> ## 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 volatility values at selected strikes. > Evaluates the supplied SVI-compatible volatility surface for each strike using the selected strike convention and maturity. This synchronous operation is read-only. The maturity is accepted as a scalar; its unit is not specified here. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/GetVol 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/GetVol: post: tags: - Tradable summary: Calculate volatility values at selected strikes. description: >- Evaluates the supplied SVI-compatible volatility surface for each strike using the selected strike convention and maturity. This synchronous operation is read-only. The maturity is accepted as a scalar; its unit is not specified here. operationId: GetVol requestBody: description: >- JSON request with non-null `Surface` and `Strikes`, `StrikeType`, and integer `Maturity`. An empty strike list is accepted. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetVolRequest' application/json: schema: $ref: '#/components/schemas/ApiGetVolRequest' text/json: schema: $ref: '#/components/schemas/ApiGetVolRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetVolRequest' responses: '200': description: >- Returns values aligned to input strikes and the echoed strike type, or an unsuccessful payload for invalid input. content: application/json: schema: $ref: '#/components/schemas/ApiGetVolResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetVolRequest: required: - $type type: object properties: strike_type: enum: - absolute - logarithmic - normalized - logarithmic_spot type: string description: Convention used to interpret the supplied strike values. strikes: type: array items: type: number format: double description: Strike coordinates at which volatility values are requested. nullable: true surface: $ref: '#/components/schemas/VolatilitySurfaceSvi' maturity: type: integer description: >- Integer maturity coordinate supplied to the volatility-surface lookup. format: int32 $type: type: string enum: - Derivitec.Web.Core.Tradables.ApiGetVolRequest, Derivitec.Web.Core additionalProperties: false description: >- Volatility surface, maturity coordinate, strike values, and strike convention used to request volatilities. ApiGetVolResponse: 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 strike_type: enum: - absolute - logarithmic - normalized - logarithmic_spot type: string description: Strike convention used for the returned volatility values. vols: type: array items: type: number format: double description: >- Volatility values returned for the requested strike sequence; volatility scale is not defined here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.ApiGetVolResponse, Derivitec.Web.Core additionalProperties: false description: Volatility values returned for the requested maturity and strikes. VolatilitySurfaceSvi: description: >- Dated volatility surface carrying benchmark and fitted parameter sequences. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.VolatilitySurfaceSvi, Derivitec.Web.Core: '#/components/schemas/VolatilitySurfaceSviMintlifyShape' Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core: '#/components/schemas/BondVolSurface' Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core: '#/components/schemas/CmdtyVolSurface' Derivitec.Web.Core.MarketData.DividendIndexVolSurface, Derivitec.Web.Core: '#/components/schemas/DividendIndexVolSurface' Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core: '#/components/schemas/EquityVolIndexVolSurface' Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core: '#/components/schemas/FxVolSurface' oneOf: - $ref: '#/components/schemas/VolatilitySurfaceSviMintlifyShape' - $ref: '#/components/schemas/BondVolSurface' - $ref: '#/components/schemas/CmdtyVolSurface' - $ref: '#/components/schemas/DividendIndexVolSurface' - $ref: '#/components/schemas/EquityVolIndexVolSurface' - $ref: '#/components/schemas/FxVolSurface' VolatilitySurfaceSviMintlifyShape: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.VolatilitySurfaceSvi, Derivitec.Web.Core additionalProperties: false description: >- Dated volatility surface carrying benchmark and fitted parameter sequences. BondVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true futures_market_id: type: string description: Futures market represented by the bond volatility surface. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core additionalProperties: false description: Bond volatility surface identified by its futures market. CmdtyVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true commodity_id: $ref: '#/components/schemas/CommodityId' $type: type: string enum: - Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core additionalProperties: false description: Commodity volatility surface identified by its commodity. DividendIndexVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true dividend_index_id: $ref: '#/components/schemas/InstrumentIdentifier' futures_code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendIndexVolSurface, Derivitec.Web.Core additionalProperties: false description: Dividend-index volatility surface, optionally scoped to a futures code. EquityVolIndexVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core additionalProperties: false description: Volatility surface for an identified equity volatility index. FxVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true fx_pair: type: string description: Currency-pair code represented by the volatility surface. nullable: true is_quoted_fx_vol: type: boolean description: Whether this surface is marked as quoted FX volatility. example: false $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core additionalProperties: false description: >- FX volatility surface identified by its currency pair and quotation flag. 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. 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' 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. 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 ````