type: object EqStock: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' is_gdr: type: boolean share_ratio: format: double nullable: true type: number underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core required: - $type type: object EqSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string applied_tax_rate: format: double type: number applied_tax_rate_pct: format: double readOnly: true type: number business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string compo_currency: nullable: true type: string div_payment_style: enum: - on_expiry - on_expiry_reinvested - on_next_reset - pass_thru type: string end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean eq_swap_valuation_type: enum: - accrual - npv type: string equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' initial_fixing_date: format: date-time type: string is_compo: type: boolean is_perpetual: type: boolean is_quanto: type: boolean payment_calendar_name: nullable: true type: string payment_lag: format: int32 type: integer rate_asset_name: nullable: true type: string roll_date: format: date-time type: string spread: format: double type: number spread_pct: format: double readOnly: true type: number start_stub: enum: - none - short - long - not_set type: string swap_reset_type: enum: - fixed_shares - fixed_notional type: string swap_return_type: enum: - price_return - total_return type: string tenor: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core required: - $type type: object EqTarn: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string call_barrier_levels: items: format: double type: number nullable: true type: array call_barrier_type: enum: - none - knock_in - knock_out type: string call_notionals: items: format: double type: number nullable: true type: array call_strikes: items: format: double type: number nullable: true type: array end_stub: enum: - none - short - long type: string end_to_end: type: boolean first_fixing_date: format: date-time type: string fixing_dates_stored: items: format: date-time type: string nullable: true type: array underlyer: $ref: '#/components/schemas/InstrumentIdentifier' lower_knockout_levels: items: format: double type: number nullable: true type: array period_str: nullable: true type: string pivot_strikes: items: format: double type: number nullable: true type: array put_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_notionals: items: format: double type: number nullable: true type: array put_strikes: items: format: double type: number nullable: true type: array schedule_end_date: format: date-time type: string schedule_roll_date: format: date-time type: string schedule_start_date: format: date-time type: string settlement_lag: format: int32 type: integer option_settlement_type: enum: - physical - cash type: string next_fixing_index: format: int32 type: integer start_stub: enum: - none - short - long type: string target_level: format: double type: number option_termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff type: string upper_call_barrier_levels: items: format: double type: number nullable: true type: array upper_call_barrier_type: enum: - none - knock_in - knock_out type: string upper_call_notionals: items: format: double type: number nullable: true type: array upper_call_strikes: items: format: double type: number nullable: true type: array upper_knockout_levels: items: format: double type: number nullable: true type: array upper_put_barrier_levels: items: format: double type: number nullable: true type: array upper_put_barrier_type: enum: - none - knock_in - knock_out type: string upper_put_notionals: items: format: double type: number nullable: true type: array upper_put_strikes: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core required: - $type type: object EqVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number knockin_barrier_type: enum: - none - up - down - double_barriers type: string knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: format: double type: number knockin_upper_barrier: format: double type: number knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string is_normalised: type: boolean knockout_barrier: format: double type: number knockout_barrier_type: enum: - none - up - down - double_barriers type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core required: - $type type: object EqVolatilityKnockoutOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer option_claim_type: enum: - call - put type: string strike: format: double type: number cap_level: format: double type: number floor_level: format: double type: number vol_barrier: format: double type: number rebate: format: double type: number knockin_level: format: double type: number knockin_barrier_type: enum: - none - up - down - double_barriers type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core required: - $type type: object EqVolatilitySwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core required: - $type type: object EqVolatilitySwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_delay: format: int32 type: integer calendar_name: nullable: true type: string include_dividend_jumps: type: boolean return_lag: format: int32 type: integer $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core required: - $type type: object EqVolIndexFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core required: - $type type: object EqVolIndexFutureByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core EqVolIndexOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: format: double type: number option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string option_settlement_type: enum: - physical - cash type: string calendar: nullable: true type: string premium_paid_upfront: type: boolean is_listed: type: boolean exchange: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core required: - $type type: object FullySpecifiedMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core required: - $type type: object FxAccumulator: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string is_accumulator: type: boolean fixing_dates: items: format: date-time type: string nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string schedule_start_date: format: date-time type: string schedule_end_date: format: date-time type: string schedule_roll_date: format: date-time type: string period_str: nullable: true type: string start_stub: enum: - none - short - long type: string end_stub: enum: - none - short - long type: string end_to_end: type: boolean strikes: items: format: double type: number nullable: true type: array leveraging_factors: items: format: double type: number nullable: true type: array settlement_lag: format: int32 type: integer settlement_type: enum: - physical - cash type: string barrier_start_date: format: date-time type: string knockout_barrier_levels: items: format: double type: number nullable: true type: array call_barrier_type: enum: - none - knock_in - knock_out type: string call_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_barrier_levels: items: format: double type: number nullable: true type: array notionals: items: format: double type: number nullable: true type: array notional_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core required: - $type type: object FxAsianOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string premium_paid_up_front: type: boolean fixing_dates: items: format: date-time type: string nullable: true type: array average_start_date: format: date-time type: string average_end_date: format: date-time type: string period: nullable: true type: string option_payoff_type: enum: - average_rate - average_strike type: string notional_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core required: - $type type: object FxBarrierMA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pairs: items: type: string nullable: true type: array basket_name: nullable: true type: string start_date: format: date-time type: string barrier_start_date: format: date-time type: string barrier_end_date: format: date-time type: string settlement_date: format: date-time type: string upper_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array lower_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array vol_barrier_levels: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string option_knock_type: enum: - knock_out - knock_in type: string option_vol_knock_type: enum: - vol_knock_out - vol_knock_in type: string strikes: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array claim_types: items: $ref: '#/components/schemas/StringClaimTypeFxKeyValuePair' nullable: true type: array is_worst_knock: type: boolean calendar_name: nullable: true type: string period_str: nullable: true type: string annualisation_factor: format: double type: number include_mean_adjustment: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core required: - $type type: object FxBasketFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string averaging_type: enum: - arithmetic - geometric - not_set type: string basket_name: nullable: true type: string divisor: format: double type: number fx_pairs: items: type: string nullable: true type: array quantities: items: format: double type: number nullable: true type: array settlement_type: enum: - physical - cash type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core required: - $type type: object FxBasketOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string basket_averaging_type: enum: - arithmetic - geometric - not_set type: string basket_future: $ref: '#/components/schemas/FxFutureByCode' basket_name: nullable: true type: string divisor: format: double type: number fx_pairs: items: type: string nullable: true type: array option_claim_type: enum: - call - put type: string quantities: items: format: double type: number nullable: true type: array settlement_date: format: date-time type: string strike: format: double type: number premium_paid_upfront: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core required: - $type type: object FxCorrelationSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pairs: items: type: string nullable: true type: array strike: format: double type: number basket_name: nullable: true type: string start_date: format: date-time type: string period: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string settlement_lag: format: int32 type: integer $type: type: string enum: - Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core required: - $type type: object FxDoubleKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string lower_barrier: format: double type: number premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number upper_barrier: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core required: - $type type: object FxDoubleKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string lower_barrier: format: double type: number premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number upper_barrier: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core required: - $type type: object FxForward: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string is_spot_contract: type: boolean settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number treat_as_cash: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core required: - $type type: object FxFuture: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string settlement_type: enum: - physical - cash type: string traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core required: - $type type: object FxFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core required: - $type type: object FxFVA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string strike_type: enum: - fixed - floating - delta_neutral type: string strike: format: double type: number benchmark_volatility: format: double type: number benchmark_growth: format: double nullable: true type: number benchmark_growth_historical: format: double nullable: true type: number benchmark_rate: format: double nullable: true type: number benchmark_rate_historical: format: double nullable: true type: number premium_determination_date: format: date-time type: string benchmark_premium_payment_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core required: - $type type: object FxKnockin: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_barrier_type: enum: - up_and_in - down_and_in type: string premium_currency: nullable: true type: string settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core required: - $type type: object FxKnockout: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string barrier: format: double type: number barrier_end_date: format: date-time type: string barrier_start_date: format: date-time type: string claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_barrier_type: enum: - up_and_out - down_and_out type: string option_rebate_type: enum: - none - immediate - delayed type: string premium_currency: nullable: true type: string rebate: format: double type: number settlement_date: format: date-time nullable: true type: string settlement_type: enum: - physical - cash type: string strike: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core required: - $type type: object FxOption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string option_settlement_type: enum: - physical - cash type: string premium_paid_up_front: type: boolean traded_price: format: double type: number is_listed: type: boolean payoff_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core required: - $type type: object FxOptionAmerican: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string option_settlement_type: enum: - physical - cash type: string is_listed: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core required: - $type type: object FxOptionOnRealisedVolatility: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string claim_type: enum: - call - put type: string settlement_date: format: date-time type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number calendar_name: nullable: true type: string premium_currency: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core required: - $type type: object FxOptionSAMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fx_pair: nullable: true type: string option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string settlement_date: format: date-time nullable: true type: string strike: format: double type: number premium_currency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core required: - $type type: object FxTarn: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string call_barrier_levels: items: format: double type: number nullable: true type: array call_barrier_type: enum: - none - knock_in - knock_out type: string call_notionals: items: format: double type: number nullable: true type: array call_strikes: items: format: double type: number nullable: true type: array cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string end_stub: enum: - none - short - long type: string end_to_end: type: boolean first_fixing_date: format: date-time type: string fixing_dates_stored: items: format: date-time type: string nullable: true type: array fx_pair: nullable: true type: string is_folding_expiry: items: type: boolean nullable: true type: array lower_knockout_levels: items: format: double type: number nullable: true type: array notional_currency: nullable: true type: string period_str: nullable: true type: string pivot_strikes: items: format: double type: number nullable: true type: array put_barrier_levels: items: format: double type: number nullable: true type: array put_barrier_type: enum: - none - knock_in - knock_out type: string put_notionals: items: format: double type: number nullable: true type: array put_strikes: items: format: double type: number nullable: true type: array schedule_end_date: format: date-time type: string schedule_roll_date: format: date-time type: string schedule_start_date: format: date-time type: string settlement_dates: items: format: date-time type: string nullable: true type: array settlement_lag: format: int32 type: integer settlement_type: enum: - physical - cash type: string start_stub: enum: - none - short - long type: string target_level: format: double type: number termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff - by_itm_fixings_folding_tarn type: string upper_call_barrier_levels: items: format: double type: number nullable: true type: array upper_call_barrier_type: enum: - none - knock_in - knock_out type: string upper_call_notionals: items: format: double type: number nullable: true type: array upper_call_strikes: items: format: double type: number nullable: true type: array upper_knockout_levels: items: format: double type: number nullable: true type: array upper_put_barrier_levels: items: format: double type: number nullable: true type: array upper_put_barrier_type: enum: - none - knock_in - knock_out type: string upper_put_notionals: items: format: double type: number nullable: true type: array upper_put_strikes: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core required: - $type type: object FxTarnMA: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar_id: nullable: true type: string call_barrier_levels: additionalProperties: items: format: double type: number type: array nullable: true type: object call_barrier_types: additionalProperties: enum: - none - knock_in - knock_out type: string nullable: true type: object call_notionals: items: format: double type: number nullable: true type: array call_strikes: additionalProperties: items: format: double type: number type: array nullable: true type: object cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string fixing_dates: items: format: date-time type: string nullable: true type: array fx_pairs: items: type: string nullable: true type: array settlement_dates: items: format: date-time type: string nullable: true type: array next_fixing_index: format: int32 type: integer notional_currency: nullable: true type: string put_barrier_levels: additionalProperties: items: format: double type: number type: array nullable: true type: object put_barrier_types: additionalProperties: enum: - none - knock_in - knock_out type: string nullable: true type: object put_notionals: items: format: double type: number nullable: true type: array put_strikes: additionalProperties: items: format: double type: number type: array nullable: true type: object settlement_type: enum: - physical - cash type: string target_level: format: double type: number termination_condition: enum: - by_profit_cash_settled - by_profit_full_payoff - by_profit_no_payoff type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core required: - $type type: object FxVarianceSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_date: format: date-time type: string calendar_name: nullable: true type: string premium_currency: nullable: true type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core required: - $type type: object FxVarianceSwapBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_date: format: date-time type: string calendar_name: nullable: true type: string premium_currency: nullable: true type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core required: - $type type: object FxVolatilitySwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string fx_pair: nullable: true type: string vol_strike: format: double type: number vol_strike_pct: format: double readOnly: true type: number initial_date: format: date-time type: string tenor: nullable: true type: string annualisation_factor: format: double type: number settlement_date: format: date-time type: string calendar_name: nullable: true type: string premium_currency: nullable: true type: string cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - not_set type: string cap_level: format: double nullable: true type: number cap_level_pct: format: double nullable: true readOnly: true type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core required: - $type type: object IBondMintlifyShape: example: identifier: identifier properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core required: - $type type: object IBondByCodeMintlifyShape: properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core required: - $type type: object ICashFlowContractMintlifyShape: example: identifier: identifier properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core required: - $type type: object IContractMintlifyShape: example: identifier: identifier properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core required: - $type type: object IEqContractMintlifyShape: properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core required: - $type type: object IRCapFloor: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number ir_claim_type: enum: - cap - floor type: string effective_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array reset_dates: items: format: date-time type: string nullable: true type: array roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string end_stub: enum: - none - short - long - not_set type: string rate_asset_name: nullable: true type: string reset_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core required: - $type type: object IRCapFloorBaseMintlifyShape: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number ir_claim_type: enum: - cap - floor type: string effective_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array reset_dates: items: format: date-time type: string nullable: true type: array roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string end_stub: enum: - none - short - long - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core required: - $type type: object IRCapFloorCMS: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string strike: format: double type: number ir_claim_type: enum: - cap - floor type: string effective_date: format: date-time type: string fixing_dates: items: format: date-time type: string nullable: true type: array reset_dates: items: format: date-time type: string nullable: true type: array roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string end_stub: enum: - none - short - long - not_set type: string ir_swap_fixing_instrument: $ref: '#/components/schemas/InstrumentIdentifier' payment_frequency: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core required: - $type type: object IRFuture: example: compounding_start_date: '2000-01-23T04:56:07.000+00:00' compounding_rule: none rate_asset_name: rate_asset_name day_count_fraction: 0.8008281904610115 traded_price: 6.027456183070403 properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string rate_asset_name: nullable: true type: string day_count_fraction: format: double type: number traded_price: format: double type: number compounding_rule: enum: - none - ois - weighted - not_set type: string compounding_start_date: format: date-time nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core required: - $type type: object IRFutureByCode: properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core required: - $type type: object IRLeg: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string averaging_method: enum: - none - weighted - unweighted - ois_compounding type: string ois_compounding_frequency: format: int32 type: integer business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 type: string effective_date: format: date-time type: string end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean fixed_rates: items: format: double type: number nullable: true type: array next_cash_flow_index: format: int32 type: integer payment_calendar: nullable: true type: string payment_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - term - every28_days - not_set type: string payment_lag: format: int32 type: integer pay_notional_at_start: type: boolean period_end_dates_stored: items: format: date-time type: string nullable: true type: array rate_asset_name: nullable: true type: string receive_notional_at_end: type: boolean reset_calendar: nullable: true type: string roll_date: format: date-time type: string spreads: items: format: double type: number nullable: true type: array start_stub: enum: - none - short - long - not_set type: string use_imm_dates: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core required: - $type type: object IRLegFixed: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string calendar: nullable: true type: string day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 type: string effective_date: format: date-time type: string end_stub: enum: - none - short - long - not_set type: string end_to_end: type: boolean interest_rate: format: double type: number interest_rate_pct: format: double readOnly: true type: number pay_notional_at_start: type: boolean receive_notional_at_end: type: boolean roll_date: format: date-time type: string start_stub: enum: - none - short - long - not_set type: string tenor: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core required: - $type type: object IRLegFloating: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string effective_date: format: date-time type: string end_stub: enum: - none - short - long - not_set type: string pay_notional_at_start: type: boolean rate_asset: nullable: true type: string receive_notional_at_end: type: boolean roll_date: format: date-time type: string spread: format: double type: number spread_pct: format: double readOnly: true type: number start_stub: enum: - none - short - long - not_set type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core required: - $type type: object IROption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string ir_future: $ref: '#/components/schemas/IRFutureByCode' strike: format: double type: number option_claim_type: enum: - put - call type: string premium_paid_up_front: type: boolean traded_price: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core required: - $type type: object IRSwap: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string payer_leg: $ref: '#/components/schemas/IRLeg' receiver_leg: $ref: '#/components/schemas/IRLeg' payer_leg_notional: format: double type: number receiver_leg_notional: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core required: - $type type: object IRSwaption: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string claim_type: enum: - payer - receiver type: string fixed_leg: $ref: '#/components/schemas/IRLeg' floating_leg: $ref: '#/components/schemas/IRLeg' settlement_type: enum: - physical - cash type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core required: - $type type: object Margin: required: - $type type: object properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core Repo: properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string start_date: format: date-time type: string day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 type: string is_settled: type: boolean repo_rate: format: double type: number collateral_id: $ref: '#/components/schemas/InstrumentIdentifier' is_open_repo: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.Repo, Derivitec.Web.Core required: - $type type: object BondDataExternal: example: date: '2000-01-23T04:56:07.000+00:00' bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec is_currency_per_bond_unit: true currency: currency traded_price: 0.8008281904610115 is_percentage_of_par: true properties: provider_id: nullable: true type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' currency: nullable: true type: string traded_price: format: double type: number date: format: date-time type: string is_percentage_of_par: type: boolean is_currency_per_bond_unit: type: boolean $type: type: string enum: - Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core required: - $type type: object BondYieldCurveOverride: example: reference_curve_discount_factors: - 0.8008281904610115 - 0.8008281904610115 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec reference_curve_name: reference_curve_name reference_curve_maturities: - 6 - 6 bond_issuer: bond_issuer debt_type: debt_type properties: currency: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array bond_issuer: nullable: true type: string debt_type: nullable: true type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' reference_curve_name: nullable: true type: string reference_curve_discount_factors: items: format: double type: number nullable: true type: array reference_curve_maturities: items: format: int32 type: integer nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveOverride, Derivitec.Web.Core required: - $type type: object DiscountCurveOverride: example: curve_name: curve_name properties: currency: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array curve_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveOverride, Derivitec.Web.Core required: - $type type: object CurveFittingOverride: example: curve_name: curve_name instrument_set: - code: code market_identification_code: market_identification_code identifier_type: Derivitec - code: code market_identification_code: market_identification_code identifier_type: Derivitec currency: currency instrument_quotes: - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec - value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: currency: nullable: true type: string curve_name: nullable: true type: string instrument_set: items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true type: array instrument_quotes: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CurveFittingOverride, Derivitec.Web.Core required: - $type type: object InstrumentIdentifierDoubleKeyValuePair: example: value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: format: double type: number type: object EquityVolGrid: example: asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string strikes: items: items: format: double type: number type: array nullable: true type: array strike_type: enum: - absolute - percent_spot - percent_forward type: string spot_ref: format: double nullable: true type: number vols: items: items: format: double type: number type: array nullable: true type: array asset_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolGrid, Derivitec.Web.Core required: - $type type: object EquityVolSurface: example: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array asset_name: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core required: - $type type: object BorrowCurveOverride: example: asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: currency: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BorrowCurveOverride, Derivitec.Web.Core required: - $type type: object DividendsOverride: example: use_forward_dividend_yields: true asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies dividend_yields: - value: 5.637376656633329 key: 5 - value: 5.637376656633329 key: 5 properties: asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' dividends: $ref: '#/components/schemas/Dividends' dividend_yields: items: $ref: '#/components/schemas/Int32DoubleKeyValuePair' nullable: true type: array use_forward_dividend_yields: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendsOverride, Derivitec.Web.Core required: - $type type: object StringDoubleKeyValuePair: example: value: 3.5571952270680973 key: key properties: key: nullable: true type: string value: format: double type: number type: object AndersenBuffumParameters: example: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec andersen_buffum_benchmark_spot: 7.061401241503109 andersen_buffum_alpha: 2.3021358869347655 reference_date: '2000-01-23T04:56:07.000+00:00' properties: provider_id: nullable: true type: string andersen_buffum_alpha: format: double type: number andersen_buffum_benchmark_spot: format: double type: number asset_name: $ref: '#/components/schemas/InstrumentIdentifier' reference_date: format: date-time type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AndersenBuffumParameters, Derivitec.Web.Core required: - $type type: object PriceHistory: example: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true properties: final_prices: items: format: double type: number nullable: true type: array final_prices_valid: items: type: boolean nullable: true type: array initial_price: format: double type: number initial_price_valid: type: boolean message: nullable: true type: string observation_dates: items: format: date-time type: string nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.RiskEngine.PriceHistory, Derivitec.Web.Core required: - $type type: object MarketDataErrorSummary: example: bond_vol_surface_errors: - bond_short_name: bond_short_name futures_market_id: futures_market_id - bond_short_name: bond_short_name futures_market_id: futures_market_id survival_curve_errors: - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name equity_vol_of_var_curve_errors: - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric commodity_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name credit_swaption_vol_cube_errors: - credit_id: credit_id name: name - credit_id: credit_id name: name ir_futures_vol_cube_errors: - name: name futures_market_id: futures_market_id - name: name futures_market_id: futures_market_id credit_event_errors: - default_date: default_date bond_id: bond_id - default_date: default_date bond_id: bond_id recovery_rate_errors: - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name rate_asset_errors: - rate_asset_id: rate_asset_id reference_date: reference_date message: message - rate_asset_id: rate_asset_id reference_date: reference_date message: message cmdty_vol_surface_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name discount_curve_errors: - currency: currency - currency: currency fx_cross_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id equity_vol_index_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric dividend_index_errors: - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric bond_yield_curve_errors: - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name equity_asset_errors: - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id calendar_errors: - calendar_errors - calendar_errors dividend_index_vol_surface_errors: - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric fx_fx_correlation_errors: - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id equity_vol_surface_errors: - asset_ric: asset_ric asset_id: asset_id - asset_ric: asset_ric asset_id: asset_id equity_fx_correlation_errors: - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id swaption_vol_cube_errors: - rate_asset_id: rate_asset_id - rate_asset_id: rate_asset_id andersen_buffum_parameters_errors: - equity_id: equity_id - equity_id: equity_id credit_index_correlation_errors: - index_id: index_id index_name: index_name - index_id: index_id index_name: index_name equity_vol_index_vol_surface_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric fx_vol_of_var_curve_errors: - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id equity_equity_correlation_errors: - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id fx_vol_surface_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id properties: bond_vol_surface_errors: items: $ref: '#/components/schemas/BondVolSurfaceError' nullable: true type: array bond_yield_curve_errors: items: $ref: '#/components/schemas/BondYieldCurveError' nullable: true type: array credit_event_errors: items: $ref: '#/components/schemas/CreditEventError' nullable: true type: array calendar_errors: items: type: string nullable: true type: array cmdty_vol_surface_errors: items: $ref: '#/components/schemas/CmdtyVolSurfaceError' nullable: true type: array commodity_errors: items: $ref: '#/components/schemas/CommodityError' nullable: true type: array credit_index_correlation_errors: items: $ref: '#/components/schemas/CreditIndexCorrelationError' nullable: true type: array credit_swaption_vol_cube_errors: items: $ref: '#/components/schemas/CreditSwaptionVolCubeError' nullable: true type: array discount_curve_errors: items: $ref: '#/components/schemas/DiscountCurveError' nullable: true type: array equity_asset_errors: items: $ref: '#/components/schemas/EquityAssetError' nullable: true type: array equity_equity_correlation_errors: items: $ref: '#/components/schemas/EquityEquityCorrelationError' nullable: true type: array equity_fx_correlation_errors: items: $ref: '#/components/schemas/EquityFxCorrelationError' nullable: true type: array fx_fx_correlation_errors: items: $ref: '#/components/schemas/FxFxCorrelationError' nullable: true type: array equity_vol_index_errors: items: $ref: '#/components/schemas/EquityVolIndexError' nullable: true type: array equity_vol_index_vol_surface_errors: items: $ref: '#/components/schemas/EquityVolIndexVolSurfaceError' nullable: true type: array equity_vol_surface_errors: items: $ref: '#/components/schemas/EquityVolSurfaceError' nullable: true type: array equity_vol_of_var_curve_errors: items: $ref: '#/components/schemas/EquityVolOfVarCurveError' nullable: true type: array dividend_index_errors: items: $ref: '#/components/schemas/DividendIndexError' nullable: true type: array dividend_index_vol_surface_errors: items: $ref: '#/components/schemas/DividendIndexVolSurfaceError' nullable: true type: array fx_vol_of_var_curve_errors: items: $ref: '#/components/schemas/FxVolOfVarCurveError' nullable: true type: array fx_cross_errors: items: $ref: '#/components/schemas/FxCrossError' nullable: true type: array fx_vol_surface_errors: items: $ref: '#/components/schemas/FxVolSurfaceError' nullable: true type: array andersen_buffum_parameters_errors: items: $ref: '#/components/schemas/AndersenBuffumParametersError' nullable: true type: array ir_futures_vol_cube_errors: items: $ref: '#/components/schemas/IrFuturesVolCubeError' nullable: true type: array rate_asset_errors: items: $ref: '#/components/schemas/RateAssetError' nullable: true type: array recovery_rate_errors: items: $ref: '#/components/schemas/RecoveryRateError' nullable: true type: array survival_curve_errors: items: $ref: '#/components/schemas/SurvivalCurveError' nullable: true type: array swaption_vol_cube_errors: items: $ref: '#/components/schemas/SwaptionVolCubeError' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MarketDataErrorSummary, Derivitec.Web.Core required: - $type type: object InstrumentIdentifier: example: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: code: nullable: true type: string identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - NotSet type: string market_identification_code: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core required: - $type type: object BondCapitalisationProvision: example: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' properties: capitalisation_dates: items: format: date-time type: string nullable: true type: array capitalisation_rates: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCapitalisationProvision, Derivitec.Web.Core required: - $type type: object BondExtensionProvision: example: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true properties: extension_dates: items: format: date-time type: string nullable: true type: array extended_maturity_dates: items: format: date-time type: string nullable: true type: array extended_redemption_values: items: format: double type: number nullable: true type: array issuer_extension: items: type: boolean nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondExtensionProvision, Derivitec.Web.Core required: - $type type: object BondCallProvision: required: - $type type: object properties: dates: items: format: date-time type: string nullable: true type: array redemption_values: items: format: double type: number nullable: true type: array exercise_style: enum: - european - american - bermudan - not_set type: string $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCallProvision, Derivitec.Web.Core BondPutProvision: required: - $type type: object properties: dates: items: format: date-time type: string nullable: true type: array redemption_values: items: format: double type: number nullable: true type: array exercise_style: enum: - european - american - bermudan - not_set type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.BondPutProvision, Derivitec.Web.Core BondCoupon: example: coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 properties: coupon_leg_start_date: format: date-time type: string coupon_leg_end_date: format: date-time type: string coupon_leg_first_coupon_date: format: date-time type: string coupon_leg_penultimate_coupon_date: format: date-time type: string coup_type: enum: - fixed - variable - not_set type: string coup_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string fixed_coupon_rate: format: double type: number coupon_index_id: nullable: true type: string index_fixing_lag: format: int32 type: integer index_multiplier: format: double type: number coupon_floor: format: double type: number coupon_cap: format: double type: number $type: type: string enum: - Derivitec.Web.Core.StaticData.BondCoupon, Derivitec.Web.Core required: - $type type: object Bond: discriminator: mapping: Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' propertyName: $type oneOf: - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' ConversionCondition: example: cash_on_conversions: - 1.2315135367772556 - 1.2315135367772556 dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' triggers: - 7.386281948385884 - 7.386281948385884 conversion_ratios: - 4.145608029883936 - 4.145608029883936 properties: dates: items: format: date-time type: string nullable: true type: array conversion_ratios: items: format: double type: number nullable: true type: array triggers: items: format: double type: number nullable: true type: array cash_on_conversions: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.ConversionCondition, Derivitec.Web.Core required: - $type type: object DilutionConversionCondition: example: issued_shares: 6 issued_amount: 7.457744773683766 properties: issued_shares: format: int32 type: integer issued_amount: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DilutionConversionCondition, Derivitec.Web.Core required: - $type type: object CallableConversionCondition: example: is_make_whole: true convert_on_call: true dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 2.3021358869347655 - 2.3021358869347655 num_consecutive_trading_days: 9 triggers: - 3.616076749251911 - 3.616076749251911 num_days_above_trigger: 7 properties: is_make_whole: type: boolean convert_on_call: type: boolean dates: items: format: date-time type: string nullable: true type: array notionals: items: format: double type: number nullable: true type: array num_days_above_trigger: format: int32 type: integer num_consecutive_trading_days: format: int32 type: integer triggers: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CallableConversionCondition, Derivitec.Web.Core required: - $type type: object PuttableConversionCondition: example: dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 8.762042012749001 - 8.762042012749001 properties: dates: items: format: date-time type: string nullable: true type: array notionals: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.PuttableConversionCondition, Derivitec.Web.Core required: - $type type: object MandatoryConversionCondition: example: put_ratio: 9.965781217890562 call_ratio: 5.025004791520295 properties: call_ratio: format: double type: number put_ratio: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.StaticData.MandatoryConversionCondition, Derivitec.Web.Core required: - $type type: object DividendProtectionConversionCondition: example: is_cash_threshold: true threshold: 1.1730742509559433 type: pass_through properties: threshold: format: double type: number type: enum: - pass_through - conversion_ratio_adjustment type: string is_cash_threshold: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DividendProtectionConversionCondition, Derivitec.Web.Core required: - $type type: object InstrumentIdentifierClaimTypeEqKeyValuePair: properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: enum: - digital_call - digital_put - call - put type: string type: object StringClaimTypeEqKeyValuePair: properties: key: nullable: true type: string value: enum: - digital_call - digital_put - call - put type: string type: object StringClaimTypeFxKeyValuePair: properties: key: nullable: true type: string value: enum: - digital_call - digital_put - call - put type: string type: object Dividends: example: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies properties: all_in_rates: items: format: double type: number nullable: true type: array cash_divs: items: format: double type: number nullable: true type: array confirmed_flags: items: type: boolean nullable: true type: array currencies: items: type: string nullable: true type: array declared_dates: items: format: date-time type: string nullable: true type: array div_types: items: enum: - Regular - Extraordinary - Scrip type: string nullable: true type: array div_yields: items: format: double type: number nullable: true type: array ex_dates: items: format: date-time type: string nullable: true type: array pay_dates: items: format: date-time type: string nullable: true type: array record_dates: items: format: date-time type: string nullable: true type: array reference_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core required: - $type type: object Int32DoubleKeyValuePair: example: value: 5.637376656633329 key: 5 properties: key: format: int32 type: integer value: format: double type: number type: object BondVolSurfaceError: example: bond_short_name: bond_short_name futures_market_id: futures_market_id properties: message: nullable: true type: string reference_date: type: string futures_market_id: nullable: true type: string bond_short_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondVolSurfaceError, Derivitec.Web.Core required: - $type type: object BondYieldCurveError: example: issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name properties: message: nullable: true type: string reference_date: type: string currency: nullable: true type: string issuer_id: nullable: true type: string debt_type: nullable: true type: string issuer_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveError, Derivitec.Web.Core required: - $type type: object CreditEventError: example: default_date: default_date bond_id: bond_id properties: message: nullable: true type: string reference_date: type: string bond_id: nullable: true type: string default_date: type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CreditEventError, Derivitec.Web.Core required: - $type type: object CmdtyVolSurfaceError: example: commodity_id: commodity_id commodity_name: commodity_name properties: message: nullable: true type: string reference_date: type: string commodity_id: nullable: true type: string commodity_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CmdtyVolSurfaceError, Derivitec.Web.Core required: - $type type: object CommodityError: example: commodity_id: commodity_id commodity_name: commodity_name properties: message: nullable: true type: string reference_date: type: string commodity_id: nullable: true type: string commodity_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityError, Derivitec.Web.Core required: - $type type: object CreditIndexCorrelationError: example: index_id: index_id index_name: index_name properties: message: nullable: true type: string reference_date: type: string index_id: nullable: true type: string index_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditIndexCorrelationError, Derivitec.Web.Core required: - $type type: object CreditSwaptionVolCubeError: example: credit_id: credit_id name: name properties: message: nullable: true type: string reference_date: type: string credit_id: nullable: true type: string name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditSwaptionVolCubeError, Derivitec.Web.Core required: - $type type: object DiscountCurveError: example: currency: currency properties: message: nullable: true type: string reference_date: type: string currency: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveError, Derivitec.Web.Core required: - $type type: object EquityAssetError: example: notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id properties: message: nullable: true type: string reference_date: type: string asset_id: nullable: true type: string asset_ric: nullable: true type: string asset_x_ignite_code: nullable: true type: string asset_edi_code: nullable: true type: string notes: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityAssetError, Derivitec.Web.Core required: - $type type: object EquityEquityCorrelationError: example: asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id properties: message: nullable: true type: string reference_date: type: string asset1_id: nullable: true type: string asset1_name: nullable: true type: string asset2_id: nullable: true type: string asset2_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityEquityCorrelationError, Derivitec.Web.Core required: - $type type: object EquityFxCorrelationError: example: eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id properties: message: nullable: true type: string reference_date: type: string eq_asset_id: nullable: true type: string eq_asset_name: nullable: true type: string fx_cross_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityFxCorrelationError, Derivitec.Web.Core required: - $type type: object FxFxCorrelationError: example: fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id properties: message: nullable: true type: string reference_date: type: string fx_cross1_id: nullable: true type: string fx_cross1_name: nullable: true type: string fx_cross2_id: nullable: true type: string fx_cross2_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxFxCorrelationError, Derivitec.Web.Core required: - $type type: object EquityVolIndexError: example: eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric properties: message: nullable: true type: string reference_date: type: string eq_vol_index_id: nullable: true type: string eq_vol_index_name: nullable: true type: string eq_vol_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexError, Derivitec.Web.Core required: - $type type: object EquityVolIndexVolSurfaceError: example: eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric properties: message: nullable: true type: string reference_date: type: string eq_vol_index_id: nullable: true type: string eq_vol_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurfaceError, Derivitec.Web.Core required: - $type type: object EquityVolSurfaceError: example: asset_ric: asset_ric asset_id: asset_id properties: message: nullable: true type: string reference_date: type: string asset_id: nullable: true type: string asset_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceError, Derivitec.Web.Core required: - $type type: object EquityVolOfVarCurveError: example: eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric properties: message: nullable: true type: string reference_date: type: string eq_vol_of_var_index_id: nullable: true type: string eq_vol_of_var_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurveError, Derivitec.Web.Core required: - $type type: object DividendIndexError: example: dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric properties: message: nullable: true type: string reference_date: type: string dividend_index_id: nullable: true type: string dividend_index_name: nullable: true type: string dividend_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendIndexError, Derivitec.Web.Core required: - $type type: object DividendIndexVolSurfaceError: example: dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric properties: message: nullable: true type: string reference_date: type: string dividend_index_id: nullable: true type: string dividend_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendIndexVolSurfaceError, Derivitec.Web.Core required: - $type type: object FxVolOfVarCurveError: example: fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id properties: message: nullable: true type: string reference_date: type: string fx_vol_of_var_index_id: nullable: true type: string fx_vol_of_var_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxVolOfVarCurveError, Derivitec.Web.Core required: - $type type: object FxCrossError: example: fx_cross_id: fx_cross_id properties: message: nullable: true type: string reference_date: type: string fx_cross_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.FxCrossError, Derivitec.Web.Core required: - $type type: object FxVolSurfaceError: example: fx_cross_id: fx_cross_id properties: message: nullable: true type: string reference_date: type: string fx_cross_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxVolSurfaceError, Derivitec.Web.Core required: - $type type: object AndersenBuffumParametersError: example: equity_id: equity_id properties: message: nullable: true type: string reference_date: type: string equity_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AndersenBuffumParametersError, Derivitec.Web.Core required: - $type type: object IrFuturesVolCubeError: example: name: name futures_market_id: futures_market_id properties: message: nullable: true type: string reference_date: type: string futures_market_id: nullable: true type: string name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.IrFuturesVolCubeError, Derivitec.Web.Core required: - $type type: object RateAssetError: example: rate_asset_id: rate_asset_id reference_date: reference_date message: message properties: message: nullable: true type: string rate_asset_id: nullable: true type: string reference_date: type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.RateAssetError, Derivitec.Web.Core required: - $type type: object RecoveryRateError: example: issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name properties: message: nullable: true type: string reference_date: type: string bond_id: nullable: true type: string issuer_id: nullable: true type: string issuer_name: nullable: true type: string debt_type: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.RecoveryRateError, Derivitec.Web.Core required: - $type type: object SurvivalCurveError: example: issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name properties: message: nullable: true type: string reference_date: type: string currency: nullable: true type: string debt_type: nullable: true type: string default_type: nullable: true type: string issuer_id: nullable: true type: string issuer_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.SurvivalCurveError, Derivitec.Web.Core required: - $type type: object SwaptionVolCubeError: example: rate_asset_id: rate_asset_id properties: message: nullable: true type: string reference_date: type: string rate_asset_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.SwaptionVolCubeError, Derivitec.Web.Core required: - $type type: object securitySchemes: oauth2: description: >- OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header flows: implicit: authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize scopes: {} type: oauth2 apikey: description: API-Key requested via the site and provided as a header in: header name: x-api-key type: apiKey ````