> ## 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 risk for tradable identifiers. > Calculates requested measures and scenarios for existing tradable identifiers. Global and identifier-specific errors use the same payload conventions as the contract-risk operation. This synchronous, read-only operation has a configurable `RiskCalculationRequest:Timeout` deadline: 165 seconds by default and at most 170 seconds. If the deadline expires, HTTP 200 contains `IsSuccess = false` and the error "Risk calculation exceeded the application deadline. Reduce the request size and retry." ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/CalculateRiskForTradableIds openapi: 3.0.4 info: title: Derivitec Api 1.0 version: '1.0' servers: - url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] tags: - name: AdminUser - name: AtotiReport - name: AtotiSession - name: BloombergOAuth - name: Bond - name: BondYieldCurvePage - name: BookAccess - name: Books - name: Commodity - name: Counterparties - name: Currencies - name: Equity - name: EquityDividend - name: EquityPage - name: FeatureFlag - name: Fx - name: FxPage - name: GroupAccess - name: Home - name: LegacyPosition - name: MarketData - name: MarketDataProvider - name: MarketDataProviderAccess - name: Meta - name: Notification - name: Organisation - name: PnLReport - name: PortfolioAccess - name: Portfolios - name: Position - name: PositionFilter - name: PricingEnvironment - name: PricingEnvironmentAccess - name: RateAsset - name: RateAssetPage - name: Report - name: ReportDefinition - name: ReportHistoryLauncherQuery - name: ReportLauncher - name: ReportQuery - name: ReportQueryViewUser - name: ReportRestriction - name: ReportView - name: RiskReport - name: Tradable - name: TradeBooking - name: User - name: VarReport - name: VarReportQuery - name: YieldCurvePage paths: /api/Tradable/CalculateRiskForTradableIds: post: tags: - Tradable summary: Calculate risk for tradable identifiers. description: >- Calculates requested measures and scenarios for existing tradable identifiers. Global and identifier-specific errors use the same payload conventions as the contract-risk operation. This synchronous, read-only operation has a configurable `RiskCalculationRequest:Timeout` deadline: 165 seconds by default and at most 170 seconds. If the deadline expires, HTTP 200 contains `IsSuccess = false` and the error "Risk calculation exceeded the application deadline. Reduce the request size and retry." operationId: CalculateRiskForTradableIds requestBody: description: >- JSON request with non-empty `TradableIds` and `RiskMeasures`, meaningful `PricingDate` and `MarketDate`, reporting currency, optional scenarios, overrides, model/realtime/index-decomposition/pricing-environment fields, and one unambiguous market-data environment selection. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiCalculateRiskForTradableIdsRequest' application/json: schema: $ref: '#/components/schemas/ApiCalculateRiskForTradableIdsRequest' text/json: schema: $ref: '#/components/schemas/ApiCalculateRiskForTradableIdsRequest' application/*+json: schema: $ref: '#/components/schemas/ApiCalculateRiskForTradableIdsRequest' responses: '200': description: Returns risk results and global or identifier-specific errors. content: application/json: schema: $ref: '#/components/schemas/ApiCalculateRiskResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiCalculateRiskForTradableIdsRequest: required: - $type type: object properties: provider_id: type: string description: >- Opaque identifier of a single market-data provider to use instead of either environment-name option. nullable: true entity_access_type: enum: - view - edit - owner - blocked type: string description: >- Access classification associated with the selected market-data environment. market_data_environment_names: type: array items: type: string description: >- Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives. nullable: true market_data_environment_name: type: string description: >- Single market-data environment name to use instead of `market_data_environment_names` or `provider_id`. nullable: true example: Example market data risk_measures: type: array items: $ref: '#/components/schemas/IRiskMeasure' description: Risk-measure definitions to evaluate for each requested tradable. nullable: true risk_scenarios: type: array items: $ref: '#/components/schemas/RiskScenario' description: >- Additional scenarios under which the requested measures are evaluated; defaults to an empty list. nullable: true pricing_date: type: string description: Valuation date for the requested risk measures. format: date-time market_date: type: string description: Date of the market data used by the calculation. format: date-time market_data_override: $ref: '#/components/schemas/MarketDataOverride' reporting_currency: type: string description: Currency in which currency-denominated risk results are reported. nullable: true exclude_historically_derived_vol_surfaces: type: boolean description: >- Whether historically derived volatility surfaces are excluded from the selected market data; defaults to `false`. example: false use_real_time_eq_spot: type: boolean description: >- Whether real-time equity spot inputs are requested; defaults to `false`. example: false use_real_time_fx_spot: type: boolean description: >- Whether real-time foreign-exchange spot inputs are requested; defaults to `false`. example: false consolidate_error_messages: type: boolean description: >- Whether repeated calculation errors are consolidated in the response; defaults to `true`. example: true pricing_model_manager: $ref: '#/components/schemas/IPricingModelManager' equity_indices_to_decompose: type: array items: $ref: '#/components/schemas/InstrumentIdentifierBooleanKeyValuePair' description: >- Equity-index identifiers paired with flags that control whether each index is decomposed for this calculation. nullable: true pricing_environment_name: type: string description: >- Optional accessible pricing-environment name; when supplied, it selects the environment in place of `pricing_environment_id`. nullable: true pricing_environment_id: type: string description: >- Optional identifier of the pricing environment; used when no name is supplied. nullable: true tradable_ids: type: array items: type: string description: Identifiers of the stored tradables to calculate. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core additionalProperties: false description: Requests risk measures for previously stored tradables. ApiCalculateRiskResponse: required: - $type type: object properties: is_success: type: boolean description: >- Whether the operation completed successfully. The default is `true`; error outcomes set it to `false`. example: true error_messages: type: array items: type: string description: >- Messages explaining operation-level failures. The collection is empty by default. nullable: true result: $ref: '#/components/schemas/RiskCalculationResult' $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.ApiCalculateRiskResponse, Derivitec.Web.Core additionalProperties: false description: Returns risk results and calculation diagnostics. IRiskMeasure: description: >- Common role for a named risk measure exposed through calculation and report contracts. discriminator: propertyName: $type mapping: Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core: '#/components/schemas/BorrowCurveDelta' Derivitec.Web.Core.RiskEngine.BorrowCurveShock, Derivitec.Web.Core: '#/components/schemas/BorrowCurveShock' Derivitec.Web.Core.RiskEngine.CmdtyDelta, Derivitec.Web.Core: '#/components/schemas/CmdtyDelta' Derivitec.Web.Core.RiskEngine.CmdtyGamma, Derivitec.Web.Core: '#/components/schemas/CmdtyGamma' Derivitec.Web.Core.RiskEngine.CmdtyRealisedVol, Derivitec.Web.Core: '#/components/schemas/CmdtyRealisedVol' Derivitec.Web.Core.RiskEngine.CmdtyRiskMeasure, Derivitec.Web.Core: '#/components/schemas/CmdtyRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.CmdtySpotShock, Derivitec.Web.Core: '#/components/schemas/CmdtySpotShock' Derivitec.Web.Core.RiskEngine.CmdtyVega, Derivitec.Web.Core: '#/components/schemas/CmdtyVega' Derivitec.Web.Core.RiskEngine.CreditDelta, Derivitec.Web.Core: '#/components/schemas/CreditDelta' Derivitec.Web.Core.RiskEngine.CreditGamma, Derivitec.Web.Core: '#/components/schemas/CreditGamma' Derivitec.Web.Core.RiskEngine.CreditParallelShock, Derivitec.Web.Core: '#/components/schemas/CreditParallelShock' Derivitec.Web.Core.RiskEngine.CreditRiskMeasure, Derivitec.Web.Core: '#/components/schemas/CreditRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.CreditSpread, Derivitec.Web.Core: '#/components/schemas/CreditSpread' Derivitec.Web.Core.RiskEngine.CreditVega, Derivitec.Web.Core: '#/components/schemas/CreditVega' Derivitec.Web.Core.RiskEngine.DividendDelta, Derivitec.Web.Core: '#/components/schemas/DividendDelta' Derivitec.Web.Core.RiskEngine.DividendShock, Derivitec.Web.Core: '#/components/schemas/DividendShock' Derivitec.Web.Core.RiskEngine.Duration, Derivitec.Web.Core: '#/components/schemas/Duration' Derivitec.Web.Core.RiskEngine.EqCorrelationDelta, Derivitec.Web.Core: '#/components/schemas/EqCorrelationDelta' Derivitec.Web.Core.RiskEngine.EqDelta, Derivitec.Web.Core: '#/components/schemas/EqDelta' Derivitec.Web.Core.RiskEngine.EqDeltaShares, Derivitec.Web.Core: '#/components/schemas/EqDeltaShares' Derivitec.Web.Core.RiskEngine.EqFairVolDelta, Derivitec.Web.Core: '#/components/schemas/EqFairVolDelta' Derivitec.Web.Core.RiskEngine.EqFairVolGamma, Derivitec.Web.Core: '#/components/schemas/EqFairVolGamma' Derivitec.Web.Core.RiskEngine.EqGamma, Derivitec.Web.Core: '#/components/schemas/EqGamma' Derivitec.Web.Core.RiskEngine.EqRealisedVol, Derivitec.Web.Core: '#/components/schemas/EqRealisedVol' Derivitec.Web.Core.RiskEngine.EqRiskMeasure, Derivitec.Web.Core: '#/components/schemas/EqRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.EqSpotShock, Derivitec.Web.Core: '#/components/schemas/EqSpotShock' Derivitec.Web.Core.RiskEngine.EqVanna, Derivitec.Web.Core: '#/components/schemas/EqVanna' Derivitec.Web.Core.RiskEngine.EqVega, Derivitec.Web.Core: '#/components/schemas/EqVega' Derivitec.Web.Core.RiskEngine.EqVolGamma, Derivitec.Web.Core: '#/components/schemas/EqVolGamma' Derivitec.Web.Core.RiskEngine.EqVolIndexDeltaShares, Derivitec.Web.Core: '#/components/schemas/EqVolIndexDeltaShares' Derivitec.Web.Core.RiskEngine.EqVolIndexGammaShares, Derivitec.Web.Core: '#/components/schemas/EqVolIndexGammaShares' Derivitec.Web.Core.RiskEngine.EqVolIndexVega, Derivitec.Web.Core: '#/components/schemas/EqVolIndexVega' Derivitec.Web.Core.RiskEngine.EqVolSkewDelta, Derivitec.Web.Core: '#/components/schemas/EqVolSkewDelta' Derivitec.Web.Core.RiskEngine.EqVolSkewGamma, Derivitec.Web.Core: '#/components/schemas/EqVolSkewGamma' Derivitec.Web.Core.RiskEngine.FxDelta, Derivitec.Web.Core: '#/components/schemas/FxDelta' Derivitec.Web.Core.RiskEngine.FxDeltaByCross, Derivitec.Web.Core: '#/components/schemas/FxDeltaByCross' Derivitec.Web.Core.RiskEngine.FxGamma, Derivitec.Web.Core: '#/components/schemas/FxGamma' Derivitec.Web.Core.RiskEngine.FxGammaByCross, Derivitec.Web.Core: '#/components/schemas/FxGammaByCross' Derivitec.Web.Core.RiskEngine.FxRealisedVol, Derivitec.Web.Core: '#/components/schemas/FxRealisedVol' Derivitec.Web.Core.RiskEngine.FxRiskMeasure, Derivitec.Web.Core: '#/components/schemas/FxRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.FxSpotShock, Derivitec.Web.Core: '#/components/schemas/FxSpotShock' Derivitec.Web.Core.RiskEngine.FxSpotVolShock, Derivitec.Web.Core: '#/components/schemas/FxSpotVolShock' Derivitec.Web.Core.RiskEngine.FxVanna, Derivitec.Web.Core: '#/components/schemas/FxVanna' Derivitec.Web.Core.RiskEngine.FxVega, Derivitec.Web.Core: '#/components/schemas/FxVega' Derivitec.Web.Core.RiskEngine.FxVolGamma, Derivitec.Web.Core: '#/components/schemas/FxVolGamma' Derivitec.Web.Core.RiskEngine.FxVolShock, Derivitec.Web.Core: '#/components/schemas/FxVolShock' Derivitec.Web.Core.RiskEngine.IrBasisShock, Derivitec.Web.Core: '#/components/schemas/IrBasisShock' Derivitec.Web.Core.RiskEngine.IrDelta, Derivitec.Web.Core: '#/components/schemas/IrDelta' Derivitec.Web.Core.RiskEngine.IrGamma, Derivitec.Web.Core: '#/components/schemas/IrGamma' Derivitec.Web.Core.RiskEngine.IrParallelShock, Derivitec.Web.Core: '#/components/schemas/IrParallelShock' Derivitec.Web.Core.RiskEngine.IrRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IrRiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.IrVega, Derivitec.Web.Core: '#/components/schemas/IrVega' Derivitec.Web.Core.RiskEngine.MarketDataErrorReportingMeasure, Derivitec.Web.Core: '#/components/schemas/MarketDataErrorReportingMeasure' Derivitec.Web.Core.RiskEngine.Npv, Derivitec.Web.Core: '#/components/schemas/Npv' Derivitec.Web.Core.RiskEngine.PricingDetail, Derivitec.Web.Core: '#/components/schemas/PricingDetail' Derivitec.Web.Core.RiskEngine.RealisedVolMeasure, Derivitec.Web.Core: '#/components/schemas/RealisedVolMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.ReferenceVol, Derivitec.Web.Core: '#/components/schemas/ReferenceVol' Derivitec.Web.Core.RiskEngine.Rho, Derivitec.Web.Core: '#/components/schemas/Rho' Derivitec.Web.Core.RiskEngine.RiskMeasure, Derivitec.Web.Core: '#/components/schemas/RiskMeasureMintlifyShape' Derivitec.Web.Core.RiskEngine.ScenarioImpact, Derivitec.Web.Core: '#/components/schemas/ScenarioImpact' Derivitec.Web.Core.RiskEngine.ScenarioRiskImpact, Derivitec.Web.Core: '#/components/schemas/ScenarioRiskImpact' Derivitec.Web.Core.RiskEngine.StoredScenario, Derivitec.Web.Core: '#/components/schemas/StoredScenario' Derivitec.Web.Core.RiskEngine.Theta, Derivitec.Web.Core: '#/components/schemas/Theta' Derivitec.Web.Core.RiskEngine.VegaNotional, Derivitec.Web.Core: '#/components/schemas/VegaNotional' Derivitec.Web.Core.Interfaces.ICmdtyRiskMeasure, Derivitec.Web.Core: '#/components/schemas/ICmdtyRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IEqRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IEqRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IFxRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IFxRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IIrRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IIrRiskMeasureMintlifyShape' Derivitec.Web.Core.Interfaces.IRiskMeasure, Derivitec.Web.Core: '#/components/schemas/IRiskMeasureMintlifyShape' oneOf: - $ref: '#/components/schemas/BorrowCurveDelta' - $ref: '#/components/schemas/BorrowCurveShock' - $ref: '#/components/schemas/CmdtyDelta' - $ref: '#/components/schemas/CmdtyGamma' - $ref: '#/components/schemas/CmdtyRealisedVol' - $ref: '#/components/schemas/CmdtyRiskMeasureMintlifyShape' - $ref: '#/components/schemas/CmdtySpotShock' - $ref: '#/components/schemas/CmdtyVega' - $ref: '#/components/schemas/CreditDelta' - $ref: '#/components/schemas/CreditGamma' - $ref: '#/components/schemas/CreditParallelShock' - $ref: '#/components/schemas/CreditRiskMeasureMintlifyShape' - $ref: '#/components/schemas/CreditSpread' - $ref: '#/components/schemas/CreditVega' - $ref: '#/components/schemas/DividendDelta' - $ref: '#/components/schemas/DividendShock' - $ref: '#/components/schemas/Duration' - $ref: '#/components/schemas/EqCorrelationDelta' - $ref: '#/components/schemas/EqDelta' - $ref: '#/components/schemas/EqDeltaShares' - $ref: '#/components/schemas/EqFairVolDelta' - $ref: '#/components/schemas/EqFairVolGamma' - $ref: '#/components/schemas/EqGamma' - $ref: '#/components/schemas/EqRealisedVol' - $ref: '#/components/schemas/EqRiskMeasureMintlifyShape' - $ref: '#/components/schemas/EqSpotShock' - $ref: '#/components/schemas/EqVanna' - $ref: '#/components/schemas/EqVega' - $ref: '#/components/schemas/EqVolGamma' - $ref: '#/components/schemas/EqVolIndexDeltaShares' - $ref: '#/components/schemas/EqVolIndexGammaShares' - $ref: '#/components/schemas/EqVolIndexVega' - $ref: '#/components/schemas/EqVolSkewDelta' - $ref: '#/components/schemas/EqVolSkewGamma' - $ref: '#/components/schemas/FxDelta' - $ref: '#/components/schemas/FxDeltaByCross' - $ref: '#/components/schemas/FxGamma' - $ref: '#/components/schemas/FxGammaByCross' - $ref: '#/components/schemas/FxRealisedVol' - $ref: '#/components/schemas/FxRiskMeasureMintlifyShape' - $ref: '#/components/schemas/FxSpotShock' - $ref: '#/components/schemas/FxSpotVolShock' - $ref: '#/components/schemas/FxVanna' - $ref: '#/components/schemas/FxVega' - $ref: '#/components/schemas/FxVolGamma' - $ref: '#/components/schemas/FxVolShock' - $ref: '#/components/schemas/IrBasisShock' - $ref: '#/components/schemas/IrDelta' - $ref: '#/components/schemas/IrGamma' - $ref: '#/components/schemas/IrParallelShock' - $ref: '#/components/schemas/IrRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IrVega' - $ref: '#/components/schemas/MarketDataErrorReportingMeasure' - $ref: '#/components/schemas/Npv' - $ref: '#/components/schemas/PricingDetail' - $ref: '#/components/schemas/RealisedVolMeasureMintlifyShape' - $ref: '#/components/schemas/ReferenceVol' - $ref: '#/components/schemas/Rho' - $ref: '#/components/schemas/RiskMeasureMintlifyShape' - $ref: '#/components/schemas/ScenarioImpact' - $ref: '#/components/schemas/ScenarioRiskImpact' - $ref: '#/components/schemas/StoredScenario' - $ref: '#/components/schemas/Theta' - $ref: '#/components/schemas/VegaNotional' - $ref: '#/components/schemas/ICmdtyRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IEqRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IFxRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IIrRiskMeasureMintlifyShape' - $ref: '#/components/schemas/IRiskMeasureMintlifyShape' RiskScenario: description: Names and describes a scenario supplied to a risk calculation. discriminator: propertyName: $type mapping: Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core: '#/components/schemas/RiskScenarioMintlifyShape' Derivitec.Web.Core.RiskEngine.BorrowCurveScenario, Derivitec.Web.Core: '#/components/schemas/BorrowCurveScenario' Derivitec.Web.Core.RiskEngine.CmdtySpotScenario, Derivitec.Web.Core: '#/components/schemas/CmdtySpotScenario' Derivitec.Web.Core.RiskEngine.CmdtyVolScenario, Derivitec.Web.Core: '#/components/schemas/CmdtyVolScenario' Derivitec.Web.Core.RiskEngine.CompositeScenario, Derivitec.Web.Core: '#/components/schemas/CompositeScenario' Derivitec.Web.Core.RiskEngine.CreditScenario, Derivitec.Web.Core: '#/components/schemas/CreditScenario' Derivitec.Web.Core.RiskEngine.DerivedScenario, Derivitec.Web.Core: '#/components/schemas/DerivedScenario' Derivitec.Web.Core.RiskEngine.DividendIndexVolScenario, Derivitec.Web.Core: '#/components/schemas/DividendIndexVolScenario' Derivitec.Web.Core.RiskEngine.DividendScenario, Derivitec.Web.Core: '#/components/schemas/DividendScenario' Derivitec.Web.Core.RiskEngine.EqSpotScenario, Derivitec.Web.Core: '#/components/schemas/EqSpotScenario' Derivitec.Web.Core.RiskEngine.EquityVolIndexScenario, Derivitec.Web.Core: '#/components/schemas/EquityVolIndexScenario' Derivitec.Web.Core.RiskEngine.EqVolIndexVolSurfaceScenario, Derivitec.Web.Core: '#/components/schemas/EqVolIndexVolSurfaceScenario' Derivitec.Web.Core.RiskEngine.EqVolScenario, Derivitec.Web.Core: '#/components/schemas/EqVolScenario' Derivitec.Web.Core.RiskEngine.EqVolSurfaceScenario, Derivitec.Web.Core: '#/components/schemas/EqVolSurfaceScenario' Derivitec.Web.Core.RiskEngine.FxSpotScenario, Derivitec.Web.Core: '#/components/schemas/FxSpotScenario' Derivitec.Web.Core.RiskEngine.FxVolSurfaceScenario, Derivitec.Web.Core: '#/components/schemas/FxVolSurfaceScenario' Derivitec.Web.Core.RiskEngine.HistoricalScenario, Derivitec.Web.Core: '#/components/schemas/HistoricalScenario' Derivitec.Web.Core.RiskEngine.IRParallelShockScenario, Derivitec.Web.Core: '#/components/schemas/IRParallelShockScenario' Derivitec.Web.Core.RiskEngine.IrRateAssetScenario, Derivitec.Web.Core: '#/components/schemas/IrRateAssetScenario' Derivitec.Web.Core.RiskEngine.IRShockScenario, Derivitec.Web.Core: '#/components/schemas/IRShockScenario' Derivitec.Web.Core.RiskEngine.JumpToDefaultScenario, Derivitec.Web.Core: '#/components/schemas/JumpToDefaultScenario' Derivitec.Web.Core.RiskEngine.StoredScenario, Derivitec.Web.Core: '#/components/schemas/StoredScenario' Derivitec.Web.Core.RiskEngine.ThetaScenario, Derivitec.Web.Core: '#/components/schemas/ThetaScenario' oneOf: - $ref: '#/components/schemas/RiskScenarioMintlifyShape' - $ref: '#/components/schemas/BorrowCurveScenario' - $ref: '#/components/schemas/CmdtySpotScenario' - $ref: '#/components/schemas/CmdtyVolScenario' - $ref: '#/components/schemas/CompositeScenario' - $ref: '#/components/schemas/CreditScenario' - $ref: '#/components/schemas/DerivedScenario' - $ref: '#/components/schemas/DividendIndexVolScenario' - $ref: '#/components/schemas/DividendScenario' - $ref: '#/components/schemas/EqSpotScenario' - $ref: '#/components/schemas/EquityVolIndexScenario' - $ref: '#/components/schemas/EqVolIndexVolSurfaceScenario' - $ref: '#/components/schemas/EqVolScenario' - $ref: '#/components/schemas/EqVolSurfaceScenario' - $ref: '#/components/schemas/FxSpotScenario' - $ref: '#/components/schemas/FxVolSurfaceScenario' - $ref: '#/components/schemas/HistoricalScenario' - $ref: '#/components/schemas/IRParallelShockScenario' - $ref: '#/components/schemas/IrRateAssetScenario' - $ref: '#/components/schemas/IRShockScenario' - $ref: '#/components/schemas/JumpToDefaultScenario' - $ref: '#/components/schemas/StoredScenario' - $ref: '#/components/schemas/ThetaScenario' MarketDataOverride: required: - $type type: object properties: bond_prices: type: array items: $ref: '#/components/schemas/BondDataExternal' description: Replacement bond observations supplied to the calculation. nullable: true bond_yield_curve_overrides: type: array items: $ref: '#/components/schemas/BondYieldCurveOverride' description: Replacement bond yield curves supplied by currency. nullable: true discount_curve_overrides: type: array items: $ref: '#/components/schemas/DiscountCurveOverride' description: Replacement discount curves supplied by currency. nullable: true discount_curve_fitting_overrides: type: array items: $ref: '#/components/schemas/CurveFittingOverride' description: Replacement discount-curve fitting inputs supplied by currency. nullable: true index_curve_overrides: type: array items: $ref: '#/components/schemas/DiscountCurveOverride' description: Replacement index curves supplied by rate-asset code. nullable: true index_curve_fitting_overrides: type: array items: $ref: '#/components/schemas/CurveFittingOverride' description: Replacement index-curve fitting inputs supplied by rate-asset code. nullable: true equity_spot_overrides: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: >- Replacement equity spot values paired with qualified equity identifiers. Pricing-detail requests require each supplied value to be positive. nullable: true equity_vol_grid_overrides: type: array items: $ref: '#/components/schemas/EquityVolGrid' description: Replacement equity volatility grids supplied to the calculation. nullable: true equity_vol_surface_overrides: type: array items: $ref: '#/components/schemas/EquityVolSurface' description: Replacement equity volatility surfaces supplied to the calculation. nullable: true equity_vol_of_var_curve_overrides: type: array items: $ref: '#/components/schemas/EquityVolOfVarCurve' description: >- Request-scoped replacement volatility-of-variance curves for qualified equity/index identifiers. Null or empty leaves stored marks unchanged. Each curve replaces the complete curve on its reference date, taking precedence over provider fallback without uploading data. Only curves matching the calculation pricing/as-of date apply; other reference dates are ignored. Maturities must be positive, strictly increasing calendar-day counts with matching finite, non-negative decimal volatilities. Zero volatility removes the volatility-of-variance convexity adjustment. Duplicate underlying/date pairs and unsupported identifiers fail conversion. ProviderId is metadata, not an environment selector. nullable: true equity_vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: >- Spot-response model selected for replacement equity volatility surfaces. Defaults to sticky_strike. borrow_curve_overrides: type: array items: $ref: '#/components/schemas/BorrowCurveOverride' description: Replacement equity borrow curves supplied to the calculation. nullable: true dividends_overrides: type: array items: $ref: '#/components/schemas/DividendsOverride' description: Replacement dividend curves supplied to the calculation. nullable: true cmdty_spot_overrides: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Replacement commodity spot values supplied by commodity-code prefix. nullable: true fx_spot_currency: type: string description: >- Three-character common currency in which all FX spot overrides are expressed; required when overrides are supplied. nullable: true fx_spot_overrides_by_currency: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: >- FX spot values keyed by distinct three-character currencies and expressed against FxSpotCurrency. nullable: true andersen_buffum_parameters_overrides: type: array items: $ref: '#/components/schemas/AndersenBuffumParameters' description: >- Replacement Andersen-Buffum parameter sets supplied to the calculation. nullable: true recovery_rate_overrides: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: >- Replacement recovery-rate values paired with qualified instrument identifiers. nullable: true equity_fx_correlation_overrides: type: array items: $ref: '#/components/schemas/EquityFxCorrelationData' description: Replacement equity-to-FX correlations supplied to the calculation. nullable: true equity_equity_correlation_overrides: type: array items: $ref: '#/components/schemas/EquityEquityCorrelationData' description: >- Replacement equity-to-equity correlations supplied to the calculation. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MarketDataOverride, Derivitec.Web.Core additionalProperties: false description: >- Optional market-data substitutions supplied with pricing, risk, or report calculations. IPricingModelManager: description: Pricing-model configuration role accepted by calculation requests. discriminator: propertyName: $type mapping: Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core: '#/components/schemas/IPricingModelManagerMintlifyShape' Derivitec.Web.Core.Tradables.PricingModelManager, Derivitec.Web.Core: '#/components/schemas/PricingModelManager' oneOf: - $ref: '#/components/schemas/IPricingModelManagerMintlifyShape' - $ref: '#/components/schemas/PricingModelManager' InstrumentIdentifierBooleanKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: type: boolean additionalProperties: false RiskCalculationResult: required: - $type type: object properties: error_message: type: string description: >- First calculation-level error message, or an empty string when no such message is present. nullable: true error_messages: type: array items: type: string description: >- Non-empty calculation-level error messages that apply to the request as a whole. nullable: true error_messages_by_security_id: type: object additionalProperties: type: array items: type: string description: >- Error messages grouped by the affected security or tradable identifier. market_data_error_summary: $ref: '#/components/schemas/MarketDataErrorSummary' risk_results: type: array items: $ref: '#/components/schemas/RiskResult' description: >- Individual measure results returned for the requested tradables and scenarios. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.RiskCalculationResult, Derivitec.Web.Core additionalProperties: false description: Collects risk rows and diagnostics for one risk-calculation request. BorrowCurveDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true tenors: type: array items: type: string description: Gets the list of tenors nullable: true shock_size: type: number description: The shock size format: double use_proportional_shocks: type: boolean description: Gets the proportional shock flag. use_forward_rate_bumps: type: boolean description: Gets the forward rate bump flag. use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core additionalProperties: false description: Class BorrowCurveDelta. BorrowCurveShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: The shock size format: double use_proportional_shocks: type: boolean description: Gets the proportional shock flag. use_forward_rate_bumps: type: boolean description: Gets the forward rate bump flag. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.BorrowCurveShock, Derivitec.Web.Core additionalProperties: false description: Class BorrowCurveShock. CmdtyDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size. format: double sticky_smile_ratio: type: number description: Gets the sticky smile ratio format: double use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyDelta, Derivitec.Web.Core additionalProperties: false description: The commodity delta delta. CmdtyGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size. format: double sticky_smile_ratio: type: number description: Gets the sticky smile ratio format: double vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyGamma, Derivitec.Web.Core additionalProperties: false description: Class commodity gamma. CmdtyRealisedVol: required: - $type type: object additionalProperties: false description: Class CmdtyRealisedVol. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true lookback_window: type: integer description: The lookback window length. format: int32 readOnly: true use_percentage_points: type: boolean description: >- If set true realised vols are expressed in percentage points, otherwise they are expressed in reporting ccy units by scaling with spot. readOnly: true decay_period: type: integer description: The exponential decay period used to determine weights. format: int32 readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyRealisedVol, Derivitec.Web.Core CmdtyRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: The commodity risk measure. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyRiskMeasure, Derivitec.Web.Core CmdtySpotShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency calculate_price_changes: type: boolean description: >- Set to true to calculate price *changes*. Otherwise we calculate prices. shock_size: type: number description: Gets or sets the shock size. format: double vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. sticky_smile_ratio: type: number description: Gets or sets the sticky smile ratio. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtySpotShock, Derivitec.Web.Core additionalProperties: false description: The commodity spot risk. CmdtyVega: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyVega, Derivitec.Web.Core additionalProperties: false description: The commodity vega class. CreditDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true is_spread_based: type: boolean description: Gets the shock size shock_size: type: number description: The shock size. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditDelta, Derivitec.Web.Core additionalProperties: false description: The credit delta. CreditGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true is_spread_based: type: boolean description: Gets the shock size shock_size: type: number description: The shock size. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditGamma, Derivitec.Web.Core additionalProperties: false description: The credit gamma CreditParallelShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size. format: double use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CreditParallelShock, Derivitec.Web.Core additionalProperties: false description: The CreditParallelShock. CreditRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: The credit risk measure. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CreditRiskMeasure, Derivitec.Web.Core CreditSpread: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true reference_bond_yield_curve_id: type: string description: >- The reference bond yield curve id (optional). If populated all credit spreads are measured against this yield curve nullable: true use_discount_curve_as_reference_curve: type: boolean description: >- Set to true if credit spreads should be measured relative to the discount rate in the same currency as the bond $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditSpread, Derivitec.Web.Core additionalProperties: false CreditVega: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditVega, Derivitec.Web.Core additionalProperties: false description: The credit vega. DividendDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: Gets the shock size format: double is_all_in_rate_shock: type: boolean description: Gets the all in rate shock flag tenors: type: array items: type: string description: Gets the list of tenors nullable: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.DividendDelta, Derivitec.Web.Core additionalProperties: false description: Class DividendDelta. DividendShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: The shock size format: double all_in_rate_shock_size: type: number description: The all in rate shock size format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.DividendShock, Derivitec.Web.Core additionalProperties: false description: Class IrDelta. Duration: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: Gets or sets the shock size. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Duration, Derivitec.Web.Core additionalProperties: false description: The rho. EqCorrelationDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: Gets the shock size format: double use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.EqCorrelationDelta, Derivitec.Web.Core additionalProperties: false description: Class EqDelta. EqDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: Gets the shock size format: double sticky_smile_ratio: type: number description: Gets the sticky smile ratio format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqDelta, Derivitec.Web.Core additionalProperties: false description: Class EqDelta. EqDeltaShares: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: The shock size format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqDeltaShares, Derivitec.Web.Core additionalProperties: false description: Class EqDeltaShares. EqFairVolDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqFairVolDelta, Derivitec.Web.Core additionalProperties: false description: Class EqFairVolDelta. EqFairVolGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqFairVolGamma, Derivitec.Web.Core additionalProperties: false description: Class EqVolIndexGammaShares. EqGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: Gets the shock size format: double sticky_smile_ratio: type: number description: Gets the sticky smile ratio format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqGamma, Derivitec.Web.Core additionalProperties: false description: Class EqGamma. EqRealisedVol: required: - $type type: object additionalProperties: false description: Class EqRealisedVol. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true lookback_window: type: integer description: The lookback window length. format: int32 readOnly: true use_percentage_points: type: boolean description: >- If set true realised vols are expressed in percentage points, otherwise they are expressed in reporting ccy units by scaling with spot. readOnly: true decay_period: type: integer description: The exponential decay period used to determine weights. format: int32 readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqRealisedVol, Derivitec.Web.Core EqRiskMeasureMintlifyShape: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqRiskMeasure, Derivitec.Web.Core additionalProperties: false description: The risk measure. EqSpotShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: Gets or sets the shock size. format: double sticky_smile_ratio: type: number description: Gets or sets the sticky smile ratio. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqSpotShock, Derivitec.Web.Core additionalProperties: false description: The equity spot risk. EqVanna: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: The shock size format: double use_proportional_vol_bumps: type: boolean description: Gets the use proportional vol bumps flag. use_parallel_shift: type: boolean description: Gets the use parallel shift flag. shock_equity_vol_indices: type: boolean description: Gets the shock equity vol indices flag. sticky_smile_ratio: type: number description: Gets the sticky smile ratio format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVanna, Derivitec.Web.Core additionalProperties: false description: Class EqVanna. EqVega: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: The shock size format: double use_proportional_vol_bumps: type: boolean description: Gets the use proportional vol bumps flag. use_parallel_shift: type: boolean description: Gets the use parallel shift flag. shock_equity_vol_indices: type: boolean description: Gets the shock equity vol indices flag. tenors: type: array items: type: string description: Gets the list of tenors nullable: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVega, Derivitec.Web.Core additionalProperties: false description: Class EqVega. EqVolGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky delta. readOnly: true shock_size: type: number description: The shock size format: double use_proportional_vol_bumps: type: boolean description: Gets the use proportional vol bumps flag. use_parallel_shift: type: boolean description: Gets the use parallel shift flag. shock_equity_vol_indices: type: boolean description: Gets the shock equity vol indices flag. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolGamma, Derivitec.Web.Core additionalProperties: false description: Class EqVolGamma. EqVolIndexDeltaShares: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.EqVolIndexDeltaShares, Derivitec.Web.Core additionalProperties: false description: Class EqVolIndexDeltaShares. EqVolIndexGammaShares: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.EqVolIndexGammaShares, Derivitec.Web.Core additionalProperties: false description: Class EqVolIndexGammaShares. EqVolIndexVega: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolIndexVega, Derivitec.Web.Core additionalProperties: false description: Class EqVolIndexVega. EqVolSkewDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double shock_equity_vol_indices: type: boolean description: Gets the shock equity vol indices flag. use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolSkewDelta, Derivitec.Web.Core additionalProperties: false EqVolSkewGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double shock_equity_vol_indices: type: boolean description: Gets the shock equity vol indices flag. use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolSkewGamma, Derivitec.Web.Core additionalProperties: false FxDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_size: type: number description: The shock size. format: double use_inverse_currency_shock: type: boolean description: >- Flag to apply bump to the inverse currency pair. The reporting currency is the base currency. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxDelta, Derivitec.Web.Core additionalProperties: false description: The FX delta measure. FxDeltaByCross: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_by_quoted_fx_cross_id: type: boolean description: >- for a given underlying currency pair we need to decide if we calculate delta by shocking XXXYYY or YYYXXX If this flag is true, we shock the direction with IsQuotedFxCross == true; otherwise we shock XXXYYY where YYY is the premium currency shock_size: type: number description: The shock size. format: double use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxDeltaByCross, Derivitec.Web.Core additionalProperties: false description: The FX delta by cross measure. FxGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_size: type: number description: The shock size. format: double use_inverse_currency_shock: type: boolean description: >- Flag to apply bump to the inverse currency pair. The reporting currency is the base currency. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxGamma, Derivitec.Web.Core additionalProperties: false description: The FX gamma measure. FxGammaByCross: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_by_quoted_fx_cross_id: type: boolean description: >- for a given underlying currency pair we need to decide if we calculate gamma by shocking XXXYYY or YYYXXX If this flag is true, we shock the direction with IsQuotedFxCross == true; otherwise we shock XXXYYY where YYY is the premium currency shock_size: type: number description: The shock size. format: double use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxGammaByCross, Derivitec.Web.Core additionalProperties: false description: The FX gamma measure. FxRealisedVol: required: - $type type: object additionalProperties: false description: Class FxRealisedVol. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true lookback_window: type: integer description: The lookback window length. format: int32 readOnly: true use_percentage_points: type: boolean description: >- If set true realised vols are expressed in percentage points, otherwise they are expressed in reporting ccy units by scaling with spot. readOnly: true decay_period: type: integer description: The exponential decay period used to determine weights. format: int32 readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxRealisedVol, Derivitec.Web.Core FxRiskMeasureMintlifyShape: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxRiskMeasure, Derivitec.Web.Core additionalProperties: false description: The FX risk measure. FxSpotShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_size: type: number description: Gets or sets the shock size. format: double calculate_price_changes: type: boolean description: >- Set to true to calculate price *changes*. Otherwise we calculate prices. include_reporting_currency_shock: type: boolean description: Include reporting currency shock. use_inverse_currency_shock: type: boolean description: Gets or sets the inverse currency shock flag. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxSpotShock, Derivitec.Web.Core additionalProperties: false description: The FX spot risk. FxSpotVolShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true calculate_price_changes: type: boolean description: >- Set to true to calculate price *changes*. Otherwise we calculate prices. include_reporting_currency_shock: type: boolean description: Include reporting currency shock. spot_shock_size: type: number description: The spot shock size. format: double use_implied_vol_bumps: type: boolean description: True to use implied vol bumps. use_proportional_vol_bumps: type: boolean description: The use proportional vol bumps flag. vol_shock_size: type: number description: The vol shock size. format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxSpotVolShock, Derivitec.Web.Core additionalProperties: false description: The FX spot vol shock measure. FxVanna: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_size: type: number description: The shock size format: double use_implied_vol_bumps: type: boolean description: >- If set to true vol bumps for surfaces without explicit reporting currency dependency will be implied from bumps to vol surfaces involving the reporting currency. use_inverse_currency_shock: type: boolean description: >- Flag to apply bump to the inverse currency pair. The reporting currency is the base currency. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVanna, Derivitec.Web.Core additionalProperties: false description: Class FxVanna. FxVega: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_size: type: number description: The shock size format: double tenors: type: array items: type: string description: Gets the list of tenors nullable: true use_implied_vol_bumps: type: boolean description: >- If set to true vol bumps for surfaces without explicit reporting currency dependency will be implied from bumps to vol surfaces involving the reporting currency. use_inverse_currency_shock: type: boolean description: >- Flag to apply bump to the inverse currency pair. The reporting currency is the base currency. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVega, Derivitec.Web.Core additionalProperties: false description: Class FxVega. FxVolGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true shock_size: type: number description: The shock size format: double use_implied_vol_bumps: type: boolean description: >- If set to true vol bumps for surfaces without explicit reporting currency dependency will be implied from bumps to vol surfaces involving the reporting currency. use_inverse_currency_shock: type: boolean description: >- Flag to apply bump to the inverse currency pair. The reporting currency is the base currency. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVolGamma, Derivitec.Web.Core additionalProperties: false description: Class FxVolGamma. FxVolShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets the vol surface spot model. readOnly: true is_default_vol_surface_spot_model: type: boolean description: True for sticky spot model. readOnly: true tenors: type: array items: type: string description: Gets the list of tenors nullable: true vol_shock_func: $ref: '#/components/schemas/IVolShockFunc' $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxVolShock, Derivitec.Web.Core additionalProperties: false description: The FX vol shock dto. IrBasisShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: Gets or sets the shock size. format: double use_proportional_shocks: type: boolean description: If true all shocks are proportional (-10% shock means 5% -> 4.5%). basis_rate_asset_id: type: string description: >- This measure will basis shock all the non basis rate assets and re-price contracts which depend on the basis. nullable: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrBasisShock, Derivitec.Web.Core additionalProperties: false description: The ir basis risk. IrDelta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true tenors: type: array items: type: string description: Gets the list of tenors nullable: true shock_size: type: number description: The shock size format: double use_proportional_shocks: type: boolean description: Gets the proportional shock flag. use_forward_rate_bumps: type: boolean description: Gets the forward rate bump flag. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrDelta, Derivitec.Web.Core additionalProperties: false description: Class IrDelta. IrGamma: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size format: double $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrGamma, Derivitec.Web.Core additionalProperties: false description: Class FxVega. IrParallelShock: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: Gets or sets the shock size. format: double use_proportional_shocks: type: boolean description: If true all shocks are proportional (-10% shock means 5% -> 4.5%). $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrParallelShock, Derivitec.Web.Core additionalProperties: false description: The equity spot risk. IrRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: The risk measure. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrRiskMeasure, Derivitec.Web.Core IrVega: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: The shock size. format: double vol_type: enum: - black - bachelier type: string description: The vol type. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IrVega, Derivitec.Web.Core additionalProperties: false description: Class FxVega. MarketDataErrorReportingMeasure: required: - $type type: object additionalProperties: false description: The MarketDataErrorReportingMeasure. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.MarketDataErrorReportingMeasure, Derivitec.Web.Core Npv: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true return_futures_price: type: boolean description: >- Gets the return futures price flag. If set to true the NPV measure returns the futures price for all models that inherit from IFutureModel (instead of NPV). return_forward_price: type: boolean description: >- Gets the return forward price flag. If set to true the NPV measure returns the forward price for all forward contracts return_percent_price: type: boolean description: >- Gets the return percent price flag. If set to true the NPV measure returns 100 * Price / Notional. use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency trs_return_spot_price: type: boolean description: >- If set to true then for total return swaps (EqStock with IsTrs=true) we return the underlying spot return_option_premium: type: boolean description: >- Gets the return option premium flag. If set to true the NPV measure returns the option premium. return_futures_value: type: boolean description: >- Gets the return futures value flag. If set to true the NPV measure returns the futures value for all models that inherit from IFutureModel (instead of NPV which is zero). FuturesValue is distinct from FuturesPrice for bond futures, IR futures and bond options. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Npv, Derivitec.Web.Core additionalProperties: false description: Class Npv. PricingDetail: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true pricing_detail_type: enum: - underlying_price - reference_vol - futures_price - future_spread - bond_clean_price - effective_strike - yield_to_maturity - yield_to_put - reference_credit_spread - reference_borrow_rate - reference_dividend_yield - bond_floor - bond_parity - ascot_cb_price - contract_fx_spot - contract_fx_price - underlying_spot - contract_inv_fx_spot - contract_fx_spot_major - contract_inv_fx_spot_major type: string description: Get the pricing details type $type: type: string enum: - Derivitec.Web.Core.RiskEngine.PricingDetail, Derivitec.Web.Core additionalProperties: false description: Class PricingDetail. RealisedVolMeasureMintlifyShape: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true lookback_window: type: integer description: The lookback window length. format: int32 readOnly: true use_percentage_points: type: boolean description: >- If set true realised vols are expressed in percentage points, otherwise they are expressed in reporting ccy units by scaling with spot. readOnly: true decay_period: type: integer description: The exponential decay period used to determine weights. format: int32 readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.RealisedVolMeasure, Derivitec.Web.Core additionalProperties: false description: Class RealisedVolMeasure. ReferenceVol: required: - $type type: object additionalProperties: false description: Class ReferenceVol. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.ReferenceVol, Derivitec.Web.Core Rho: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true shock_size: type: number description: Gets or sets the shock size. format: double use_contract_currency: type: boolean description: >- If true the risk is reported in the contract currency; otherwise in the reporting currency $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Rho, Derivitec.Web.Core additionalProperties: false description: The rho. RiskMeasureMintlifyShape: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.RiskMeasure, Derivitec.Web.Core additionalProperties: false description: Base definition shared by polymorphic risk-measure request models. ScenarioImpact: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true calculate_price_changes: type: boolean description: >- Whether the measure returns price changes instead of scenario prices. scale_factor: type: number description: Scale factor supplied with the scenario-impact measure. format: double scenario: $ref: '#/components/schemas/RiskScenario' $type: type: string enum: - Derivitec.Web.Core.RiskEngine.ScenarioImpact, Derivitec.Web.Core additionalProperties: false description: >- Defines a measure that returns scenario prices or scenario price changes. ScenarioRiskImpact: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true calculate_risk_changes: type: boolean description: >- Set to true to calculate risk *changes*. Otherwise the measure returns risk post scenario. risk_measure: $ref: '#/components/schemas/IRiskMeasure' scale_factor: type: number description: Gets or sets the scale factor. format: double scenario: $ref: '#/components/schemas/RiskScenario' $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.ScenarioRiskImpact, Derivitec.Web.Core additionalProperties: false description: The scenario risk impact dto. StoredScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true id: type: string description: Identifier of the stored scenario. nullable: true organisation_id: type: string description: Identifier of the organisation that owns the stored scenario. nullable: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.StoredScenario, Derivitec.Web.Core additionalProperties: false description: References a stored scenario that can be used as a risk measure. Theta: required: - $type type: object properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true roll_days: type: integer description: Gets the roll days. format: int32 rebase_cash_flows: type: boolean description: Gets the rebase cash flows flag. ignore_credit_spread_term_structure: type: boolean description: Gets the ignore credit spread term structure. use_contract_currency: type: boolean spot_theta_model: enum: - fixed - forward_curve type: string description: >- Class ThetaModels. Provides user friendly theta model enums, so API users need not use strikeVol and asset enums. volatility_theta_model: enum: - vol_fixed_by_tenor - vol_fixed_by_date type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.Theta, Derivitec.Web.Core additionalProperties: false description: Class Theta. VegaNotional: required: - $type type: object additionalProperties: false description: Class VegaNotional. properties: risk_measure_id_stored: type: string description: >- Optional stored measure identifier used to preserve an explicit identifier for this measure definition. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.VegaNotional, Derivitec.Web.Core ICmdtyRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: Risk-measure role applicable to commodity exposures. properties: $type: type: string enum: - >- Derivitec.Web.Core.Interfaces.ICmdtyRiskMeasure, Derivitec.Web.Core IEqRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: Risk-measure role applicable to equity exposures. properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IEqRiskMeasure, Derivitec.Web.Core IFxRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: Risk-measure role applicable to foreign-exchange exposures. properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IFxRiskMeasure, Derivitec.Web.Core IIrRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: Risk-measure role applicable to interest-rate exposures. properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IIrRiskMeasure, Derivitec.Web.Core IRiskMeasureMintlifyShape: required: - $type type: object additionalProperties: false description: >- Common role for a named risk measure exposed through calculation and report contracts. properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IRiskMeasure, Derivitec.Web.Core RiskScenarioMintlifyShape: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core additionalProperties: false description: Names and describes a scenario supplied to a risk calculation. BorrowCurveScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true global_shock: $ref: '#/components/schemas/DiscountCurveBump' shocks_by_equity_asset: type: array items: $ref: >- #/components/schemas/InstrumentIdentifierDiscountCurveBumpKeyValuePair description: The dividend shocks by equity asset. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.BorrowCurveScenario, Derivitec.Web.Core additionalProperties: false description: Class BorrowCurveScenario. CmdtySpotScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true shock_size: type: number description: The shock size format: double sticky_smile_ratio: type: number description: Gets the sticky smile ratio format: double vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets the vol surface spot model. $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CmdtySpotScenario, Derivitec.Web.Core additionalProperties: false CmdtyVolScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true shock_size: type: number description: The shock size format: double use_proportional_vol_bump: type: boolean description: >- True to use proportional vol bumps (i.e. a bump of 0.1 means 30% -> 33%; otherwise 30% -> 31%). $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyVolScenario, Derivitec.Web.Core additionalProperties: false CompositeScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true scenarios: type: array items: $ref: '#/components/schemas/RiskScenario' description: Gets or sets the scenarios. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CompositeScenario, Derivitec.Web.Core additionalProperties: false description: The composite scenario. CreditScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true reference_issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' reference_currency: type: string description: >- The reference bond issuer currency If populated all credit spreads are measured against this yield curve nullable: true reference_debt_type: type: string description: >- The reference issuer debt type If populated all credit spreads are measured against this yield curve nullable: true tenors: type: array items: type: string description: >- Gets the list of tenors. If none are specified we use the nodes of the bond yield curve nullable: true credit_spread_floor: type: number description: Gets or sets the credit spread floor format: double global_shock: type: number description: >- Gets or sets the global shock size (absolute or proportional depending on UseProportionalShocks flag) Ignored if a credit shock function is specified format: double shocks_by_issuer_identifier: type: array items: $ref: '#/components/schemas/IssuerIdentifierDoubleKeyValuePair' description: >- The shocks by issuer id (absolute or proportional depending on UseProportionalShocks flag). Ignored if a credit shock function is specified nullable: true use_proportional_shocks: type: boolean description: True to use proportional shocks; otherwise absolute use_forward_rate_bumps: type: boolean description: True to use forward rate bumps; otherwise we use zero rate bumps $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditScenario, Derivitec.Web.Core additionalProperties: false DerivedScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true base_scenario: $ref: '#/components/schemas/RiskScenario' scenario_model_parameters: type: object additionalProperties: $ref: '#/components/schemas/ScenarioModelParameters' description: Gets or sets the scenario model parameters. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.DerivedScenario, Derivitec.Web.Core additionalProperties: false description: The eq spot scenario DividendIndexVolScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true vol_shock_func: $ref: '#/components/schemas/IVolShockFunc' bumped_vol_floor: type: number description: ATMF vol will never be bumped lower than this format: double shock_size: type: number description: The shock size format: double shocks_by_dividend_index: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: >- The shocks by dividend index (for assets present in the dictionary we do NOT apply the globalShock). nullable: true use_parallel_shift: type: boolean description: True to use parallel shifts use_proportional_vol_bump: type: boolean description: >- True to use proportional vol bumps (i.e. a bump of 0.1 means 30% -> 33%; otherwise 30% -> 31%). $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.DividendIndexVolScenario, Derivitec.Web.Core additionalProperties: false DividendScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true global_shock: $ref: '#/components/schemas/DividendBump' shocks_by_equity_asset: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDividendBumpKeyValuePair' description: The dividend shocks by equity asset. nullable: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.DividendScenario, Derivitec.Web.Core additionalProperties: false description: Class DividendScenario. EqSpotScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true shock_size: type: number description: Gets or sets the shock size. format: double shocks_by_equity_asset: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: >- The shocks by equity asset (for equity assets present in the dictionary we do NOT apply the shocks by country). nullable: true shocks_by_country: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: >- The shocks by country (for equity assets present in the dictionary we do NOT apply the shocks by region). nullable: true shocks_by_region: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: >- The shocks by region (for equity assets present in the dictionary we do NOT apply the global shocks). nullable: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: Gets or sets the equity vol surface spot model. sticky_smile_ratio: type: number description: Gets or sets the shock size. format: double bump_cash_dividends: type: boolean description: >- Gets a value indicating whether the equity spot shock should also bump cash dividends by the same amount. equity_vol_index_vol_surface_spot_model_id: type: string description: >- Selects the user-defined model ID supplied when uploading volatility-index spot-model betas. Definitions are loaded for the scenario market-data date and portfolio volatility indices, using the selected market-data provider priority, and applied to their volatility surfaces when the underlying equity is shocked. The string must match the uploaded ModelId exactly. Null, empty or whitespace disables database loading; inline definitions still apply. nullable: true example: ExampleVixBetas vol_surface_spot_model_definitions: type: array items: $ref: '#/components/schemas/VolSurfaceSpotModelDefinition' description: >- Optional inline beta definitions for volatility-index assets. Each Asset identifier is resolved to an internal asset ID; duplicate resolved assets are rejected. An inline definition replaces the entire stored definition for that asset, or adds an asset absent from the stored model. Inline ModelId is a label and need not match EquityVolIndexVolSurfaceSpotModelId. ReferenceDate and beta inputs follow the definition's validation rules. Provider and provenance metadata are ignored; nothing is uploaded or saved. Null or an empty list supplies no overrides. nullable: true $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqSpotScenario, Derivitec.Web.Core additionalProperties: false description: The eq spot scenario EquityVolIndexScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true shocks_by_vol_index: type: array items: $ref: >- #/components/schemas/InstrumentIdentifierEquityVolIndexBumpKeyValuePair description: The shocks by vol index nullable: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: The vol surface spot model vol_indices_to_remove: type: object additionalProperties: type: string nullable: true description: The vol indices to remove nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.EquityVolIndexScenario, Derivitec.Web.Core additionalProperties: false EqVolIndexVolSurfaceScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true global_shock: $ref: '#/components/schemas/EqVolIndexVolSurfaceBump' shocks_by_vol_index: type: array items: $ref: >- #/components/schemas/InstrumentIdentifierEqVolIndexVolSurfaceBumpKeyValuePair description: The shocks by vol index nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.EqVolIndexVolSurfaceScenario, Derivitec.Web.Core additionalProperties: false EqVolScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true bumped_vol_floor: type: number description: ATMF vol will never be bumped lower than this format: double shock_size: type: number description: The shock size format: double use_parallel_shift: type: boolean description: True to use parallel shifts use_proportional_vol_bump: type: boolean description: >- True to use proportional vol bumps (i.e. a bump of 0.1 means 30% -> 33%; otherwise 30% -> 31%). $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolScenario, Derivitec.Web.Core additionalProperties: false EqVolSurfaceScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true global_shock: $ref: '#/components/schemas/EqVolSurfaceBump' shocks_by_asset: type: array items: $ref: >- #/components/schemas/InstrumentIdentifierEqVolSurfaceBumpKeyValuePair description: True to use parallel shifts nullable: true shock_equity_vol_indices: type: boolean description: True to shock equity indices. equity_vol_indices_keep_grid_std_devs_fixed: type: boolean description: If set true, the StdDevGrid of equity vol indices will be fixed. $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.EqVolSurfaceScenario, Derivitec.Web.Core additionalProperties: false FxSpotScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true shock_size: type: number description: Gets or sets the shock size. format: double currency: type: string description: Gets or sets the currency. nullable: true vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string description: Gets or sets the equity vol surface spot model. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxSpotScenario, Derivitec.Web.Core additionalProperties: false description: The fx spot scenario FxVolSurfaceScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true currency_to_bump: type: string description: Currency to bump nullable: true vol_shock: type: number description: vol shock format: double use_proportional_vol_bumps: type: boolean description: Use proportional vol bumps counter_currency: type: string description: >- Suppose ShocksByCurrency contains a single currency: { [GBP] = 0.1 } If USD is set as CounterCurrency: - GBPUSD is shocked by 10% - XXXUSD is unchanged, with XXX any currency not GBP - The shock on GBPXXX is determined from GBPUSD and XXXUSD via implied correlation If no counter currency is specified the shock is uniform: - GBPXXX shocked by 10% for all XXX != GBP If ShocksByCurrency contains multiple shocks the counter currency is mandatory nullable: true vol_shock_funcs_by_fx_pair: type: array items: $ref: '#/components/schemas/StringIVolShockFuncKeyValuePair' description: The shock applied at a given point is f(strike, maturityDays) nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.FxVolSurfaceScenario, Derivitec.Web.Core additionalProperties: false HistoricalScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true end_date: type: string description: Gets the end date. format: date-time start_date: type: string description: Gets the start date. format: date-time bump_configuration: $ref: '#/components/schemas/BumpConfiguration' $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.HistoricalScenario, Derivitec.Web.Core additionalProperties: false IRParallelShockScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true global_shock: type: number description: Gets or sets the shock size. format: double shocks_by_currency: type: object additionalProperties: type: number format: double description: >- Gets or sets the shocks by currency (for currencies present in the dictionary we do NOT apply the globalShock). nullable: true use_proportional_shocks: type: boolean description: If true all shocks are propotional (-1% shock means 5% -> 4.5%). readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.IRParallelShockScenario, Derivitec.Web.Core additionalProperties: false description: The IR parallel shock scenario IrRateAssetScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true global_shock: type: number description: Gets or sets the shock size. format: double shocks_by_rate_asset_id: type: array items: $ref: '#/components/schemas/StringDiscountCurveBumpKeyValuePair' description: >- Gets or sets the shocks by currency (for currencies present in the dictionary we do NOT apply the globalShock). nullable: true use_proportional_shocks: type: boolean description: If true all shocks are propotional (-1% shock means 5% -> 4.5%). $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.IrRateAssetScenario, Derivitec.Web.Core additionalProperties: false description: The IR rate asset scenario IRShockScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true global_shock: $ref: '#/components/schemas/DiscountCurveBump' shocks_by_currency: type: array items: $ref: '#/components/schemas/StringDiscountCurveBumpKeyValuePair' description: >- The shocks by currency (for currencies present in the dictionary we do NOT apply the globalShock). nullable: true bump_discount_curves: type: boolean description: Gets the bump discount curves flag. bump_bond_yield_curves: type: boolean description: Gets the bump bond yield curves flag. bump_equity_assets: type: boolean description: Gets the bump equity assets flag. bump_equity_vol_indices: type: boolean description: Gets the bump equity vol indices flag. bump_rate_assets: type: boolean description: Gets the bump rate assets flag. bump_fx_crosses: type: boolean description: Gets the bump fx crosses flag. bump_commodities: type: boolean description: Gets the bump commodities flag. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IRShockScenario, Derivitec.Web.Core additionalProperties: false description: The IR hock scenario JumpToDefaultScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true recovery_rates_by_issuer_identifier: type: array items: $ref: '#/components/schemas/IssuerIdentifierDoubleKeyValuePair' description: >- The recovery rates by issuer id (only used if no recovery rate function is specified) nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.JumpToDefaultScenario, Derivitec.Web.Core additionalProperties: false ThetaScenario: required: - $type type: object properties: scenario_description: type: string description: Human-readable explanation of the scenario. nullable: true scenario_name: type: string description: Human-readable name of the scenario. nullable: true roll_days: type: integer description: Gets or sets the roll days. format: int32 $type: type: string enum: - Derivitec.Web.Core.RiskEngine.ThetaScenario, Derivitec.Web.Core additionalProperties: false description: Class ThetaScenario. BondDataExternal: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' currency: type: string description: Currency of the submitted bond price. nullable: true traded_price: type: number description: >- Submitted bond price interpreted using the bond's reference quotation convention and IsPercentageOfPar. format: double date: type: string description: Observation date. format: date-time is_percentage_of_par: type: boolean description: >- Whether TradedPrice uses percentage-of-par quotation; this value must match the bond's reference quotation convention. is_currency_per_bond_unit: type: boolean description: >- Legacy compatibility field with no observable effect in the public bond-price operations. fitting_mode: enum: - fit_credit_spread - fit_vol_surface type: string description: >- Whether the price is used to fit credit-spread or volatility-surface data; defaults to FitCreditSpread. $type: type: string enum: - Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core additionalProperties: false description: >- Dated bond-price input whose IsPercentageOfPar value must match the bond's reference quotation convention. BondYieldCurveOverride: required: - $type type: object properties: currency: type: string description: >- Exactly three characters identifying the replacement curve's currency. nullable: true discount_factors: type: array items: type: number format: double description: Nonempty dimensionless factors aligned one-for-one with Maturities. nullable: true maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct day-offset maturities aligned one-for-one with DiscountFactors. nullable: true bond_issuer: type: string description: Issuer selected for the replacement curve. nullable: true debt_type: type: string description: >- Debt seniority or debt-type classification used to distinguish issuer curves. nullable: true bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' reference_curve_name: type: string description: >- Name of the curve supplying the reference coordinates. It is required when reference coordinates are supplied, cannot contain underscores, and is initialized to a generated unique value when omitted. nullable: true reference_curve_discount_factors: type: array items: type: number format: double description: >- Nonempty dimensionless reference-curve factors aligned one-for-one with ReferenceCurveMaturities. nullable: true reference_curve_maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct reference-curve maturities as day offsets, aligned one-for-one with ReferenceCurveDiscountFactors. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveOverride, Derivitec.Web.Core additionalProperties: false description: >- Replacement issuer-curve input requiring either a bond issuer or bond identifier and a complete primary or reference curve coordinate set. DiscountCurveOverride: required: - $type type: object properties: currency: type: string description: >- Exactly three characters identifying the replacement curve's currency. nullable: true discount_factors: type: array items: type: number format: double description: Nonempty dimensionless factors aligned one-for-one with Maturities. nullable: true maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct day-offset maturities aligned one-for-one with DiscountFactors. nullable: true curve_name: type: string description: Name distinguishing the curve within its currency. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveOverride, Derivitec.Web.Core additionalProperties: false description: Named replacement discount curve. CurveFittingOverride: required: - $type type: object properties: currency: type: string description: Three-character currency code of the curve being fitted. nullable: true curve_name: type: string description: Name distinguishing the curve within its currency. nullable: true provider_id: type: string description: Data-provider selector. nullable: true instrument_set: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Replacement instruments used for curve fitting. nullable: true instrument_quotes: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Replacement quotes used for curve fitting. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CurveFittingOverride, Derivitec.Web.Core additionalProperties: false description: >- Overrides the provider, instrument set, and quotes used when fitting a named currency curve. InstrumentIdentifierDoubleKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: type: number format: double additionalProperties: false EquityVolGrid: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false maturities: type: array items: type: integer format: int32 description: >- Maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility rows. nullable: true reference_date: type: string description: Reference date of the volatility grid. format: date-time strikes: type: array items: type: array items: type: number format: double description: >- One strike row shared by all maturities, or one row per maturity; each row aligns with the corresponding volatility row. nullable: true strike_type: enum: - absolute - percent_spot - percent_forward type: string description: Coordinate convention used by the strike rows. Defaults to absolute. vols: type: array items: type: array items: type: number format: double description: >- Rows of positive volatility values as decimals; 0.20 means 20%. Rows match the strike-row shape and correspond by position to maturities. nullable: true use_spline: type: boolean description: Whether the grid is marked for spline use. example: false spot_ref: type: number description: Optional spot reference carried by the volatility grid. format: double nullable: true asset_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolGrid, Derivitec.Web.Core additionalProperties: false description: Equity volatility grid identified by its equity asset. EquityVolSurface: description: >- Equity volatility surface with benchmark coordinates and a spot reference. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceMintlifyShape' Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSpline' Derivitec.Web.Core.MarketData.EquityVolSurfaceSvi, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSvi' oneOf: - $ref: '#/components/schemas/EquityVolSurfaceMintlifyShape' - $ref: '#/components/schemas/EquityVolSurfaceSpline' - $ref: '#/components/schemas/EquityVolSurfaceSvi' EquityVolOfVarCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false maturities: type: array items: type: integer format: int32 description: >- Strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility values. nullable: true reference_date: type: string description: Reference date of the volatility curve. format: date-time vols: type: array items: type: number format: double description: >- Volatility values as decimals; 0.20 means 20%. Values correspond by position to maturities. nullable: true spot_ref: type: number description: Optional spot reference carried by the volatility curve. format: double nullable: true eq_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core additionalProperties: false description: >- Volatility-of-variance curve for an identified equity volatility-of-variance index. BorrowCurveOverride: required: - $type type: object properties: currency: type: string description: >- Exactly three characters identifying the replacement curve's currency. nullable: true discount_factors: type: array items: type: number format: double description: Nonempty dimensionless factors aligned one-for-one with Maturities. nullable: true maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct day-offset maturities aligned one-for-one with DiscountFactors. nullable: true asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BorrowCurveOverride, Derivitec.Web.Core additionalProperties: false description: Replacement borrow-curve input for one asset. DividendsOverride: required: - $type type: object properties: asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' dividends: $ref: '#/components/schemas/Dividends' dividend_yields: type: array items: $ref: '#/components/schemas/Int32DoubleKeyValuePair' description: >- Continuously compounded dividend-yield adjustments applied independently of any explicit dividends. nullable: true use_forward_dividend_yields: type: boolean description: >- Whether DividendYields are interpreted as forward rather than zero rates; defaults to `true`. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendsOverride, Derivitec.Web.Core additionalProperties: false description: >- Projected-dividend schedule and/or continuously compounded dividend-yield adjustments for one asset. StringDoubleKeyValuePair: type: object properties: key: type: string nullable: true value: type: number format: double additionalProperties: false AndersenBuffumParameters: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false andersen_buffum_alpha: type: number description: Alpha input of the Andersen–Buffum representation. format: double andersen_buffum_benchmark_spot: type: number description: Benchmark spot input of the Andersen–Buffum representation. format: double asset_name: $ref: '#/components/schemas/InstrumentIdentifier' reference_date: type: string description: Date to which the data applies. format: date-time $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AndersenBuffumParameters, Derivitec.Web.Core additionalProperties: false description: >- Andersen–Buffum equity-volatility representation inputs at a reference date. EquityFxCorrelationData: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false correlation: type: number description: >- Unitless correlation between the two selected instruments, in the range -1 to 1. format: double date: type: string description: Observation date. format: date-time equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' currency: type: string description: >- Currency used with the equity's listing currency to select the FX cross. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityFxCorrelationData, Derivitec.Web.Core additionalProperties: false description: >- Dated correlation between an identified equity and a currency-derived FX cross. EquityEquityCorrelationData: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false correlation: type: number description: >- Unitless correlation between the two selected instruments, in the range -1 to 1. format: double date: type: string description: Observation date. format: date-time asset1_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset2_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityEquityCorrelationData, Derivitec.Web.Core additionalProperties: false description: Dated correlation between two identified equities. IPricingModelManagerMintlifyShape: required: - $type type: object additionalProperties: false description: Pricing-model configuration role accepted by calculation requests. properties: $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core PricingModelManager: required: - $type type: object properties: ascot_model_params: $ref: '#/components/schemas/AscotModelParams' convertible_bond_model_params: $ref: '#/components/schemas/ConvertibleBondModelParams' eq_best_of_option_model_params: $ref: '#/components/schemas/EqBestOfOptionModelParams' eq_basket_option_model_params: $ref: '#/components/schemas/EqBasketOptionModelParams' fx_basket_option_model_params: $ref: '#/components/schemas/FxBasketOptionModelParams' fx_barrier_ma_model_params: $ref: '#/components/schemas/FxBarrierMAModelParams' eq_barrier_ma_model_params: $ref: '#/components/schemas/EqBarrierMAModelParams' eq_barrier_model_params: $ref: '#/components/schemas/EqBarrierModelParams' eq_autocallable_worst_of_option_model_params: $ref: '#/components/schemas/EqAutocallableWorstOfOptionModelParams' eq_corridor_variance_swap_model_params: $ref: '#/components/schemas/EqCorridorVarianceSwapModelParams' eq_conditional_corridor_variance_swap_model_params: $ref: '#/components/schemas/EqConditionalCorridorVarianceSwapModelParams' eq_option_american_model_params: $ref: '#/components/schemas/EqOptionAmericanModelParams' eq_option_model_params: $ref: '#/components/schemas/EqOptionModelParams' eq_fva_model_params: $ref: '#/components/schemas/EqFVAModelParams' eq_fva_swaption_model_params: $ref: '#/components/schemas/EqFVASwaptionModelParams' fx_fva_model_params: $ref: '#/components/schemas/FxFVAModelParams' eq_outperformance_option_model_params: $ref: '#/components/schemas/EqOutperformanceOptionModelParams' fx_double_knockout_digital_ma_model_params: $ref: '#/components/schemas/FxDoubleKnockoutDigitalMAModelParams' eq_swap_model_params: $ref: '#/components/schemas/EqSwapModelParams' eq_variance_swap_model_params: $ref: '#/components/schemas/EqVarianceSwapModelParams' eq_volatility_swap_model_params: $ref: '#/components/schemas/EqVolatilitySwapModelParams' eq_volatility_knockout_option_model_params: $ref: '#/components/schemas/EqVolatilityKnockoutOptionModelParams' fx_option_model_params: $ref: '#/components/schemas/FxOptionModelParams' fx_option_american_model_params: $ref: '#/components/schemas/FxOptionAmericanModelParams' fx_variance_swap_model_params: $ref: '#/components/schemas/FxVarianceSwapModelParams' fx_option_on_realised_volatility_model_params: $ref: '#/components/schemas/FxOptionOnRealisedVolatilityModelParams' fx_volatility_swap_model_params: $ref: '#/components/schemas/FxVolatilitySwapModelParams' future_model_params: $ref: '#/components/schemas/FutureModelParams' eq_correlation_swap_model_params: $ref: '#/components/schemas/EqCorrelationSwapModelParams' fx_correlation_swap_model_params: $ref: '#/components/schemas/FxCorrelationSwapModelParams' eq_corridor_volatility_swap_model_params: $ref: '#/components/schemas/EqCorridorVolatilitySwapModelParams' eq_geometric_variance_swap_model_params: $ref: '#/components/schemas/EqGeometricVarianceSwapModelParams' ir_swaption_model_params: $ref: '#/components/schemas/IrSwaptionModelParams' bond_option_model_params: $ref: '#/components/schemas/OptionModelParams' cmdty_option_model_params: $ref: '#/components/schemas/OptionModelParams' ir_option_model_params: $ref: '#/components/schemas/OptionModelParams' ir_cap_floor_model_params: $ref: '#/components/schemas/IrCapFloorModelParams' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.PricingModelManager, Derivitec.Web.Core additionalProperties: false InstrumentIdentifier: description: >- Instrument code qualified by an identifier namespace and optional market code. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core: '#/components/schemas/InstrumentIdentifierMintlifyShape' Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core: '#/components/schemas/InstrumentInfo' oneOf: - $ref: '#/components/schemas/InstrumentIdentifierMintlifyShape' - $ref: '#/components/schemas/InstrumentInfo' MarketDataErrorSummary: required: - $type type: object properties: bond_vol_surface_errors: type: array items: $ref: '#/components/schemas/BondVolSurfaceError' description: >- Failures collected while resolving bond volatility-surface market data. nullable: true bond_yield_curve_errors: type: array items: $ref: '#/components/schemas/BondYieldCurveError' description: Failures collected while resolving bond yield-curve market data. nullable: true bond_yield_curve_spread_errors: type: array items: $ref: '#/components/schemas/BondYieldCurveSpreadError' description: >- Failures collected while resolving bond yield-curve spread market data. nullable: true credit_event_errors: type: array items: $ref: '#/components/schemas/CreditEventError' description: Failures collected while resolving credit-event market data. nullable: true calendar_errors: type: array items: type: string description: Failures collected while resolving calendar market data. nullable: true cmdty_vol_surface_errors: type: array items: $ref: '#/components/schemas/CmdtyVolSurfaceError' description: >- Failures collected while resolving commodity volatility-surface market data. nullable: true commodity_errors: type: array items: $ref: '#/components/schemas/CommodityError' description: Failures collected while resolving commodity market data. nullable: true credit_index_correlation_errors: type: array items: $ref: '#/components/schemas/CreditIndexCorrelationError' description: >- Failures collected while resolving credit-index correlation market data. nullable: true credit_swaption_vol_cube_errors: type: array items: $ref: '#/components/schemas/CreditSwaptionVolCubeError' description: >- Failures collected while resolving credit swaption volatility-cube market data. nullable: true discount_curve_errors: type: array items: $ref: '#/components/schemas/DiscountCurveError' description: Failures collected while resolving discount-curve market data. nullable: true equity_asset_errors: type: array items: $ref: '#/components/schemas/EquityAssetError' description: Failures collected while resolving equity-asset market data. nullable: true equity_equity_correlation_errors: type: array items: $ref: '#/components/schemas/EquityEquityCorrelationError' description: >- Failures collected while resolving equity-to-equity correlation market data. nullable: true equity_fx_correlation_errors: type: array items: $ref: '#/components/schemas/EquityFxCorrelationError' description: >- Failures collected while resolving equity-to-FX correlation market data. nullable: true eq_ir_correlation_errors: type: array items: $ref: '#/components/schemas/EqIRCorrelationError' description: >- Failures collected while resolving equity-to-interest-rate correlation market data. nullable: true fx_fx_correlation_errors: type: array items: $ref: '#/components/schemas/FxFxCorrelationError' description: Failures collected while resolving FX-to-FX correlation market data. nullable: true equity_vol_index_errors: type: array items: $ref: '#/components/schemas/EquityVolIndexError' description: >- Failures collected while resolving equity volatility-index market data. nullable: true equity_vol_index_vol_surface_errors: type: array items: $ref: '#/components/schemas/EquityVolIndexVolSurfaceError' description: >- Failures collected while resolving equity volatility-index surface market data. nullable: true equity_vol_surface_errors: type: array items: $ref: '#/components/schemas/EquityVolSurfaceError' description: >- Failures collected while resolving equity volatility-surface market data. nullable: true equity_vol_of_var_curve_errors: type: array items: $ref: '#/components/schemas/EquityVolOfVarCurveError' description: >- Failures collected while resolving equity volatility-of-variance curve market data. nullable: true dividend_index_errors: type: array items: $ref: '#/components/schemas/DividendIndexError' description: Failures collected while resolving dividend-index market data. nullable: true dividend_index_vol_surface_errors: type: array items: $ref: '#/components/schemas/DividendIndexVolSurfaceError' description: >- Failures collected while resolving dividend-index volatility-surface market data. nullable: true fx_vol_of_var_curve_errors: type: array items: $ref: '#/components/schemas/FxVolOfVarCurveError' description: >- Failures collected while resolving FX volatility-of-variance curve market data. nullable: true fx_cross_errors: type: array items: $ref: '#/components/schemas/FxCrossError' description: Failures collected while resolving FX-cross market data. nullable: true fx_vol_surface_errors: type: array items: $ref: '#/components/schemas/FxVolSurfaceError' description: >- Failures collected while resolving FX volatility-surface market data. nullable: true andersen_buffum_parameters_errors: type: array items: $ref: '#/components/schemas/AndersenBuffumParametersError' description: >- Failures collected while resolving Andersen-Buffum parameter market data. nullable: true ir_futures_vol_cube_errors: type: array items: $ref: '#/components/schemas/IrFuturesVolCubeError' description: >- Failures collected while resolving interest-rate futures volatility-cube market data. nullable: true rate_asset_errors: type: array items: $ref: '#/components/schemas/RateAssetError' description: Failures collected while resolving rate-asset market data. nullable: true recovery_rate_errors: type: array items: $ref: '#/components/schemas/RecoveryRateError' description: Failures collected while resolving recovery-rate market data. nullable: true probability_of_default_errors: type: array items: $ref: '#/components/schemas/ProbabilityOfDefaultError' description: >- Failures collected while resolving probability-of-default market data. nullable: true amortisation_rate_errors: type: array items: $ref: '#/components/schemas/AmortisationRateError' description: Failures collected while resolving amortisation-rate market data. nullable: true survival_curve_errors: type: array items: $ref: '#/components/schemas/SurvivalCurveError' description: Failures collected while resolving survival-curve market data. nullable: true swaption_vol_cube_errors: type: array items: $ref: '#/components/schemas/SwaptionVolCubeError' description: >- Failures collected while resolving swaption volatility-cube market data. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MarketDataErrorSummary, Derivitec.Web.Core additionalProperties: false description: Market-data failures grouped by the affected data category. RiskResult: required: - $type type: object properties: bond_issuer: $ref: '#/components/schemas/IssuerIdentifier' commodity_id: $ref: '#/components/schemas/CommodityId' contract: $ref: '#/components/schemas/IContract' currency: type: string description: >- Currency bucket when the returned measure is attributed by currency; otherwise not applicable to the row. nullable: true curve_name: type: string description: >- Curve bucket when the returned measure is attributed by curve; otherwise not applicable to the row. nullable: true equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' error_message: type: string description: >- Diagnostic message explaining why this result is invalid; otherwise empty. nullable: true fx_pair: type: string description: >- Foreign-exchange pair bucket when the returned measure is attributed by pair; otherwise not applicable to the row. nullable: true measure_id: type: string description: Identifier of the risk measure that produced this row. nullable: true rate_asset_id: type: string description: >- Rate-asset bucket when the returned measure is attributed by rate asset; otherwise not applicable to the row. nullable: true scenario_key: type: string description: >- Identifier of the scenario associated with this row, when the measure was evaluated under a scenario. nullable: true tenor: type: string description: >- Tenor bucket value when the returned measure is attributed by tenor; otherwise not applicable to the row. nullable: true tenor_name: type: string description: Display name for the tenor bucket when available. nullable: true tradable_id: type: string description: Identifier of the tradable to which this result belongs. nullable: true unit_value: description: >- Result value whose representation and units are defined by `measure_id`. oneOf: - type: string nullable: true - type: number - type: boolean - type: array items: {} - type: object additionalProperties: true unit_value_currency: type: string description: >- Currency of `unit_value` when the selected measure returns a currency-denominated value. nullable: true unit_value_is_valid: type: boolean description: Whether `unit_value` is a valid calculated result. $type: type: string enum: - Derivitec.Web.Core.RiskEngine.RiskResult, Derivitec.Web.Core additionalProperties: false description: >- Represents one risk-measure result for a tradable and optional scenario or attribution bucket. IVolShockFunc: discriminator: propertyName: $type mapping: Derivitec.Web.Core.RiskEngine.VolShockFuncBetaAdj, Derivitec.Web.Core: '#/components/schemas/VolShockFuncBetaAdj' Derivitec.Web.Core.RiskEngine.VolShockFuncShocksByStrike, Derivitec.Web.Core: '#/components/schemas/VolShockFuncShocksByStrike' Derivitec.Web.Core.Interfaces.IVolShockFunc, Derivitec.Web.Core: '#/components/schemas/IVolShockFuncMintlifyShape' oneOf: - $ref: '#/components/schemas/VolShockFuncBetaAdj' - $ref: '#/components/schemas/VolShockFuncShocksByStrike' - $ref: '#/components/schemas/IVolShockFuncMintlifyShape' DiscountCurveBump: required: - $type type: object properties: rate_bumps: type: array items: type: number format: double description: Gets or sets the rate bumps. nullable: true tenors: type: array items: type: string description: Gets or sets the tenors. nullable: true maturities: type: array items: type: integer format: int32 description: Gets or sets the maturities. nullable: true use_proportional_rate_bumps: type: boolean description: Gets or sets a value indicating whether use proportional bumps. use_forward_rate_bumps: type: boolean description: Gets or sets a value indicating whether use forward rate bump $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveBump, Derivitec.Web.Core additionalProperties: false description: The discount curve bump. InstrumentIdentifierDiscountCurveBumpKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: $ref: '#/components/schemas/DiscountCurveBump' additionalProperties: false IssuerIdentifier: required: - $type type: object properties: code: type: string description: Issuer code interpreted in the selected issuer namespace. nullable: true identifier_type: enum: - DerivitecBondIssuerId - ReutersOrgId - ShortName - Lei - RedCode - MarkitTicker - ReutersIssuerId - CBondsIssuerId - PermId - BloombergCompanyId - NotSet type: string description: Namespace that determines how the issuer code is interpreted. $type: type: string enum: - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core additionalProperties: false description: Issuer code qualified by an issuer-identifier namespace. IssuerIdentifierDoubleKeyValuePair: type: object properties: key: $ref: '#/components/schemas/IssuerIdentifier' value: type: number format: double additionalProperties: false ScenarioModelParameters: required: - $type type: object properties: apply_on_selected_assets: type: boolean description: >- Gets or sets a value indicating whether to apply the scenario only on selected asset. selected_asset_ids: uniqueItems: true type: array items: type: string description: Gets or sets the selected asset ids. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.ScenarioModelParameters, Derivitec.Web.Core additionalProperties: false description: The scenario model parameters. DividendBump: required: - $type type: object properties: shock_sizes: type: array items: type: number format: double description: Gets or sets the shock sizes nullable: true tenors: type: array items: type: string description: Gets or sets the tenors. nullable: true maturities: type: array items: type: integer format: int32 description: Gets or sets the maturities. nullable: true bump_cash_dividends: type: boolean description: Gets or sets a value indicating whether bump cash dividends bump_dividend_yields: type: boolean description: Gets or sets a value indicating whether bump dividend yields bump_confirmed_dividends: type: boolean description: Gets or sets a value indicating whether bump confirmed dividends all_in_rate_bumps: type: array items: type: number format: double description: Gets or sets the shock sizes nullable: true asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.DividendBump, Derivitec.Web.Core additionalProperties: false description: The discount curve bump. InstrumentIdentifierDividendBumpKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: $ref: '#/components/schemas/DividendBump' additionalProperties: false VolSurfaceSpotModelDefinition: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset: $ref: '#/components/schemas/InstrumentIdentifier' reference_date: type: string description: >- Required date-only reference date at midnight, without timezone conversion. Tenor maturities are calculated from this date. format: date-time model_id: type: string description: >- Required nonblank model identifier, shared with the equity scenario's spot-model selection. Asset, reference date, model ID and provider identify the record replaced by this upload. nullable: true tenors: type: array items: type: string description: >- Required nonempty tenor strings such as 1M, 3M and 1Y. Maturities must be positive and strictly increasing from ReferenceDate; entries align with both beta lists. nullable: true betas_up: type: array items: type: number format: double description: >- Required finite coefficients for positive relative equity spot shocks, one per tenor. The absolute decimal ATMF volatility change is beta times the relative spot shock; beta -1 and shock 0.01 give a volatility change of -0.01. Negative and zero betas are allowed. nullable: true betas_dn: type: array items: type: number format: double description: >- Required finite coefficients for negative relative equity spot shocks, one per tenor. The absolute decimal ATMF volatility change is beta times the signed relative spot shock. Negative and zero betas are allowed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.VolSurfaceSpotModelDefinition, Derivitec.Web.Core additionalProperties: false description: Beta-adjusted ATMF spot model inputs for an equity volatility index. InstrumentIdentifierEquityVolIndexBumpKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: $ref: '#/components/schemas/EquityVolIndexBump' additionalProperties: false EqVolIndexVolSurfaceBump: required: - $type type: object properties: vol_bump: type: number format: double use_proportional_vol_bumps: type: boolean use_parallel_shift: type: boolean bumped_vol_floor: type: number format: double $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EqVolIndexVolSurfaceBump, Derivitec.Web.Core additionalProperties: false description: The equity vol index vol surface bump. InstrumentIdentifierEqVolIndexVolSurfaceBumpKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: $ref: '#/components/schemas/EqVolIndexVolSurfaceBump' additionalProperties: false EqVolSurfaceBump: required: - $type type: object properties: maturities: type: array items: type: integer format: int32 nullable: true tenors: type: array items: type: string nullable: true vol_bumps: type: array items: type: number format: double nullable: true vol_bump: type: number format: double use_proportional_vol_bumps: type: boolean bumped_vol_floor: type: number format: double $type: type: string enum: - Derivitec.Web.Core.MarketData.EqVolSurfaceBump, Derivitec.Web.Core additionalProperties: false description: The equity vol surface bump. InstrumentIdentifierEqVolSurfaceBumpKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: $ref: '#/components/schemas/EqVolSurfaceBump' additionalProperties: false StringIVolShockFuncKeyValuePair: type: object properties: key: type: string nullable: true value: $ref: '#/components/schemas/IVolShockFunc' additionalProperties: false BumpConfiguration: required: - $type type: object properties: apply_bond_vol_surface_bump: type: boolean description: Get or sets the apply bond vol surface bump flag apply_cmdty_vol_surface_bump: type: boolean description: Get or sets the apply cmdty vol surface bump flag apply_equity_vol_surface_bump: type: boolean description: Get or sets the apply equity vol surface bump flag apply_survival_curve_bump: type: boolean description: Get or sets the apply survival curve bump flag apply_borrow_curve_bump: type: boolean description: Get or sets the apply borrow curve bump flag apply_discount_curve_bump: type: boolean apply_bond_yield_curve_bump: type: boolean apply_theta_scenario: type: boolean description: Get or sets the apply theta scenario flag apply_swaption_vol_cube_bump: type: boolean description: Get or sets the apply swaption vol cube bump flag apply_ir_futures_vol_cube_bump: type: boolean description: Get or sets the apply ir futures vol cube bump flag apply_fx_cross_scenario: type: boolean bond_vol_asymptote: type: number description: Gets or sets the asymptote. format: double bond_vol_bump_atmf_only: type: boolean description: Gets or sets a value indicating whether bump atmf only. bond_vol_spread: type: number description: Gets or sets the spread. format: double cmdty_vol_asymptote: type: number description: Gets or sets the asymptote. format: double cmdty_vol_bump_atmf_only: type: boolean description: Gets or sets a value indicating whether bump atmf only. cmdty_vol_spread: type: number description: Gets or sets the spread. format: double eq_vol_asymptote: type: number description: Gets or sets the asymptote. format: double eq_vol_bump_atmf_only: type: boolean description: Gets or sets a value indicating whether bump atmf only. eq_vol_spread: type: number description: Gets or sets the spread. format: double fx_vol_asymptote: type: number description: Gets or sets the asymptote. format: double fx_vol_bump_atmf_only: type: boolean description: Gets or sets a value indicating whether bump atmf only. fx_vol_spread: type: number description: Gets or sets the spread. format: double use_smoothened_bond_yield_curves: type: boolean description: Smoothen bond yield curves prior to computing bump use_provided_data_first: type: boolean description: >- Gets or sets a flag indicating whether provided data is preferred over Derivitec data when loading historical market data containers use_proportional_vol_bumps: type: boolean description: True to use proportional vol bumps eq_vol_index_vol_asymptote: type: number description: Gets or sets the asymptote. format: double eq_vol_index_vol_bump_atmf_only: type: boolean description: Gets or sets a value indicating whether bump atmf only. eq_vol_index_vol_spread: type: number description: Gets or sets the spread. format: double eq_vol_index_bump_equity: type: boolean description: True to bump nested equity in EquityVolIndex. eq_vol_index_bump_equity_vol_surface: type: boolean description: True to bump nested equity vol surface in EquityVolIndex. $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.BumpConfiguration, Derivitec.Web.Core additionalProperties: false StringDiscountCurveBumpKeyValuePair: type: object properties: key: type: string nullable: true value: $ref: '#/components/schemas/DiscountCurveBump' additionalProperties: false EquityVolSurfaceMintlifyShape: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface with benchmark coordinates and a spot reference. EquityVolSurfaceSpline: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double var_grid: type: array items: type: array items: type: number format: double description: The volatility grid (one vector per maturity) nullable: true strike_grid: type: array items: type: array items: type: number format: double description: The strike grid (one vector per maturity) nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core additionalProperties: false description: The equity vol surface. EquityVolSurfaceSvi: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true vols: type: array items: type: number format: double description: >- Volatility values expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceSvi, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface carrying wing, skew, smile, and volatility parameter sequences. Dividends: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false all_in_rates: type: array items: type: number format: double description: All-in rates aligned by index with ExDates. nullable: true asset_ids: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: >- Asset identifiers aligned by index with ExDates; reconstruction supplies empty identifiers only when this collection is empty. nullable: true cash_divs: type: array items: type: number format: double description: Cash-dividend inputs aligned by index with ExDates. nullable: true confirmed_flags: type: array items: type: boolean description: Confirmation flags aligned by index with ExDates. nullable: true currencies: type: array items: type: string description: Currencies aligned by index with ExDates. nullable: true declared_dates: type: array items: type: string format: date-time description: Declaration dates aligned by index with ExDates. nullable: true div_types: type: array items: enum: - Regular - Extraordinary - Scrip type: string description: Classifies a dividend as regular, extraordinary, or scrip. description: Dividend classifications aligned by index with ExDates. nullable: true div_yields: type: array items: type: number format: double description: Dividend-yield inputs aligned by index with ExDates. nullable: true ex_dates: type: array items: type: string format: date-time description: >- Ex-dividend dates; their indexes define the rows reconstructed from the parallel collections. nullable: true pay_dates: type: array items: type: string format: date-time description: Payment dates aligned by index with ExDates. nullable: true record_dates: type: array items: type: string format: date-time description: Record dates aligned by index with ExDates. nullable: true withholding_tax_rates: type: array items: type: number format: double description: >- Withholding-tax rates aligned by index with ExDates; reconstruction supplies zero rates only when this collection is empty. nullable: true reference_date: type: string description: Date to which this projected-dividend set applies. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core additionalProperties: false description: >- Columnar projected-dividend data whose per-dividend collections are consumed at matching indexes. Int32DoubleKeyValuePair: type: object properties: key: type: integer format: int32 value: type: number format: double additionalProperties: false AscotModelParams: required: - $type type: object properties: intrinsic_pricing: type: boolean description: Gets or sets the intrinsic pricing flag. grid_factor: type: integer description: Gets or sets the grid factor. format: int32 log_spot_step_size: type: number description: Gets or sets the size of the log spot step. format: double max_log_spot: type: integer description: Gets or sets the maximum log spot. format: int32 min_log_spot: type: integer description: Gets or sets the minimum log spot. format: int32 min_number_of_spot_points: type: integer description: Gets or sets the min number of spot points. format: int32 min_number_time_steps: type: integer description: Gets or sets the min number time steps. format: int32 recovery_is_fraction_of_price: type: boolean description: >- If true, the recovery value is a fraction of the bond price at the time of default; otherwise it is a fraction of par. time_step_size: type: integer description: Gets or sets the size of the time step. format: int32 use_effective_soft_call_trigger: type: boolean description: >- If true the 20 out of 30 condition is priced using an effective trigger determined by MC simulation effective_soft_call_trigger_num_mc_paths: type: integer description: >- Gets or sets the number of MC paths used to determine the effective soft call trigger. format: int32 $type: type: string enum: - Derivitec.Web.Core.Tradables.AscotModelParams, Derivitec.Web.Core additionalProperties: false description: Class AscotModelParams. ConvertibleBondModelParams: required: - $type type: object properties: grid_factor: type: integer description: Gets or sets the grid factor. format: int32 log_spot_step_size: type: number description: Gets or sets the size of the log spot step. format: double loss_given_default: type: number description: Gets or sets the loss given default. format: double max_log_spot: type: integer description: Gets or sets the maximum log spot. format: int32 min_log_spot: type: integer description: Gets or sets the minimum log spot. format: int32 min_number_of_spot_points: type: integer description: Gets or sets the min number of spot points. format: int32 min_number_time_steps: type: integer description: Gets or sets the min number time steps. format: int32 recovery_is_fraction_of_price: type: boolean description: >- If true, the recovery value is a fraction of the bond price at the time of default; otherwise it is a fraction of par. time_step_size: type: integer description: Gets or sets the size of the time step. format: int32 use_andersen_buffum_model: type: boolean description: Gets or sets a value indicating whether use andersen buffum model. use_effective_soft_call_trigger: type: boolean description: >- If true the 20 out of 30 condition is priced using an effective trigger determined by MC simulation effective_soft_call_trigger_num_mc_paths: type: integer description: >- Gets or sets the number of MC paths used to determine the effective soft call trigger. format: int32 parity_calculation_ignore_inactive_conversion: type: boolean description: >- Gets or sets a value indicating whether to ignore inactive conversion when computing parity $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondModelParams, Derivitec.Web.Core additionalProperties: false description: Class ConvertibleBondModelParams. EqBestOfOptionModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. factor_id: type: string description: Gets or sets the factor id. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBestOfOptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqBestOfOptionModelParamsDto EqBasketOptionModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes - monte_carlo - not_set type: string description: Gets or sets the pricing method. use_contract_traded_price: type: boolean description: >- If true we use the traded price stamped on the contract (which is zero by default) If false the traded price is set to the current option premium when calling RebaseCashFlows. The NPV is then zero, as if the options contract had been entered at the current level num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBasketOptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqBasketOptionModelParamsDto FxBasketOptionModelParams: required: - $type type: object properties: use_contract_traded_price: type: boolean description: >- If true we use the traded price stamped on the contract (which is zero by default) If false the traded price is set to the current option premium when calling RebaseCashFlows. The NPV is then zero, as if the options contract had been entered at the current level $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxBasketOptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class FxBasketOptionModelParamsDto FxBarrierMAModelParams: required: - $type type: object properties: min_mc_dim: type: integer description: get or set minMcDim format: int32 num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 use_control_variate: type: boolean description: get or set useControlVariate in mc store_simulations: type: boolean description: get or set storeSimulations in mc time_step_size: type: integer description: get or set TimeStepSize in pde format: int32 min_number_of_time_steps: type: integer description: get or set MinNumberOfTimeSteps in pde format: int32 min_log_spot: type: integer description: get or set MinLogSpot in pde format: int32 max_log_spot: type: integer description: get or set MaxLogSpot in pde format: int32 grid_factor: type: integer description: get or set GridFactor in pde format: int32 min_number_of_spot_points2f: type: integer description: get or set MinNumberOfSpotPoints2f in pde format: int32 min_number_of_spot_points3f: type: integer description: get or set MinNumberOfSpotPoints3f in pde format: int32 use_implied_correlations: type: boolean description: Gets or sets the use implied correlaitons flag correlation_lookforward_horizon: type: integer description: >- Gets or sets the lookforward horizon; if negative the lookforward horizon is defined from trade expiration date format: int32 correlation_min_lookforward_horizon: type: integer format: int32 correlation_lookback_window_start_date_rule: type: string description: >- Returns the correlation lookback window start date rule (used only for realised correlations) nullable: true readOnly: true correlation_modifier_stored: type: string description: >- Gets the stored modified (used when loading correlations from MongoDb). nullable: true readOnly: true correlation_observation_period: type: string description: >- Gets or sets the observation period (used only for realised correlations) nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxBarrierMAModelParams, Derivitec.Web.Core additionalProperties: false EqBarrierMAModelParams: required: - $type type: object properties: min_mc_dim: type: integer description: get or set minMcDim format: int32 num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 use_control_variate: type: boolean description: get or set useControlVariate in mc store_simulations: type: boolean description: get or set storeSimulations in mc time_step_size: type: integer description: get or set TimeStepSize in pde format: int32 min_number_of_time_steps: type: integer description: get or set MinNumberOfTimeSteps in pde format: int32 min_log_spot: type: integer description: get or set MinLogSpot in pde format: int32 max_log_spot: type: integer description: get or set MaxLogSpot in pde format: int32 grid_factor: type: integer description: get or set GridFactor in pde format: int32 min_number_of_spot_points2f: type: integer description: get or set MinNumberOfSpotPoints2f in pde format: int32 min_number_of_spot_points3f: type: integer description: get or set MinNumberOfSpotPoints3f in pde format: int32 use_continous_dividend_treatment: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBarrierMAModelParams, Derivitec.Web.Core additionalProperties: false EqBarrierModelParams: required: - $type type: object properties: time_step_size: type: integer format: int32 min_number_of_time_steps: type: integer format: int32 min_log_spot: type: integer format: int32 max_log_spot: type: integer format: int32 grid_factor: type: integer format: int32 min_number_of_spot_points: type: integer format: int32 use_continous_dividend_treatment: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqBarrierModelParams, Derivitec.Web.Core additionalProperties: false EqAutocallableWorstOfOptionModelParams: required: - $type type: object properties: pricing_method: enum: - monte_carlo - finite_difference type: string description: Gets or sets the pricing method. num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 time_step_size: type: integer format: int32 min_number_of_time_steps: type: integer format: int32 min_log_spot: type: integer format: int32 max_log_spot: type: integer format: int32 grid_factor: type: integer format: int32 min_number_of_spot_points: type: integer format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqAutocallableWorstOfOptionModelParamsDto EqCorridorVarianceSwapModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. todays_fixing_is_set: type: boolean description: Gets or sets a value indicating whether [todays fixing is set]. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVarianceSwapModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqVolatilitySwapModelParamsDto. EqConditionalCorridorVarianceSwapModelParams: required: - $type type: object properties: todays_fixings_are_set: type: boolean description: Gets or sets a value indicating whether [todays fixing is set]. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwapModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqConditionalCorridorVarianceSwapModelParamsDto. EqOptionAmericanModelParams: required: - $type type: object properties: log_spot_step_size: type: number description: Gets or sets the size of the log spot step. format: double max_log_spot: type: number description: Gets or sets the maximum log spot. format: double min_log_spot: type: number description: Gets or sets the minimum log spot. format: double pricing_method: enum: - finite_difference type: string description: Gets or sets the pricing method. time_step_size: type: integer description: Gets or sets the size of the time step. format: int32 use_continuous_dividend_treatment: type: boolean description: Use continuous dividend treatment. min_number_of_spot_points: type: integer description: The minimum number of spot points format: int32 min_number_of_time_steps: type: integer description: The minimum number of time steps format: int32 grid_factor: type: integer description: The grid factor format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOptionAmericanModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqOptionAmericanModelParams. EqOptionModelParams: required: - $type type: object properties: use_contract_traded_price: type: boolean description: >- If true we use the traded price stamped on the contract (which is zero by default) If false the traded price is set to the current option premium when calling RebaseCashFlows. The NPV is then zero, as if the options contract had been entered at the current level log_spot_step_size: type: number description: Gets or sets the size of the log spot step. format: double max_log_spot: type: number description: Gets or sets the maximum log spot. format: double min_log_spot: type: number description: Gets or sets the minimum log spot. format: double pricing_method: enum: - black_scholes - finite_difference type: string description: Gets or sets the pricing method. time_step_size: type: integer description: Gets or sets the size of the time step. format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqOptionModelParams. EqFVAModelParams: required: - $type type: object additionalProperties: false description: Class EqFVAModelParams. properties: pricing_method: enum: - black_scholes - static_replication - monte_carlo type: string description: Gets or sets the pricing method. grid_std_dev: type: number description: get or set grid std dev format: double log_spot_step_size: type: number description: get or set log spot size format: double min_log_spot: type: number description: get or set min log spot format: double max_log_spot: type: number description: get or set max log spot format: double pct_strike_step_size: type: number description: get or set pct strike step format: double min_pct_strike: type: number description: get or set min pct strike format: double max_pct_strike: type: number description: get or set max pct strike format: double num_simulations: type: integer description: get or set number of simulations format: int32 num_time_points: type: integer description: get or set number of time points format: int32 num_strike_points: type: integer description: get or set number of strike points format: int32 strike_std_dev: type: number description: get or set number of strike points format: double max_init_time_step: type: integer description: get or set time step format: int32 $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVAModelParams, Derivitec.Web.Core EqFVASwaptionModelParams: required: - $type type: object properties: time_step_size: type: integer description: Gets or sets the TimeStepSize. format: int32 min_number_time_steps: type: integer description: Gets or sets the MinNumberTimeSteps. format: int32 min_log_spot: type: integer description: Gets or sets the MinLogSpot. format: int32 max_log_spot: type: integer description: Gets or sets the MaxLogSpot. format: int32 grid_factor: type: integer description: Gets or sets the GridFactor. format: int32 min_number_of_spot_points: type: integer description: Gets or sets the MinNumberOfSpotPoints. format: int32 use_continous_dividend_treatment: type: boolean description: Gets or sets the UseContinousDividendTreatment. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqFVASwaptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqFVASwaptionModelParamsDto. FxFVAModelParams: required: - $type type: object additionalProperties: false description: Class FxFVAModelParams. properties: pricing_method: enum: - black_scholes - static_replication - monte_carlo type: string description: Gets or sets the pricing method. grid_std_dev: type: number description: get or set grid std dev format: double log_spot_step_size: type: number description: get or set log spot size format: double min_log_spot: type: number description: get or set min log spot format: double max_log_spot: type: number description: get or set max log spot format: double pct_strike_step_size: type: number description: get or set pct strike step format: double min_pct_strike: type: number description: get or set min pct strike format: double max_pct_strike: type: number description: get or set max pct strike format: double num_simulations: type: integer description: get or set number of simulations format: int32 num_time_points: type: integer description: get or set number of time points format: int32 num_strike_points: type: integer description: get or set number of strike points format: int32 strike_std_dev: type: number description: get or set number of strike points format: double max_init_time_step: type: integer description: get or set time step format: int32 $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFVAModelParams, Derivitec.Web.Core EqOutperformanceOptionModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOutperformanceOptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqOutperformanceOptionModelParamsDto FxDoubleKnockoutDigitalMAModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. factor_id: type: string description: Gets or sets the factor id. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxDoubleKnockoutDigitalMAModelParams, Derivitec.Web.Core additionalProperties: false description: Class FxDoubleKnockoutDigitalMAModelParamsDto EqSwapModelParams: required: - $type type: object properties: todays_fixing_is_set: type: boolean description: Gets or sets a value indicating whether today's fixing is set. valuation_excludes_historic_cash_flows: type: boolean description: >- Gets or sets a value indicating whether to exclude historic cashflows from the valuation. If set to false all cash flows from (and including) the next cashflow index (which is stored on the contract) are included rebase_fixing_dates: type: boolean description: >- If true we rebuild the fixing schedule to drop historical dates that do not impact the valuation anymore This is to ensure that all such swaps are aggregated together in risk reports Only has an effect if ValuationExcludesHistoricCashFlows is true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqSwapModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqSwapModelParamsDto EqVarianceSwapModelParams: required: - $type type: object properties: log_spot_step_size: type: number description: Gets or sets the log spot step size. format: double log_spot_step_size_override_by_asset_id: type: object additionalProperties: type: number format: double description: Gets or sets the log spot step size by asset id. max_log_spot: type: number description: Gets or sets the max log spot. format: double max_log_spot_override_by_asset_id: type: object additionalProperties: type: number format: double description: Gets or sets the max log spot by asset id. min_log_spot: type: number description: Gets or sets the min log spot. format: double min_log_spot_override_by_asset_id: type: object additionalProperties: type: number format: double description: Gets or sets the min log spot by asset id. pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. todays_fixing_is_set: type: boolean description: Gets or sets a value indicating whether [todays fixing is set]. num_simulations: type: integer description: Gets or sets numSimulations. format: int32 num_time_points: type: integer description: Gets or sets numTimePoints. format: int32 num_strike_points: type: integer description: Gets or sets numStrikePoints. format: int32 strike_stdev: type: number description: Gets or sets strikeStdev. format: double max_init_time_step: type: integer description: Gets or sets maxInitTimeStep. format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVarianceSwapModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqVarianceSwapModelParamsDto. EqVolatilitySwapModelParams: required: - $type type: object properties: log_spot_step_size: type: number description: Gets or sets the log spot step size. format: double log_spot_step_size_override_by_asset_id: type: object additionalProperties: type: number format: double description: Gets or sets the log spot step size by asset id. max_log_spot: type: number description: Gets or sets the max log spot. format: double max_log_spot_override_by_asset_id: type: object additionalProperties: type: number format: double description: Gets or sets the max log spot by asset id. min_log_spot: type: number description: Gets or sets the min log spot. format: double min_log_spot_override_by_asset_id: type: object additionalProperties: type: number format: double description: Gets or sets the min log spot by asset id. pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. todays_fixing_is_set: type: boolean description: Gets or sets a value indicating whether [todays fixing is set]. num_simulations: type: integer description: Gets or sets numSimulations. format: int32 num_time_points: type: integer description: Gets or sets numTimePoints. format: int32 num_strike_points: type: integer description: Gets or sets numStrikePoints. format: int32 strike_stdev: type: number description: Gets or sets strikeStdev. format: double max_init_time_step: type: integer description: Gets or sets maxInitTimeStep. format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilitySwapModelParams, Derivitec.Web.Core additionalProperties: false description: Class EqVolatilitySwapModelParamsDto. EqVolatilityKnockoutOptionModelParams: required: - $type type: object properties: log_spot_step_size: type: number description: Gets or sets the log-spot spacing used by the numerical grid. format: double example: 0.5 log_spot_step_size_override_by_asset_id: type: object additionalProperties: type: number format: double description: >- Gets or sets log-spot spacing overrides keyed by equity asset identifier. max_log_spot: type: number description: Gets or sets the upper log-spot boundary used by the numerical grid. format: double example: 10 max_log_spot_override_by_asset_id: type: object additionalProperties: type: number format: double description: >- Gets or sets upper log-spot boundary overrides keyed by equity asset identifier. min_log_spot: type: number description: Gets or sets the lower log-spot boundary used by the numerical grid. format: double example: -10 min_log_spot_override_by_asset_id: type: object additionalProperties: type: number format: double description: >- Gets or sets lower log-spot boundary overrides keyed by equity asset identifier. todays_fixing_is_set: type: boolean description: >- Gets or sets whether the pricing-date equity spot is included as today's realized-volatility fixing. example: false num_simulations: type: integer description: Gets or sets the number of Monte Carlo paths. format: int32 example: 65536 num_time_points: type: integer description: >- Gets or sets the target number of time points used by the Monte Carlo discretization. format: int32 example: 100 num_strike_points: type: integer description: Gets or sets the number of strike points used by the numerical grid. format: int32 example: 100 strike_stdev: type: number description: >- Gets or sets the number of standard deviations covered by the strike grid. format: double example: 7 max_init_time_step: type: integer description: >- Gets or sets the maximum initial time-step size used by the Monte Carlo discretization. format: int32 example: 100 use_control_variate: type: boolean description: >- Gets or sets whether the Monte Carlo calculation uses a control variate. example: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOptionModelParams, Derivitec.Web.Core additionalProperties: false description: >- Configures Monte Carlo valuation of equity volatility knockout options for an individual risk request. FxOptionModelParams: required: - $type type: object properties: use_contract_traded_price: type: boolean description: >- If true we use the traded price stamped on the contract (which is zero by default) If false the traded price is set to the current option premium when calling RebaseCashFlows. The NPV is then zero, as if the options contract had been entered at the current level pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. use_implied_correlations: type: boolean correlation_lookforward_horizon: type: integer description: >- Gets or sets the lookforward horizon; if negative the lookforward horizon is defined from trade expiration date format: int32 correlation_min_lookforward_horizon: type: integer format: int32 correlation_lookback_window_start_date_rule: type: string description: >- Returns the correlation lookback window start date rule (used only for realised correlations) nullable: true readOnly: true correlation_modifier_stored: type: string description: >- Gets the stored modified (used when loading correlations from MongoDb). nullable: true readOnly: true correlation_observation_period: type: string description: >- Gets or sets the observation period (used only for realised correlations) nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionModelParams, Derivitec.Web.Core additionalProperties: false description: Class FxOptionModelParams. FxOptionAmericanModelParams: required: - $type type: object properties: max_log_spot: type: integer description: Gets or sets the maximum log spot. format: int32 min_log_spot: type: integer description: Gets or sets the minimum log spot. format: int32 pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. time_step_size: type: integer description: Gets or sets the size of the time step. format: int32 min_number_of_spot_points: type: integer description: The minimum number of spot points format: int32 min_number_of_time_steps: type: integer description: The minimum number of time steps format: int32 grid_factor: type: integer description: The grid factor format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionAmericanModelParams, Derivitec.Web.Core additionalProperties: false description: Class FxOptionAmericanModelParams. FxVarianceSwapModelParams: required: - $type type: object properties: log_spot_step_size: type: number description: Gets or sets the log spot step size. format: double log_spot_step_size_override_by_fx_cross_id: type: object additionalProperties: type: number format: double description: Gets or sets the log spot step size by asset id. max_log_spot: type: number description: Gets or sets the max log spot. format: double max_log_spot_override_by_fx_cross_id: type: object additionalProperties: type: number format: double description: Gets or sets the max log spot by asset id. min_log_spot: type: number description: Gets or sets the min log spot. format: double min_log_spot_override_by_fx_cross_id: type: object additionalProperties: type: number format: double description: Gets or sets the min log spot by asset id. pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. todays_fixing_is_set: type: boolean description: Gets or sets a value indicating whether [todays fixing is set]. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVarianceSwapModelParams, Derivitec.Web.Core additionalProperties: false description: Class FxVarianceSwapModelParamsDto. FxOptionOnRealisedVolatilityModelParams: required: - $type type: object properties: pricing_method: enum: - black_scholes type: string description: Gets or sets the pricing method. todays_fixing_is_set: type: boolean description: Gets or sets a value indicating whether [todays fixing is set]. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatilityModelParams, Derivitec.Web.Core additionalProperties: false description: Class FxOptionOnRealisedVolatilityModelParamsDto. FxVolatilitySwapModelParams: required: - $type type: object properties: log_spot_step_size: type: number description: Gets or sets the log spot step size. format: double log_spot_step_size_override_by_fx_cross_id: type: object additionalProperties: type: number format: double description: Gets or sets the log spot step size by asset id. max_log_spot: type: number description: Gets or sets the max log spot. format: double max_log_spot_override_by_fx_cross_id: type: object additionalProperties: type: number format: double description: Gets or sets the max log spot by asset id. min_log_spot: type: number description: Gets or sets the min log spot. format: double min_log_spot_override_by_fx_cross_id: type: object additionalProperties: type: number format: double description: Gets or sets the min log spot by asset id. pricing_method: enum: - black_scholes - monte_carlo type: string description: Gets or sets the pricing method. todays_fixing_is_set: type: boolean description: Gets or sets a value indicating whether [todays fixing is set]. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVolatilitySwapModelParams, Derivitec.Web.Core additionalProperties: false description: Class FxVolatilitySwapModelParamsDto. FutureModelParams: required: - $type type: object properties: use_contract_traded_price: type: boolean description: >- If true we use the traded price stamped on the contract (which is zero by default) If false the traded price is set to the current futures price when calling RebaseCashFlows. The NPV is then zero, as if the futures contract had been entered at the current level $type: type: string enum: - Derivitec.Web.Core.Tradables.FutureModelParams, Derivitec.Web.Core additionalProperties: false description: The future model params. EqCorrelationSwapModelParams: required: - $type type: object additionalProperties: false properties: num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 use_control_variate: type: boolean description: get or set useControlVariate in mc store_simulations: type: boolean description: get or set storeSimulations in mc correlation_lookback_window_start_date_rule: type: string description: >- Returns the correlation lookback window start date rule (used only for realised correlations) nullable: true correlation_modifier_stored: type: string description: >- Gets the stored modified (used when loading correlations from MongoDb). nullable: true correlation_observation_period: type: string description: >- Gets or sets the observation period (used only for realised correlations) nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorrelationSwapModelParams, Derivitec.Web.Core FxCorrelationSwapModelParams: required: - $type type: object properties: num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 use_control_variate: type: boolean description: get or set useControlVariate in mc store_simulations: type: boolean description: get or set storeSimulations in mc correlation_lookback_window_start_date_rule: type: string description: >- Returns the correlation lookback window start date rule (used only for realised correlations) nullable: true correlation_modifier_stored: type: string description: >- Gets the stored modified (used when loading correlations from MongoDb). nullable: true correlation_observation_period: type: string description: >- Gets or sets the observation period (used only for realised correlations) nullable: true use_implied_correlations: type: boolean description: Gets or sets the use implied correlaitons flag correlation_lookforward_horizon: type: integer description: >- Gets or sets the lookforward horizon; if negative the lookforward horizon is defined from trade expiration date format: int32 correlation_min_lookforward_horizon: type: integer format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxCorrelationSwapModelParams, Derivitec.Web.Core additionalProperties: false EqCorridorVolatilitySwapModelParams: required: - $type type: object additionalProperties: false properties: todays_fixings_are_fixed: type: boolean description: get or set TodaysFixingsAreFixed num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwapModelParams, Derivitec.Web.Core EqGeometricVarianceSwapModelParams: required: - $type type: object additionalProperties: false properties: todays_fixings_are_fixed: type: boolean description: get or set TodaysFixingsAreFixed num_simulations: type: integer description: get or set numSimulations in mc format: int32 num_time_points: type: integer description: get or set numSimulations in mc format: int32 num_strike_points: type: integer description: get or set numStrikePoints in mc format: int32 strike_stdev: type: number description: get or set strikeStdev in mc format: double max_init_time_step: type: integer description: get or set maxInitTimeStep in mc format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVarianceSwapModelParams, Derivitec.Web.Core IrSwaptionModelParams: required: - $type type: object properties: use_normal_vols: type: boolean description: Gets or sets the use normal vols flag. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IrSwaptionModelParams, Derivitec.Web.Core additionalProperties: false OptionModelParams: description: The option model params. discriminator: propertyName: $type mapping: Derivitec.Web.Core.Tradables.OptionModelParams, Derivitec.Web.Core: '#/components/schemas/OptionModelParamsMintlifyShape' Derivitec.Web.Core.Tradables.EqOptionModelParams, Derivitec.Web.Core: '#/components/schemas/EqOptionModelParams' Derivitec.Web.Core.Tradables.FxOptionModelParams, Derivitec.Web.Core: '#/components/schemas/FxOptionModelParams' Derivitec.Web.Core.Tradables.IrOptionModelParams, Derivitec.Web.Core: '#/components/schemas/IrOptionModelParams' oneOf: - $ref: '#/components/schemas/OptionModelParamsMintlifyShape' - $ref: '#/components/schemas/EqOptionModelParams' - $ref: '#/components/schemas/FxOptionModelParams' - $ref: '#/components/schemas/IrOptionModelParams' IrCapFloorModelParams: required: - $type type: object properties: use_normal_vols: type: boolean description: Gets or sets the use normal vols flag. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IrCapFloorModelParams, Derivitec.Web.Core additionalProperties: false InstrumentIdentifierMintlifyShape: required: - $type type: object properties: code: type: string description: Instrument code interpreted in the selected identifier namespace. nullable: true identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - Cusip - NotSet type: string description: Namespace that determines how the instrument code is interpreted. market_identification_code: type: string description: >- Optional market identification code that further qualifies the instrument code. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core additionalProperties: false description: >- Instrument code qualified by an identifier namespace and optional market code. InstrumentInfo: required: - $type type: object properties: code: type: string description: Instrument code interpreted in the selected identifier namespace. nullable: true identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - Cusip - NotSet type: string description: Namespace that determines how the instrument code is interpreted. market_identification_code: type: string description: >- Optional market identification code that further qualifies the instrument code. nullable: true name: type: string description: Human-readable name of the identified instrument. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core additionalProperties: false description: Instrument identifier with a human-readable instrument name. BondVolSurfaceError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. futures_market_id: type: string description: Futures market whose bond volatility surface failed. nullable: true bond_short_name: type: string description: Short name of the bond whose volatility surface failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondVolSurfaceError, Derivitec.Web.Core additionalProperties: false description: >- Identifies a bond volatility surface that could not be returned or processed. BondYieldCurveError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. currency: type: string description: Currency dimension of the curve that failed. nullable: true issuer_id: type: string description: Issuer selector. nullable: true debt_type: type: string description: >- Debt seniority or debt-type classification used to distinguish issuer curves. nullable: true issuer_name: type: string description: Issuer name included to locate the failed curve. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveError, Derivitec.Web.Core additionalProperties: false description: >- Identifies an issuer, currency, and debt-type curve that could not be returned or processed. BondYieldCurveSpreadError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. bond_id: type: string description: Bond selector. nullable: true isin: type: string description: ISIN included to locate the bond whose spread failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveSpreadError, Derivitec.Web.Core additionalProperties: false description: Identifies a bond for which a curve spread could not be produced. CreditEventError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. bond_id: type: string description: Bond selector. nullable: true default_date: type: string description: Default date for this observation. $type: type: string enum: - Derivitec.Web.Core.MarketData.CreditEventError, Derivitec.Web.Core additionalProperties: false description: Identifies a bond and default date for credit-event processing failure. CmdtyVolSurfaceError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. commodity_id: type: string description: Commodity whose volatility-surface processing failed. nullable: true commodity_name: type: string description: Name of the commodity whose volatility surface failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CmdtyVolSurfaceError, Derivitec.Web.Core additionalProperties: false description: >- Identifies a commodity volatility surface that could not be returned or processed. CommodityError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. commodity_id: type: string description: Commodity whose data processing failed. nullable: true commodity_name: type: string description: Name of the commodity whose data processing failed. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityError, Derivitec.Web.Core additionalProperties: false description: Identifies commodity data that could not be returned or processed. CreditIndexCorrelationError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. index_id: type: string description: Credit index whose correlation processing failed. nullable: true index_name: type: string description: Name of the credit index whose correlation processing failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditIndexCorrelationError, Derivitec.Web.Core additionalProperties: false description: Identifies a credit index whose correlation data could not be processed. CreditSwaptionVolCubeError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. credit_id: type: string description: Credit index whose volatility-cube processing failed. nullable: true name: type: string description: Display name. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditSwaptionVolCubeError, Derivitec.Web.Core additionalProperties: false description: >- Identifies a credit-swaption volatility cube that could not be returned or processed. DiscountCurveError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. currency: type: string description: Currency of the curve that could not be returned or processed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveError, Derivitec.Web.Core additionalProperties: false description: Identifies a currency curve that could not be returned or processed. EquityAssetError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. asset_id: type: string description: Asset identifier of the affected equity. nullable: true asset_ric: type: string description: RIC recorded for the affected equity asset. nullable: true asset_x_ignite_code: type: string description: Xignite code recorded for the affected equity asset. nullable: true asset_edi_code: type: string description: EDI code recorded for the affected equity asset. nullable: true notes: type: string description: Diagnostic notes returned for the equity-asset failure. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityAssetError, Derivitec.Web.Core additionalProperties: false description: >- Identifies an equity asset whose market data failed and carries diagnostic notes. EquityEquityCorrelationError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. asset1_id: type: string description: Asset identifier of the first equity in the failed pair. nullable: true asset1_name: type: string description: Display name of the first equity in the failed pair. nullable: true asset2_id: type: string description: Asset identifier of the second equity in the failed pair. nullable: true asset2_name: type: string description: Display name of the second equity in the failed pair. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityEquityCorrelationError, Derivitec.Web.Core additionalProperties: false description: Identifies an equity pair for which correlation data failed. EquityFxCorrelationError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. eq_asset_id: type: string description: Asset identifier of the equity in the failed pair. nullable: true eq_asset_name: type: string description: Display name of the equity in the failed pair. nullable: true fx_cross_id: type: string description: FX-cross identifier in the failed pair. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityFxCorrelationError, Derivitec.Web.Core additionalProperties: false description: Identifies an equity and FX cross for which correlation data failed. EqIRCorrelationError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. equity_id: type: string description: Equity identifier involved in the failed correlation lookup. nullable: true equity_name: type: string description: Display name of the equity involved in the failure. nullable: true fixing_instrument_id: type: string description: Interest-rate fixing-instrument code involved in the failure. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EqIRCorrelationError, Derivitec.Web.Core additionalProperties: false description: >- Identifies an equity and fixing instrument for which equity-to-interest-rate correlation data failed. FxFxCorrelationError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. fx_cross1_id: type: string description: Identifier of the first FX cross in the failed pair. nullable: true fx_cross1_name: type: string description: Display name of the first FX cross in the failed pair. nullable: true fx_cross2_id: type: string description: Identifier of the second FX cross in the failed pair. nullable: true fx_cross2_name: type: string description: Display name of the second FX cross in the failed pair. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxFxCorrelationError, Derivitec.Web.Core additionalProperties: false description: Identifies an FX-pair combination for which correlation data failed. EquityVolIndexError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. eq_vol_index_id: type: string description: Identifier of the affected equity volatility index. nullable: true eq_vol_index_name: type: string description: Display name of the affected equity volatility index. nullable: true eq_vol_index_ric: type: string description: RIC recorded for the affected equity volatility index. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexError, Derivitec.Web.Core additionalProperties: false description: Identifies an equity volatility index whose market data failed. EquityVolIndexVolSurfaceError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. eq_vol_index_id: type: string description: Identifier of the affected equity volatility index. nullable: true eq_vol_index_ric: type: string description: RIC recorded for the affected equity volatility index. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurfaceError, Derivitec.Web.Core additionalProperties: false description: Identifies an equity volatility-index surface whose market data failed. EquityVolSurfaceError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. asset_id: type: string description: Asset identifier of the affected equity. nullable: true asset_ric: type: string description: RIC recorded for the affected equity. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceError, Derivitec.Web.Core additionalProperties: false description: Identifies an equity volatility surface whose market data failed. EquityVolOfVarCurveError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. eq_vol_of_var_index_id: type: string description: Identifier of the affected equity volatility-of-variance index. nullable: true eq_vol_of_var_index_ric: type: string description: RIC recorded for the affected equity volatility-of-variance index. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurveError, Derivitec.Web.Core additionalProperties: false description: >- Identifies an equity volatility-of-variance curve whose market data failed. DividendIndexError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. dividend_index_id: type: string description: Dividend index whose processing failed. nullable: true dividend_index_name: type: string description: Name of the dividend index whose processing failed. nullable: true dividend_index_ric: type: string description: RIC of the dividend index whose processing failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendIndexError, Derivitec.Web.Core additionalProperties: false description: >- Identifies a dividend index whose data could not be returned or processed. DividendIndexVolSurfaceError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. dividend_index_id: type: string description: Dividend index whose volatility-surface processing failed. nullable: true dividend_index_ric: type: string description: RIC of the dividend index whose volatility surface failed. nullable: true futures_expiry_code: type: string description: >- Underlying futures expiry for a mid-curve option error; otherwise null or empty. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendIndexVolSurfaceError, Derivitec.Web.Core additionalProperties: false description: >- Identifies a dividend-index volatility surface, including an underlying futures expiry when relevant, that could not be processed. FxVolOfVarCurveError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. fx_vol_of_var_index_id: type: string description: Identifier of the affected FX volatility-of-variance index. nullable: true fx_vol_of_var_index_ric: type: string description: RIC recorded for the affected FX volatility-of-variance index. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxVolOfVarCurveError, Derivitec.Web.Core additionalProperties: false description: Identifies an FX volatility-of-variance curve whose market data failed. FxCrossError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. fx_cross_id: type: string description: FX-cross identifier whose market data failed. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.FxCrossError, Derivitec.Web.Core additionalProperties: false description: Identifies an FX cross whose market data failed. FxVolSurfaceError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. fx_cross_id: type: string description: FX-cross identifier whose volatility surface failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxVolSurfaceError, Derivitec.Web.Core additionalProperties: false description: Identifies an FX volatility surface whose market data failed. AndersenBuffumParametersError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. equity_id: type: string description: Equity whose parameter processing failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AndersenBuffumParametersError, Derivitec.Web.Core additionalProperties: false description: >- Identifies an equity whose Andersen–Buffum parameters could not be processed. IrFuturesVolCubeError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. futures_market_id: type: string description: Code of the futures market whose cube failed. nullable: true name: type: string description: Display name recorded for the failed interest-rate futures cube. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.IrFuturesVolCubeError, Derivitec.Web.Core additionalProperties: false description: >- Identifies an interest-rate futures volatility cube whose market data failed. RateAssetError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the rate-asset failure. nullable: true rate_asset_id: type: string description: Rate-asset identifier to which the failure applies. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. $type: type: string enum: - Derivitec.Web.Core.MarketData.RateAssetError, Derivitec.Web.Core additionalProperties: false description: >- Interest-rate asset failure with its asset code, date, and diagnostic message. RecoveryRateError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. bond_id: type: string description: Bond identifier involved in the recovery-rate failure. nullable: true issuer_id: type: string description: Issuer identifier involved in the failure. nullable: true issuer_name: type: string description: Display name of the issuer involved in the failure. nullable: true debt_type: type: string description: Debt-type label involved in the failure. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.RecoveryRateError, Derivitec.Web.Core additionalProperties: false description: Identifies issuer, debt, and bond context for a recovery-rate failure. ProbabilityOfDefaultError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. asset_id: type: string description: Asset identifier whose probability-of-default data failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ProbabilityOfDefaultError, Derivitec.Web.Core additionalProperties: false description: Identifies an asset whose probability-of-default market data failed. AmortisationRateError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. asset_id: type: string description: Asset selector. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AmortisationRateError, Derivitec.Web.Core additionalProperties: false description: >- Identifies an asset whose amortisation-rate input could not be processed. SurvivalCurveError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. currency: type: string description: Currency code involved in the survival-curve failure. nullable: true debt_type: type: string description: Debt-type label involved in the failure. nullable: true default_type: type: string description: Default-type label involved in the failure. nullable: true issuer_id: type: string description: Issuer identifier involved in the failure. nullable: true issuer_name: type: string description: Display name of the issuer involved in the failure. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.SurvivalCurveError, Derivitec.Web.Core additionalProperties: false description: >- Identifies issuer, currency, debt, and default context for a survival-curve failure. SwaptionVolCubeError: required: - $type type: object properties: message: type: string description: Diagnostic message explaining the market-data failure. nullable: true reference_date: type: string description: Market-data reference date to which the failure applies. rate_asset_id: type: string description: Rate-asset identifier whose swaption volatility cube failed. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.SwaptionVolCubeError, Derivitec.Web.Core additionalProperties: false description: Identifies a rate asset whose swaption volatility cube failed. CommodityId: required: - $type type: object properties: name: type: string description: Display name. nullable: true exchange: type: string description: Exchange component of the commodity key. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core additionalProperties: false description: Commodity business key formed from name and exchange. IContract: description: Polymorphic base role shared by public contract definitions. discriminator: propertyName: $type mapping: Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core: '#/components/schemas/Ascot' Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core: '#/components/schemas/BondByCode' Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core: '#/components/schemas/BondFuture' Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core: '#/components/schemas/BondFutureByCode' Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core: '#/components/schemas/BondOption' Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core: '#/components/schemas/Cash' Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core: '#/components/schemas/CDS' Derivitec.Web.Core.Tradables.CmdtyForward, Derivitec.Web.Core: '#/components/schemas/CmdtyForward' Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core: '#/components/schemas/CmdtyFuture' Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core: '#/components/schemas/CmdtyFutureByCode' Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core: '#/components/schemas/CmdtyOption' Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core: '#/components/schemas/CodeSpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core: '#/components/schemas/ContractExternalMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core: '#/components/schemas/ConvertibleBondByCode' Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core: '#/components/schemas/CreditIndex' Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core: '#/components/schemas/CreditIndexByCode' Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core: '#/components/schemas/CreditIndexSwaption' Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core: '#/components/schemas/EqAccumulator' Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core: '#/components/schemas/EqAutocallableWorstOfOption' Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core: '#/components/schemas/EqBarrierMA' Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core: '#/components/schemas/EqBasketOption' Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core: '#/components/schemas/EqBestOfOption' Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqConditionalCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/EqCorrelationSwap' Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVarianceSwap' Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolatilitySwap' Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqDivDualDigitalOption, Derivitec.Web.Core: '#/components/schemas/EqDivDualDigitalOption' Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core: '#/components/schemas/EqDividendFuture' Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqDividendFutureByCode' Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core: '#/components/schemas/EqDividendOptionMintlifyShape' Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core: '#/components/schemas/EqDividendSwap' Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core: '#/components/schemas/EqDividendSwapKnockout' Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockin' Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/EqDoubleKnockout' Derivitec.Web.Core.Tradables.EqFixedStrikeVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqFixedStrikeVolatilitySwap' Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core: '#/components/schemas/EqFuture' Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqFutureByCode' Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core: '#/components/schemas/EqFVA' Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core: '#/components/schemas/EqFVASwaption' Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqGeometricVarianceSwap' Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqIRDualDigitalOption, Derivitec.Web.Core: '#/components/schemas/EqIRDualDigitalOption' Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core: '#/components/schemas/EqKnockin' Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockinKnockout' Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core: '#/components/schemas/EqKnockout' Derivitec.Web.Core.Tradables.EqLookbackOption, Derivitec.Web.Core: '#/components/schemas/EqLookbackOption' Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core: '#/components/schemas/EqOption' Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core: '#/components/schemas/EqOptionAmerican' Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core: '#/components/schemas/EqOutperformanceOption' Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core: '#/components/schemas/EqStock' Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core: '#/components/schemas/EqSwap' Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core: '#/components/schemas/EqTarn' Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core: '#/components/schemas/EqVarianceSwap' Derivitec.Web.Core.Tradables.EqVolatilityDispersion, Derivitec.Web.Core: '#/components/schemas/EqVolatilityDispersion' Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core: '#/components/schemas/EqVolatilityKnockoutOption' Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwap' Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFuture' Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core: '#/components/schemas/EqVolIndexFutureByCode' Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core: '#/components/schemas/EqVolIndexOption' Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core: '#/components/schemas/FullySpecifiedMintlifyShape' Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core: '#/components/schemas/FxAccumulator' Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core: '#/components/schemas/FxAsianOption' Derivitec.Web.Core.Tradables.FxAutocallable, Derivitec.Web.Core: '#/components/schemas/FxAutocallable' Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core: '#/components/schemas/FxBarrierMA' Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core: '#/components/schemas/FxBasketFuture' Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core: '#/components/schemas/FxBasketOption' Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core: '#/components/schemas/FxCorrelationSwap' Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockin' Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core: '#/components/schemas/FxDoubleKnockout' Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core: '#/components/schemas/FxForwardMintlifyShape' Derivitec.Web.Core.Tradables.FxForwardDC, Derivitec.Web.Core: '#/components/schemas/FxForwardDC' Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core: '#/components/schemas/FxFuture' Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core: '#/components/schemas/FxFutureByCode' Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core: '#/components/schemas/FxFVA' Derivitec.Web.Core.Tradables.FxIrDualDigitalOption, Derivitec.Web.Core: '#/components/schemas/FxIrDualDigitalOption' Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core: '#/components/schemas/FxKnockin' Derivitec.Web.Core.Tradables.FxKnockinKnockout, Derivitec.Web.Core: '#/components/schemas/FxKnockinKnockout' Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core: '#/components/schemas/FxKnockout' Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core: '#/components/schemas/FxOption' Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core: '#/components/schemas/FxOptionAmerican' Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core: '#/components/schemas/FxOptionOnRealisedVolatility' Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core: '#/components/schemas/FxOptionSAMintlifyShape' Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core: '#/components/schemas/FxTarn' Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core: '#/components/schemas/FxTarnMA' Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwap' Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core: '#/components/schemas/FxVolatilitySwap' Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core: '#/components/schemas/IBondMintlifyShape' Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core: '#/components/schemas/IBondByCodeMintlifyShape' Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core: '#/components/schemas/ICashFlowContractMintlifyShape' Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core: '#/components/schemas/IContractMintlifyShape' Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core: '#/components/schemas/IEqContractMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core: '#/components/schemas/IRCapFloor' Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core: '#/components/schemas/IRCapFloorBaseMintlifyShape' Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core: '#/components/schemas/IRCapFloorCMS' Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core: '#/components/schemas/IRFuture' Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core: '#/components/schemas/IRFutureByCode' Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core: '#/components/schemas/IRLeg' Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core: '#/components/schemas/IRLegFixed' Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core: '#/components/schemas/IRLegFloating' Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core: '#/components/schemas/IROption' Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core: '#/components/schemas/IRSwap' Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core: '#/components/schemas/IRSwaption' Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core: '#/components/schemas/Margin' Derivitec.Web.Core.Tradables.Repo, Derivitec.Web.Core: '#/components/schemas/Repo' Derivitec.Web.Core.Tradables.Tranche, Derivitec.Web.Core: '#/components/schemas/Tranche' oneOf: - $ref: '#/components/schemas/Ascot' - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/BondByCode' - $ref: '#/components/schemas/BondFuture' - $ref: '#/components/schemas/BondFutureByCode' - $ref: '#/components/schemas/BondOption' - $ref: '#/components/schemas/Cash' - $ref: '#/components/schemas/CDS' - $ref: '#/components/schemas/CmdtyForward' - $ref: '#/components/schemas/CmdtyFuture' - $ref: '#/components/schemas/CmdtyFutureByCode' - $ref: '#/components/schemas/CmdtyOption' - $ref: '#/components/schemas/CodeSpecifiedMintlifyShape' - $ref: '#/components/schemas/ContractExternalMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' - $ref: '#/components/schemas/ConvertibleBondByCode' - $ref: '#/components/schemas/CreditIndex' - $ref: '#/components/schemas/CreditIndexByCode' - $ref: '#/components/schemas/CreditIndexSwaption' - $ref: '#/components/schemas/EqAccumulator' - $ref: '#/components/schemas/EqAutocallableWorstOfOption' - $ref: '#/components/schemas/EqBarrierMA' - $ref: '#/components/schemas/EqBasketOption' - $ref: '#/components/schemas/EqBestOfOption' - $ref: '#/components/schemas/EqConditionalCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorrelationSwap' - $ref: '#/components/schemas/EqCorridorVarianceSwap' - $ref: '#/components/schemas/EqCorridorVolatilitySwap' - $ref: '#/components/schemas/EqCorridorVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqDivDualDigitalOption' - $ref: '#/components/schemas/EqDividendFuture' - $ref: '#/components/schemas/EqDividendFutureByCode' - $ref: '#/components/schemas/EqDividendOptionMintlifyShape' - $ref: '#/components/schemas/EqDividendSwap' - $ref: '#/components/schemas/EqDividendSwapKnockout' - $ref: '#/components/schemas/EqDoubleKnockin' - $ref: '#/components/schemas/EqDoubleKnockout' - $ref: '#/components/schemas/EqFixedStrikeVolatilitySwap' - $ref: '#/components/schemas/EqFuture' - $ref: '#/components/schemas/EqFutureByCode' - $ref: '#/components/schemas/EqFVA' - $ref: '#/components/schemas/EqFVASwaption' - $ref: '#/components/schemas/EqGeometricVarianceSwap' - $ref: '#/components/schemas/EqGeometricVolVarSwapBaseMintlifyShape' - $ref: '#/components/schemas/EqIRDualDigitalOption' - $ref: '#/components/schemas/EqKnockin' - $ref: '#/components/schemas/EqKnockinKnockout' - $ref: '#/components/schemas/EqKnockout' - $ref: '#/components/schemas/EqLookbackOption' - $ref: '#/components/schemas/EqOption' - $ref: '#/components/schemas/EqOptionAmerican' - $ref: '#/components/schemas/EqOutperformanceOption' - $ref: '#/components/schemas/EqStock' - $ref: '#/components/schemas/EqSwap' - $ref: '#/components/schemas/EqTarn' - $ref: '#/components/schemas/EqVarianceSwap' - $ref: '#/components/schemas/EqVolatilityDispersion' - $ref: '#/components/schemas/EqVolatilityKnockoutOption' - $ref: '#/components/schemas/EqVolatilitySwap' - $ref: '#/components/schemas/EqVolatilitySwapBaseMintlifyShape' - $ref: '#/components/schemas/EqVolIndexFuture' - $ref: '#/components/schemas/EqVolIndexFutureByCode' - $ref: '#/components/schemas/EqVolIndexOption' - $ref: '#/components/schemas/FullySpecifiedMintlifyShape' - $ref: '#/components/schemas/FxAccumulator' - $ref: '#/components/schemas/FxAsianOption' - $ref: '#/components/schemas/FxAutocallable' - $ref: '#/components/schemas/FxBarrierMA' - $ref: '#/components/schemas/FxBasketFuture' - $ref: '#/components/schemas/FxBasketOption' - $ref: '#/components/schemas/FxCorrelationSwap' - $ref: '#/components/schemas/FxDoubleKnockin' - $ref: '#/components/schemas/FxDoubleKnockout' - $ref: '#/components/schemas/FxForwardMintlifyShape' - $ref: '#/components/schemas/FxForwardDC' - $ref: '#/components/schemas/FxFuture' - $ref: '#/components/schemas/FxFutureByCode' - $ref: '#/components/schemas/FxFVA' - $ref: '#/components/schemas/FxIrDualDigitalOption' - $ref: '#/components/schemas/FxKnockin' - $ref: '#/components/schemas/FxKnockinKnockout' - $ref: '#/components/schemas/FxKnockout' - $ref: '#/components/schemas/FxOption' - $ref: '#/components/schemas/FxOptionAmerican' - $ref: '#/components/schemas/FxOptionOnRealisedVolatility' - $ref: '#/components/schemas/FxOptionSAMintlifyShape' - $ref: '#/components/schemas/FxTarn' - $ref: '#/components/schemas/FxTarnMA' - $ref: '#/components/schemas/FxVarianceSwap' - $ref: '#/components/schemas/FxVarianceSwapBaseMintlifyShape' - $ref: '#/components/schemas/FxVolatilitySwap' - $ref: '#/components/schemas/IBondMintlifyShape' - $ref: '#/components/schemas/IBondByCodeMintlifyShape' - $ref: '#/components/schemas/ICashFlowContractMintlifyShape' - $ref: '#/components/schemas/IContractMintlifyShape' - $ref: '#/components/schemas/IEqContractMintlifyShape' - $ref: '#/components/schemas/IRCapFloor' - $ref: '#/components/schemas/IRCapFloorBaseMintlifyShape' - $ref: '#/components/schemas/IRCapFloorCMS' - $ref: '#/components/schemas/IRFuture' - $ref: '#/components/schemas/IRFutureByCode' - $ref: '#/components/schemas/IRLeg' - $ref: '#/components/schemas/IRLegFixed' - $ref: '#/components/schemas/IRLegFloating' - $ref: '#/components/schemas/IROption' - $ref: '#/components/schemas/IRSwap' - $ref: '#/components/schemas/IRSwaption' - $ref: '#/components/schemas/Margin' - $ref: '#/components/schemas/Repo' - $ref: '#/components/schemas/Tranche' VolShockFuncBetaAdj: required: - $type type: object properties: vol_beta_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' maturity_beta_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.VolShockFuncBetaAdj, Derivitec.Web.Core additionalProperties: false description: The shock is of the form ShockByStrikeFunc(strike) * beta(maturity) VolShockFuncShocksByStrike: required: - $type type: object properties: shock_by_strike_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' maturity_beta_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' strike_func_expects_delta: type: boolean description: >- True if ShockByStrikeFunc expects delta strike; false if it expects log strike use_proportional_shocks: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.VolShockFuncShocksByStrike, Derivitec.Web.Core additionalProperties: false description: The shock is of the form ShockByStrikeFunc(strike) * beta(maturity) IVolShockFuncMintlifyShape: required: - $type type: object additionalProperties: false properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IVolShockFunc, Derivitec.Web.Core EquityVolIndexBump: required: - $type type: object properties: equity_bump: $ref: '#/components/schemas/EquityBump' equity_vol_surface_bump: $ref: '#/components/schemas/EqVolSurfaceBump' spread_curve_bump: $ref: '#/components/schemas/EquityVolIndexSpreadCurveBump' equity_vol_index_vol_surface_bump: $ref: '#/components/schemas/EqVolIndexVolSurfaceBump' spot_bump: type: number format: double use_proportional_spot_bump: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexBump, Derivitec.Web.Core additionalProperties: false description: The equity vol index bump. OptionModelParamsMintlifyShape: required: - $type type: object properties: use_contract_traded_price: type: boolean description: >- If true we use the traded price stamped on the contract (which is zero by default) If false the traded price is set to the current option premium when calling RebaseCashFlows. The NPV is then zero, as if the options contract had been entered at the current level $type: type: string enum: - Derivitec.Web.Core.Tradables.OptionModelParams, Derivitec.Web.Core additionalProperties: false description: The option model params. IrOptionModelParams: required: - $type type: object properties: use_contract_traded_price: type: boolean description: >- If true we use the traded price stamped on the contract (which is zero by default) If false the traded price is set to the current option premium when calling RebaseCashFlows. The NPV is then zero, as if the options contract had been entered at the current level use_normal_vols: type: boolean description: Gets or sets the use normal vols flag. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.IrOptionModelParams, Derivitec.Web.Core additionalProperties: false Ascot: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time asset_swap_spread: type: number description: Gets or sets the asset swap spread. format: double bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the bdc. calendar_name: type: string description: Gets or sets the calendar name. nullable: true coupon_rate: type: number description: Gets or sets the coupon rate. format: double nullable: true day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string description: Gets or sets the day count convention. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end or not. notional: type: number description: Gets or sets a value for notional format: double nullable: true payment_lag: type: integer description: Gets or sets the payment lag. format: int32 period_str: type: string description: Gets or sets the period str. nullable: true rate_asset_name: type: string description: Gets or sets the rate asset name. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_date: type: string description: Gets or sets the start date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. initial_fx_rate: type: number description: Gets or sets the initial fx rate. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core additionalProperties: false description: The Ascot class. BondMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: type: number description: >- Optional face value of the bond; currency and amount scale are not defined here. format: double nullable: true issuer: type: string description: Display name of the bond issuer. nullable: true issuer_id: type: string description: >- Issuer reference supplied with the bond; its identifier namespace is not defined here. nullable: true dated_date: type: string description: Date from which the bond begins accruing interest. format: date-time first_coupon_date: type: string description: Date of the bond's first coupon payment. format: date-time penultimate_coupon_date: type: string description: Date of the bond's penultimate coupon payment. format: date-time maturity_date: type: string description: Contractual maturity date of the bond. format: date-time roll_date: type: string description: Reference date used to roll the bond's coupon schedule. format: date-time end_to_end: type: boolean description: Whether end-to-end schedule generation is selected for the bond. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Rule applied when a scheduled bond date is not a business day. bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency convention for the bond's coupon payments. bond_coupon_type: enum: - fixed - variable - not_set type: string description: >- Classification of the bond coupon as fixed, variable, or unspecified. bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string description: Day-count convention used by the bond's coupon calculation. settlement_lag: type: integer description: >- Settlement lag applied to the bond; unit and calendar treatment are not defined here. format: int32 coupon_rate: type: number description: >- Coupon rate supplied for the bond; scale is not defined by this contract. format: double calendar: type: string description: Calendar name used with the bond's business-day convention. nullable: true next_coupon_index: type: integer description: >- Optional position of the next coupon in the supplied coupon sequence; index origin is not defined here. format: int32 nullable: true bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' tranche_definition: $ref: '#/components/schemas/TrancheDefinition' bond_coupons: type: array items: $ref: '#/components/schemas/BondCoupon' description: Explicit coupon schedule entries supplied for the bond. nullable: true redemption_rate: type: number description: >- Optional rate applied when the bond is redeemed; scale is not defined here. format: double nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Seniority classification of the bond debt. is_trs: type: boolean description: >- Whether the bond terms are being used in a total-return-swap context. traded_price: type: number description: >- Last reset price when the bond is used in a total-return swap; quotation convention is not defined here. format: double funding_currency: type: string description: >- Funding currency when the bond represents the asset leg of a total-return swap; code standard is not defined here. nullable: true trs_expiration_date: type: string description: Display expiry date for the total-return-swap context. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core additionalProperties: false description: >- Fully specified bond terms, including coupon schedule, settlement conventions, optional provisions, and optional total-return-swap context. BondByCode: required: - $type type: object additionalProperties: false description: >- Bond contract selected by an instrument code rather than fully specified bond terms. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core BondFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time futures_code: type: string description: >- Reuters listed-future code retained by the booking payload; defaults to empty. nullable: true bond_issuer: type: string description: Issuer description applied to the bond-future contract. nullable: true conversion_factors: type: array items: type: number format: double description: Conversion factors supplied for the deliverable-bond basket. nullable: true eligible_bonds: type: array items: $ref: '#/components/schemas/Bond' description: Bonds eligible for delivery into the future. nullable: true notional_bond: $ref: '#/components/schemas/Bond' future_settlement_type: enum: - physical - cash type: string description: Whether the bond future settles through delivery or cash. future_quotation_style: enum: - by_price - by_yield type: string description: Whether the bond future is quoted by price or by yield. traded_price: type: number description: >- Trade price supplied for the bond future; quotation scale follows the selected quotation style. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified bond future with its deliverable basket, conversion factors, notional bond, quotation style, and settlement method. BondFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: >- Trade price supplied for the code-selected bond future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.BondFutureByCode, Derivitec.Web.Core additionalProperties: false description: >- Bond-future contract selected by an instrument code with an optional trade-price input. BondOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_future: $ref: '#/components/schemas/BondFutureByCode' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - put - call type: string description: Gets or sets the option claim type. premium_paid_up_front: type: boolean description: Gets or sets a value indicating whether premium paid up front. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.BondOption, Derivitec.Web.Core additionalProperties: false description: Bond option. Cash: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time settlement_date: type: string description: Gets or sets the settlement date. format: date-time settlement_date_is_set: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.Cash, Derivitec.Web.Core additionalProperties: false description: The cash. CDS: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the cds business day convention. calendar: type: string description: Gets or sets the calendar. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string description: Gets or sets the cds coupon frequency. coupon_rate: type: number description: Gets or sets the coupon rate. format: double day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string description: Gets or sets the cds day count convention. debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Gets or sets the cds debt type. default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string description: Gets or sets the cds default type. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_coupon_date: type: string description: Gets or sets the first coupon date. format: date-time nullable: true pay_accrual_at_default: type: boolean description: Gets or sets a value indicating whether pay accrual at default. penultimate_coupon_date: type: string description: Gets or sets the penultimate coupon date. format: date-time nullable: true protection_at_start_of_day: type: boolean description: Gets or sets a value indicating whether protection at start of day. reference_bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' reference_entity_id: type: string description: >- Stable internal identifier of the reference entity retained on the public payload; defaults to empty. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - cash - physical type: string description: Gets or sets the cds settlement type. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time markit_ticker: type: string description: The bond issuer's markit ticker. nullable: true issuer_lei: type: string description: The bond issuer's LEI. nullable: true use_imm_dates: type: boolean description: The UseImmDates flag. red_pair_code: type: string description: The RedPair Code. nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.CDS, Derivitec.Web.Core additionalProperties: false description: The CDS class. CmdtyForward: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time commodity_id: type: string description: >- Gets or sets the exact commodity identifier selected by trade booking. nullable: true name: type: string description: Gets or sets the commodity name. nullable: true strike: type: number description: Gets or sets the strike. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyForward, Derivitec.Web.Core additionalProperties: false description: Commodity forward. CmdtyFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time futures_code: type: string description: >- Reuters listed-future code retained by the booking payload, for example MALZ6; defaults to empty. nullable: true exchange: type: string description: >- Exchange name or code supplied for the commodity future; namespace is not defined here. nullable: true future_settlement_type: enum: - cash - physical type: string description: >- Settlement method supplied for a fully specified commodity future. Omission defaults to Cash; this value is not nullable. Shared typed-position conversion emits this value unchanged. Legacy spreadsheet imports derive settlement from the futures market and ignore this column. name: type: string description: Name of the commodity-future contract. nullable: true traded_price: type: number description: >- Trade price supplied for the commodity future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified commodity future identified by name, exchange, expiry, settlement method, and trade price. CmdtyFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyFutureByCode, Derivitec.Web.Core additionalProperties: false description: The CmdtyFutureByCode. CmdtyOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - put - call type: string description: Gets or sets the option claim type. futures_expiration_date: type: string description: >- Expiry of the future identified by Derivitec.Web.Core.Tradables.CmdtyOption.Underlyer, as a UTC calendar date with no meaningful time of day. Booking derives this date from the futures code and displays it read-only. On legacy position upload this value is informational: null or a supplied date does not override or validate the code-derived expiry. The code-derived expiry must be on or after the option's expiration date. format: date-time nullable: true premium_paid_up_front: type: boolean description: Gets or sets a value indicating whether premium paid up front. is_listed: type: boolean description: Gets or sets a value indicating whether the option is listed. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.CmdtyOption, Derivitec.Web.Core additionalProperties: false description: Commodity option. CodeSpecifiedMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.CodeSpecified, Derivitec.Web.Core additionalProperties: false description: Contract whose economic terms are selected by an instrument code. ContractExternalMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.ContractExternal, Derivitec.Web.Core additionalProperties: false description: >- Abstract contract carrying the external or derived identifier shared by contract representations. ConvertibleBond: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: type: number description: >- Optional face value of the bond; currency and amount scale are not defined here. format: double nullable: true issuer: type: string description: Display name of the bond issuer. nullable: true issuer_id: type: string description: >- Issuer reference supplied with the bond; its identifier namespace is not defined here. nullable: true dated_date: type: string description: Date from which the bond begins accruing interest. format: date-time first_coupon_date: type: string description: Date of the bond's first coupon payment. format: date-time penultimate_coupon_date: type: string description: Date of the bond's penultimate coupon payment. format: date-time maturity_date: type: string description: Contractual maturity date of the bond. format: date-time roll_date: type: string description: Reference date used to roll the bond's coupon schedule. format: date-time end_to_end: type: boolean description: Whether end-to-end schedule generation is selected for the bond. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Rule applied when a scheduled bond date is not a business day. bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency convention for the bond's coupon payments. bond_coupon_type: enum: - fixed - variable - not_set type: string description: >- Classification of the bond coupon as fixed, variable, or unspecified. bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string description: Day-count convention used by the bond's coupon calculation. settlement_lag: type: integer description: >- Settlement lag applied to the bond; unit and calendar treatment are not defined here. format: int32 coupon_rate: type: number description: >- Coupon rate supplied for the bond; scale is not defined by this contract. format: double calendar: type: string description: Calendar name used with the bond's business-day convention. nullable: true next_coupon_index: type: integer description: >- Optional position of the next coupon in the supplied coupon sequence; index origin is not defined here. format: int32 nullable: true bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' tranche_definition: $ref: '#/components/schemas/TrancheDefinition' bond_coupons: type: array items: $ref: '#/components/schemas/BondCoupon' description: Explicit coupon schedule entries supplied for the bond. nullable: true redemption_rate: type: number description: >- Optional rate applied when the bond is redeemed; scale is not defined here. format: double nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Seniority classification of the bond debt. is_trs: type: boolean description: >- Whether the bond terms are being used in a total-return-swap context. traded_price: type: number description: >- Last reset price when the bond is used in a total-return swap; quotation convention is not defined here. format: double funding_currency: type: string description: >- Funding currency when the bond represents the asset leg of a total-return swap; code standard is not defined here. nullable: true trs_expiration_date: type: string description: Display expiry date for the total-return-swap context. format: date-time asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset_currency: type: string description: >- Currency of the asset received on conversion; code standard is not defined here. nullable: true conversion_condition: $ref: '#/components/schemas/ConversionCondition' dilution_conversion_condition: $ref: '#/components/schemas/DilutionConversionCondition' callable_conversion_condition: $ref: '#/components/schemas/CallableConversionCondition' puttable_conversion_condition: $ref: '#/components/schemas/PuttableConversionCondition' mandatory_conversion_condition: $ref: '#/components/schemas/MandatoryConversionCondition' dividend_protection_conversion_condition: $ref: '#/components/schemas/DividendProtectionConversionCondition' is_exchangeable: type: boolean description: >- Whether conversion delivers an asset issued by an entity other than the bond issuer. $type: type: string enum: - Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core additionalProperties: false description: >- Bond terms extended with conversion, dilution, call, put, mandatory-conversion, dividend-protection, and exchangeability conditions. ConvertibleBondByCode: required: - $type type: object additionalProperties: false description: The ConvertibleBondByCode. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core CreditIndex: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the cds business day convention. calendar: type: string description: Gets or sets the calendar. nullable: true coupon_frequency: enum: - annual - semi_annual - quarterly - monthly type: string description: Gets or sets the cds coupon frequency. coupon_rate: type: number description: Gets or sets the coupon rate. format: double recovery_rate: type: number description: Gets or sets the recovery rate. format: double day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - thirty360 - thirty_e360 - thirty_e360_isda type: string description: Gets or sets the cds day count convention. debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Gets or sets the cds debt type. default_type: enum: - undefined - bankruptcy - failure_to_pay - obligation_acceleration - repudiation - restructuring_cr - restructuring_c_r14 - restructuring_mr - restructuring_m_r14 - restructuring_mm - restructuring_m_m14 - ex_restructuring_xr - ex_restructuring_x_r14 type: string description: Gets or sets the cds default type. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_coupon_date: type: string description: Gets or sets the first coupon date. format: date-time pay_accrual_at_default: type: boolean description: Gets or sets a value indicating whether pay accrual at default. penultimate_coupon_date: type: string description: Gets or sets the penultimate coupon date. format: date-time protection_at_start_of_day: type: boolean description: Gets or sets a value indicating whether protection at start of day. credit_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' roll_date: type: string description: Gets or sets the roll date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - cash - physical type: string description: Gets or sets the cds settlement type. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time number_of_names: type: integer description: The number of names format: int32 nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndex, Derivitec.Web.Core additionalProperties: false description: The CDS class. CreditIndexByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' credit_index_maturity_date: type: string description: Gets or sets the expiration date. format: date-time red_code: type: string description: The RED Code nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.CreditIndexByCode, Derivitec.Web.Core additionalProperties: false description: The credit index by code. CreditIndexSwaption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - payer - receiver type: string description: Gets or sets the claim type. credit_index: $ref: '#/components/schemas/CreditIndexByCode' is_price_based: type: boolean description: Gets or sets a value indicating whether is price based. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.CreditIndexSwaption, Derivitec.Web.Core additionalProperties: false description: The interest rate swaption. EqAccumulator: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. fixing_dates: type: array items: type: string format: date-time description: Gets or sets the manually input fixing dates nullable: true period_start_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true period_end_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true strikes: type: array items: type: number format: double description: Gets or sets the strikes. nullable: true leveraging_factors: type: array items: type: number format: double description: Gets or sets the leveraging factors. nullable: true knockout_barrier_levels: type: array items: type: number format: double description: Gets or sets the knockout barrier levels. nullable: true shares: type: array items: type: number format: double description: Gets or sets the notional per period nullable: true accumulator_terms: type: array items: $ref: '#/components/schemas/EqAccumulatorTermsParameters' description: Gets or sets the UI-friendly ordered accumulator payoff rows. nullable: true calendar_name: type: string description: >- Calendar identifier retained on the public contract. Shared typed-position conversion emits the historical Calendar Name column; the legacy parser uses the underlying stock calendar. nullable: true option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. settlement_delay: type: integer description: Gets or sets the settlement lag. format: int32 is_accumulator: type: boolean description: Gets or sets the claim type. accumulate_shares_on_knockout: type: boolean description: Gets or sets the flag num_guaranteed_periods: type: integer description: Gets or sets the number of guaranteed periods. format: int32 call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_barrier_levels: type: array items: type: number format: double description: Gets or sets the call barrier levels. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the put barrier level is knock in. put_barrier_levels: type: array items: type: number format: double description: Gets or sets the put barrier levels. nullable: true underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqAccumulator, Derivitec.Web.Core additionalProperties: false description: The EqAccumulator class. EqAutocallableWorstOfOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true weights: type: array items: type: number format: double nullable: true benchmark_asset_index: type: integer format: int32 initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time knockout_performance_type: enum: - worst_of - best_of - weighted - not_set type: string description: The weighting type knockout_barrier_type: enum: - up_and_out - down_and_out - not_set type: string description: The barrier type coupon_end_dates: type: array items: type: string format: date-time description: Gets or sets the coupon end dates nullable: true coupon_rates: type: array items: type: number format: double description: Gets or sets the coupon rates. nullable: true coupon_barrier_levels: type: array items: type: number format: double description: Gets or sets the coupon barrier levels nullable: true memory_coupon: type: boolean minimum_coupon_rates: type: array items: type: number format: double nullable: true knockout_determination_dates: type: array items: type: string format: date-time description: Gets or sets the knock-out determination dates. nullable: true knockout_barrier_levels: type: array items: type: number format: double description: Gets or sets the knockout barrier levels nullable: true early_redemption_rates: type: array items: type: number format: double description: Gets or sets the early redemption rates nullable: true option_settlement_type: enum: - cash - physical type: string description: Gets or sets SettlementType. option_claim_type: enum: - call - put type: string description: Gets or sets the claim type. payment_lag: type: integer description: Gets or sets the payment lag. format: int32 settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar: type: string description: Gets or sets the calendar. nullable: true strike_performance_type: enum: - worst_of - best_of - weighted - not_set type: string description: The weighting type strike: type: number description: Gets or sets the strike. format: double knockin_level: type: number description: Gets or sets the knockin level. format: double redemption_rate: type: number description: Gets or sets the redemption rate at expiry format: double next_coupon_index: type: integer description: Gets or sets the next coupon index. format: int32 knockout_barrier_shifts: type: array items: type: number format: double nullable: true coupon_barrier_shifts: type: array items: type: number format: double nullable: true knockin_barrier_shift: type: number format: double period_str: type: string nullable: true coupon_frequency: type: string nullable: true is_annualised_coupon: type: boolean coupon_rate: type: number format: double coupon_barrier_level: type: number format: double is_worst_of: type: boolean is_knock_asset: type: boolean knockout_level: type: number format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAutocallableWorstOfOption, Derivitec.Web.Core additionalProperties: false description: The EqAutocallableWorstOfOption class EqBarrierMA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 upper_barrier_levels: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the eq upper barrier levels. nullable: true fx_upper_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the fx upper barrier levels. nullable: true lower_barrier_levels: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the eq lower barrier levels. nullable: true fx_lower_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the fx lower barrier levels. nullable: true calendar_name: type: string description: Gets or sets the calendar. nullable: true knock_type: enum: - knock_out - knock_in type: string strikes: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true fx_strikes: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true claim_types: type: array items: $ref: '#/components/schemas/InstrumentIdentifierClaimTypeEqKeyValuePair' nullable: true fx_claim_types: type: array items: $ref: '#/components/schemas/StringClaimTypeEqKeyValuePair' nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBarrierMA, Derivitec.Web.Core additionalProperties: false description: The eq barrier ma. EqBasketOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true calendar: type: string description: Gets or sets the calendar. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true quantities: type: array items: type: number format: double description: Gets or sets the quantities. nullable: true divisor: type: number description: Gets or sets the divisor. format: double weights: type: array items: type: number format: double description: Gets or sets the weights. nullable: true basket_averaging_type: enum: - arithmetic - geometric - not_set type: string description: Gets or sets the basket averaging type. option_claim_type: enum: - call - put - digital_call - digital_put type: string description: Gets or sets the claim type. is_dispersion: type: boolean description: Gets or sets the claim type. is_compo: type: boolean description: Gets or sets IsCompo. is_quanto: type: boolean description: Gets or sets IsCompo. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true initial_fx_rates: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fx rates. nullable: true premium_paid_upfront: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBasketOption, Derivitec.Web.Core additionalProperties: false description: The EqBasketOption class EqBestOfOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_name: type: string description: Gets or sets the basket name. nullable: true calendar: type: string description: Gets or sets the calendar. nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true is_best_of: type: boolean description: Gets or sets a value indicating whether is best of. is_quanto: type: boolean description: Gets or sets a value indicating whether is quanto. option_claim_type: enum: - call - put - digital_call - digital_put type: string description: Gets or sets the claim type. ranking: type: integer description: Gets or sets the ranking. format: int32 settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 start_date: type: string description: Gets or sets the expiration date. format: date-time strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqBestOfOption, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class EqConditionalCorridorVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true variance_asset_index: type: integer description: Gets or sets the variance asset indices format: int32 vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. corridor_asset_index: type: integer description: Gets or sets the corridor indices. format: int32 lower_corridor_barrier: type: number description: Gets or sets the lower corridor barriers. format: double upper_corridor_barrier: type: number description: Gets or sets the upper corridor barriers. format: double corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true knockout_asset_index: type: integer description: Gets or sets the knockout idx. format: int32 knockout_barrier: type: number description: Gets or sets the knockout barrier. format: double knockout_barrier_type: enum: - none - up_and_out - down_and_out type: string description: Gets or sets the ko barrier type. variance_asset_idx: type: integer format: int32 nullable: true corridor_asset_idx: type: integer format: int32 nullable: true knockout_asset_idx: type: integer format: int32 nullable: true upper_barrier: type: number format: double nullable: true lower_barrier: type: number format: double nullable: true tenor: type: string nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqConditionalCorridorVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The EqConditionalCorridorVarianceSwap class. EqCorrelationSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true strike: type: number description: Gets or sets the correlation strike. format: double fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing date. nullable: true initial_date: type: string description: Gets or sets the initial date. format: date-time period_str: type: string description: Gets or sets the period. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 return_lag: type: integer description: Gets or sets the return lag. format: int32 include_mean_adjustment: type: boolean description: Gets or sets the includeMeanAdjustment. calendar_name: type: string description: Gets or sets the calendar name. nullable: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. option_cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. corridor_asset_index: type: integer description: Gets or sets the corridor asset index. format: int32 initial_fixing: type: number description: Gets or sets the initial fixing. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double upper_barrier: type: number description: Gets or sets the upper barrier. format: double option_corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_strikes: type: array items: type: number format: double description: Gets or sets the volStrikes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqCorrelationSwap, Derivitec.Web.Core additionalProperties: false description: The eq correlation swap. EqCorridorVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 lower_barrier: type: number description: Gets or sets the lower barrier. format: double is_lower_barrier_active: type: boolean description: Gets or sets a value indicating whether is lower barrier active. upper_barrier: type: number description: Gets or sets the upper barrier. format: double is_upper_barrier_active: type: boolean description: Gets or sets a value indicating whether is upper barrier active. is_normalised: type: boolean description: Gets or sets a value indicating whether is normalised. corridor_type: enum: - prior - current - both type: string knockout_barrier: type: number description: Gets or sets the knockout barrier. format: double knockout_barrier_type: enum: - none - up - down - double_barriers type: string description: Gets or sets the ko barrier type. cap_level: type: number format: double nullable: true cap_level_pct: type: number format: double nullable: true readOnly: true knockin_barrier_type: enum: - none - up - down - double_barriers type: string description: Knockout barrier types. knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: type: number format: double knockin_upper_barrier: type: number format: double knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The EqVolatilitySwap class. EqCorridorVolatilitySwap: required: - $type type: object additionalProperties: false description: The EqCorridorVolatilitySwap properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true variance_asset_index: type: integer description: Gets or sets the variance asset indices format: int32 vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. corridor_asset_index: type: integer description: Gets or sets the corridor indices. format: int32 lower_corridor_barrier: type: number description: Gets or sets the lower corridor barriers. format: double upper_corridor_barrier: type: number description: Gets or sets the upper corridor barriers. format: double corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolatilitySwap, Derivitec.Web.Core EqCorridorVolVarSwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true variance_asset_index: type: integer description: Gets or sets the variance asset indices format: int32 vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. corridor_asset_index: type: integer description: Gets or sets the corridor indices. format: int32 lower_corridor_barrier: type: number description: Gets or sets the lower corridor barriers. format: double upper_corridor_barrier: type: number description: Gets or sets the upper corridor barriers. format: double corridor_type: enum: - none - prior - current - both type: string description: Gets or sets the corridor type. is_normalised: type: boolean description: Gets or sets the isNormalised. vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqCorridorVolVarSwapBase, Derivitec.Web.Core additionalProperties: false description: The EqCorridorVolVarSwapBase EqDivDualDigitalOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time dividend_future: $ref: '#/components/schemas/EqDividendFutureByCode' strike: type: number description: Strike in the dividend future quotation units; defaults to zero. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: >- Dividend payoff choice; defaults to Call (0). DigitalCall is 3 and DigitalPut is 4. equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' futures_code: type: string description: >- Bloomberg or Reuters dividend-future code retained by the booking payload; defaults to empty. nullable: true lower_barrier: type: number description: >- Lower equity barrier in the equity's spot quotation units. Null (the default) means no lower barrier. When both barriers are supplied, the lower level should be below the upper level. format: double nullable: true example: 80 upper_barrier: type: number description: >- Upper equity barrier in the equity's spot quotation units. Null (the default) means no upper barrier. When both barriers are supplied, the upper level should be above the lower level. format: double nullable: true example: 120 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDivDualDigitalOption, Derivitec.Web.Core additionalProperties: false description: >- Dividend option whose payoff is conditional on a separate equity level at expiry. Supply a dividend future code and the equity identifier used for the barriers. EqDividendFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time dividend_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendFuture, Derivitec.Web.Core additionalProperties: false description: The EqDividendFuture class EqDividendFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendFutureByCode, Derivitec.Web.Core additionalProperties: false description: The EqDividendFutureByCode. EqDividendOptionMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time dividend_future: $ref: '#/components/schemas/EqDividendFutureByCode' strike: type: number description: Strike in the dividend future quotation units; defaults to zero. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: >- Dividend payoff choice; defaults to Call (0). DigitalCall is 3 and DigitalPut is 4. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendOption, Derivitec.Web.Core additionalProperties: false description: >- Option on an identified dividend future, with strike expressed in the future quotation units. EqDividendSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true strike: type: number description: Gets or sets the strikes. format: double settlement_delay: type: integer description: Gets or sets the settlement lag. format: int32 include_special_dividends: type: boolean description: Gets or sets the include special dividends flag underlyer: $ref: '#/components/schemas/InstrumentIdentifier' period_start_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true period_end_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDividendSwap, Derivitec.Web.Core additionalProperties: false description: The EqDividendSwap class. EqDividendSwapKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier level. format: double barrier_type: enum: - up_and_in - up_and_out - down_and_in - down_and_out type: string description: Gets or sets the knock type. barrier_observation_dates: type: array items: type: string format: date-time description: Gets or sets the barrier observation dates nullable: true rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string description: Gets or sets the rebate type rebate: type: number description: Gets or sets the rebate level format: double schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true strike: type: number description: Gets or sets the strikes. format: double settlement_delay: type: integer description: Gets or sets the settlement lag. format: int32 include_special_dividends: type: boolean description: Gets or sets the include special dividends flag underlyer: $ref: '#/components/schemas/InstrumentIdentifier' period_start_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true period_end_dates: type: array items: type: string format: date-time description: Gets or sets the manually input period end dates nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqDividendSwapKnockout, Derivitec.Web.Core additionalProperties: false description: The EqDividendSwapKnockout class. EqDoubleKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time upper_barrier: type: number description: Gets or sets the upper barrier. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. rebate: type: number description: Gets or sets the rebate. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockin, Derivitec.Web.Core additionalProperties: false description: The EqDoubleKnockin class. EqDoubleKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time upper_barrier: type: number description: Gets or sets the upper barrier. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. upper_rebate: type: number description: Gets or sets the upper rebate. format: double lower_rebate: type: number description: Gets or sets the lower rebate. format: double option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string description: Gets or sets the type of the rebate type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqDoubleKnockout, Derivitec.Web.Core additionalProperties: false description: The EqDoubleKnockout class. EqFixedStrikeVolatilitySwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number description: Gets or sets the cap level percentage. format: double nullable: true fixed_strike: type: number description: Gets or sets the fixed strike. format: double fixed_strike_pct: type: number description: Gets or sets the fixed strike percentage. format: double reference_fixing: type: number description: Gets or sets the reference fixing. format: double alpha: type: number description: Gets or sets the alpha. format: double alpha_pct: type: number description: Gets or sets the alpha percentage. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqFixedStrikeVolatilitySwap, Derivitec.Web.Core additionalProperties: false description: Equity fixed strike volatility swap. EqFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' future_settlement_type: enum: - physical - cash type: string description: Whether the equity future settles through delivery or cash. traded_price: type: number description: >- Trade price supplied for the equity future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified equity future with its underlier, expiry, settlement method, and trade price. EqFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFutureByCode, Derivitec.Web.Core additionalProperties: false description: The EqFutureByCode. EqFVA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time calendar: type: string description: Gets or sets the calendar. nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the claim type. strike_type: enum: - fixed - floating - delta_neutral type: string description: Gets or sets the strike type. strike: type: number description: Gets or sets the strike. format: double benchmark_volatility: type: number description: Gets or sets the benchmark volatility. format: double benchmark_growth: type: number description: Gets or sets the benchmark growth. format: double nullable: true benchmark_growth_historical: type: number description: Gets or sets the historical benchmark growth. format: double nullable: true benchmark_rate: type: number description: Gets or sets the benchmark rate. format: double nullable: true benchmark_rate_historical: type: number description: Gets or sets the historical benchmark rate. format: double nullable: true premium_determination_date: type: string description: Gets or sets the premium determination date. format: date-time benchmark_premium_payment_date: type: string description: Gets or sets the premium payment date. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVA, Derivitec.Web.Core additionalProperties: false description: The EqOption class. EqFVASwaption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' swaption_claim_type: enum: - call - put type: string description: Gets or sets the swaption claim type. option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the claim type. strike: type: number description: Gets or sets the strike. format: double benchmark_vol: type: number description: Gets or sets the benchmark volatility. format: double benchmark_growth: type: number description: Gets or sets the benchmark growth. format: double benchmark_rate: type: number description: Gets or sets the benchmark rate. format: double premium_determination_date: type: string description: Gets or sets the premium determination date. format: date-time benchmark_premium_payment_date: type: string description: Gets or sets the premium payment date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqFVASwaption, Derivitec.Web.Core additionalProperties: false description: The EqFVASwaption class. EqGeometricVarianceSwap: required: - $type type: object additionalProperties: false description: The EqGeometricVarianceSwap properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 return_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVarianceSwap, Derivitec.Web.Core EqGeometricVolVarSwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Gets or sets the equity identifiers. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true vol_strike: type: number description: Gets or sets the vol strikes. format: double vol_strike_pct: type: number description: Gets or sets the vol strikes. format: double readOnly: true vol_cap: type: number description: Gets or sets the vol caps. format: double nullable: true vol_cap_pct: type: number description: Gets or sets the vol caps. format: double nullable: true readOnly: true initial_date: type: string description: Gets or sets the initial fixing date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 return_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar_name: type: string description: Gets or sets the calendar. nullable: true include_dividend_jumps: type: boolean description: Gets or sets the includeDividendJumps. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqGeometricVolVarSwapBase, Derivitec.Web.Core additionalProperties: false description: The EqGeometricVolVarSwapBase EqIRDualDigitalOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' ir_swap_fixing_instrument: $ref: '#/components/schemas/InstrumentIdentifier' option_claim_type: enum: - call - put - digital_call - digital_put type: string description: >- Equity payoff choice; defaults to Call (0). DigitalCall is 2 and DigitalPut is 3. strike: type: number description: Equity strike in spot quotation units; defaults to zero. format: double lower_rate_barrier: type: number description: >- Lower swap-rate barrier as a decimal fraction (0.01 means 1%); defaults to zero. Should be below UpperRateBarrier. format: double upper_rate_barrier: type: number description: >- Upper swap-rate barrier as a decimal fraction (0.05 means 5%); defaults to zero. Should be above LowerRateBarrier. format: double settlement_lag: type: integer description: >- Settlement delay in business days after expiry, using Calendar; defaults to zero. format: int32 calendar: type: string description: >- Settlement calendar name, for example USD; defaults to an empty string. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqIRDualDigitalOption, Derivitec.Web.Core additionalProperties: false description: >- Equity option whose payoff is conditional on an interest-rate swap fixing at expiry. EqKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double option_barrier_type: enum: - up_and_in - down_and_in type: string description: Gets or sets the eq knockout barrier type. start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. rebate: type: number description: Gets or sets the rebate. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockin, Derivitec.Web.Core additionalProperties: false description: The EqKnockin class. EqKnockinKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time upper_barrier: type: number description: Gets or sets the upper barrier. format: double lower_barrier: type: number description: Gets or sets the lower barrier. format: double start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the claim type. option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the barrier type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockinKnockout, Derivitec.Web.Core additionalProperties: false description: The EqKnockinKnockout class. EqKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the eq knockout barrier type. start_date: type: string description: Gets or sets contratc start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. rebate: type: number description: Gets or sets the rebate. format: double option_rebate_type: enum: - none - pay_at_knock - pay_at_maturity type: string description: Gets or sets the type of the rebate type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double initial_spot_fixed: type: number description: Gets or sets the initial spot fixed. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqKnockout, Derivitec.Web.Core additionalProperties: false description: The EqKnockout class. EqLookbackOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time option_lookback_type: enum: - floating_strike - fixed_strike - spread type: string description: Gets or sets the lookback type . option_observation_period: enum: - daily - weekly - monthly type: string description: Gets or sets the observation period (Daily, Weekly, Monthly). lookback_start_date: type: string description: Gets or sets the lookback start date. format: date-time lookback_end_date: type: string description: Gets or sets the lookback end date. format: date-time option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the eq knockout claim type. settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 strike: type: number description: Gets or sets the strike. format: double is_return_type: type: boolean description: >- Whether the initial fixing enables return-style payoff; false when InitialFixing is -1. readOnly: true initial_fixing: type: number description: >- Initial underlying price used to normalise a return-style lookback payoff. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' calendar_name: type: string description: Gets or sets the calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqLookbackOption, Derivitec.Web.Core additionalProperties: false description: The EqKnockout class. EqOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time calendar: type: string description: Gets or sets the calendar. nullable: true compo_currency: type: string description: Gets or sets the compo currency nullable: true is_quanto: type: boolean description: Gets or sets a value indicating whether is quanto. quanto_fx_rate: type: number description: >- FX rate retained for the booking representation of a quanto option; defaults to 1. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the claim type. option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 strike: type: number description: Gets or sets the strike. format: double underlyer: $ref: '#/components/schemas/InstrumentIdentifier' is_listed: type: boolean description: Gets or sets the IsListed flag. premium_paid_up_front: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double dividend_adjustment_start_date: type: string description: Gets or sets the dividend adjustment start date. format: date-time nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOption, Derivitec.Web.Core additionalProperties: false description: The EqOption class. EqOptionAmerican: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the claim type. option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar: type: string description: Gets or sets the calendar. nullable: true is_quanto: type: boolean description: Gets or sets a value indicating whether is quanto. is_listed: type: boolean description: Gets or sets the IsListed flag. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqOptionAmerican, Derivitec.Web.Core additionalProperties: false description: The EqOptionAmericanPosition class. EqOutperformanceOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time first_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' second_equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - call - put type: string description: Gets or sets the claim type. settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 calendar: type: string description: Gets or sets the calendar. nullable: true exchange: type: string description: Gets or sets the exchange. nullable: true start_date: type: string description: Gets or sets the expiration date. format: date-time initial_fixings: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Gets or sets the initial fixings. nullable: true is_compo: type: boolean description: Gets or sets the IsCompo flag. is_quanto: type: boolean description: Gets or sets the IsQuanto flag. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqOutperformanceOption, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class EqStock: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' is_gdr: type: boolean description: Gets or sets the IsGdr flag share_ratio: type: number description: Gets or sets the share ratio format: double nullable: true is_trs: type: boolean traded_price: type: number format: double nullable: true funding_currency: type: string nullable: true underlyer: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqStock, Derivitec.Web.Core additionalProperties: false description: The EqStock class. EqSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time applied_tax_rate: type: number description: Gets or sets the applied tax rate. format: double applied_tax_rate_pct: type: number description: Gets or sets the applied tax rate. format: double readOnly: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the bdc. compo_currency: type: string description: Gets or sets the compo currency. nullable: true div_payment_style: enum: - on_expiry - on_expiry_reinvested - on_next_reset - pass_thru type: string description: Gets or sets the div payment style. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. eq_swap_valuation_type: enum: - accrual - npv type: string description: Gets or sets the valuation type. equity_asset: $ref: '#/components/schemas/InstrumentIdentifier' initial_fixing_date: type: string description: Gets or sets the initial fixing date. format: date-time is_compo: type: boolean description: Gets or sets a value indicating whether the contract is compo. is_perpetual: type: boolean description: Gets or sets a value indicating whether is perpetual. is_quanto: type: boolean description: Gets or sets a value indicating whether the contract is quanto. payment_calendar_name: type: string description: Gets or sets the payment calendar name. nullable: true payment_lag: type: integer description: Gets or sets the payment lag. format: int32 rate_asset_name: type: string description: Gets or sets the rate asset name. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time spread: type: number description: Gets or sets the spread. format: double spread_pct: type: number description: Gets or sets the spread. format: double readOnly: true start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. swap_reset_type: enum: - fixed_shares - fixed_notional type: string description: Gets or sets the swap reset type. swap_return_type: enum: - price_return - total_return type: string description: Gets or sets the swap return type. tenor: type: string description: Gets or sets the tenor. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqSwap, Derivitec.Web.Core additionalProperties: false description: The EqSwap class. EqTarn: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true call_barrier_levels: type: array items: type: number format: double description: Call barrier levels for the contract's fixing schedule. nullable: true call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_notionals: type: array items: type: number format: double description: Gets or sets the call notionals. nullable: true call_strikes: type: array items: type: number format: double description: Gets or sets the call strikes. nullable: true end_stub: enum: - none - short - long type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_fixing_date: type: string description: Gets or sets the first fixing date. format: date-time fixing_dates_stored: type: array items: type: string format: date-time description: Gets or sets the fixing dates stored. nullable: true underlyer: $ref: '#/components/schemas/InstrumentIdentifier' lower_knockout_levels: type: array items: type: number format: double description: >- Lower knockout levels in underlying price units for the fixing schedule. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true pivot_strikes: type: array items: type: number format: double description: Gets or sets the pivot strikes. nullable: true put_barrier_levels: type: array items: type: number format: double description: Put barrier levels for the contract's fixing schedule. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. put_notionals: type: array items: type: number format: double description: Gets or sets the put notionals. nullable: true put_strikes: type: array items: type: number format: double description: Gets or sets the put strikes. nullable: true schedule_end_date: type: string description: Gets or sets the schedule end date. format: date-time schedule_roll_date: type: string description: Gets or sets the schedule roll date. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date. format: date-time settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. next_fixing_index: type: integer format: int32 start_stub: enum: - none - short - long type: string description: Gets or sets the start stub. target_level: type: number description: Gets or sets the target level. format: double option_termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff type: string description: Gets or sets the termination condition. upper_call_barrier_levels: type: array items: type: number format: double description: Upper call barrier levels for the contract's fixing schedule. nullable: true upper_call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper call barrier type. upper_call_notionals: type: array items: type: number format: double description: Gets or sets the upper call notionals. nullable: true upper_call_strikes: type: array items: type: number format: double description: Gets or sets the upper call strikes. nullable: true upper_knockout_levels: type: array items: type: number format: double description: >- Upper knockout levels in underlying price units for the fixing schedule. nullable: true upper_put_barrier_levels: type: array items: type: number format: double description: Upper put barrier levels for the contract's fixing schedule. nullable: true upper_put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper put barrier type. upper_put_notionals: type: array items: type: number format: double description: Gets or sets the upper put notionals. nullable: true upper_put_strikes: type: array items: type: number format: double description: Gets or sets the upper put strikes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqTarn, Derivitec.Web.Core additionalProperties: false description: The EqTarn class. EqVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number format: double nullable: true readOnly: true knockin_barrier_type: enum: - none - up - down - double_barriers type: string description: Knockout barrier types. knockin_observation_type: enum: - at_initial_date - at_expiry - any_fixing_dates type: string knockin_barrier: type: number format: double knockin_upper_barrier: type: number format: double knockin_payoff_type: enum: - contingent_payoff - contingent_strike type: string is_normalised: type: boolean description: Gets or sets a value indicating whether is normalised. knockout_barrier: type: number description: Gets or sets the knockout barrier. format: double knockout_barrier_type: enum: - none - up - down - double_barriers type: string description: Gets or sets the ko barrier type. $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The EqVarianceSwap class. EqVolatilityDispersion: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time equity_identifiers_parameters: type: object additionalProperties: $ref: '#/components/schemas/EquityIdentifiersParameters' nullable: true equity_identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' nullable: true weights: type: array items: type: number format: double nullable: true strikes: type: array items: type: number format: double nullable: true include_dividend_jumps: type: array items: type: boolean nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true cap_level: type: number description: Gets or sets the vol caps. format: double initial_date: type: string description: Gets or sets the initial fixing date. format: date-time settlement_date: type: string description: Gets or sets the settlement date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double calendar_name: type: string description: Gets or sets the calendar. nullable: true offer_rate: type: number description: Gets or sets the vol caps. format: double floor_rate: type: number description: Gets or sets the vol caps. format: double coupon_rate: type: number description: Gets or sets the vol caps. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilityDispersion, Derivitec.Web.Core additionalProperties: false description: The EqVolatilityDispersion EqVolatilityKnockoutOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 option_claim_type: enum: - call - put type: string description: Gets or sets the cap level. strike: type: number description: Gets or sets the cap level. format: double cap_level: type: number description: Gets or sets the cap level. format: double floor_level: type: number description: Gets or sets the floor level. format: double vol_barrier: type: number description: Gets or sets the floor level. format: double rebate: type: number description: Gets or sets the floor level. format: double knockin_level: type: number description: Gets or sets the knockin level. format: double knockin_barrier_type: enum: - none - up - down - double_barriers type: string description: Knockout barrier types. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilityKnockoutOption, Derivitec.Web.Core additionalProperties: false description: The EqVolatilityKnockoutOption class. EqVolatilitySwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number format: double nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolatilitySwap, Derivitec.Web.Core additionalProperties: false description: The EqVolatilitySwap class. EqVolatilitySwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time underlyer: $ref: '#/components/schemas/InstrumentIdentifier' vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Requested frequency between scheduled fixing observations. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_delay: type: integer description: Gets or sets the settlement delay. format: int32 calendar_name: type: string description: Gets or sets the calendar name. nullable: true include_dividend_jumps: type: boolean description: Gets or sets a value indicating whether include dividend jumps. return_lag: type: integer description: Gets or sets the return lag. format: int32 $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolatilitySwapBase, Derivitec.Web.Core additionalProperties: false description: The EqVarianceSwap class. EqVolIndexFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time futures_code: type: string description: >- Listed-future code retained by the booking payload; defaults to empty. nullable: true eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexFuture, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class EqVolIndexFutureByCode: required: - $type type: object additionalProperties: false description: The equity vol index future by code. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqVolIndexFutureByCode, Derivitec.Web.Core EqVolIndexOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time eq_vol_index_identifier: $ref: '#/components/schemas/InstrumentIdentifier' underlyer: $ref: '#/components/schemas/InstrumentIdentifier' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - call - put - forward - digital_call - digital_put type: string description: Gets or sets the claim type. option_settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. calendar: type: string description: Gets or sets the calendar. nullable: true premium_paid_upfront: type: boolean description: Gets or sets a value indicating whether premium paid upfront. is_listed: type: boolean description: Gets or sets a value indicating whether the option is listed. exchange: type: string description: Gets or sets the exchange nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.EqVolIndexOption, Derivitec.Web.Core additionalProperties: false description: The EqVolIndexFuture class FullySpecifiedMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.FullySpecified, Derivitec.Web.Core additionalProperties: false description: >- Abstract contract whose economic terms are supplied directly rather than inferred only from an instrument code. FxAccumulator: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the currency pair. nullable: true is_accumulator: type: boolean description: Gets or sets the is accumlator or not. fixing_dates: type: array items: type: string format: date-time description: Gets or sets the manually input fixing dates. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the cut off. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true schedule_start_date: type: string description: Gets or sets the schedule start date. format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date. format: date-time schedule_roll_date: type: string description: Gets or sets the schedule roll date. format: date-time period_str: type: string description: Gets or sets the period string. nullable: true start_stub: enum: - none - short - long type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. strikes: type: array items: type: number format: double description: Gets or sets the strikes. nullable: true leveraging_factors: type: array items: type: number format: double description: Gets or sets the leveraging factors. nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time knockout_barrier_levels: type: array items: type: number format: double description: Gets or sets the knockout barrier levels. nullable: true call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_barrier_levels: type: array items: type: number format: double description: Gets or sets the call barrier levels. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the put barrier level is knock in. put_barrier_levels: type: array items: type: number format: double description: Gets or sets the put barrier levels. nullable: true notionals: type: array items: type: number format: double description: Gets or sets the notional per period nullable: true notional_currency: type: string description: >- ISO currency code for the notional, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAccumulator, Derivitec.Web.Core additionalProperties: false description: The FxAccumulator class. FxAsianOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true premium_paid_up_front: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront fixing_dates: type: array items: type: string format: date-time nullable: true average_start_date: type: string format: date-time average_end_date: type: string format: date-time period: type: string nullable: true option_payoff_type: enum: - average_rate - average_strike type: string notional_currency: type: string nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAsianOption, Derivitec.Web.Core additionalProperties: false description: The fx asian option. FxAutocallable: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time option_barrier_observation_type: enum: - continuous - daily type: string description: Gets or sets the barrier observation type. barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the cutoff. fx_pair: type: string description: Gets or sets the fx pair. nullable: true lower_barrier: type: number description: Gets or sets the lower barrier. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true rebate_strike: type: number description: Gets or sets the rebate strike. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double upper_barrier: type: number description: Gets or sets the upper barrier. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxAutocallable, Derivitec.Web.Core additionalProperties: false description: FX autocallable. FxBarrierMA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true basket_name: type: string description: Gets or sets the basket name. nullable: true start_date: type: string description: Gets or sets the start date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time settlement_date: type: string description: Gets or sets the settlement date. format: date-time upper_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the upper barrier levels. nullable: true lower_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the lower barrier levels. nullable: true vol_barrier_levels: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Gets or sets the vol barrier levels. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. option_knock_type: enum: - knock_out - knock_in type: string option_vol_knock_type: enum: - vol_knock_out - vol_knock_in type: string strikes: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true claim_types: type: array items: $ref: '#/components/schemas/StringClaimTypeFxKeyValuePair' nullable: true is_worst_knock: type: boolean calendar_name: type: string nullable: true period_str: type: string nullable: true annualisation_factor: type: number format: double include_mean_adjustment: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBarrierMA, Derivitec.Web.Core additionalProperties: false description: The fx barrier ma. FxBasketFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time averaging_type: enum: - arithmetic - geometric - not_set type: string description: Gets or sets the averaging type. basket_name: type: string description: Gets or sets the basket name. nullable: true divisor: type: number description: Gets or sets the divisor. format: double fx_pairs: type: array items: type: string description: Gets or sets the FX cross ids. nullable: true quantities: type: array items: type: number format: double description: Gets or sets the quantities. nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketFuture, Derivitec.Web.Core additionalProperties: false FxBasketOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time basket_averaging_type: enum: - arithmetic - geometric - not_set type: string description: Gets or sets the basket averaging type. basket_future: $ref: '#/components/schemas/FxFutureByCode' basket_name: type: string description: Gets or sets the basket name. nullable: true divisor: type: number description: Gets or sets the divisor. format: double fx_pairs: type: array items: type: string description: Gets or sets the fx cross ids. nullable: true option_claim_type: enum: - call - put type: string description: Gets or sets the claim type. quantities: type: array items: type: number format: double description: Gets or sets the quantities. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time strike: type: number description: Gets or sets the strike. format: double premium_paid_upfront: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxBasketOption, Derivitec.Web.Core additionalProperties: false FxCorrelationSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair_parameters: type: object additionalProperties: $ref: '#/components/schemas/FxCorrelationSwapPairParameters' description: >- FX-pair basket keyed by concatenated currency codes, for example USDJPY. nullable: true fx_pairs: type: array items: type: string description: >- Ordered FX pairs using concatenated currency codes, for example USDJPY. nullable: true strike: type: number description: Gets or sets the strike. format: double basket_name: type: string description: Gets or sets the basket name. nullable: true start_date: type: string description: Gets or sets the expiration date. format: date-time period: type: string description: Gets or sets the period. nullable: true business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: >- Legacy business-day convention field retained for payload compatibility. settlement_lag: type: integer description: >- Legacy settlement lag in business days, retained for payload compatibility. format: int32 $type: type: string enum: - Derivitec.Web.Core.Tradables.FxCorrelationSwap, Derivitec.Web.Core additionalProperties: false description: >- FX correlation swap terms, including the observed currency-pair basket and observation period. FxDoubleKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true lower_barrier: type: number description: Gets or sets the barrier. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double upper_barrier: type: number description: Gets or sets the barrier. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockin, Derivitec.Web.Core additionalProperties: false description: The FxDoubleKnockin class. FxDoubleKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true lower_barrier: type: number description: Gets or sets the barrier. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double upper_barrier: type: number description: Gets or sets the barrier. format: double option_barrier_observation_type: enum: - continuous - daily type: string description: >- Barrier-observation selection retained for the booking representation. $type: type: string enum: - Derivitec.Web.Core.Tradables.FxDoubleKnockout, Derivitec.Web.Core additionalProperties: false description: The FxDoubleKnockout class. FxForwardMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true is_spot_contract: type: boolean description: Gets or sets a value indicating whether this is a spot contract. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. strike: type: number description: Gets or sets the strike. format: double is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' treat_as_cash: type: boolean description: >- Whether the legacy forward import splits the forward into its two currency cash positions; defaults to false. $type: type: string enum: - Derivitec.Web.Core.Tradables.FxForward, Derivitec.Web.Core additionalProperties: false description: Foreign-exchange forward with optional deal-contingent premium terms. FxForwardDC: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true is_spot_contract: type: boolean description: Gets or sets a value indicating whether this is a spot contract. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. strike: type: number description: Gets or sets the strike. format: double is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' treat_as_cash: type: boolean description: >- Whether the legacy forward import splits the forward into its two currency cash positions; defaults to false. contingency: enum: - deal_fails - deal_approved type: string description: Gets or sets the contingency. deal_probability: type: number description: Gets or sets the deal probability. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true premium_determination_end_date: type: string description: Gets or sets the premium determination end date. format: date-time premium_determination_start_date: type: string description: Gets or sets the premium determination start date. format: date-time premium_end_value: type: number description: Gets or sets the premium end value. format: double premium_start_value: type: number description: Gets or sets the premium start value. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxForwardDC, Derivitec.Web.Core additionalProperties: false description: >- FX forward whose settlement and premium depend on a specified deal contingency. FxFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: >- Currency-pair reference for the foreign-exchange future; formatting convention is not defined here. nullable: true settlement_type: enum: - physical - cash type: string description: Settlement method selected for the foreign-exchange future. traded_price: type: number description: >- Trade price supplied for the foreign-exchange future; quotation convention is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified foreign-exchange future with its currency pair, expiry, settlement method, and trade price. FxFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFutureByCode, Derivitec.Web.Core additionalProperties: false description: The FxFutureByCode. FxFVA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx fva settlement type. claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx fva claim type strike_type: enum: - fixed - floating - delta_neutral type: string description: Gets or sets the strike type. strike: type: number description: Gets or sets the strike. format: double benchmark_volatility: type: number description: Gets or sets the benchmark volatility. format: double benchmark_growth: type: number description: Gets or sets the benchmark growth. format: double nullable: true benchmark_growth_historical: type: number description: Gets or sets the historical benchmark growth. format: double nullable: true benchmark_rate: type: number description: Gets or sets the benchmark rate. format: double nullable: true benchmark_rate_historical: type: number description: Gets or sets the historical benchmark rate. format: double nullable: true premium_determination_date: type: string description: Gets or sets the premium determination date. format: date-time benchmark_premium_payment_date: type: string description: Gets or sets the benchmark settlement date. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxFVA, Derivitec.Web.Core additionalProperties: false description: The FxFVA class. FxIrDualDigitalOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true ir_swap_fixing_instrument: type: string description: Gets or sets the IR swap fixing instrument. nullable: true lower_barrier: type: number description: Gets or sets the lower rate barrier. format: double upper_barrier: type: number description: Gets or sets the upper rate barrier. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxIrDualDigitalOption, Derivitec.Web.Core additionalProperties: false description: FX IR dual digital option. FxKnockin: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_barrier_type: enum: - up_and_in - down_and_in type: string description: Gets or sets the fx knockout barrier type. premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockin, Derivitec.Web.Core additionalProperties: false description: The FxKnockin class. FxKnockinKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time lower_barrier: type: number description: Gets or sets the barrier. format: double upper_barrier: type: number description: Gets or sets the barrier. format: double barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockin knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockin knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the fx knockin knockout barrier type. premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockin knockout settlement type. strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockinKnockout, Derivitec.Web.Core additionalProperties: false description: The FxKnockinKnockout class. FxKnockout: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time barrier: type: number description: Gets or sets the barrier. format: double barrier_end_date: type: string description: Gets or sets the barrier end date. format: date-time barrier_start_date: type: string description: Gets or sets the barrier start date. format: date-time claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the fx knockout claim type. cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_barrier_type: enum: - up_and_out - down_and_out type: string description: Gets or sets the fx knockout barrier type. option_rebate_type: enum: - none - immediate - delayed type: string description: Gets or sets the type of the rebate type. premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true rebate: type: number description: Gets or sets the rebate. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the fx knockout settlement type. strike: type: number description: Gets or sets the strike. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.FxKnockout, Derivitec.Web.Core additionalProperties: false description: The FxKnockout class. FxOption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true option_settlement_type: enum: - physical - cash type: string description: Gets or sets the type of the option settlement. premium_paid_up_front: type: boolean description: Gets or sets a flag indicating if the premium is paid upfront traded_price: type: number description: Gets or sets the traded price. format: double is_listed: type: boolean description: Gets or sets the IsListed flag. payoff_currency: type: string description: Gets or sets the payoff currency. nullable: true is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOption, Derivitec.Web.Core additionalProperties: false description: The fx option. FxOptionAmerican: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true option_settlement_type: enum: - physical - cash type: string description: Gets or sets the type of the option settlement. is_listed: type: boolean description: Gets or sets the IsListed flag. is_bermudan: type: boolean description: Gets or sets the IsBermudan flag. observation_dates: type: array items: type: string format: date-time description: Gets or sets the observation dates nullable: true observation_strikes: type: array items: type: number format: double description: Gets or sets the observation strikes nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionAmerican, Derivitec.Web.Core additionalProperties: false description: The fx option. FxOptionOnRealisedVolatility: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true claim_type: enum: - call - put type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: Gets or sets the tenor. nullable: true annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxOptionOnRealisedVolatility, Derivitec.Web.Core additionalProperties: false description: The FxOptionOnRealisedVolatility class. FxOptionSAMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fx knockout cut off. fx_pair: type: string description: Gets or sets the fx pair. nullable: true option_claim_type: enum: - call - put - forward - digital_call - digital_put - straddle type: string description: Gets or sets the type of the option claim. settlement_date: type: string description: Gets or sets the settlement date. format: date-time nullable: true strike: type: number description: Gets or sets the strike. format: double premium_currency: type: string description: >- ISO currency code for the premium, selected from the two currencies in FxPair. The booking form requires an explicit choice and retains existing values when the pair changes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxOptionSA, Derivitec.Web.Core additionalProperties: false description: The fx option sa. FxTarn: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true call_barrier_levels: type: array items: type: number format: double description: >- Call barrier levels in quoted FX pair price units, ordered by fixing. nullable: true call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. call_notionals: type: array items: type: number format: double description: Gets or sets the call notionals. nullable: true call_strikes: type: array items: type: number format: double description: Gets or sets the call strikes. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. end_stub: enum: - none - short - long type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. first_fixing_date: type: string description: Gets or sets the first fixing date. format: date-time fixing_dates_stored: type: array items: type: string format: date-time description: Gets or sets the fixing dates stored. nullable: true fx_pair: type: string description: Gets or sets the fx pair. nullable: true is_folding_expiry: type: array items: type: boolean description: >- Gets or sets a flag to specify if the i-th fixing date is a folding expiry. nullable: true lower_knockout_levels: type: array items: type: number format: double description: >- Lower knockout levels in the quoted FX pair's price units, ordered by fixing. nullable: true notional_currency: type: string description: >- ISO currency code for the notional, selected from the two currencies in FxPair. The form requires an explicit choice and retains existing values when the pair changes. nullable: true period_str: type: string description: Gets or sets the period string. nullable: true pivot_strikes: type: array items: type: number format: double description: Gets or sets the pivot strikes. nullable: true put_barrier_levels: type: array items: type: number format: double description: Put barrier levels in quoted FX pair price units, ordered by fixing. nullable: true put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the call barrier type. put_notionals: type: array items: type: number format: double description: Gets or sets the put notionals. nullable: true put_strikes: type: array items: type: number format: double description: Gets or sets the put strikes. nullable: true schedule_end_date: type: string description: Gets or sets the schedule end date. format: date-time schedule_roll_date: type: string description: Gets or sets the schedule roll date. format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date. format: date-time settlement_dates: type: array items: type: string format: date-time description: Gets or sets the settlement dates. nullable: true settlement_lag: type: integer description: Gets or sets the settlement lag. format: int32 settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. start_stub: enum: - none - short - long type: string description: Gets or sets the start stub. target_level: type: number description: Gets or sets the target level. format: double termination_condition: enum: - by_profit_adjusted_strike - by_itm_fixings_no_payoff - by_profit_adjusted_notional - by_itm_fixings_regular - by_profit_full_payoff - by_profit_no_payoff - by_itm_fixings_folding_tarn type: string description: Gets or sets the termination condition. upper_call_barrier_levels: type: array items: type: number format: double description: >- Upper Call barrier levels in quoted FX pair price units, ordered by fixing. nullable: true upper_call_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper call barrier type. upper_call_notionals: type: array items: type: number format: double description: Gets or sets the upper call notionals. nullable: true upper_call_strikes: type: array items: type: number format: double description: Gets or sets the upper call strikes. nullable: true upper_knockout_levels: type: array items: type: number format: double description: >- Upper knockout levels in the quoted FX pair's price units, ordered by fixing. nullable: true upper_put_barrier_levels: type: array items: type: number format: double description: >- Upper Put barrier levels in quoted FX pair price units, ordered by fixing. nullable: true upper_put_barrier_type: enum: - none - knock_in - knock_out type: string description: Gets or sets the upper put barrier type. upper_put_notionals: type: array items: type: number format: double description: Gets or sets the upper put notionals. nullable: true upper_put_strikes: type: array items: type: number format: double description: Gets or sets the upper put strikes. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarn, Derivitec.Web.Core additionalProperties: false description: The FxTarn class. FxTarnMA: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar_id: type: string description: Gets or sets the calendar id. nullable: true call_barrier_levels: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the call barrier levels. nullable: true call_barrier_types: type: object additionalProperties: enum: - none - knock_in - knock_out type: string description: The barrier type dto. description: Gets or sets the call barrier types. nullable: true call_notionals: type: array items: type: number format: double description: Gets or sets the call notionals. nullable: true call_strikes: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the call strikes. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true fx_pairs: type: array items: type: string description: Gets or sets the fx pairs. nullable: true settlement_dates: type: array items: type: string format: date-time description: Gets or sets the settlement dates stored. nullable: true next_fixing_index: type: integer description: Gets or sets the next fixing index. format: int32 notional_currency: type: string description: Gets or sets the notional currency. nullable: true put_barrier_levels: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the put barrier levels. nullable: true put_barrier_types: type: object additionalProperties: enum: - none - knock_in - knock_out type: string description: The barrier type dto. description: Gets or sets the call barrier types. nullable: true put_notionals: type: array items: type: number format: double description: Gets or sets the put notionals. nullable: true put_strikes: type: object additionalProperties: type: array items: type: number format: double nullable: true description: Gets or sets the put strikes. nullable: true settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. target_level: type: number description: Gets or sets the target level. format: double termination_condition: enum: - by_profit_cash_settled - by_profit_full_payoff - by_profit_no_payoff type: string description: Gets or sets the termination condition. $type: type: string enum: - Derivitec.Web.Core.Tradables.FxTarnMA, Derivitec.Web.Core additionalProperties: false description: The FxTarnMA class. FxVarianceSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: >- Frequency between scheduled fixing observations: 1D, 2D, 3D, 4D, 5D or 1W. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. cap_level: type: number format: double nullable: true cap_level_pct: type: number description: >- Cap in percentage units for shared typed-position serialization. Null remains null; zero and negative cap values are preserved and multiplied by 100. format: double nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVarianceSwap, Derivitec.Web.Core additionalProperties: false description: The FxVarianceSwap class. FxVarianceSwapBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: >- Frequency between scheduled fixing observations: 1D, 2D, 3D, 4D, 5D or 1W. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxVarianceSwapBase, Derivitec.Web.Core additionalProperties: false description: The FxVarianceSwap class. FxVolatilitySwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time fx_pair: type: string description: Gets or sets the fx pair. nullable: true vol_strike: type: number description: Gets or sets the vol strike. format: double vol_strike_pct: type: number description: Gets or sets the vol strike. format: double readOnly: true initial_date: type: string description: Gets or sets the initial date. format: date-time tenor: type: string description: >- Frequency between scheduled fixing observations: 1D, 2D, 3D, 4D, 5D or 1W. nullable: true example: 1W annualisation_factor: type: number description: Gets or sets the annualisation factor. format: double settlement_date: type: string description: Gets or sets the settlement date. format: date-time calendar_name: type: string description: Gets or sets the calendar name. nullable: true premium_currency: type: string description: Gets or sets the premium currency. nullable: true cutoff: enum: - new_york - london - tokyo - budapest - warsaw - mexico - wm_reuters4pm - london1600 - london1300 - new_york1230 - london1500 - london1030 - london0900 - hong_kong0800 - hong_kong0900 - hong_kong1300 - hong_kong1400 - hong_kong1500 - hong_kong1600 - taipei1100 - mumbai1330 - manila1130 - korea1400 - korea1530 - mexico1130 - tokyo1500 - new_york1000 - london1200 - budapest1200 - warsaw1100 - tokyo1400 - jakarta1615 - london0800 - sao_paulo1315 - mumbai1300 - bogota1030 - seoul1530 - not_set type: string description: Gets or sets the fixing cut off. cap_level: type: number description: Gets or sets the cap level. format: double nullable: true cap_level_pct: type: number description: >- Cap in percentage units for shared typed-position serialization. Null remains null; zero and negative cap values are preserved and multiplied by 100. format: double nullable: true readOnly: true $type: type: string enum: - Derivitec.Web.Core.Tradables.FxVolatilitySwap, Derivitec.Web.Core additionalProperties: false description: The FxVolatilitySwap class. IBondMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core additionalProperties: false description: Polymorphic contract role for bonds that can produce cash flows. IBondByCodeMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core additionalProperties: false description: Polymorphic bond role whose bond instrument is obtained from its code. ICashFlowContractMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.ICashFlowContract, Derivitec.Web.Core additionalProperties: false description: >- Polymorphic contract role for instruments capable of producing cash flows. IContractMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IContract, Derivitec.Web.Core additionalProperties: false description: Polymorphic base role shared by public contract definitions. IEqContractMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IEqContract, Derivitec.Web.Core additionalProperties: false description: The eq fully specified. IRCapFloor: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double ir_claim_type: enum: - cap - floor type: string description: Gets or sets the claim type. effective_date: type: string description: Gets or sets the effective date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true reset_dates: type: array items: type: string format: date-time description: Gets or sets the reset dates. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. rate_asset_name: type: string description: Gets or sets the name of the rate asset. nullable: true reset_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - not_set type: string description: Gets or sets the caplet payment frequency (used for OIS rate assets) $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloor, Derivitec.Web.Core additionalProperties: false description: The interest rate cap/floor. IRCapFloorBaseMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double ir_claim_type: enum: - cap - floor type: string description: Gets or sets the claim type. effective_date: type: string description: Gets or sets the effective date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true reset_dates: type: array items: type: string format: date-time description: Gets or sets the reset dates. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorBase, Derivitec.Web.Core additionalProperties: false description: The interest rate cap/floor base. IRCapFloorCMS: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time strike: type: number description: Gets or sets the strike. format: double ir_claim_type: enum: - cap - floor type: string description: Gets or sets the claim type. effective_date: type: string description: Gets or sets the effective date. format: date-time fixing_dates: type: array items: type: string format: date-time description: Gets or sets the fixing dates. nullable: true reset_dates: type: array items: type: string format: date-time description: Gets or sets the reset dates. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. ir_swap_fixing_instrument: $ref: '#/components/schemas/InstrumentIdentifier' payment_frequency: type: string description: Gets or sets the PaymentFrequency nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IRCapFloorCMS, Derivitec.Web.Core additionalProperties: false description: The swap rate cap/floor. IRFuture: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time rate_asset_name: type: string description: Name of the reference rate used by the future. nullable: true day_count_fraction: type: number description: Accrual fraction applied to the interest-rate future. format: double traded_price: type: number description: >- Trade price supplied for the interest-rate future; quotation convention is not defined here. format: double compounding_rule: enum: - none - ois - weighted - not_set type: string description: Rule used to compound the reference rate for the future. compounding_start_date: type: string description: >- Optional date on which reference-rate compounding starts; timezone semantics are not defined here. format: date-time nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified interest-rate future with its reference rate, compounding terms, accrual fraction, expiry, and trade price. IRFutureByCode: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFutureByCode, Derivitec.Web.Core additionalProperties: false description: The IRFutureByCode. IRLeg: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time averaging_method: enum: - none - weighted - unweighted - ois_compounding type: string description: Gets or sets the averaging method. ois_compounding_frequency: type: integer description: Gets or sets the ois compounding frequency. format: int32 business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. effective_date: type: string description: Gets or sets the effective date. format: date-time end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets the end-to-end flag. fixed_rates: type: array items: type: number format: double description: >- Fixed coupon rates as decimal fractions, in schedule order. The form edits the first rate when RateAssetName is empty; values are retained but do not apply to a floating leg. nullable: true next_cash_flow_index: type: integer description: Gets or sets the index of the next cash flow. format: int32 payment_calendar: type: string description: Gets or sets the payment calendar. nullable: true payment_frequency: enum: - annual - semi_annual - quarterly - monthly - weekly - term - every28_days - not_set type: string description: Gets or sets the payment frequency. payment_lag: type: integer description: Gets or sets the payment lag. format: int32 pay_notional_at_start: type: boolean description: >- Gets or sets a value indicating whether notional is exchanged on the first reset date. period_end_dates_stored: type: array items: type: string format: date-time description: Gets or sets the stored period end dates. nullable: true rate_asset_name: type: string description: Gets or sets the name of the rate asset. nullable: true receive_notional_at_end: type: boolean description: >- Gets or sets a value indicating whether notional is exchanged on the last reset date. reset_calendar: type: string description: Gets or sets the reset calendar. nullable: true roll_date: type: string description: Gets or sets the roll date. format: date-time spreads: type: array items: type: number format: double description: >- Floating-rate spreads as decimal fractions, in schedule order. The form edits the first spread when RateAssetName is populated; values are retained but do not apply to a fixed leg. nullable: true start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. use_imm_dates: type: boolean description: The UseImmDates flag. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLeg, Derivitec.Web.Core additionalProperties: false description: The ir leg. IRLegFixed: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Gets or sets the business day convention. calendar: type: string description: Gets or sets the calendar. nullable: true day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. effective_date: type: string description: Gets or sets the effective date. format: date-time end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. end_to_end: type: boolean description: Gets or sets a value indicating whether end to end. interest_rate: type: number description: Gets or sets the interest rate. format: double interest_rate_pct: type: number description: Gets or sets the interest rate. format: double readOnly: true pay_notional_at_start: type: boolean description: Gets or sets a value indicating whether pay notional at start. receive_notional_at_end: type: boolean description: Gets or sets a value indicating whether receive notional at end. roll_date: type: string description: Gets or sets the roll date. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. tenor: type: string description: Gets or sets the tenor. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFixed, Derivitec.Web.Core additionalProperties: false description: The IR leg fixed class. IRLegFloating: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time effective_date: type: string description: Gets or sets the effective date. format: date-time end_stub: enum: - none - short - long - not_set type: string description: Gets or sets the end stub. pay_notional_at_start: type: boolean description: Gets or sets a value indicating whether pay notional at start. rate_asset: type: string description: Gets or sets the rate asset. nullable: true receive_notional_at_end: type: boolean description: Gets or sets a value indicating whether receive notional at end. roll_date: type: string description: Gets or sets the roll date. format: date-time spread: type: number description: Gets or sets the spread. format: double spread_pct: type: number description: Gets or sets the spread. format: double readOnly: true start_stub: enum: - none - short - long - not_set type: string description: Gets or sets the start stub. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRLegFloating, Derivitec.Web.Core additionalProperties: false description: The IR leg floating class. IROption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time ir_future: $ref: '#/components/schemas/IRFutureByCode' strike: type: number description: Gets or sets the strike. format: double option_claim_type: enum: - put - call type: string description: Gets or sets the option claim type. premium_paid_up_front: type: boolean description: Gets or sets a value indicating whether premium paid up front. traded_price: type: number description: Gets or sets the traded price. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.IROption, Derivitec.Web.Core additionalProperties: false description: IR option. IRSwap: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time payer_leg: $ref: '#/components/schemas/IRLeg' receiver_leg: $ref: '#/components/schemas/IRLeg' payer_leg_notional: type: number description: Gets or sets the payer leg notional format: double receiver_leg_notional: type: number description: Gets or sets the receiver leg notional format: double effective_date: type: string description: Effective date retained in the additional booking schedule. format: date-time use_imm_dates: type: boolean description: IMM-date selection retained in the additional booking schedule. roll_date: type: string description: Roll date retained in the additional booking schedule. format: date-time start_stub: enum: - none - short - long - not_set type: string description: Start-stub selection retained in the additional booking schedule. end_stub: enum: - none - short - long - not_set type: string description: End-stub selection retained in the additional booking schedule. end_to_end: type: boolean description: >- End-to-end period selection retained in the additional booking schedule. swap_notionals_at_start: type: boolean description: >- Initial notional-exchange selection retained in the additional booking schedule. swap_notionals_at_end: type: boolean description: >- Final notional-exchange selection retained in the additional booking schedule. is_deal_contingent: type: boolean description: >- Additional booking flag for deal-contingent premium terms; defaults to false. deal_contingent_terms: $ref: '#/components/schemas/DealContingentTerms' $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwap, Derivitec.Web.Core additionalProperties: false description: The interest rate swap. IRSwaption: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time claim_type: enum: - payer - receiver type: string description: Gets or sets the claim type. fixed_leg: $ref: '#/components/schemas/IRLeg' floating_leg: $ref: '#/components/schemas/IRLeg' settlement_type: enum: - physical - cash type: string description: Gets or sets the settlement type. $type: type: string enum: - Derivitec.Web.Core.Tradables.IRSwaption, Derivitec.Web.Core additionalProperties: false description: The interest rate swaption. Margin: required: - $type type: object additionalProperties: false description: The Margin class. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.Margin, Derivitec.Web.Core Repo: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time start_date: type: string description: Gets or sets the start date. format: date-time day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. is_settled: type: boolean description: Gets or sets the isSettled flag. repo_rate: type: number description: Gets or sets the repo rate. format: double collateral_id: $ref: '#/components/schemas/InstrumentIdentifier' is_open_repo: type: boolean description: Gets or sets the is open repo flag $type: type: string enum: - Derivitec.Web.Core.Tradables.Repo, Derivitec.Web.Core additionalProperties: false description: The repo. Tranche: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time tranche_id: type: string description: Gets or sets the tranche id nullable: true attachment: type: number description: Gets or sets the tranche attachment format: double detachment: type: number description: Gets or sets the tranche detachment format: double payment_dates: type: array items: type: string format: date-time description: Gets or sets the payment dates nullable: true next_payment_index: type: integer description: Gets or sets the next payment idx format: int32 dated_date: type: string description: Gets or sets the dated date. format: date-time rate_asset_name: type: string description: Gets or sets the currency nullable: true spread: type: number description: Gets or sets the spread format: double junior_factor: type: number format: double tranche_factor: type: number format: double senior_factor: type: number format: double day_count_convention: enum: - actual360 - actual365 - actual_actual - thirty_u360 - thirty_e360 - thirty_e360_isda - thirty360 - n_l365 - actual_actual_afb - actual364 - bus252 - not_set type: string description: Gets or sets the day count convention. amortisation_start_date: type: string description: Gets or sets the amortisation start date format: date-time schedule_start_date: type: string description: Gets or sets the schedule start date format: date-time schedule_end_date: type: string description: Gets or sets the schedule end date format: date-time payment_frequency: type: string description: Gets or sets the payment frequency nullable: true amortisation_rate: type: number description: Gets or sets the amortisation rate format: double tranche_amortisation_type: enum: - pro_rata - sequential type: string description: Gets or sets the currency $type: type: string enum: - Derivitec.Web.Core.Tradables.Tranche, Derivitec.Web.Core additionalProperties: false description: The Tranche. DoubleDoubleIFunc1Param: discriminator: propertyName: $type mapping: Derivitec.Web.Core.Func.PowerFuncDouble, Derivitec.Web.Core: '#/components/schemas/PowerFuncDouble' Derivitec.Web.Core.Func.SplineInterpolatedFuncDouble, Derivitec.Web.Core: '#/components/schemas/SplineInterpolatedFuncDouble' oneOf: - $ref: '#/components/schemas/PowerFuncDouble' - $ref: '#/components/schemas/SplineInterpolatedFuncDouble' EquityBump: required: - $type type: object properties: spot_bump: type: number format: double discount_curve_bump: $ref: '#/components/schemas/DiscountCurveBump' borrow_curve_bump: $ref: '#/components/schemas/DiscountCurveBump' dividend_bump: $ref: '#/components/schemas/DividendBump' asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityBump, Derivitec.Web.Core additionalProperties: false description: The equity bump. EquityVolIndexSpreadCurveBump: required: - $type type: object properties: maturities: type: array items: type: integer format: int32 nullable: true spread_bumps: type: array items: type: number format: double nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurveBump, Derivitec.Web.Core additionalProperties: false description: The equity vol index spread curve bump. BondCapitalisationProvision: required: - $type type: object properties: capitalisation_dates: type: array items: type: string format: date-time description: Dates included in the bond capitalisation schedule. nullable: true capitalisation_rates: type: array items: type: number format: double description: >- Rates included in the bond capitalisation schedule; scale and compounding convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCapitalisationProvision, Derivitec.Web.Core additionalProperties: false description: Dates and rates that define a bond capitalisation schedule. BondExtensionProvision: required: - $type type: object properties: extension_dates: type: array items: type: string format: date-time description: Dates on which a bond extension can be exercised. nullable: true extended_maturity_dates: type: array items: type: string format: date-time description: Possible maturity dates after extension. nullable: true extended_redemption_values: type: array items: type: number format: double description: >- Redemption values for extended terms; units and quotation convention are not defined here. nullable: true issuer_extension: type: array items: type: boolean description: >- Flags indicating whether the issuer holds each extension right; list correspondence is not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondExtensionProvision, Derivitec.Web.Core additionalProperties: false description: >- Exercise dates, extended maturities, redemption values, and right-holder flags for extending a bond. BondCallProvision: required: - $type type: object additionalProperties: false description: Issuer call schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCallProvision, Derivitec.Web.Core BondPutProvision: required: - $type type: object additionalProperties: false description: Holder put schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - Derivitec.Web.Core.StaticData.BondPutProvision, Derivitec.Web.Core TrancheDefinition: required: - $type type: object properties: tranche_id: type: string description: >- Identifier assigned to the tranche; identifier namespace is not defined here. nullable: true attachment: type: number description: Tranche attachment point; scale and units are not defined here. format: double detachment: type: number description: Tranche detachment point; scale and units are not defined here. format: double senior_principal_factor: type: number description: Principal factor assigned to the senior tranche component. format: double tranche_principal_factor: type: number description: Principal factor assigned to the tranche as a whole. format: double junior_principal_factor: type: number description: Principal factor assigned to the junior tranche component. format: double amortisation_start_date: type: string description: Date from which tranche amortisation terms apply. format: date-time amortisation_type: enum: - pro_rata - sequential type: string description: Rule used to allocate tranche amortisation. cleanup_call_threshold: type: number description: >- Threshold at which the tranche cleanup call may apply; scale and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.TrancheDefinition, Derivitec.Web.Core additionalProperties: false description: >- Attachment, detachment, amortisation, and principal-factor terms for a tranche. BondCoupon: required: - $type type: object properties: coupon_leg_start_date: type: string description: Start date of the coupon leg. format: date-time coupon_leg_end_date: type: string description: End date of the coupon leg. format: date-time coupon_leg_first_coupon_date: type: string description: First coupon date specified for the leg. format: date-time coupon_leg_penultimate_coupon_date: type: string description: Penultimate coupon date specified for the leg. format: date-time coupon_type: enum: - fixed - variable - not_set type: string description: Whether the coupon is fixed, variable, or not selected. coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency at which the coupon leg pays. fixed_coupon_rate: type: number description: >- Fixed rate applied to the coupon leg; rate scale is not defined here. format: double coupon_index_id: type: string description: >- Identifier of the index used by a variable coupon; identifier namespace is not defined here. nullable: true index_fixing_lag: type: integer description: >- Lag applied when fixing the coupon index; its unit is not defined here. format: int32 index_multiplier: type: number description: Multiplier applied to the coupon index; scale is not defined here. format: double coupon_floor: type: number description: Minimum coupon rate for the leg; rate scale is not defined here. format: double coupon_cap: type: number description: Maximum coupon rate for the leg; rate scale is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.StaticData.BondCoupon, Derivitec.Web.Core additionalProperties: false description: Terms for one fixed or index-linked bond coupon leg. Bond: description: >- Fully specified bond terms, including coupon schedule, settlement conventions, optional provisions, and optional total-return-swap context. discriminator: propertyName: $type mapping: Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' oneOf: - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/ConvertibleBond' ConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the conversion schedule. nullable: true conversion_ratios: type: array items: type: number format: double description: Conversion ratios in the schedule. nullable: true triggers: type: array items: type: number format: double description: >- Trigger values in the conversion schedule; scale and quotation convention are not defined here. nullable: true cash_on_conversions: type: array items: type: number format: double description: >- Cash values applied to scheduled conversions; currency and units are not defined here. nullable: true cap_on_conversions: type: array items: type: number format: double description: >- Cap values applied to scheduled conversions; units are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.ConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Scheduled dates, ratios, triggers, cash terms, and caps for convertible-bond conversion. DilutionConversionCondition: required: - $type type: object properties: issued_shares: type: integer description: Number of shares represented by the dilution terms. format: int32 issued_amount: type: number description: >- Issued amount used by the dilution terms; currency and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DilutionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Issued amount and share count used to describe convertible-bond dilution terms. CallableConversionCondition: required: - $type type: object properties: is_make_whole: type: boolean description: Whether the call condition includes make-whole treatment. convert_on_call: type: boolean description: Whether exercising the call also converts the bond. dates: type: array items: type: string format: date-time description: Dates in the convertible-bond call schedule. nullable: true notionals: type: array items: type: number format: double description: >- Call notional values in the schedule; units and currency are not defined here. nullable: true num_days_above_trigger: type: integer description: >- Number of days within the soft-call window that must be above the trigger. format: int32 num_consecutive_trading_days: type: integer description: Consecutive-trading-day window used by the soft-call condition. format: int32 triggers: type: array items: type: number format: double description: >- Trigger values in the soft-call schedule; scale and quotation convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CallableConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Call schedule and soft-call conditions governing conversion of a convertible bond. PuttableConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the convertible-bond put schedule. nullable: true notionals: type: array items: type: number format: double description: >- Put notional values in the schedule; units and currency are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.PuttableConversionCondition, Derivitec.Web.Core additionalProperties: false description: Put dates and notional values in convertible-bond conversion terms. MandatoryConversionCondition: required: - $type type: object properties: call_ratio: type: number description: Conversion ratio applied by the call-side mandatory terms. format: double put_ratio: type: number description: Conversion ratio applied by the put-side mandatory terms. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.MandatoryConversionCondition, Derivitec.Web.Core additionalProperties: false description: Call and put ratios used by mandatory convertible-bond terms. DividendProtectionConversionCondition: required: - $type type: object properties: threshold: type: number description: >- Dividend-protection threshold; units and scale depend on the accompanying cash-threshold flag and are not defined here. format: double type: enum: - pass_through - conversion_ratio_adjustment type: string description: Method used to apply dividend protection. is_cash_threshold: type: boolean description: Whether the protection threshold is expressed as a cash value. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DividendProtectionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Threshold and adjustment method for convertible-bond dividend protection. EqAccumulatorTermsParameters: required: - $type type: object properties: strike: type: number format: double shares: type: number format: double leveraging_factor: type: number format: double knockout_barrier_level: type: number format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EqAccumulatorTermsParameters, Derivitec.Web.Core additionalProperties: false description: |- One ordered row of accumulator payoff terms. A single row represents the constant values used by the legacy edit page; multiple rows preserve a structured accumulator's period-by-period values. InstrumentIdentifierClaimTypeEqKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: enum: - digital_call - digital_put - call - put type: string additionalProperties: false StringClaimTypeEqKeyValuePair: type: object properties: key: type: string nullable: true value: enum: - digital_call - digital_put - call - put type: string additionalProperties: false EquityIdentifiersParameters: required: - $type type: object properties: weight: type: number description: Gets or sets the weights. format: double strike: type: number description: Gets or sets the strikes. format: double include_dividend_jump: type: boolean description: >- Gets or sets a value indicating whether to include dividend jumps in the realised variance calculation. $type: type: string enum: - >- Derivitec.Web.Core.Tradables.EquityIdentifiersParameters, Derivitec.Web.Core additionalProperties: false StringClaimTypeFxKeyValuePair: type: object properties: key: type: string nullable: true value: enum: - digital_call - digital_put - call - put type: string additionalProperties: false FxCorrelationSwapPairParameters: required: - $type type: object additionalProperties: false description: >- Basket membership for one FX pair; no additional per-pair terms are required. properties: $type: type: string enum: - >- Derivitec.Web.Core.Tradables.FxCorrelationSwapPairParameters, Derivitec.Web.Core DealContingentTerms: required: - $type type: object properties: premium_currency: type: string description: Gets or sets the currency the contingent premium is paid in. nullable: true premium_observation_date1: type: string description: Gets or sets the first premium observation date. format: date-time premium_observation_date2: type: string description: Gets or sets the second premium observation date. format: date-time premium_value1: type: number description: Gets or sets the first premium value. format: double premium_value2: type: number description: Gets or sets the second premium value. format: double contingency: enum: - deal_fails - deal_approved type: string description: Gets or sets the contingency. deal_probability: type: number description: >- Gets or sets the probability the deal completes. No parser scales this column, and the FxForwardDC screen already edits it as a plain number, so it is not a PercentInput. format: double $type: type: string enum: - >- Derivitec.Web.Core.Tradables.DealContingentTerms, Derivitec.Web.Core additionalProperties: false description: >- Premium terms for a deal-contingent trade. The wrap contract holds the observation dates and premium values as vectors, but every parser reads exactly two of each from the template, so they are modelled here as the pairs the columns describe. PowerFuncDouble: required: - $type type: object properties: min: type: number format: double nullable: true max: type: number format: double nullable: true slope: type: number format: double intercept: type: number format: double exponent: type: number format: double $type: type: string enum: - Derivitec.Web.Core.Func.PowerFuncDouble, Derivitec.Web.Core additionalProperties: false description: A function of the form Min(C, Max(F, a + b * x))^c SplineInterpolatedFuncDouble: required: - $type type: object additionalProperties: false properties: x_values: type: array items: type: number format: double description: Gets the x-values nullable: true y_values: type: array items: type: number format: double description: Gets the y-values nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Func.SplineInterpolatedFuncDouble, Derivitec.Web.Core securitySchemes: oauth2: type: oauth2 description: >- OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header flows: implicit: authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize scopes: {} apikey: type: apiKey description: API-Key requested via the site and provided as a header name: x-api-key in: header ````