curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": true,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>"
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": True,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>"
}
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({
$type: 'Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
contracts: [
{
$type: 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
identifier: '<string>',
currency: '<string>',
expiration_date: '2023-11-07T05:31:56Z',
asset_swap_spread: 123,
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
calendar_name: '<string>',
coupon_rate: 123,
end_to_end: true,
notional: 123,
payment_lag: 123,
period_str: '<string>',
rate_asset_name: '<string>',
roll_date: '2023-11-07T05:31:56Z',
start_date: '2023-11-07T05:31:56Z',
initial_fx_rate: 123
}
],
pricing_date: '2023-11-07T05:31:56Z',
mkt_data_date: '2023-11-07T05:31:56Z',
reporting_currency: '<string>'
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer', 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/GetMktDataContainer",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'contracts' => [
[
'$type' => 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
'identifier' => '<string>',
'currency' => '<string>',
'expiration_date' => '2023-11-07T05:31:56Z',
'asset_swap_spread' => 123,
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'calendar_name' => '<string>',
'coupon_rate' => 123,
'end_to_end' => true,
'notional' => 123,
'payment_lag' => 123,
'period_str' => '<string>',
'rate_asset_name' => '<string>',
'roll_date' => '2023-11-07T05:31:56Z',
'start_date' => '2023-11-07T05:31:56Z',
'initial_fx_rate' => 123
]
],
'pricing_date' => '2023-11-07T05:31:56Z',
'mkt_data_date' => '2023-11-07T05:31:56Z',
'reporting_currency' => '<string>'
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\"\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/GetMktDataContainer")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\"\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetMktDataContainerResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"mkt_data": {
"$type": "Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core",
"equity_asset_map": [
{
"$type": "Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"borrow_curve": {
"$type": "Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"dividends": {
"$type": "Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"all_in_rates": [
123
],
"asset_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
],
"cash_divs": [
123
],
"confirmed_flags": [
true
],
"currencies": [
"<string>"
],
"declared_dates": [
"2023-11-07T05:31:56Z"
],
"div_types": [
"Regular"
],
"div_yields": [
123
],
"ex_dates": [
"2023-11-07T05:31:56Z"
],
"pay_dates": [
"2023-11-07T05:31:56Z"
],
"record_dates": [
"2023-11-07T05:31:56Z"
],
"withholding_tax_rates": [
123
],
"reference_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"fx_cross_map": {},
"holiday_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"roll_fixing": 123,
"settlement_lag": 123,
"yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"divisor": 123,
"constituents": [
"<string>"
],
"currencies": {},
"shares": {},
"weights": {},
"spots": {},
"is_index": false,
"index_premium": 123
}
],
"equity_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spot_ref": 123
}
],
"equity_vol_of_var_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"vols": [
123
],
"spot_ref": 123,
"eq_vol_of_var_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"fx_vol_of_var_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolOfVarCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"vols": [
123
],
"spot_ref": 123,
"fx_vol_of_var_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"equity_vol_index_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"equity_vol_index_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"annualisation_factor": 123,
"days_to_maturity": 123,
"eq_asset_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"equity": {
"$type": "Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"borrow_curve": {
"$type": "Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"dividends": {
"$type": "Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"all_in_rates": [
123
],
"asset_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
],
"cash_divs": [
123
],
"confirmed_flags": [
true
],
"currencies": [
"<string>"
],
"declared_dates": [
"2023-11-07T05:31:56Z"
],
"div_types": [
"Regular"
],
"div_yields": [
123
],
"ex_dates": [
"2023-11-07T05:31:56Z"
],
"pay_dates": [
"2023-11-07T05:31:56Z"
],
"record_dates": [
"2023-11-07T05:31:56Z"
],
"withholding_tax_rates": [
123
],
"reference_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"fx_cross_map": {},
"holiday_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"roll_fixing": 123,
"settlement_lag": 123,
"yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"divisor": 123,
"constituents": [
"<string>"
],
"currencies": {},
"shares": {},
"weights": {},
"spots": {},
"is_index": false,
"index_premium": 123
},
"equity_vol_surface": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spot_ref": 123
},
"equity_vol_index_vol_surface": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
},
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"log_spot_step_size": 123,
"max_log_spot": 123,
"include_convexity_adjustment": false,
"min_log_spot": 123,
"name": "<string>",
"spread_curve": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spreads": [
123
],
"spread_type": "additive"
}
}
],
"calendar_map": [
{
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
}
],
"commodity_map": [
{
"$type": "Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"convenience_yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.ConvenienceYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"roll_fixing": 123,
"settlement_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"settlement_lag": 123,
"fixings_by_futures_code": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
]
}
],
"discount_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
}
],
"correlation_eq_fx_map": [
{
"key": "<string>",
"value": 123
}
],
"correlation_eq_eq_map": [
{
"key": "<string>",
"value": 123
}
],
"correlation_fx_fx_map": [
{
"key": "<string>",
"value": 123
}
],
"survival_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"debt_type": "senior",
"default_type": "<string>",
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"survival_probabilities": [
123
]
}
],
"recovery_rate_map": [
{
"key": "<string>",
"value": 123
}
],
"bond_yield_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"seniority": "senior",
"discount_factors": [
123
],
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_bond_yield_curve": "<unknown>",
"reference_date": "2023-11-07T05:31:56Z",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"cmdty_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
}
],
"fx_cross_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"domestic_discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"high_fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"low_fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"fx_pair": "<string>",
"roll_fixing": 123,
"settlement": {
"$type": "Derivitec.Web.Core.StaticData.FxSettlement, Derivitec.Web.Core",
"domestic_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"foreign_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"is_special_lat_am_cross": true,
"settlement_lag": 123,
"usd_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
}
},
"spot": 123,
"foreign_discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"is_quoted_fx_cross": false
}
],
"fx_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"fx_pair": "<string>",
"is_quoted_fx_vol": false
}
],
"pricing_date": "<string>",
"rate_asset_map": [
{
"$type": "Derivitec.Web.Core.MarketData.RateAsset, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"business_day_convention": "actual",
"currency": "<string>",
"currency_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"day_count_convention": {
"$type": "Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core",
"name": "<string>"
},
"end_to_end": true,
"fixing_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"fixing_to_value_date_offset": 123,
"index_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"name": "<string>",
"rate_fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"rate_tenor": {
"$type": "Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core",
"tenor_string": "<string>"
},
"reference_date": "2023-11-07T05:31:56Z",
"type": "<string>"
}
],
"swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"rate_asset_id": "<string>"
}
],
"bond_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"futures_market_id": "<string>"
}
],
"credit_swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"credit_id": "<string>"
}
],
"ir_futures_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"futures_market_id": "<string>",
"rate_asset_id": "<string>"
}
],
"credit_index_correlation_map": [
{
"key": "<string>",
"value": 123
}
],
"credit_event_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"issuer_id": "<string>",
"recovery_rate": 123,
"recovery_rate_by_bond_id": [
{
"key": "<string>",
"value": 123
}
],
"reference_date": "2023-11-07T05:31:56Z"
}
],
"fixings_map": {},
"error_message_map": {}
}
}Retrieve market data for contracts.
Returns the serializable market-data set needed to evaluate supplied contracts at the requested pricing and market-data dates. This is read-only.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": true,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>"
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"contracts": [
{
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"calendar_name": "<string>",
"coupon_rate": 123,
"end_to_end": True,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"initial_fx_rate": 123
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"mkt_data_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>"
}
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({
$type: 'Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
contracts: [
{
$type: 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
identifier: '<string>',
currency: '<string>',
expiration_date: '2023-11-07T05:31:56Z',
asset_swap_spread: 123,
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
calendar_name: '<string>',
coupon_rate: 123,
end_to_end: true,
notional: 123,
payment_lag: 123,
period_str: '<string>',
rate_asset_name: '<string>',
roll_date: '2023-11-07T05:31:56Z',
start_date: '2023-11-07T05:31:56Z',
initial_fx_rate: 123
}
],
pricing_date: '2023-11-07T05:31:56Z',
mkt_data_date: '2023-11-07T05:31:56Z',
reporting_currency: '<string>'
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer', 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/GetMktDataContainer",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'contracts' => [
[
'$type' => 'Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core',
'identifier' => '<string>',
'currency' => '<string>',
'expiration_date' => '2023-11-07T05:31:56Z',
'asset_swap_spread' => 123,
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'calendar_name' => '<string>',
'coupon_rate' => 123,
'end_to_end' => true,
'notional' => 123,
'payment_lag' => 123,
'period_str' => '<string>',
'rate_asset_name' => '<string>',
'roll_date' => '2023-11-07T05:31:56Z',
'start_date' => '2023-11-07T05:31:56Z',
'initial_fx_rate' => 123
]
],
'pricing_date' => '2023-11-07T05:31:56Z',
'mkt_data_date' => '2023-11-07T05:31:56Z',
'reporting_currency' => '<string>'
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\"\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/GetMktDataContainer")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/GetMktDataContainer")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"contracts\": [\n {\n \"$type\": \"Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core\",\n \"identifier\": \"<string>\",\n \"currency\": \"<string>\",\n \"expiration_date\": \"2023-11-07T05:31:56Z\",\n \"asset_swap_spread\": 123,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"calendar_name\": \"<string>\",\n \"coupon_rate\": 123,\n \"end_to_end\": true,\n \"notional\": 123,\n \"payment_lag\": 123,\n \"period_str\": \"<string>\",\n \"rate_asset_name\": \"<string>\",\n \"roll_date\": \"2023-11-07T05:31:56Z\",\n \"start_date\": \"2023-11-07T05:31:56Z\",\n \"initial_fx_rate\": 123\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"mkt_data_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\"\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetMktDataContainerResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"mkt_data": {
"$type": "Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core",
"equity_asset_map": [
{
"$type": "Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"borrow_curve": {
"$type": "Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"dividends": {
"$type": "Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"all_in_rates": [
123
],
"asset_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
],
"cash_divs": [
123
],
"confirmed_flags": [
true
],
"currencies": [
"<string>"
],
"declared_dates": [
"2023-11-07T05:31:56Z"
],
"div_types": [
"Regular"
],
"div_yields": [
123
],
"ex_dates": [
"2023-11-07T05:31:56Z"
],
"pay_dates": [
"2023-11-07T05:31:56Z"
],
"record_dates": [
"2023-11-07T05:31:56Z"
],
"withholding_tax_rates": [
123
],
"reference_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"fx_cross_map": {},
"holiday_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"roll_fixing": 123,
"settlement_lag": 123,
"yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"divisor": 123,
"constituents": [
"<string>"
],
"currencies": {},
"shares": {},
"weights": {},
"spots": {},
"is_index": false,
"index_premium": 123
}
],
"equity_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spot_ref": 123
}
],
"equity_vol_of_var_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"vols": [
123
],
"spot_ref": 123,
"eq_vol_of_var_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"fx_vol_of_var_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolOfVarCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"vols": [
123
],
"spot_ref": 123,
"fx_vol_of_var_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"equity_vol_index_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"equity_vol_index_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"annualisation_factor": 123,
"days_to_maturity": 123,
"eq_asset_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"equity": {
"$type": "Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"borrow_curve": {
"$type": "Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"dividends": {
"$type": "Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"all_in_rates": [
123
],
"asset_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
],
"cash_divs": [
123
],
"confirmed_flags": [
true
],
"currencies": [
"<string>"
],
"declared_dates": [
"2023-11-07T05:31:56Z"
],
"div_types": [
"Regular"
],
"div_yields": [
123
],
"ex_dates": [
"2023-11-07T05:31:56Z"
],
"pay_dates": [
"2023-11-07T05:31:56Z"
],
"record_dates": [
"2023-11-07T05:31:56Z"
],
"withholding_tax_rates": [
123
],
"reference_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"fx_cross_map": {},
"holiday_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"roll_fixing": 123,
"settlement_lag": 123,
"yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"divisor": 123,
"constituents": [
"<string>"
],
"currencies": {},
"shares": {},
"weights": {},
"spots": {},
"is_index": false,
"index_premium": 123
},
"equity_vol_surface": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spot_ref": 123
},
"equity_vol_index_vol_surface": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
},
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"log_spot_step_size": 123,
"max_log_spot": 123,
"include_convexity_adjustment": false,
"min_log_spot": 123,
"name": "<string>",
"spread_curve": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spreads": [
123
],
"spread_type": "additive"
}
}
],
"calendar_map": [
{
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
}
],
"commodity_map": [
{
"$type": "Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"convenience_yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.ConvenienceYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"roll_fixing": 123,
"settlement_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"settlement_lag": 123,
"fixings_by_futures_code": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
]
}
],
"discount_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
}
],
"correlation_eq_fx_map": [
{
"key": "<string>",
"value": 123
}
],
"correlation_eq_eq_map": [
{
"key": "<string>",
"value": 123
}
],
"correlation_fx_fx_map": [
{
"key": "<string>",
"value": 123
}
],
"survival_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"debt_type": "senior",
"default_type": "<string>",
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"survival_probabilities": [
123
]
}
],
"recovery_rate_map": [
{
"key": "<string>",
"value": 123
}
],
"bond_yield_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"seniority": "senior",
"discount_factors": [
123
],
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_bond_yield_curve": "<unknown>",
"reference_date": "2023-11-07T05:31:56Z",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"cmdty_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
}
],
"fx_cross_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"domestic_discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"high_fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"low_fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"fx_pair": "<string>",
"roll_fixing": 123,
"settlement": {
"$type": "Derivitec.Web.Core.StaticData.FxSettlement, Derivitec.Web.Core",
"domestic_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"foreign_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"is_special_lat_am_cross": true,
"settlement_lag": 123,
"usd_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
}
},
"spot": 123,
"foreign_discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"is_quoted_fx_cross": false
}
],
"fx_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"fx_pair": "<string>",
"is_quoted_fx_vol": false
}
],
"pricing_date": "<string>",
"rate_asset_map": [
{
"$type": "Derivitec.Web.Core.MarketData.RateAsset, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"business_day_convention": "actual",
"currency": "<string>",
"currency_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"day_count_convention": {
"$type": "Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core",
"name": "<string>"
},
"end_to_end": true,
"fixing_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"fixing_to_value_date_offset": 123,
"index_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"name": "<string>",
"rate_fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"rate_tenor": {
"$type": "Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core",
"tenor_string": "<string>"
},
"reference_date": "2023-11-07T05:31:56Z",
"type": "<string>"
}
],
"swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"rate_asset_id": "<string>"
}
],
"bond_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"futures_market_id": "<string>"
}
],
"credit_swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"credit_id": "<string>"
}
],
"ir_futures_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"futures_market_id": "<string>",
"rate_asset_id": "<string>"
}
],
"credit_index_correlation_map": [
{
"key": "<string>",
"value": 123
}
],
"credit_event_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"issuer_id": "<string>",
"recovery_rate": 123,
"recovery_rate_by_bond_id": [
{
"key": "<string>",
"value": 123
}
],
"reference_date": "2023-11-07T05:31:56Z"
}
],
"fixings_map": {},
"error_message_map": {}
}
}Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
JSON request with non-empty Contracts, meaningful PricingDate and MktDataDate, reporting currency, and at most one accessible market-data environment selected by name or identifier.
Requests the market data needed to price supplied contracts for a pricing date and reporting currency.
Derivitec.Web.Core.MarketData.ApiGetMktDataContainerRequest, 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.
Contracts for which pricing market data is requested.
Polymorphic base role shared by public contract definitions.
- 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
- Option 100
- Option 101
- Option 102
- Option 103
- Option 104
- Option 105
- Option 106
- Option 107
- Option 108
- Option 109
- Option 110
Show child attributes
Show child attributes
Pricing date applied to the requested contracts.
Market date used to assemble the container.
Reporting currency selecting the requested market data container.
Response
Returns the market-data container or an unsuccessful payload with errors.
Returns the assembled market-data container.
Derivitec.Web.Core.MarketData.ApiGetMktDataContainerResponse, 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.
Serializable collection of the market data required by a valuation request.
Show child attributes
Show child attributes
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