> ## 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 interest-rate futures by identifier. > Returns interest-rate-future contract definitions for requested identifiers as of the supplied date. When `AsOfDate` is null, the current UTC calendar date is used. This is read-only. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/GetIRFutures 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/GetIRFutures: post: tags: - Tradable summary: Retrieve interest-rate futures by identifier. description: >- Returns interest-rate-future contract definitions for requested identifiers as of the supplied date. When `AsOfDate` is null, the current UTC calendar date is used. This is read-only. operationId: GetIRFutures requestBody: description: >- JSON request with non-empty `Identifiers` and optional `AsOfDate` as an ISO-8601 date/time reduced to a calendar date. No market-data environment selector is exposed. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetIRFuturesRequest' application/json: schema: $ref: '#/components/schemas/ApiGetIRFuturesRequest' text/json: schema: $ref: '#/components/schemas/ApiGetIRFuturesRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetIRFuturesRequest' responses: '200': description: Returns matched interest-rate futures and errors. content: application/json: schema: $ref: '#/components/schemas/ApiGetIRFuturesResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetIRFuturesRequest: required: - $type type: object properties: identifiers: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: Identifiers of the interest-rate futures to retrieve. nullable: true as_of_date: type: string description: >- Optional date at which the interest-rate-future definitions are requested. format: date-time nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetIRFuturesRequest, Derivitec.Web.Core additionalProperties: false description: >- Instrument identifiers and optional as-of date used to retrieve interest-rate futures. ApiGetIRFuturesResponse: 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 ir_futures: type: array items: $ref: '#/components/schemas/InstrumentIdentifierIRFutureKeyValuePair' description: >- Requested instrument identifiers paired with their interest-rate-future definitions. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetIRFuturesResponse, Derivitec.Web.Core additionalProperties: false description: >- Interest-rate-future 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' InstrumentIdentifierIRFutureKeyValuePair: type: object properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: $ref: '#/components/schemas/IRFuture' 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. IRFuture: 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 rate_asset_name: type: string description: Name of the reference rate used by the future. nullable: true day_count_fraction: type: number description: Accrual fraction applied to the interest-rate future. format: double traded_price: type: number description: >- Trade price supplied for the interest-rate future; quotation convention is not defined here. format: double compounding_rule: enum: - none - ois - weighted - not_set type: string description: Rule used to compound the reference rate for the future. compounding_start_date: type: string description: >- Optional date on which reference-rate compounding starts; timezone semantics are not defined here. format: date-time nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IRFuture, Derivitec.Web.Core additionalProperties: false description: >- Fully specified interest-rate future with its reference rate, compounding terms, accrual fraction, expiry, and trade price. 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 ````