> ## 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. # Retrieve bond contracts by identifier. > Returns bond contract definitions for requested instrument identifiers in one accessible market-data environment. This is read-only. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/GetBonds 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/GetBonds: post: tags: - Tradable summary: Retrieve bond contracts by identifier. description: >- Returns bond contract definitions for requested instrument identifiers in one accessible market-data environment. This is read-only. operationId: GetBonds requestBody: description: >- JSON request with non-empty `Identifiers` and at most one accessible market-data environment selected by name or identifier. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetBondsRequest' application/json: schema: $ref: '#/components/schemas/ApiGetBondsRequest' text/json: schema: $ref: '#/components/schemas/ApiGetBondsRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetBondsRequest' responses: '200': description: Returns matched bonds and errors. content: application/json: schema: $ref: '#/components/schemas/ApiGetBondsResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetBondsRequest: required: - $type type: object properties: market_data_environment_name: type: string description: >- Name of the market-data environment to use. Supply either this name or `provider_id`, not both. nullable: true example: Example market data provider_id: type: string description: >- Opaque identifier of the market-data provider to use. Supply either this identifier or `market_data_environment_name`, not both. nullable: true identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Identifiers of the bonds to retrieve. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetBondsRequest, Derivitec.Web.Core additionalProperties: false description: Instrument identifiers used to retrieve bond contract definitions. ApiGetBondsResponse: 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 bonds: type: array items: $ref: '#/components/schemas/InstrumentIdentifierBondKeyValuePair' description: Requested instrument identifiers paired with their bond definitions. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetBondsResponse, Derivitec.Web.Core additionalProperties: false description: Bond definitions matched to requested instrument identifiers. 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' InstrumentIdentifierBondKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: $ref: '#/components/schemas/Bond' 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. 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' 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. 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. 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. 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. 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 ````