> ## 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 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. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/GetConvertibleBondsGridPricerDetails 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/GetConvertibleBondsGridPricerDetails: post: tags: - Tradable summary: Retrieve convertible-bond pricing details. description: >- Returns pricing-grid details for convertible bonds at the supplied as-of date, with optional market-data overrides. This synchronous operation is read-only. operationId: GetConvertibleBondsGridPricerDetails requestBody: description: >- 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. content: application/json-patch+json: schema: $ref: >- #/components/schemas/ApiGetConvertibleBondsGridPricerDetailsRequest application/json: schema: $ref: >- #/components/schemas/ApiGetConvertibleBondsGridPricerDetailsRequest text/json: schema: $ref: >- #/components/schemas/ApiGetConvertibleBondsGridPricerDetailsRequest application/*+json: schema: $ref: >- #/components/schemas/ApiGetConvertibleBondsGridPricerDetailsRequest responses: '200': description: Returns pricing details and errors. content: application/json: schema: $ref: >- #/components/schemas/ApiGetConvertibleBondsGridPricerDetailsResponse '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetConvertibleBondsGridPricerDetailsRequest: 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 convertible bonds whose grid details are requested. nullable: true as_of_date: type: string description: Date at which convertible-bond grid details are requested. format: date-time market_data_override: $ref: '#/components/schemas/MarketDataOverride' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetConvertibleBondsGridPricerDetailsRequest, Derivitec.Web.Core additionalProperties: false description: >- Convertible-bond identifiers, valuation date, and optional market-data substitutions used to request grid details. ApiGetConvertibleBondsGridPricerDetailsResponse: 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 time_grids: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleListKeyValuePair' description: >- Requested instrument identifiers paired with time-grid values; units and ordering are not defined here. nullable: true spot_grids: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleListKeyValuePair' description: >- Requested instrument identifiers paired with spot-grid values; scale and ordering are not defined here. nullable: true hazard_rates: type: array items: $ref: >- #/components/schemas/InstrumentIdentifierDoubleListListKeyValuePair description: >- Requested instrument identifiers paired with hazard-rate matrices; axes, scale, and units are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetConvertibleBondsGridPricerDetailsResponse, Derivitec.Web.Core additionalProperties: false description: >- Time, spot, and hazard-rate grids returned for requested convertible bonds. 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' MarketDataOverride: required: - $type type: object properties: bond_prices: type: array items: $ref: '#/components/schemas/BondDataExternal' description: Replacement bond observations supplied to the calculation. nullable: true bond_yield_curve_overrides: type: array items: $ref: '#/components/schemas/BondYieldCurveOverride' description: Replacement bond yield curves supplied by currency. nullable: true discount_curve_overrides: type: array items: $ref: '#/components/schemas/DiscountCurveOverride' description: Replacement discount curves supplied by currency. nullable: true discount_curve_fitting_overrides: type: array items: $ref: '#/components/schemas/CurveFittingOverride' description: Replacement discount-curve fitting inputs supplied by currency. nullable: true index_curve_overrides: type: array items: $ref: '#/components/schemas/DiscountCurveOverride' description: Replacement index curves supplied by rate-asset code. nullable: true index_curve_fitting_overrides: type: array items: $ref: '#/components/schemas/CurveFittingOverride' description: Replacement index-curve fitting inputs supplied by rate-asset code. nullable: true equity_spot_overrides: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: >- Replacement equity spot values paired with qualified equity identifiers. Pricing-detail requests require each supplied value to be positive. nullable: true equity_vol_grid_overrides: type: array items: $ref: '#/components/schemas/EquityVolGrid' description: Replacement equity volatility grids supplied to the calculation. nullable: true equity_vol_surface_overrides: type: array items: $ref: '#/components/schemas/EquityVolSurface' description: Replacement equity volatility surfaces supplied to the calculation. nullable: true equity_vol_of_var_curve_overrides: type: array items: $ref: '#/components/schemas/EquityVolOfVarCurve' description: >- Request-scoped replacement volatility-of-variance curves for qualified equity/index identifiers. Null or empty leaves stored marks unchanged. Each curve replaces the complete curve on its reference date, taking precedence over provider fallback without uploading data. Only curves matching the calculation pricing/as-of date apply; other reference dates are ignored. Maturities must be positive, strictly increasing calendar-day counts with matching finite, non-negative decimal volatilities. Zero volatility removes the volatility-of-variance convexity adjustment. Duplicate underlying/date pairs and unsupported identifiers fail conversion. ProviderId is metadata, not an environment selector. nullable: true equity_vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string description: >- Spot-response model selected for replacement equity volatility surfaces. Defaults to sticky_strike. borrow_curve_overrides: type: array items: $ref: '#/components/schemas/BorrowCurveOverride' description: Replacement equity borrow curves supplied to the calculation. nullable: true dividends_overrides: type: array items: $ref: '#/components/schemas/DividendsOverride' description: Replacement dividend curves supplied to the calculation. nullable: true cmdty_spot_overrides: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Replacement commodity spot values supplied by commodity-code prefix. nullable: true fx_spot_currency: type: string description: >- Three-character common currency in which all FX spot overrides are expressed; required when overrides are supplied. nullable: true fx_spot_overrides_by_currency: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: >- FX spot values keyed by distinct three-character currencies and expressed against FxSpotCurrency. nullable: true andersen_buffum_parameters_overrides: type: array items: $ref: '#/components/schemas/AndersenBuffumParameters' description: >- Replacement Andersen-Buffum parameter sets supplied to the calculation. nullable: true recovery_rate_overrides: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: >- Replacement recovery-rate values paired with qualified instrument identifiers. nullable: true equity_fx_correlation_overrides: type: array items: $ref: '#/components/schemas/EquityFxCorrelationData' description: Replacement equity-to-FX correlations supplied to the calculation. nullable: true equity_equity_correlation_overrides: type: array items: $ref: '#/components/schemas/EquityEquityCorrelationData' description: >- Replacement equity-to-equity correlations supplied to the calculation. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MarketDataOverride, Derivitec.Web.Core additionalProperties: false description: >- Optional market-data substitutions supplied with pricing, risk, or report calculations. InstrumentIdentifierDoubleListKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: type: array items: type: number format: double nullable: true additionalProperties: false InstrumentIdentifierDoubleListListKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: type: array items: type: array items: type: number format: double nullable: true 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. BondDataExternal: 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 bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' currency: type: string description: Currency of the submitted bond price. nullable: true traded_price: type: number description: >- Submitted bond price interpreted using the bond's reference quotation convention and IsPercentageOfPar. format: double date: type: string description: Observation date. format: date-time is_percentage_of_par: type: boolean description: >- Whether TradedPrice uses percentage-of-par quotation; this value must match the bond's reference quotation convention. is_currency_per_bond_unit: type: boolean description: >- Legacy compatibility field with no observable effect in the public bond-price operations. fitting_mode: enum: - fit_credit_spread - fit_vol_surface type: string description: >- Whether the price is used to fit credit-spread or volatility-surface data; defaults to FitCreditSpread. $type: type: string enum: - Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core additionalProperties: false description: >- Dated bond-price input whose IsPercentageOfPar value must match the bond's reference quotation convention. BondYieldCurveOverride: required: - $type type: object properties: currency: type: string description: >- Exactly three characters identifying the replacement curve's currency. nullable: true discount_factors: type: array items: type: number format: double description: Nonempty dimensionless factors aligned one-for-one with Maturities. nullable: true maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct day-offset maturities aligned one-for-one with DiscountFactors. nullable: true bond_issuer: type: string description: Issuer selected for the replacement curve. nullable: true debt_type: type: string description: >- Debt seniority or debt-type classification used to distinguish issuer curves. nullable: true bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' reference_curve_name: type: string description: >- Name of the curve supplying the reference coordinates. It is required when reference coordinates are supplied, cannot contain underscores, and is initialized to a generated unique value when omitted. nullable: true reference_curve_discount_factors: type: array items: type: number format: double description: >- Nonempty dimensionless reference-curve factors aligned one-for-one with ReferenceCurveMaturities. nullable: true reference_curve_maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct reference-curve maturities as day offsets, aligned one-for-one with ReferenceCurveDiscountFactors. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveOverride, Derivitec.Web.Core additionalProperties: false description: >- Replacement issuer-curve input requiring either a bond issuer or bond identifier and a complete primary or reference curve coordinate set. DiscountCurveOverride: required: - $type type: object properties: currency: type: string description: >- Exactly three characters identifying the replacement curve's currency. nullable: true discount_factors: type: array items: type: number format: double description: Nonempty dimensionless factors aligned one-for-one with Maturities. nullable: true maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct day-offset maturities aligned one-for-one with DiscountFactors. nullable: true curve_name: type: string description: Name distinguishing the curve within its currency. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveOverride, Derivitec.Web.Core additionalProperties: false description: Named replacement discount curve. CurveFittingOverride: required: - $type type: object properties: currency: type: string description: Three-character currency code of the curve being fitted. nullable: true curve_name: type: string description: Name distinguishing the curve within its currency. nullable: true provider_id: type: string description: Data-provider selector. nullable: true instrument_set: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Replacement instruments used for curve fitting. nullable: true instrument_quotes: type: array items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' description: Replacement quotes used for curve fitting. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CurveFittingOverride, Derivitec.Web.Core additionalProperties: false description: >- Overrides the provider, instrument set, and quotes used when fitting a named currency curve. InstrumentIdentifierDoubleKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: type: number format: double additionalProperties: false EquityVolGrid: 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 maturities: type: array items: type: integer format: int32 description: >- Maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility rows. nullable: true reference_date: type: string description: Reference date of the volatility grid. format: date-time strikes: type: array items: type: array items: type: number format: double description: >- One strike row shared by all maturities, or one row per maturity; each row aligns with the corresponding volatility row. nullable: true strike_type: enum: - absolute - percent_spot - percent_forward type: string description: Coordinate convention used by the strike rows. Defaults to absolute. vols: type: array items: type: array items: type: number format: double description: >- Rows of positive volatility values as decimals; 0.20 means 20%. Rows match the strike-row shape and correspond by position to maturities. nullable: true use_spline: type: boolean description: Whether the grid is marked for spline use. example: false spot_ref: type: number description: Optional spot reference carried by the volatility grid. format: double nullable: true asset_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolGrid, Derivitec.Web.Core additionalProperties: false description: Equity volatility grid identified by its equity asset. EquityVolSurface: description: >- Equity volatility surface with benchmark coordinates and a spot reference. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceMintlifyShape' Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSpline' Derivitec.Web.Core.MarketData.EquityVolSurfaceSvi, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSvi' oneOf: - $ref: '#/components/schemas/EquityVolSurfaceMintlifyShape' - $ref: '#/components/schemas/EquityVolSurfaceSpline' - $ref: '#/components/schemas/EquityVolSurfaceSvi' EquityVolOfVarCurve: 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 maturities: type: array items: type: integer format: int32 description: >- Strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility values. nullable: true reference_date: type: string description: Reference date of the volatility curve. format: date-time vols: type: array items: type: number format: double description: >- Volatility values as decimals; 0.20 means 20%. Values correspond by position to maturities. nullable: true spot_ref: type: number description: Optional spot reference carried by the volatility curve. format: double nullable: true eq_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core additionalProperties: false description: >- Volatility-of-variance curve for an identified equity volatility-of-variance index. BorrowCurveOverride: required: - $type type: object properties: currency: type: string description: >- Exactly three characters identifying the replacement curve's currency. nullable: true discount_factors: type: array items: type: number format: double description: Nonempty dimensionless factors aligned one-for-one with Maturities. nullable: true maturities: type: array items: type: integer format: int32 description: >- Nonempty distinct day-offset maturities aligned one-for-one with DiscountFactors. nullable: true asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BorrowCurveOverride, Derivitec.Web.Core additionalProperties: false description: Replacement borrow-curve input for one asset. DividendsOverride: required: - $type type: object properties: asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' dividends: $ref: '#/components/schemas/Dividends' dividend_yields: type: array items: $ref: '#/components/schemas/Int32DoubleKeyValuePair' description: >- Continuously compounded dividend-yield adjustments applied independently of any explicit dividends. nullable: true use_forward_dividend_yields: type: boolean description: >- Whether DividendYields are interpreted as forward rather than zero rates; defaults to `true`. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendsOverride, Derivitec.Web.Core additionalProperties: false description: >- Projected-dividend schedule and/or continuously compounded dividend-yield adjustments for one asset. StringDoubleKeyValuePair: type: object properties: key: type: string nullable: true value: type: number format: double additionalProperties: false AndersenBuffumParameters: 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 andersen_buffum_alpha: type: number description: Alpha input of the Andersen–Buffum representation. format: double andersen_buffum_benchmark_spot: type: number description: Benchmark spot input of the Andersen–Buffum representation. format: double asset_name: $ref: '#/components/schemas/InstrumentIdentifier' reference_date: type: string description: Date to which the data applies. format: date-time $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AndersenBuffumParameters, Derivitec.Web.Core additionalProperties: false description: >- Andersen–Buffum equity-volatility representation inputs at a reference date. EquityFxCorrelationData: 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 correlation: type: number description: >- Unitless correlation between the two selected instruments, in the range -1 to 1. format: double date: type: string description: Observation date. format: date-time equity_identifier: $ref: '#/components/schemas/InstrumentIdentifier' currency: type: string description: >- Currency used with the equity's listing currency to select the FX cross. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityFxCorrelationData, Derivitec.Web.Core additionalProperties: false description: >- Dated correlation between an identified equity and a currency-derived FX cross. EquityEquityCorrelationData: 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 correlation: type: number description: >- Unitless correlation between the two selected instruments, in the range -1 to 1. format: double date: type: string description: Observation date. format: date-time asset1_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset2_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityEquityCorrelationData, Derivitec.Web.Core additionalProperties: false description: Dated correlation between two identified equities. EquityVolSurfaceMintlifyShape: 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 asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface with benchmark coordinates and a spot reference. EquityVolSurfaceSpline: 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 asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double var_grid: type: array items: type: array items: type: number format: double description: The volatility grid (one vector per maturity) nullable: true strike_grid: type: array items: type: array items: type: number format: double description: The strike grid (one vector per maturity) nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core additionalProperties: false description: The equity vol surface. EquityVolSurfaceSvi: 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 asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double 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 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 vols: type: array items: type: number format: double description: >- Volatility values 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.EquityVolSurfaceSvi, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface carrying wing, skew, smile, and volatility parameter sequences. Dividends: 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 all_in_rates: type: array items: type: number format: double description: All-in rates aligned by index with ExDates. nullable: true asset_ids: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: >- Asset identifiers aligned by index with ExDates; reconstruction supplies empty identifiers only when this collection is empty. nullable: true cash_divs: type: array items: type: number format: double description: Cash-dividend inputs aligned by index with ExDates. nullable: true confirmed_flags: type: array items: type: boolean description: Confirmation flags aligned by index with ExDates. nullable: true currencies: type: array items: type: string description: Currencies aligned by index with ExDates. nullable: true declared_dates: type: array items: type: string format: date-time description: Declaration dates aligned by index with ExDates. nullable: true div_types: type: array items: enum: - Regular - Extraordinary - Scrip type: string description: Classifies a dividend as regular, extraordinary, or scrip. description: Dividend classifications aligned by index with ExDates. nullable: true div_yields: type: array items: type: number format: double description: Dividend-yield inputs aligned by index with ExDates. nullable: true ex_dates: type: array items: type: string format: date-time description: >- Ex-dividend dates; their indexes define the rows reconstructed from the parallel collections. nullable: true pay_dates: type: array items: type: string format: date-time description: Payment dates aligned by index with ExDates. nullable: true record_dates: type: array items: type: string format: date-time description: Record dates aligned by index with ExDates. nullable: true withholding_tax_rates: type: array items: type: number format: double description: >- Withholding-tax rates aligned by index with ExDates; reconstruction supplies zero rates only when this collection is empty. nullable: true reference_date: type: string description: Date to which this projected-dividend set applies. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core additionalProperties: false description: >- Columnar projected-dividend data whose per-dividend collections are consumed at matching indexes. Int32DoubleKeyValuePair: type: object properties: key: type: integer format: int32 value: type: number format: double additionalProperties: false 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 ````