Estimate bond-future prices from repo rates.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"eligible_bonds": [
{
"$type": "Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core",
"identifier": "<string>",
"code": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"repo_rates": [
123
],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z"
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates"
payload = {
"$type": "Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"eligible_bonds": [
{
"$type": "Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core",
"identifier": "<string>",
"code": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"repo_rates": [123],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z"
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
eligible_bonds: [
{
$type: 'Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core',
identifier: '<string>',
code: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
}
],
repo_rates: [123],
pricing_date: '2023-11-07T05:31:56Z',
mkt_data_date: '2023-11-07T05:31:56Z'
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'eligible_bonds' => [
[
'$type' => 'Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core',
'identifier' => '<string>',
'code' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
]
]
],
'repo_rates' => [
123
],
'pricing_date' => '2023-11-07T05:31:56Z',
'mkt_data_date' => '2023-11-07T05:31:56Z'
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"eligible_bonds\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"code\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"repo_rates\": [\n 123\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\"\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"eligible_bonds\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"code\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"repo_rates\": [\n 123\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"eligible_bonds\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"code\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"repo_rates\": [\n 123\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\"\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"prices": [
123
]
}Estimate bond-future prices from repo rates.
Calculates bond-future prices using the supplied future, eligible bonds, repo-rate assumptions, and requested dates. This synchronous operation is read-only.
POST
/
api
/
Tradable
/
GetBondFuturesPricesFromRepoRates
Estimate bond-future prices from repo rates.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"eligible_bonds": [
{
"$type": "Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core",
"identifier": "<string>",
"code": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"repo_rates": [
123
],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z"
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates"
payload = {
"$type": "Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"eligible_bonds": [
{
"$type": "Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core",
"identifier": "<string>",
"code": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"repo_rates": [123],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z"
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
eligible_bonds: [
{
$type: 'Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core',
identifier: '<string>',
code: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
}
],
repo_rates: [123],
pricing_date: '2023-11-07T05:31:56Z',
mkt_data_date: '2023-11-07T05:31:56Z'
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'eligible_bonds' => [
[
'$type' => 'Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core',
'identifier' => '<string>',
'code' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
]
]
],
'repo_rates' => [
123
],
'pricing_date' => '2023-11-07T05:31:56Z',
'mkt_data_date' => '2023-11-07T05:31:56Z'
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"eligible_bonds\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"code\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"repo_rates\": [\n 123\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\"\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"eligible_bonds\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"code\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"repo_rates\": [\n 123\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/GetBondFuturesPricesFromRepoRates")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"eligible_bonds\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"code\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"repo_rates\": [\n 123\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\"\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"prices": [
123
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
JSON request with non-empty RepoRates, BondFuture, EligibleBonds, PricingDate, MktDataDate, and at most one accessible market-data environment. No relationship between the eligible-bond and repo-rate counts is stated here.
Bond future, deliverable bonds, repo rates, and valuation dates used to request futures prices.
Available options:
Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
Example:
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
Bond-future contract selected by an instrument code with an optional trade-price input.
Show child attributes
Show child attributes
Code-specified bonds eligible for delivery into the future.
Show child attributes
Show child attributes
Implied repo-rate values supplied for the eligible bonds; scale and list correspondence are not defined here.
Date on which the bond future and eligible bonds are valued.
Date of market data used for the futures-price request.
Response
Returns calculated prices or an unsuccessful payload with validation or market-data errors.
Bond-futures prices calculated from the supplied deliverable bonds and repo rates.
Available options:
Derivitec.Web.Core.Tradables.ApiGetBondFuturesPricesFromRepoRatesResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
Example:
true
Messages explaining operation-level failures. The collection is empty by default.
Calculated futures-price values; quotation convention and result ordering are not defined here.
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