Get futures price
curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"mkt_data_date": "2000-01-23T04:56:07.000+00:00",
"reporting_currency": "reporting_currency",
"contracts": [
{
"identifier": "identifier"
},
{
"identifier": "identifier"
}
],
"pricing_date": "2000-01-23T04:56:07.000+00:00"
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice"
payload = {
"mkt_data_date": "2000-01-23T04:56:07.000+00:00",
"reporting_currency": "reporting_currency",
"contracts": [{ "identifier": "identifier" }, { "identifier": "identifier" }],
"pricing_date": "2000-01-23T04:56:07.000+00:00"
}
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({
mkt_data_date: '2000-01-23T04:56:07.000+00:00',
reporting_currency: 'reporting_currency',
contracts: [{identifier: 'identifier'}, {identifier: 'identifier'}],
pricing_date: '2000-01-23T04:56:07.000+00:00'
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice', 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/GetFuturesPrice",
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([
'mkt_data_date' => '2000-01-23T04:56:07.000+00:00',
'reporting_currency' => 'reporting_currency',
'contracts' => [
[
'identifier' => 'identifier'
],
[
'identifier' => 'identifier'
]
],
'pricing_date' => '2000-01-23T04:56:07.000+00:00'
]),
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/GetFuturesPrice"
payload := strings.NewReader("{\n \"mkt_data_date\": \"2000-01-23T04:56:07.000+00:00\",\n \"reporting_currency\": \"reporting_currency\",\n \"contracts\": [\n {\n \"identifier\": \"identifier\"\n },\n {\n \"identifier\": \"identifier\"\n }\n ],\n \"pricing_date\": \"2000-01-23T04:56:07.000+00:00\"\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/GetFuturesPrice")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"mkt_data_date\": \"2000-01-23T04:56:07.000+00:00\",\n \"reporting_currency\": \"reporting_currency\",\n \"contracts\": [\n {\n \"identifier\": \"identifier\"\n },\n {\n \"identifier\": \"identifier\"\n }\n ],\n \"pricing_date\": \"2000-01-23T04:56:07.000+00:00\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice")
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 \"mkt_data_date\": \"2000-01-23T04:56:07.000+00:00\",\n \"reporting_currency\": \"reporting_currency\",\n \"contracts\": [\n {\n \"identifier\": \"identifier\"\n },\n {\n \"identifier\": \"identifier\"\n }\n ],\n \"pricing_date\": \"2000-01-23T04:56:07.000+00:00\"\n}"
response = http.request(request)
puts response.read_body{
"validation_errors": [
"validation_errors",
"validation_errors"
],
"futures_prices": [
0.8008281904610115,
0.8008281904610115
]
}Get futures price
POST
/
api
/
Tradable
/
GetFuturesPrice
Get futures price
curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"mkt_data_date": "2000-01-23T04:56:07.000+00:00",
"reporting_currency": "reporting_currency",
"contracts": [
{
"identifier": "identifier"
},
{
"identifier": "identifier"
}
],
"pricing_date": "2000-01-23T04:56:07.000+00:00"
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice"
payload = {
"mkt_data_date": "2000-01-23T04:56:07.000+00:00",
"reporting_currency": "reporting_currency",
"contracts": [{ "identifier": "identifier" }, { "identifier": "identifier" }],
"pricing_date": "2000-01-23T04:56:07.000+00:00"
}
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({
mkt_data_date: '2000-01-23T04:56:07.000+00:00',
reporting_currency: 'reporting_currency',
contracts: [{identifier: 'identifier'}, {identifier: 'identifier'}],
pricing_date: '2000-01-23T04:56:07.000+00:00'
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice', 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/GetFuturesPrice",
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([
'mkt_data_date' => '2000-01-23T04:56:07.000+00:00',
'reporting_currency' => 'reporting_currency',
'contracts' => [
[
'identifier' => 'identifier'
],
[
'identifier' => 'identifier'
]
],
'pricing_date' => '2000-01-23T04:56:07.000+00:00'
]),
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/GetFuturesPrice"
payload := strings.NewReader("{\n \"mkt_data_date\": \"2000-01-23T04:56:07.000+00:00\",\n \"reporting_currency\": \"reporting_currency\",\n \"contracts\": [\n {\n \"identifier\": \"identifier\"\n },\n {\n \"identifier\": \"identifier\"\n }\n ],\n \"pricing_date\": \"2000-01-23T04:56:07.000+00:00\"\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/GetFuturesPrice")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"mkt_data_date\": \"2000-01-23T04:56:07.000+00:00\",\n \"reporting_currency\": \"reporting_currency\",\n \"contracts\": [\n {\n \"identifier\": \"identifier\"\n },\n {\n \"identifier\": \"identifier\"\n }\n ],\n \"pricing_date\": \"2000-01-23T04:56:07.000+00:00\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/GetFuturesPrice")
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 \"mkt_data_date\": \"2000-01-23T04:56:07.000+00:00\",\n \"reporting_currency\": \"reporting_currency\",\n \"contracts\": [\n {\n \"identifier\": \"identifier\"\n },\n {\n \"identifier\": \"identifier\"\n }\n ],\n \"pricing_date\": \"2000-01-23T04:56:07.000+00:00\"\n}"
response = http.request(request)
puts response.read_body{
"validation_errors": [
"validation_errors",
"validation_errors"
],
"futures_prices": [
0.8008281904610115,
0.8008281904610115
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
Available options:
Derivitec.Web.Core.Tradables.ApiGetFuturesPriceRequest, Derivitec.Web.Core - Option 1
- Option 2
- Option 3
- Option 4
- Option 5
- Option 6
- Option 7
- Option 8
- Option 9
- Option 10
- Option 11
- Option 12
- Option 13
- Option 14
- Option 15
- Option 16
- Option 17
- Option 18
- Option 19
- Option 20
- Option 21
- Option 22
- Option 23
- Option 24
- Option 25
- Option 26
- Option 27
- Option 28
- Option 29
- Option 30
- Option 31
- Option 32
- Option 33
- Option 34
- Option 35
- Option 36
- Option 37
- Option 38
- Option 39
- Option 40
- Option 41
- Option 42
- Option 43
- Option 44
- Option 45
- Option 46
- Option 47
- Option 48
- Option 49
- Option 50
- Option 51
- Option 52
- Option 53
- Option 54
- Option 55
- Option 56
- Option 57
- Option 58
- Option 59
- Option 60
- Option 61
- Option 62
- Option 63
- Option 64
- Option 65
- Option 66
- Option 67
- Option 68
- Option 69
- Option 70
- Option 71
- Option 72
- Option 73
- Option 74
- Option 75
- Option 76
- Option 77
- Option 78
- Option 79
- Option 80
- Option 81
- Option 82
- Option 83
- Option 84
- Option 85
- Option 86
- Option 87
- Option 88
- Option 89
- Option 90
- Option 91
- Option 92
- Option 93
- Option 94
- Option 95
- Option 96
- Option 97
- Option 98
- Option 99
Show child attributes
Show child attributes
Show child attributes
Show child attributes
Example:
{
"credit_event_map": [
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
{
"recovery_rate": 5.944895607614016,
"issuer_id": "issuer_id",
"recovery_rate_by_bond_id": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"reference_date": "2000-01-23T04:56:07.000+00:00"
}
],
"correlation_fx_fx_map": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"bond_vol_surface_map": [
{ "futures_market_id": "futures_market_id" },
{ "futures_market_id": "futures_market_id" }
],
"discount_curve_map": [
{
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
{
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
}
],
"equity_vol_index_map": [
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"eq_asset_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"equity_vol_surface": {
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
"min_log_spot": 4.965218492984954,
"fixings": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"spread_curve": {
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"spreads": [9.965781217890562, 9.965781217890562],
"maturities": [5, 5],
"spread_type": "additive",
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
"log_spot_step_size": 7.457744773683766,
"annualisation_factor": 1.4894159098541704,
"name": "name",
"max_log_spot": 1.1730742509559433,
"equity": {
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [6, 6],
"discount_factors": [0.8008281904610115, 0.8008281904610115],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [1.4658129805029452, 1.4658129805029452],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"div_types": ["Regular", "Regular"],
"confirmed_flags": [true, true],
"cash_divs": [5.962133916683182, 5.962133916683182],
"div_yields": [5.637376656633329, 5.637376656633329],
"reference_date": "2000-01-23T04:56:07.000+00:00",
"record_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"currencies": ["currencies", "currencies"]
},
"name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"fx_cross_map": {
"key": {
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
},
"holiday_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
}
},
{
"days_to_maturity": 6,
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"eq_asset_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"equity_vol_surface": {
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
"min_log_spot": 4.965218492984954,
"fixings": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"spread_curve": {
"eq_vol_index_id": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"spreads": [9.965781217890562, 9.965781217890562],
"maturities": [5, 5],
"spread_type": "additive",
"reference_date": "2000-01-23T04:56:07.000+00:00"
},
"log_spot_step_size": 7.457744773683766,
"annualisation_factor": 1.4894159098541704,
"name": "name",
"max_log_spot": 1.1730742509559433,
"equity": {
"futures_date": "2000-01-23T04:56:07.000+00:00",
"yield_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"borrow_curve": {
"asset_name": "asset_name",
"maturities": [6, 6],
"discount_factors": [0.8008281904610115, 0.8008281904610115],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"fixings": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"roll_fixing": 1.2315135367772556,
"settlement_lag": 1,
"futures_price": 7.061401241503109,
"dividends": {
"declared_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"pay_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"all_in_rates": [1.4658129805029452, 1.4658129805029452],
"ex_dates": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"div_types": ["Regular", "Regular"],
"confirmed_flags": [true, true],
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"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 9.018348186070783,
"settlement_lag": 6,
"futures_price": 8.762042012749001,
"convenience_yield_curve": {
"commodity_id": { "name": "name", "exchange": "exchange" },
"maturities": [6, 6],
"discount_factors": [9.369310271410669, 9.369310271410669],
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"settlement_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
}
}
],
"equity_vol_surface_map": [
{
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
},
{
"asset_name": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
}
}
],
"correlation_eq_fx_map": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"recovery_rate_map": [
{ "value": 3.5571952270680973, "key": "key" },
{ "value": 3.5571952270680973, "key": "key" }
],
"error_message_map": { "key": "error_message_map" },
"credit_swaption_vol_cube_map": [
{ "credit_id": "credit_id" },
{ "credit_id": "credit_id" }
],
"fx_vol_surface_map": [
{
"fx_pair": "fx_pair",
"is_quoted_fx_vol": true
},
{
"fx_pair": "fx_pair",
"is_quoted_fx_vol": true
}
],
"bond_yield_curve_map": [
{
"issuer_id": "issuer_id",
"maturities": [6, 6],
"bond_identifier": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"discount_factors": [2.8841621266687802, 2.8841621266687802],
"currency": "currency",
"issuer_identifier": {
"code": "code",
"identifier_type": "DerivitecBondIssuerId"
},
"reference_bond_yield_curve": null,
"reference_date": "2000-01-23T04:56:07.000+00:00",
"extrapolate": true,
"seniority": "senior"
},
{
"issuer_id": "issuer_id",
"maturities": [6, 6],
"bond_identifier": {
"code": "code",
"market_identification_code": "market_identification_code",
"identifier_type": "Derivitec"
},
"discount_factors": [2.8841621266687802, 2.8841621266687802],
"currency": "currency",
"issuer_identifier": {
"code": "code",
"identifier_type": "DerivitecBondIssuerId"
},
"reference_bond_yield_curve": null,
"reference_date": "2000-01-23T04:56:07.000+00:00",
"extrapolate": true,
"seniority": "senior"
}
],
"fx_cross_map": [
{
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
},
{
"domestic_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"is_quoted_fx_cross": true,
"fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"roll_fixing": 2.027123023002322,
"fx_pair": "fx_pair",
"spot": 7.386281948385884,
"foreign_discount_curve": {
"curve_name": "curve_name",
"maturities": [3, 3],
"discount_factors": [9.301444243932576, 9.301444243932576],
"currency": "currency",
"extrapolate": true,
"value_date": "2000-01-23T04:56:07.000+00:00"
},
"high_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"low_fixings_by_source": [
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
},
{
"value": {
"values": [2.3021358869347655, 2.3021358869347655],
"dates": ["dates", "dates"],
"asset_id": "asset_id"
},
"key": "key"
}
],
"settlement": {
"foreign_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"settlement_lag": 4,
"domestic_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"usd_calendar": {
"holidays": [
"2000-01-23T04:56:07.000+00:00",
"2000-01-23T04:56:07.000+00:00"
],
"name": "name",
"include_weekends": true
},
"is_special_lat_am_cross": true
}
}
]
}
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