curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"id": "00000000-0000-0000-0000-000000000001",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": true,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"run_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"first_observation_date": "2023-11-07T05:31:56Z",
"historical_start_date_rule": "<string>",
"last_observation_date": "2023-11-07T05:31:56Z",
"historical_end_date_rule": "<string>",
"horizon": 123
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts"
payload = {
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"id": "00000000-0000-0000-0000-000000000001",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": True,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"run_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"first_observation_date": "2023-11-07T05:31:56Z",
"historical_start_date_rule": "<string>",
"last_observation_date": "2023-11-07T05:31:56Z",
"historical_end_date_rule": "<string>",
"horizon": 123
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
id: '00000000-0000-0000-0000-000000000001',
contracts: [
{
$type: 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
identifier: '<string>',
currency: '<string>',
expiration_date: '2023-11-07T05:31:56Z',
asset_swap_spread: 123,
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
calendar_name: '<string>',
coupon_rate: 123,
end_to_end: true,
notional: 123,
payment_lag: 123,
period_str: '<string>',
rate_asset_name: '<string>',
roll_date: '2023-11-07T05:31:56Z',
start_date: '2023-11-07T05:31:56Z',
initial_fx_rate: 123
}
],
run_date: '2023-11-07T05:31:56Z',
reporting_currency: '<string>',
first_observation_date: '2023-11-07T05:31:56Z',
historical_start_date_rule: '<string>',
last_observation_date: '2023-11-07T05:31:56Z',
historical_end_date_rule: '<string>',
horizon: 123
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'id' => '00000000-0000-0000-0000-000000000001',
'contracts' => [
[
'$type' => 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
'identifier' => '<string>',
'currency' => '<string>',
'expiration_date' => '2023-11-07T05:31:56Z',
'asset_swap_spread' => 123,
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'calendar_name' => '<string>',
'coupon_rate' => 123,
'end_to_end' => true,
'notional' => 123,
'payment_lag' => 123,
'period_str' => '<string>',
'rate_asset_name' => '<string>',
'roll_date' => '2023-11-07T05:31:56Z',
'start_date' => '2023-11-07T05:31:56Z',
'initial_fx_rate' => 123
]
],
'run_date' => '2023-11-07T05:31:56Z',
'reporting_currency' => '<string>',
'first_observation_date' => '2023-11-07T05:31:56Z',
'historical_start_date_rule' => '<string>',
'last_observation_date' => '2023-11-07T05:31:56Z',
'historical_end_date_rule' => '<string>',
'horizon' => 123
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"id\": \"00000000-0000-0000-0000-000000000001\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"run_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_start_date_rule\": \"<string>\",\n \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_end_date_rule\": \"<string>\",\n \"horizon\": 123\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"id\": \"00000000-0000-0000-0000-000000000001\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"run_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_start_date_rule\": \"<string>\",\n \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_end_date_rule\": \"<string>\",\n \"horizon\": 123\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"id\": \"00000000-0000-0000-0000-000000000001\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"run_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_start_date_rule\": \"<string>\",\n \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_end_date_rule\": \"<string>\",\n \"horizon\": 123\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"var_results": {
"$type": "Derivitec.Web.Core.RiskEngine.VarEngineResult, Derivitec.Web.Core",
"price_histories_by_tradable_id": {},
"scenario_price_histories_by_tradable_id": [
{}
],
"validation_errors": {},
"market_data_error_summary": {
"$type": "Derivitec.Web.Core.MarketData.MarketDataErrorSummary, Derivitec.Web.Core",
"bond_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"bond_short_name": "<string>"
}
],
"bond_yield_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"issuer_id": "<string>",
"debt_type": "<string>",
"issuer_name": "<string>"
}
],
"bond_yield_curve_spread_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveSpreadError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"isin": "<string>"
}
],
"credit_event_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEventError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"default_date": "<string>"
}
],
"calendar_errors": [
"<string>"
],
"cmdty_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"commodity_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"credit_index_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditIndexCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"index_id": "<string>",
"index_name": "<string>"
}
],
"credit_swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"credit_id": "<string>",
"name": "<string>"
}
],
"discount_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DiscountCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>"
}
],
"equity_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityAssetError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>",
"asset_x_ignite_code": "<string>",
"asset_edi_code": "<string>",
"notes": "<string>"
}
],
"equity_equity_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset1_id": "<string>",
"asset1_name": "<string>",
"asset2_id": "<string>",
"asset2_name": "<string>"
}
],
"equity_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_asset_id": "<string>",
"eq_asset_name": "<string>",
"fx_cross_id": "<string>"
}
],
"eq_ir_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EqIRCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>",
"equity_name": "<string>",
"fixing_instrument_id": "<string>"
}
],
"fx_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross1_id": "<string>",
"fx_cross1_name": "<string>",
"fx_cross2_id": "<string>",
"fx_cross2_name": "<string>"
}
],
"equity_vol_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_name": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>"
}
],
"equity_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_of_var_index_id": "<string>",
"eq_vol_of_var_index_ric": "<string>"
}
],
"dividend_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_name": "<string>",
"dividend_index_ric": "<string>"
}
],
"dividend_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_ric": "<string>",
"futures_expiry_code": "<string>"
}
],
"fx_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_vol_of_var_index_id": "<string>",
"fx_vol_of_var_index_ric": "<string>"
}
],
"fx_cross_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxCrossError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"fx_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"andersen_buffum_parameters_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AndersenBuffumParametersError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>"
}
],
"ir_futures_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"name": "<string>"
}
],
"rate_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RateAssetError, Derivitec.Web.Core",
"message": "<string>",
"rate_asset_id": "<string>",
"reference_date": "<string>"
}
],
"recovery_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RecoveryRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>",
"debt_type": "<string>"
}
],
"probability_of_default_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.ProbabilityOfDefaultError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"amortisation_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AmortisationRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"survival_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"debt_type": "<string>",
"default_type": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>"
}
],
"swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"rate_asset_id": "<string>"
}
]
}
}
}Calculate historical prices for contracts.
Produces historical price observations using RunDate as both pricing and market-data date. The observation window can use explicit first or last dates, relative start or end rules, and Horizon. Id is a caller correlation identifier and defaults to a new GUID. This is synchronous and read-only.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"id": "00000000-0000-0000-0000-000000000001",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": true,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"run_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"first_observation_date": "2023-11-07T05:31:56Z",
"historical_start_date_rule": "<string>",
"last_observation_date": "2023-11-07T05:31:56Z",
"historical_end_date_rule": "<string>",
"horizon": 123
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts"
payload = {
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"id": "00000000-0000-0000-0000-000000000001",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": True,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"run_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"first_observation_date": "2023-11-07T05:31:56Z",
"historical_start_date_rule": "<string>",
"last_observation_date": "2023-11-07T05:31:56Z",
"historical_end_date_rule": "<string>",
"horizon": 123
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
id: '00000000-0000-0000-0000-000000000001',
contracts: [
{
$type: 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
identifier: '<string>',
currency: '<string>',
expiration_date: '2023-11-07T05:31:56Z',
asset_swap_spread: 123,
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
calendar_name: '<string>',
coupon_rate: 123,
end_to_end: true,
notional: 123,
payment_lag: 123,
period_str: '<string>',
rate_asset_name: '<string>',
roll_date: '2023-11-07T05:31:56Z',
start_date: '2023-11-07T05:31:56Z',
initial_fx_rate: 123
}
],
run_date: '2023-11-07T05:31:56Z',
reporting_currency: '<string>',
first_observation_date: '2023-11-07T05:31:56Z',
historical_start_date_rule: '<string>',
last_observation_date: '2023-11-07T05:31:56Z',
historical_end_date_rule: '<string>',
horizon: 123
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'id' => '00000000-0000-0000-0000-000000000001',
'contracts' => [
[
'$type' => 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
'identifier' => '<string>',
'currency' => '<string>',
'expiration_date' => '2023-11-07T05:31:56Z',
'asset_swap_spread' => 123,
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'calendar_name' => '<string>',
'coupon_rate' => 123,
'end_to_end' => true,
'notional' => 123,
'payment_lag' => 123,
'period_str' => '<string>',
'rate_asset_name' => '<string>',
'roll_date' => '2023-11-07T05:31:56Z',
'start_date' => '2023-11-07T05:31:56Z',
'initial_fx_rate' => 123
]
],
'run_date' => '2023-11-07T05:31:56Z',
'reporting_currency' => '<string>',
'first_observation_date' => '2023-11-07T05:31:56Z',
'historical_start_date_rule' => '<string>',
'last_observation_date' => '2023-11-07T05:31:56Z',
'historical_end_date_rule' => '<string>',
'horizon' => 123
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"id\": \"00000000-0000-0000-0000-000000000001\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"run_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_start_date_rule\": \"<string>\",\n \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_end_date_rule\": \"<string>\",\n \"horizon\": 123\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"id\": \"00000000-0000-0000-0000-000000000001\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"run_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_start_date_rule\": \"<string>\",\n \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_end_date_rule\": \"<string>\",\n \"horizon\": 123\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/CalculateHistoricalPriceSeriesForContracts")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"id\": \"00000000-0000-0000-0000-000000000001\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"run_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_start_date_rule\": \"<string>\",\n \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n \"historical_end_date_rule\": \"<string>\",\n \"horizon\": 123\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"var_results": {
"$type": "Derivitec.Web.Core.RiskEngine.VarEngineResult, Derivitec.Web.Core",
"price_histories_by_tradable_id": {},
"scenario_price_histories_by_tradable_id": [
{}
],
"validation_errors": {},
"market_data_error_summary": {
"$type": "Derivitec.Web.Core.MarketData.MarketDataErrorSummary, Derivitec.Web.Core",
"bond_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"bond_short_name": "<string>"
}
],
"bond_yield_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"issuer_id": "<string>",
"debt_type": "<string>",
"issuer_name": "<string>"
}
],
"bond_yield_curve_spread_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveSpreadError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"isin": "<string>"
}
],
"credit_event_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEventError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"default_date": "<string>"
}
],
"calendar_errors": [
"<string>"
],
"cmdty_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"commodity_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"credit_index_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditIndexCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"index_id": "<string>",
"index_name": "<string>"
}
],
"credit_swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"credit_id": "<string>",
"name": "<string>"
}
],
"discount_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DiscountCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>"
}
],
"equity_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityAssetError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>",
"asset_x_ignite_code": "<string>",
"asset_edi_code": "<string>",
"notes": "<string>"
}
],
"equity_equity_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset1_id": "<string>",
"asset1_name": "<string>",
"asset2_id": "<string>",
"asset2_name": "<string>"
}
],
"equity_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_asset_id": "<string>",
"eq_asset_name": "<string>",
"fx_cross_id": "<string>"
}
],
"eq_ir_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EqIRCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>",
"equity_name": "<string>",
"fixing_instrument_id": "<string>"
}
],
"fx_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross1_id": "<string>",
"fx_cross1_name": "<string>",
"fx_cross2_id": "<string>",
"fx_cross2_name": "<string>"
}
],
"equity_vol_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_name": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>"
}
],
"equity_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_of_var_index_id": "<string>",
"eq_vol_of_var_index_ric": "<string>"
}
],
"dividend_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_name": "<string>",
"dividend_index_ric": "<string>"
}
],
"dividend_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_ric": "<string>",
"futures_expiry_code": "<string>"
}
],
"fx_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_vol_of_var_index_id": "<string>",
"fx_vol_of_var_index_ric": "<string>"
}
],
"fx_cross_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxCrossError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"fx_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"andersen_buffum_parameters_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AndersenBuffumParametersError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>"
}
],
"ir_futures_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"name": "<string>"
}
],
"rate_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RateAssetError, Derivitec.Web.Core",
"message": "<string>",
"rate_asset_id": "<string>",
"reference_date": "<string>"
}
],
"recovery_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RecoveryRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>",
"debt_type": "<string>"
}
],
"probability_of_default_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.ProbabilityOfDefaultError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"amortisation_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AmortisationRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"survival_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"debt_type": "<string>",
"default_type": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>"
}
],
"swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"rate_asset_id": "<string>"
}
]
}
}
}Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
JSON request with a non-empty-by-intent Contracts list, meaningful RunDate, reporting currency, optional market-data override, one accessible market-data environment, and a coherent observation-window definition using FirstObservationDate/HistoricalStartDateRule, LastObservationDate/HistoricalEndDateRule, and Horizon. Relative-rule syntax, ranges, and precedence are not specified here.
Requests historical price series for supplied contracts over an observation window.
Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
Correlation identifier for this price-series request; a new identifier is generated when the object is constructed.
"00000000-0000-0000-0000-000000000001"
Contracts to price at each selected historical observation.
Polymorphic base role shared by public contract definitions.
- Option 1
- Option 2
- Option 3
- Option 4
- Option 5
- Option 6
- Option 7
- Option 8
- Option 9
- Option 10
- Option 11
- Option 12
- Option 13
- Option 14
- Option 15
- Option 16
- Option 17
- Option 18
- Option 19
- Option 20
- Option 21
- Option 22
- Option 23
- Option 24
- Option 25
- Option 26
- Option 27
- Option 28
- Option 29
- Option 30
- Option 31
- Option 32
- Option 33
- Option 34
- Option 35
- Option 36
- Option 37
- Option 38
- Option 39
- Option 40
- Option 41
- Option 42
- Option 43
- Option 44
- Option 45
- Option 46
- Option 47
- Option 48
- Option 49
- Option 50
- Option 51
- Option 52
- Option 53
- Option 54
- Option 55
- Option 56
- Option 57
- Option 58
- Option 59
- Option 60
- Option 61
- Option 62
- Option 63
- Option 64
- Option 65
- Option 66
- Option 67
- Option 68
- Option 69
- Option 70
- Option 71
- Option 72
- Option 73
- Option 74
- Option 75
- Option 76
- Option 77
- Option 78
- Option 79
- Option 80
- Option 81
- Option 82
- Option 83
- Option 84
- Option 85
- Option 86
- Option 87
- Option 88
- Option 89
- Option 90
- Option 91
- Option 92
- Option 93
- Option 94
- Option 95
- Option 96
- Option 97
- Option 98
- Option 99
- Option 100
- Option 101
- Option 102
- Option 103
- Option 104
- Option 105
- Option 106
- Option 107
- Option 108
- Option 109
- Option 110
Show child attributes
Show child attributes
Date used for both pricing and market data in this historical price-series request.
Currency in which returned contract prices are reported.
Optional market-data substitutions supplied with pricing, risk, or report calculations.
Show child attributes
Show child attributes
Optional explicit first observation date supplied to the historical-window selection.
Optional date rule used to select the start of the historical observation window.
Optional explicit last observation date supplied to the historical-window selection.
Optional date rule used to select the end of the historical observation window.
Historical return horizon supplied to the price-series calculation.
Response
Returns historical observations and error messages.
Returns historical and scenario price histories for the requested contracts.
Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
true
Messages explaining operation-level failures. The collection is empty by default.
Collects base and scenario price histories with validation and market-data diagnostics.
Show child attributes
Show child attributes
Was this page helpful?