Retrieve convertible-bond pricing details.
Returns pricing-grid details for convertible bonds at the supplied as-of date, with optional market-data overrides. This synchronous operation is read-only.
Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
JSON request with non-empty Identifiers, meaningful AsOfDate, optional MarketDataOverride, and at most one accessible market-data environment. The date is not otherwise constrained here.
Convertible-bond identifiers, valuation date, and optional market-data substitutions used to request grid details.
Derivitec.Web.Core.Tradables.ApiGetConvertibleBondsGridPricerDetailsRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
Identifiers of the convertible bonds whose grid details are requested.
Instrument code qualified by an identifier namespace and optional market code.
- Option 1
- Option 2
Date at which convertible-bond grid details are requested.
Optional market-data substitutions supplied with pricing, risk, or report calculations.
Response
Returns pricing details and errors.
Time, spot, and hazard-rate grids returned for requested convertible bonds.
Derivitec.Web.Core.Tradables.ApiGetConvertibleBondsGridPricerDetailsResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
true
Messages explaining operation-level failures. The collection is empty by default.
Requested instrument identifiers paired with time-grid values; units and ordering are not defined here.
Requested instrument identifiers paired with spot-grid values; scale and ordering are not defined here.
Requested instrument identifiers paired with hazard-rate matrices; axes, scale, and units are not defined here.