> ## 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. # To retrieve a completed report. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/VarReport/GetReportsDataById openapi: 3.0.1 info: title: Derivitec Api 1.0 version: '1.0' servers: - description: Derivitec Server url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] paths: /api/VarReport/GetReportsDataById: post: tags: - VarReport summary: To retrieve a completed report. operationId: GetReportsDataById requestBody: content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetReportsDataByIdRequest' application/json: schema: $ref: '#/components/schemas/ApiGetReportsDataByIdRequest' text/json: schema: $ref: '#/components/schemas/ApiGetReportsDataByIdRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetReportsDataByIdRequest' description: The get report data request. responses: '200': content: application/json: schema: $ref: '#/components/schemas/ApiGetVarReportsDataByIdResponse' description: Success '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetReportsDataByIdRequest: example: return_raw_data: true report_ids: - report_ids - report_ids properties: report_ids: items: type: string nullable: true type: array return_raw_data: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.Reports.ApiGetReportsDataByIdRequest, Derivitec.Web.Core required: - $type type: object ApiGetVarReportsDataByIdResponse: example: data: - excluded_scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true excluded_price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true scenarios: - scenario_name: scenario_name scenario_description: scenario_description - scenario_name: scenario_name scenario_description: scenario_description tradable_var_statistics: - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 user_time_zone_id: user_time_zone_id market_data_date: '2000-01-23T04:56:07.000+00:00' portfolio_var_statistics: expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true historical_observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' portfolio_id: 0 pricing_date: '2000-01-23T04:56:07.000+00:00' price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true position_infos: - notes: notes level2_portfolio_name: level2_portfolio_name client_tradable_id: client_tradable_id asset_id: asset_id book_name: book_name client_transaction_id: client_transaction_id client_parent_entity: client_parent_entity level5_portfolio_id: 8 tradable_id: tradable_id leg: leg level3_portfolio_id: 9 level1_portfolio_id: 5 asset_name: asset_name instrument_code: instrument_code sector: sector string_label8: string_label8 string_label16: string_label16 string_label9: string_label9 string_label15: string_label15 counterparty_name: counterparty_name string_label6: string_label6 string_label14: string_label14 dealing_bank: dealing_bank string_label7: string_label7 string_label13: string_label13 string_label19: string_label19 string_label18: string_label18 bond_issuer_type: bond_issuer_type string_label17: string_label17 decimal_label2: 7.457744773683766 date_label2: '2000-01-23T04:56:07.000+00:00' decimal_label1: 6.84685269835264 string_label12: string_label12 business_unit: business_unit date_label1: '2000-01-23T04:56:07.000+00:00' string_label11: string_label11 string_label10: string_label10 sub_business_unit: sub_business_unit dealer_status: dealer_status level1_portfolio_name: level1_portfolio_name tradable: tradable string_label1: string_label1 exchange: exchange string_label4: string_label4 string_label5: string_label5 string_label2: string_label2 string_label3: string_label3 country_of_risk: country_of_risk fx_cross_id: fx_cross_id dealing_bank_name: dealing_bank_name string_label20: string_label20 futures_contract_size: 1.1730742509559433 holding: 4.965218492984954 level4_portfolio_id: 6 counterparty_account: counterparty_account equity_asset_code: equity_asset_code level3_portfolio_name: level3_portfolio_name level2_portfolio_id: 9 contract_currency: contract_currency client: client calculated_string_label2: calculated_string_label2 calculated_string_label1: calculated_string_label1 calculated_string_label4: calculated_string_label4 client_name: client_name calculated_string_label3: calculated_string_label3 security_type: security_type quantity: 9.018348186070783 level4_portfolio_name: level4_portfolio_name book_id: 1 team: team ctpty_string_label2: ctpty_string_label2 ctpty_string_label1: ctpty_string_label1 structure: structure issuer_name: issuer_name ctpty_string_label3: ctpty_string_label3 commodity_id: commodity_id product_type: product_type counterparty: counterparty dealer_name: dealer_name level5_portfolio_name: level5_portfolio_name fx_cross: fx_cross strategy: strategy entity: entity - notes: notes level2_portfolio_name: level2_portfolio_name client_tradable_id: client_tradable_id asset_id: asset_id book_name: book_name client_transaction_id: client_transaction_id client_parent_entity: client_parent_entity level5_portfolio_id: 8 tradable_id: tradable_id leg: leg level3_portfolio_id: 9 level1_portfolio_id: 5 asset_name: asset_name instrument_code: instrument_code sector: sector string_label8: string_label8 string_label16: string_label16 string_label9: string_label9 string_label15: string_label15 counterparty_name: counterparty_name string_label6: string_label6 string_label14: string_label14 dealing_bank: dealing_bank string_label7: string_label7 string_label13: string_label13 string_label19: string_label19 string_label18: string_label18 bond_issuer_type: bond_issuer_type string_label17: string_label17 decimal_label2: 7.457744773683766 date_label2: '2000-01-23T04:56:07.000+00:00' decimal_label1: 6.84685269835264 string_label12: string_label12 business_unit: business_unit date_label1: '2000-01-23T04:56:07.000+00:00' string_label11: string_label11 string_label10: string_label10 sub_business_unit: sub_business_unit dealer_status: dealer_status level1_portfolio_name: level1_portfolio_name tradable: tradable string_label1: string_label1 exchange: exchange string_label4: string_label4 string_label5: string_label5 string_label2: string_label2 string_label3: string_label3 country_of_risk: country_of_risk fx_cross_id: fx_cross_id dealing_bank_name: dealing_bank_name string_label20: string_label20 futures_contract_size: 1.1730742509559433 holding: 4.965218492984954 level4_portfolio_id: 6 counterparty_account: counterparty_account equity_asset_code: equity_asset_code level3_portfolio_name: level3_portfolio_name level2_portfolio_id: 9 contract_currency: contract_currency client: client calculated_string_label2: calculated_string_label2 calculated_string_label1: calculated_string_label1 calculated_string_label4: calculated_string_label4 client_name: client_name calculated_string_label3: calculated_string_label3 security_type: security_type quantity: 9.018348186070783 level4_portfolio_name: level4_portfolio_name book_id: 1 team: team ctpty_string_label2: ctpty_string_label2 ctpty_string_label1: ctpty_string_label1 structure: structure issuer_name: issuer_name ctpty_string_label3: ctpty_string_label3 commodity_id: commodity_id product_type: product_type counterparty: counterparty dealer_name: dealer_name level5_portfolio_name: level5_portfolio_name fx_cross: fx_cross strategy: strategy entity: entity scenario_portfolio_var_statistics: - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 portfolio_date_time: '2000-01-23T04:56:07.000+00:00' - excluded_scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true excluded_price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true scenarios: - scenario_name: scenario_name scenario_description: scenario_description - scenario_name: scenario_name scenario_description: scenario_description tradable_var_statistics: - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 user_time_zone_id: user_time_zone_id market_data_date: '2000-01-23T04:56:07.000+00:00' portfolio_var_statistics: expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true historical_observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' portfolio_id: 0 pricing_date: '2000-01-23T04:56:07.000+00:00' price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true position_infos: - notes: notes level2_portfolio_name: level2_portfolio_name client_tradable_id: client_tradable_id asset_id: asset_id book_name: book_name client_transaction_id: client_transaction_id client_parent_entity: client_parent_entity level5_portfolio_id: 8 tradable_id: tradable_id leg: leg level3_portfolio_id: 9 level1_portfolio_id: 5 asset_name: asset_name instrument_code: instrument_code sector: sector string_label8: string_label8 string_label16: string_label16 string_label9: string_label9 string_label15: string_label15 counterparty_name: counterparty_name string_label6: string_label6 string_label14: string_label14 dealing_bank: dealing_bank string_label7: string_label7 string_label13: string_label13 string_label19: string_label19 string_label18: string_label18 bond_issuer_type: bond_issuer_type string_label17: string_label17 decimal_label2: 7.457744773683766 date_label2: '2000-01-23T04:56:07.000+00:00' decimal_label1: 6.84685269835264 string_label12: string_label12 business_unit: business_unit date_label1: '2000-01-23T04:56:07.000+00:00' string_label11: string_label11 string_label10: string_label10 sub_business_unit: sub_business_unit dealer_status: dealer_status level1_portfolio_name: level1_portfolio_name tradable: tradable string_label1: string_label1 exchange: exchange string_label4: string_label4 string_label5: string_label5 string_label2: string_label2 string_label3: string_label3 country_of_risk: country_of_risk fx_cross_id: fx_cross_id dealing_bank_name: dealing_bank_name string_label20: string_label20 futures_contract_size: 1.1730742509559433 holding: 4.965218492984954 level4_portfolio_id: 6 counterparty_account: counterparty_account equity_asset_code: equity_asset_code level3_portfolio_name: level3_portfolio_name level2_portfolio_id: 9 contract_currency: contract_currency client: client calculated_string_label2: calculated_string_label2 calculated_string_label1: calculated_string_label1 calculated_string_label4: calculated_string_label4 client_name: client_name calculated_string_label3: calculated_string_label3 security_type: security_type quantity: 9.018348186070783 level4_portfolio_name: level4_portfolio_name book_id: 1 team: team ctpty_string_label2: ctpty_string_label2 ctpty_string_label1: ctpty_string_label1 structure: structure issuer_name: issuer_name ctpty_string_label3: ctpty_string_label3 commodity_id: commodity_id product_type: product_type counterparty: counterparty dealer_name: dealer_name level5_portfolio_name: level5_portfolio_name fx_cross: fx_cross strategy: strategy entity: entity - notes: notes level2_portfolio_name: level2_portfolio_name client_tradable_id: client_tradable_id asset_id: asset_id book_name: book_name client_transaction_id: client_transaction_id client_parent_entity: client_parent_entity level5_portfolio_id: 8 tradable_id: tradable_id leg: leg level3_portfolio_id: 9 level1_portfolio_id: 5 asset_name: asset_name instrument_code: instrument_code sector: sector string_label8: string_label8 string_label16: string_label16 string_label9: string_label9 string_label15: string_label15 counterparty_name: counterparty_name string_label6: string_label6 string_label14: string_label14 dealing_bank: dealing_bank string_label7: string_label7 string_label13: string_label13 string_label19: string_label19 string_label18: string_label18 bond_issuer_type: bond_issuer_type string_label17: string_label17 decimal_label2: 7.457744773683766 date_label2: '2000-01-23T04:56:07.000+00:00' decimal_label1: 6.84685269835264 string_label12: string_label12 business_unit: business_unit date_label1: '2000-01-23T04:56:07.000+00:00' string_label11: string_label11 string_label10: string_label10 sub_business_unit: sub_business_unit dealer_status: dealer_status level1_portfolio_name: level1_portfolio_name tradable: tradable string_label1: string_label1 exchange: exchange string_label4: string_label4 string_label5: string_label5 string_label2: string_label2 string_label3: string_label3 country_of_risk: country_of_risk fx_cross_id: fx_cross_id dealing_bank_name: dealing_bank_name string_label20: string_label20 futures_contract_size: 1.1730742509559433 holding: 4.965218492984954 level4_portfolio_id: 6 counterparty_account: counterparty_account equity_asset_code: equity_asset_code level3_portfolio_name: level3_portfolio_name level2_portfolio_id: 9 contract_currency: contract_currency client: client calculated_string_label2: calculated_string_label2 calculated_string_label1: calculated_string_label1 calculated_string_label4: calculated_string_label4 client_name: client_name calculated_string_label3: calculated_string_label3 security_type: security_type quantity: 9.018348186070783 level4_portfolio_name: level4_portfolio_name book_id: 1 team: team ctpty_string_label2: ctpty_string_label2 ctpty_string_label1: ctpty_string_label1 structure: structure issuer_name: issuer_name ctpty_string_label3: ctpty_string_label3 commodity_id: commodity_id product_type: product_type counterparty: counterparty dealer_name: dealer_name level5_portfolio_name: level5_portfolio_name fx_cross: fx_cross strategy: strategy entity: entity scenario_portfolio_var_statistics: - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 portfolio_date_time: '2000-01-23T04:56:07.000+00:00' properties: is_success: type: boolean error_messages: items: type: string nullable: true type: array data: items: $ref: '#/components/schemas/VarReportData' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Reports.ApiGetVarReportsDataByIdResponse, Derivitec.Web.Core required: - $type type: object VarReportData: example: excluded_scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true excluded_price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true scenarios: - scenario_name: scenario_name scenario_description: scenario_description - scenario_name: scenario_name scenario_description: scenario_description tradable_var_statistics: - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 user_time_zone_id: user_time_zone_id market_data_date: '2000-01-23T04:56:07.000+00:00' portfolio_var_statistics: expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 scenario_price_histories_by_tradable_id: - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true - key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true historical_observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' portfolio_id: 0 pricing_date: '2000-01-23T04:56:07.000+00:00' price_histories_by_tradable_id: key: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true position_infos: - notes: notes level2_portfolio_name: level2_portfolio_name client_tradable_id: client_tradable_id asset_id: asset_id book_name: book_name client_transaction_id: client_transaction_id client_parent_entity: client_parent_entity level5_portfolio_id: 8 tradable_id: tradable_id leg: leg level3_portfolio_id: 9 level1_portfolio_id: 5 asset_name: asset_name instrument_code: instrument_code sector: sector string_label8: string_label8 string_label16: string_label16 string_label9: string_label9 string_label15: string_label15 counterparty_name: counterparty_name string_label6: string_label6 string_label14: string_label14 dealing_bank: dealing_bank string_label7: string_label7 string_label13: string_label13 string_label19: string_label19 string_label18: string_label18 bond_issuer_type: bond_issuer_type string_label17: string_label17 decimal_label2: 7.457744773683766 date_label2: '2000-01-23T04:56:07.000+00:00' decimal_label1: 6.84685269835264 string_label12: string_label12 business_unit: business_unit date_label1: '2000-01-23T04:56:07.000+00:00' string_label11: string_label11 string_label10: string_label10 sub_business_unit: sub_business_unit dealer_status: dealer_status level1_portfolio_name: level1_portfolio_name tradable: tradable string_label1: string_label1 exchange: exchange string_label4: string_label4 string_label5: string_label5 string_label2: string_label2 string_label3: string_label3 country_of_risk: country_of_risk fx_cross_id: fx_cross_id dealing_bank_name: dealing_bank_name string_label20: string_label20 futures_contract_size: 1.1730742509559433 holding: 4.965218492984954 level4_portfolio_id: 6 counterparty_account: counterparty_account equity_asset_code: equity_asset_code level3_portfolio_name: level3_portfolio_name level2_portfolio_id: 9 contract_currency: contract_currency client: client calculated_string_label2: calculated_string_label2 calculated_string_label1: calculated_string_label1 calculated_string_label4: calculated_string_label4 client_name: client_name calculated_string_label3: calculated_string_label3 security_type: security_type quantity: 9.018348186070783 level4_portfolio_name: level4_portfolio_name book_id: 1 team: team ctpty_string_label2: ctpty_string_label2 ctpty_string_label1: ctpty_string_label1 structure: structure issuer_name: issuer_name ctpty_string_label3: ctpty_string_label3 commodity_id: commodity_id product_type: product_type counterparty: counterparty dealer_name: dealer_name level5_portfolio_name: level5_portfolio_name fx_cross: fx_cross strategy: strategy entity: entity - notes: notes level2_portfolio_name: level2_portfolio_name client_tradable_id: client_tradable_id asset_id: asset_id book_name: book_name client_transaction_id: client_transaction_id client_parent_entity: client_parent_entity level5_portfolio_id: 8 tradable_id: tradable_id leg: leg level3_portfolio_id: 9 level1_portfolio_id: 5 asset_name: asset_name instrument_code: instrument_code sector: sector string_label8: string_label8 string_label16: string_label16 string_label9: string_label9 string_label15: string_label15 counterparty_name: counterparty_name string_label6: string_label6 string_label14: string_label14 dealing_bank: dealing_bank string_label7: string_label7 string_label13: string_label13 string_label19: string_label19 string_label18: string_label18 bond_issuer_type: bond_issuer_type string_label17: string_label17 decimal_label2: 7.457744773683766 date_label2: '2000-01-23T04:56:07.000+00:00' decimal_label1: 6.84685269835264 string_label12: string_label12 business_unit: business_unit date_label1: '2000-01-23T04:56:07.000+00:00' string_label11: string_label11 string_label10: string_label10 sub_business_unit: sub_business_unit dealer_status: dealer_status level1_portfolio_name: level1_portfolio_name tradable: tradable string_label1: string_label1 exchange: exchange string_label4: string_label4 string_label5: string_label5 string_label2: string_label2 string_label3: string_label3 country_of_risk: country_of_risk fx_cross_id: fx_cross_id dealing_bank_name: dealing_bank_name string_label20: string_label20 futures_contract_size: 1.1730742509559433 holding: 4.965218492984954 level4_portfolio_id: 6 counterparty_account: counterparty_account equity_asset_code: equity_asset_code level3_portfolio_name: level3_portfolio_name level2_portfolio_id: 9 contract_currency: contract_currency client: client calculated_string_label2: calculated_string_label2 calculated_string_label1: calculated_string_label1 calculated_string_label4: calculated_string_label4 client_name: client_name calculated_string_label3: calculated_string_label3 security_type: security_type quantity: 9.018348186070783 level4_portfolio_name: level4_portfolio_name book_id: 1 team: team ctpty_string_label2: ctpty_string_label2 ctpty_string_label1: ctpty_string_label1 structure: structure issuer_name: issuer_name ctpty_string_label3: ctpty_string_label3 commodity_id: commodity_id product_type: product_type counterparty: counterparty dealer_name: dealer_name level5_portfolio_name: level5_portfolio_name fx_cross: fx_cross strategy: strategy entity: entity scenario_portfolio_var_statistics: - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 - expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 portfolio_date_time: '2000-01-23T04:56:07.000+00:00' properties: market_data_error_summary: $ref: '#/components/schemas/MarketDataErrorSummary' portfolio_name: nullable: true type: string real_time_market_data: type: boolean report_id: nullable: true type: string reporting_currency: nullable: true type: string report_name: nullable: true type: string status: enum: - none - succeeded - failed - running - warning type: string status_message: nullable: true type: string time_stamp: format: date-time type: string market_data_date: format: date-time type: string pricing_date: format: date-time type: string portfolio_date_time: format: date-time type: string portfolio_id: format: int32 type: integer portfolio_var_statistics: $ref: '#/components/schemas/VarStatistics' scenario_portfolio_var_statistics: items: $ref: '#/components/schemas/VarStatistics' nullable: true type: array scenarios: items: $ref: '#/components/schemas/RiskScenario' nullable: true type: array tradable_var_statistics: items: $ref: '#/components/schemas/VarStatistics' nullable: true type: array user_time_zone_id: nullable: true type: string position_infos: items: $ref: '#/components/schemas/VarPositionInfo' nullable: true type: array historical_observation_dates: items: format: date-time type: string nullable: true type: array excluded_price_histories_by_tradable_id: additionalProperties: $ref: '#/components/schemas/PriceHistory' nullable: true type: object excluded_scenario_price_histories_by_tradable_id: items: additionalProperties: $ref: '#/components/schemas/PriceHistory' type: object nullable: true type: array price_histories_by_tradable_id: additionalProperties: $ref: '#/components/schemas/PriceHistory' nullable: true type: object scenario_price_histories_by_tradable_id: items: additionalProperties: $ref: '#/components/schemas/PriceHistory' type: object nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.Reports.VarReportData, Derivitec.Web.Core required: - $type type: object MarketDataErrorSummary: example: bond_vol_surface_errors: - bond_short_name: bond_short_name futures_market_id: futures_market_id - bond_short_name: bond_short_name futures_market_id: futures_market_id survival_curve_errors: - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name equity_vol_of_var_curve_errors: - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric - eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric commodity_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name credit_swaption_vol_cube_errors: - credit_id: credit_id name: name - credit_id: credit_id name: name ir_futures_vol_cube_errors: - name: name futures_market_id: futures_market_id - name: name futures_market_id: futures_market_id credit_event_errors: - default_date: default_date bond_id: bond_id - default_date: default_date bond_id: bond_id recovery_rate_errors: - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name rate_asset_errors: - rate_asset_id: rate_asset_id reference_date: reference_date message: message - rate_asset_id: rate_asset_id reference_date: reference_date message: message cmdty_vol_surface_errors: - commodity_id: commodity_id commodity_name: commodity_name - commodity_id: commodity_id commodity_name: commodity_name discount_curve_errors: - currency: currency - currency: currency fx_cross_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id equity_vol_index_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric dividend_index_errors: - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric bond_yield_curve_errors: - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name - issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name equity_asset_errors: - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id - notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id calendar_errors: - calendar_errors - calendar_errors dividend_index_vol_surface_errors: - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric - dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric fx_fx_correlation_errors: - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id - fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id equity_vol_surface_errors: - asset_ric: asset_ric asset_id: asset_id - asset_ric: asset_ric asset_id: asset_id equity_fx_correlation_errors: - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id - eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id swaption_vol_cube_errors: - rate_asset_id: rate_asset_id - rate_asset_id: rate_asset_id andersen_buffum_parameters_errors: - equity_id: equity_id - equity_id: equity_id credit_index_correlation_errors: - index_id: index_id index_name: index_name - index_id: index_id index_name: index_name equity_vol_index_vol_surface_errors: - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric - eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric fx_vol_of_var_curve_errors: - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id - fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id equity_equity_correlation_errors: - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id - asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id fx_vol_surface_errors: - fx_cross_id: fx_cross_id - fx_cross_id: fx_cross_id properties: bond_vol_surface_errors: items: $ref: '#/components/schemas/BondVolSurfaceError' nullable: true type: array bond_yield_curve_errors: items: $ref: '#/components/schemas/BondYieldCurveError' nullable: true type: array credit_event_errors: items: $ref: '#/components/schemas/CreditEventError' nullable: true type: array calendar_errors: items: type: string nullable: true type: array cmdty_vol_surface_errors: items: $ref: '#/components/schemas/CmdtyVolSurfaceError' nullable: true type: array commodity_errors: items: $ref: '#/components/schemas/CommodityError' nullable: true type: array credit_index_correlation_errors: items: $ref: '#/components/schemas/CreditIndexCorrelationError' nullable: true type: array credit_swaption_vol_cube_errors: items: $ref: '#/components/schemas/CreditSwaptionVolCubeError' nullable: true type: array discount_curve_errors: items: $ref: '#/components/schemas/DiscountCurveError' nullable: true type: array equity_asset_errors: items: $ref: '#/components/schemas/EquityAssetError' nullable: true type: array equity_equity_correlation_errors: items: $ref: '#/components/schemas/EquityEquityCorrelationError' nullable: true type: array equity_fx_correlation_errors: items: $ref: '#/components/schemas/EquityFxCorrelationError' nullable: true type: array fx_fx_correlation_errors: items: $ref: '#/components/schemas/FxFxCorrelationError' nullable: true type: array equity_vol_index_errors: items: $ref: '#/components/schemas/EquityVolIndexError' nullable: true type: array equity_vol_index_vol_surface_errors: items: $ref: '#/components/schemas/EquityVolIndexVolSurfaceError' nullable: true type: array equity_vol_surface_errors: items: $ref: '#/components/schemas/EquityVolSurfaceError' nullable: true type: array equity_vol_of_var_curve_errors: items: $ref: '#/components/schemas/EquityVolOfVarCurveError' nullable: true type: array dividend_index_errors: items: $ref: '#/components/schemas/DividendIndexError' nullable: true type: array dividend_index_vol_surface_errors: items: $ref: '#/components/schemas/DividendIndexVolSurfaceError' nullable: true type: array fx_vol_of_var_curve_errors: items: $ref: '#/components/schemas/FxVolOfVarCurveError' nullable: true type: array fx_cross_errors: items: $ref: '#/components/schemas/FxCrossError' nullable: true type: array fx_vol_surface_errors: items: $ref: '#/components/schemas/FxVolSurfaceError' nullable: true type: array andersen_buffum_parameters_errors: items: $ref: '#/components/schemas/AndersenBuffumParametersError' nullable: true type: array ir_futures_vol_cube_errors: items: $ref: '#/components/schemas/IrFuturesVolCubeError' nullable: true type: array rate_asset_errors: items: $ref: '#/components/schemas/RateAssetError' nullable: true type: array recovery_rate_errors: items: $ref: '#/components/schemas/RecoveryRateError' nullable: true type: array survival_curve_errors: items: $ref: '#/components/schemas/SurvivalCurveError' nullable: true type: array swaption_vol_cube_errors: items: $ref: '#/components/schemas/SwaptionVolCubeError' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MarketDataErrorSummary, Derivitec.Web.Core required: - $type type: object VarStatistics: example: expected_shortfall_pct: 5.637376656633329 var: 4.145608029883936 worst_loss: 1.0246457001441578 message: message worst_day_index: 1 valid: true var_pct: 7.386281948385884 marginal_var_pct: 7.061401241503109 std_dev: 3.616076749251911 mean: 9.301444243932576 expected_shortfall: 5.962133916683182 marginal_var: 2.3021358869347655 name: name std_dev_pct: 2.027123023002322 component_var_pct: 1.4658129805029452 id: id worst_day: '2000-01-23T04:56:07.000+00:00' component_var: 6.027456183070403 properties: component_var: format: double type: number component_var_pct: format: double type: number expected_shortfall: format: double type: number expected_shortfall_pct: format: double type: number id: nullable: true type: string marginal_var: format: double type: number marginal_var_pct: format: double type: number mean: format: double type: number message: nullable: true type: string name: nullable: true type: string std_dev: format: double type: number std_dev_pct: format: double type: number valid: type: boolean var: format: double type: number var_pct: format: double type: number worst_day: format: date-time type: string worst_day_index: format: int32 type: integer worst_loss: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.VarStatistics, Derivitec.Web.Core required: - $type type: object RiskScenario: discriminator: mapping: Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core: '#/components/schemas/RiskScenarioMintlifyShape' Derivitec.Web.Core.RiskEngine.CmdtySpotScenario, Derivitec.Web.Core: '#/components/schemas/CmdtySpotScenario' Derivitec.Web.Core.RiskEngine.CmdtyVolScenario, Derivitec.Web.Core: '#/components/schemas/CmdtyVolScenario' Derivitec.Web.Core.RiskEngine.CompositeScenario, Derivitec.Web.Core: '#/components/schemas/CompositeScenario' Derivitec.Web.Core.RiskEngine.CreditScenario, Derivitec.Web.Core: '#/components/schemas/CreditScenario' Derivitec.Web.Core.RiskEngine.EqSpotScenario, Derivitec.Web.Core: '#/components/schemas/EqSpotScenario' Derivitec.Web.Core.RiskEngine.EqVolScenario, Derivitec.Web.Core: '#/components/schemas/EqVolScenario' Derivitec.Web.Core.RiskEngine.FxSpotScenario, Derivitec.Web.Core: '#/components/schemas/FxSpotScenario' Derivitec.Web.Core.RiskEngine.FxVolSurfaceScenario, Derivitec.Web.Core: '#/components/schemas/FxVolSurfaceScenario' Derivitec.Web.Core.RiskEngine.HistoricalScenario, Derivitec.Web.Core: '#/components/schemas/HistoricalScenario' Derivitec.Web.Core.RiskEngine.IRParallelShockScenario, Derivitec.Web.Core: '#/components/schemas/IRParallelShockScenario' Derivitec.Web.Core.RiskEngine.IrRateAssetScenario, Derivitec.Web.Core: '#/components/schemas/IrRateAssetScenario' Derivitec.Web.Core.RiskEngine.IRShockScenario, Derivitec.Web.Core: '#/components/schemas/IRShockScenario' Derivitec.Web.Core.RiskEngine.JumpToDefaultScenario, Derivitec.Web.Core: '#/components/schemas/JumpToDefaultScenario' Derivitec.Web.Core.RiskEngine.ThetaScenario, Derivitec.Web.Core: '#/components/schemas/ThetaScenario' propertyName: $type oneOf: - $ref: '#/components/schemas/RiskScenarioMintlifyShape' - $ref: '#/components/schemas/CmdtySpotScenario' - $ref: '#/components/schemas/CmdtyVolScenario' - $ref: '#/components/schemas/CompositeScenario' - $ref: '#/components/schemas/CreditScenario' - $ref: '#/components/schemas/EqSpotScenario' - $ref: '#/components/schemas/EqVolScenario' - $ref: '#/components/schemas/FxSpotScenario' - $ref: '#/components/schemas/FxVolSurfaceScenario' - $ref: '#/components/schemas/HistoricalScenario' - $ref: '#/components/schemas/IRParallelShockScenario' - $ref: '#/components/schemas/IrRateAssetScenario' - $ref: '#/components/schemas/IRShockScenario' - $ref: '#/components/schemas/JumpToDefaultScenario' - $ref: '#/components/schemas/ThetaScenario' VarPositionInfo: example: notes: notes level2_portfolio_name: level2_portfolio_name client_tradable_id: client_tradable_id asset_id: asset_id book_name: book_name client_transaction_id: client_transaction_id client_parent_entity: client_parent_entity level5_portfolio_id: 8 tradable_id: tradable_id leg: leg level3_portfolio_id: 9 level1_portfolio_id: 5 asset_name: asset_name instrument_code: instrument_code sector: sector string_label8: string_label8 string_label16: string_label16 string_label9: string_label9 string_label15: string_label15 counterparty_name: counterparty_name string_label6: string_label6 string_label14: string_label14 dealing_bank: dealing_bank string_label7: string_label7 string_label13: string_label13 string_label19: string_label19 string_label18: string_label18 bond_issuer_type: bond_issuer_type string_label17: string_label17 decimal_label2: 7.457744773683766 date_label2: '2000-01-23T04:56:07.000+00:00' decimal_label1: 6.84685269835264 string_label12: string_label12 business_unit: business_unit date_label1: '2000-01-23T04:56:07.000+00:00' string_label11: string_label11 string_label10: string_label10 sub_business_unit: sub_business_unit dealer_status: dealer_status level1_portfolio_name: level1_portfolio_name tradable: tradable string_label1: string_label1 exchange: exchange string_label4: string_label4 string_label5: string_label5 string_label2: string_label2 string_label3: string_label3 country_of_risk: country_of_risk fx_cross_id: fx_cross_id dealing_bank_name: dealing_bank_name string_label20: string_label20 futures_contract_size: 1.1730742509559433 holding: 4.965218492984954 level4_portfolio_id: 6 counterparty_account: counterparty_account equity_asset_code: equity_asset_code level3_portfolio_name: level3_portfolio_name level2_portfolio_id: 9 contract_currency: contract_currency client: client calculated_string_label2: calculated_string_label2 calculated_string_label1: calculated_string_label1 calculated_string_label4: calculated_string_label4 client_name: client_name calculated_string_label3: calculated_string_label3 security_type: security_type quantity: 9.018348186070783 level4_portfolio_name: level4_portfolio_name book_id: 1 team: team ctpty_string_label2: ctpty_string_label2 ctpty_string_label1: ctpty_string_label1 structure: structure issuer_name: issuer_name ctpty_string_label3: ctpty_string_label3 commodity_id: commodity_id product_type: product_type counterparty: counterparty dealer_name: dealer_name level5_portfolio_name: level5_portfolio_name fx_cross: fx_cross strategy: strategy entity: entity properties: asset_id: nullable: true type: string asset_name: nullable: true type: string issuer_name: nullable: true type: string bond_issuer_type: nullable: true type: string book_id: format: int32 type: integer book_name: nullable: true type: string business_unit: nullable: true type: string client: nullable: true type: string client_name: nullable: true type: string client_parent_entity: nullable: true type: string client_tradable_id: nullable: true type: string client_transaction_id: nullable: true type: string commodity_id: nullable: true type: string counterparty: nullable: true type: string counterparty_account: nullable: true type: string counterparty_name: nullable: true type: string date_label1: format: date-time nullable: true type: string date_label2: format: date-time nullable: true type: string dealer_name: nullable: true type: string dealer_status: nullable: true type: string dealing_bank: nullable: true type: string dealing_bank_name: nullable: true type: string decimal_label1: format: double nullable: true type: number decimal_label2: format: double nullable: true type: number entity: nullable: true type: string equity_asset_code: nullable: true type: string exchange: nullable: true type: string futures_contract_size: format: double type: number fx_cross: nullable: true type: string fx_cross_id: nullable: true type: string holding: format: double type: number instrument_code: nullable: true type: string leg: nullable: true type: string level1_portfolio_id: format: int32 type: integer level1_portfolio_name: nullable: true type: string level2_portfolio_id: format: int32 type: integer level2_portfolio_name: nullable: true type: string level3_portfolio_id: format: int32 type: integer level3_portfolio_name: nullable: true type: string level4_portfolio_id: format: int32 type: integer level4_portfolio_name: nullable: true type: string level5_portfolio_id: format: int32 type: integer level5_portfolio_name: nullable: true type: string notes: nullable: true type: string quantity: format: double type: number sector: nullable: true type: string country_of_risk: nullable: true type: string contract_currency: nullable: true type: string security_type: nullable: true type: string strategy: nullable: true type: string structure: nullable: true type: string sub_business_unit: nullable: true type: string team: nullable: true type: string tradable: nullable: true type: string tradable_id: nullable: true type: string product_type: nullable: true type: string string_label1: nullable: true type: string string_label2: nullable: true type: string string_label3: nullable: true type: string string_label4: nullable: true type: string string_label5: nullable: true type: string string_label6: nullable: true type: string string_label7: nullable: true type: string string_label8: nullable: true type: string string_label9: nullable: true type: string string_label10: nullable: true type: string string_label11: nullable: true type: string string_label12: nullable: true type: string string_label13: nullable: true type: string string_label14: nullable: true type: string string_label15: nullable: true type: string string_label16: nullable: true type: string string_label17: nullable: true type: string string_label18: nullable: true type: string string_label19: nullable: true type: string string_label20: nullable: true type: string ctpty_string_label1: nullable: true type: string ctpty_string_label2: nullable: true type: string ctpty_string_label3: nullable: true type: string calculated_string_label1: nullable: true type: string calculated_string_label2: nullable: true type: string calculated_string_label3: nullable: true type: string calculated_string_label4: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Reports.VarPositionInfo, Derivitec.Web.Core required: - $type type: object PriceHistory: example: final_prices: - 0.8008281904610115 - 0.8008281904610115 observation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' initial_price: 6.027456183070403 initial_price_valid: true message: message final_prices_valid: - true - true properties: final_prices: items: format: double type: number nullable: true type: array final_prices_valid: items: type: boolean nullable: true type: array initial_price: format: double type: number initial_price_valid: type: boolean message: nullable: true type: string observation_dates: items: format: date-time type: string nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.RiskEngine.PriceHistory, Derivitec.Web.Core required: - $type type: object BondVolSurfaceError: example: bond_short_name: bond_short_name futures_market_id: futures_market_id properties: message: nullable: true type: string reference_date: type: string futures_market_id: nullable: true type: string bond_short_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondVolSurfaceError, Derivitec.Web.Core required: - $type type: object BondYieldCurveError: example: issuer_id: issuer_id currency: currency debt_type: debt_type issuer_name: issuer_name properties: message: nullable: true type: string reference_date: type: string currency: nullable: true type: string issuer_id: nullable: true type: string debt_type: nullable: true type: string issuer_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.BondYieldCurveError, Derivitec.Web.Core required: - $type type: object CreditEventError: example: default_date: default_date bond_id: bond_id properties: message: nullable: true type: string reference_date: type: string bond_id: nullable: true type: string default_date: type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CreditEventError, Derivitec.Web.Core required: - $type type: object CmdtyVolSurfaceError: example: commodity_id: commodity_id commodity_name: commodity_name properties: message: nullable: true type: string reference_date: type: string commodity_id: nullable: true type: string commodity_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CmdtyVolSurfaceError, Derivitec.Web.Core required: - $type type: object CommodityError: example: commodity_id: commodity_id commodity_name: commodity_name properties: message: nullable: true type: string reference_date: type: string commodity_id: nullable: true type: string commodity_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityError, Derivitec.Web.Core required: - $type type: object CreditIndexCorrelationError: example: index_id: index_id index_name: index_name properties: message: nullable: true type: string reference_date: type: string index_id: nullable: true type: string index_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditIndexCorrelationError, Derivitec.Web.Core required: - $type type: object CreditSwaptionVolCubeError: example: credit_id: credit_id name: name properties: message: nullable: true type: string reference_date: type: string credit_id: nullable: true type: string name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditSwaptionVolCubeError, Derivitec.Web.Core required: - $type type: object DiscountCurveError: example: currency: currency properties: message: nullable: true type: string reference_date: type: string currency: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveError, Derivitec.Web.Core required: - $type type: object EquityAssetError: example: notes: notes asset_edi_code: asset_edi_code asset_ric: asset_ric asset_x_ignite_code: asset_x_ignite_code asset_id: asset_id properties: message: nullable: true type: string reference_date: type: string asset_id: nullable: true type: string asset_ric: nullable: true type: string asset_x_ignite_code: nullable: true type: string asset_edi_code: nullable: true type: string notes: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityAssetError, Derivitec.Web.Core required: - $type type: object EquityEquityCorrelationError: example: asset1_name: asset1_name asset2_name: asset2_name asset1_id: asset1_id asset2_id: asset2_id properties: message: nullable: true type: string reference_date: type: string asset1_id: nullable: true type: string asset1_name: nullable: true type: string asset2_id: nullable: true type: string asset2_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityEquityCorrelationError, Derivitec.Web.Core required: - $type type: object EquityFxCorrelationError: example: eq_asset_id: eq_asset_id eq_asset_name: eq_asset_name fx_cross_id: fx_cross_id properties: message: nullable: true type: string reference_date: type: string eq_asset_id: nullable: true type: string eq_asset_name: nullable: true type: string fx_cross_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityFxCorrelationError, Derivitec.Web.Core required: - $type type: object FxFxCorrelationError: example: fx_cross2_name: fx_cross2_name fx_cross1_id: fx_cross1_id fx_cross1_name: fx_cross1_name fx_cross2_id: fx_cross2_id properties: message: nullable: true type: string reference_date: type: string fx_cross1_id: nullable: true type: string fx_cross1_name: nullable: true type: string fx_cross2_id: nullable: true type: string fx_cross2_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxFxCorrelationError, Derivitec.Web.Core required: - $type type: object EquityVolIndexError: example: eq_vol_index_id: eq_vol_index_id eq_vol_index_name: eq_vol_index_name eq_vol_index_ric: eq_vol_index_ric properties: message: nullable: true type: string reference_date: type: string eq_vol_index_id: nullable: true type: string eq_vol_index_name: nullable: true type: string eq_vol_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexError, Derivitec.Web.Core required: - $type type: object EquityVolIndexVolSurfaceError: example: eq_vol_index_id: eq_vol_index_id eq_vol_index_ric: eq_vol_index_ric properties: message: nullable: true type: string reference_date: type: string eq_vol_index_id: nullable: true type: string eq_vol_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurfaceError, Derivitec.Web.Core required: - $type type: object EquityVolSurfaceError: example: asset_ric: asset_ric asset_id: asset_id properties: message: nullable: true type: string reference_date: type: string asset_id: nullable: true type: string asset_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceError, Derivitec.Web.Core required: - $type type: object EquityVolOfVarCurveError: example: eq_vol_of_var_index_id: eq_vol_of_var_index_id eq_vol_of_var_index_ric: eq_vol_of_var_index_ric properties: message: nullable: true type: string reference_date: type: string eq_vol_of_var_index_id: nullable: true type: string eq_vol_of_var_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurveError, Derivitec.Web.Core required: - $type type: object DividendIndexError: example: dividend_index_id: dividend_index_id dividend_index_name: dividend_index_name dividend_index_ric: dividend_index_ric properties: message: nullable: true type: string reference_date: type: string dividend_index_id: nullable: true type: string dividend_index_name: nullable: true type: string dividend_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendIndexError, Derivitec.Web.Core required: - $type type: object DividendIndexVolSurfaceError: example: dividend_index_id: dividend_index_id dividend_index_ric: dividend_index_ric properties: message: nullable: true type: string reference_date: type: string dividend_index_id: nullable: true type: string dividend_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DividendIndexVolSurfaceError, Derivitec.Web.Core required: - $type type: object FxVolOfVarCurveError: example: fx_vol_of_var_index_ric: fx_vol_of_var_index_ric fx_vol_of_var_index_id: fx_vol_of_var_index_id properties: message: nullable: true type: string reference_date: type: string fx_vol_of_var_index_id: nullable: true type: string fx_vol_of_var_index_ric: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxVolOfVarCurveError, Derivitec.Web.Core required: - $type type: object FxCrossError: example: fx_cross_id: fx_cross_id properties: message: nullable: true type: string reference_date: type: string fx_cross_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.FxCrossError, Derivitec.Web.Core required: - $type type: object FxVolSurfaceError: example: fx_cross_id: fx_cross_id properties: message: nullable: true type: string reference_date: type: string fx_cross_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxVolSurfaceError, Derivitec.Web.Core required: - $type type: object AndersenBuffumParametersError: example: equity_id: equity_id properties: message: nullable: true type: string reference_date: type: string equity_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.AndersenBuffumParametersError, Derivitec.Web.Core required: - $type type: object IrFuturesVolCubeError: example: name: name futures_market_id: futures_market_id properties: message: nullable: true type: string reference_date: type: string futures_market_id: nullable: true type: string name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.IrFuturesVolCubeError, Derivitec.Web.Core required: - $type type: object RateAssetError: example: rate_asset_id: rate_asset_id reference_date: reference_date message: message properties: message: nullable: true type: string rate_asset_id: nullable: true type: string reference_date: type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.RateAssetError, Derivitec.Web.Core required: - $type type: object RecoveryRateError: example: issuer_id: issuer_id bond_id: bond_id debt_type: debt_type issuer_name: issuer_name properties: message: nullable: true type: string reference_date: type: string bond_id: nullable: true type: string issuer_id: nullable: true type: string issuer_name: nullable: true type: string debt_type: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.RecoveryRateError, Derivitec.Web.Core required: - $type type: object SurvivalCurveError: example: issuer_id: issuer_id default_type: default_type currency: currency debt_type: debt_type issuer_name: issuer_name properties: message: nullable: true type: string reference_date: type: string currency: nullable: true type: string debt_type: nullable: true type: string default_type: nullable: true type: string issuer_id: nullable: true type: string issuer_name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.SurvivalCurveError, Derivitec.Web.Core required: - $type type: object SwaptionVolCubeError: example: rate_asset_id: rate_asset_id properties: message: nullable: true type: string reference_date: type: string rate_asset_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.SwaptionVolCubeError, Derivitec.Web.Core required: - $type type: object RiskScenarioMintlifyShape: example: scenario_name: scenario_name scenario_description: scenario_description properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core required: - $type type: object CmdtySpotScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number sticky_smile_ratio: format: double type: number vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CmdtySpotScenario, Derivitec.Web.Core required: - $type type: object CmdtyVolScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number use_proportional_vol_bump: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CmdtyVolScenario, Derivitec.Web.Core required: - $type type: object CompositeScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string scenarios: items: $ref: '#/components/schemas/RiskScenario' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.CompositeScenario, Derivitec.Web.Core required: - $type type: object CreditScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string reference_issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' reference_currency: nullable: true type: string reference_debt_type: nullable: true type: string tenors: items: type: string nullable: true type: array credit_spread_floor: format: double type: number global_shock: format: double type: number shocks_by_issuer_identifier: items: $ref: '#/components/schemas/IssuerIdentifierDoubleKeyValuePair' nullable: true type: array use_proportional_shocks: type: boolean use_forward_rate_bumps: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.CreditScenario, Derivitec.Web.Core required: - $type type: object EqSpotScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number shocks_by_equity_asset: items: $ref: '#/components/schemas/InstrumentIdentifierDoubleKeyValuePair' nullable: true type: array vol_surface_spot_model: enum: - sticky_strike - sticky_delta - sticky_smile_ratio type: string sticky_smile_ratio: format: double type: number $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqSpotScenario, Derivitec.Web.Core required: - $type type: object EqVolScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string bumped_vol_floor: format: double type: number shock_size: format: double type: number use_parallel_shift: type: boolean use_proportional_vol_bump: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.EqVolScenario, Derivitec.Web.Core required: - $type type: object FxSpotScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string shock_size: format: double type: number currency: nullable: true type: string vol_surface_spot_model: enum: - sticky_strike - sticky_delta type: string $type: type: string enum: - Derivitec.Web.Core.RiskEngine.FxSpotScenario, Derivitec.Web.Core required: - $type type: object FxVolSurfaceScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string currency_to_bump: nullable: true type: string vol_shock: format: double type: number use_proportional_vol_bumps: type: boolean counter_currency: nullable: true type: string vol_shock_funcs_by_fx_pair: items: $ref: '#/components/schemas/StringIVolShockFuncKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.FxVolSurfaceScenario, Derivitec.Web.Core required: - $type type: object HistoricalScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string end_date: type: string start_date: type: string $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.HistoricalScenario, Derivitec.Web.Core required: - $type type: object IRParallelShockScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string global_shock: format: double type: number shocks_by_currency: additionalProperties: format: double type: number nullable: true type: object use_proportional_shocks: readOnly: true type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.IRParallelShockScenario, Derivitec.Web.Core required: - $type type: object IrRateAssetScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string global_shock: format: double type: number shocks_by_rate_asset_id: items: $ref: '#/components/schemas/StringDiscountCurveBumpKeyValuePair' nullable: true type: array use_proportional_shocks: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.IrRateAssetScenario, Derivitec.Web.Core required: - $type type: object IRShockScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string global_shock: $ref: '#/components/schemas/DiscountCurveBump' shocks_by_currency: items: $ref: '#/components/schemas/StringDiscountCurveBumpKeyValuePair' nullable: true type: array bump_discount_curves: type: boolean bump_bond_yield_curves: type: boolean bump_equity_assets: type: boolean bump_equity_vol_indices: type: boolean bump_rate_assets: type: boolean bump_fx_crosses: type: boolean bump_commodities: type: boolean $type: type: string enum: - Derivitec.Web.Core.RiskEngine.IRShockScenario, Derivitec.Web.Core required: - $type type: object JumpToDefaultScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string recovery_rates_by_issuer_identifier: items: $ref: '#/components/schemas/IssuerIdentifierDoubleKeyValuePair' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.JumpToDefaultScenario, Derivitec.Web.Core required: - $type type: object ThetaScenario: properties: scenario_description: nullable: true type: string scenario_name: nullable: true type: string roll_days: format: int32 type: integer $type: type: string enum: - Derivitec.Web.Core.RiskEngine.ThetaScenario, Derivitec.Web.Core required: - $type type: object IssuerIdentifier: example: code: code identifier_type: DerivitecBondIssuerId properties: code: nullable: true type: string identifier_type: enum: - DerivitecBondIssuerId - ReutersOrgId - ShortName - Lei - RedCode - MarkitTicker - ReutersIssuerId - CBondsIssuerId - PermId - BloombergCompanyId - NotSet type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core required: - $type type: object IssuerIdentifierDoubleKeyValuePair: properties: key: $ref: '#/components/schemas/IssuerIdentifier' value: format: double type: number type: object InstrumentIdentifierDoubleKeyValuePair: example: value: 1.4658129805029452 key: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: key: $ref: '#/components/schemas/InstrumentIdentifier' value: format: double type: number type: object StringIVolShockFuncKeyValuePair: properties: key: nullable: true type: string value: $ref: '#/components/schemas/IVolShockFunc' type: object StringDiscountCurveBumpKeyValuePair: properties: key: nullable: true type: string value: $ref: '#/components/schemas/DiscountCurveBump' type: object DiscountCurveBump: properties: rate_bumps: items: format: double type: number nullable: true type: array tenors: items: type: string nullable: true type: array maturities: items: format: int32 type: integer nullable: true type: array use_proportional_rate_bumps: type: boolean use_forward_rate_bumps: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.MarketData.DiscountCurveBump, Derivitec.Web.Core required: - $type type: object InstrumentIdentifier: example: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: code: nullable: true type: string identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - NotSet type: string market_identification_code: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core required: - $type type: object IVolShockFunc: discriminator: mapping: Derivitec.Web.Core.RiskEngine.VolShockFuncShocksByStrike, Derivitec.Web.Core: '#/components/schemas/VolShockFuncShocksByStrike' Derivitec.Web.Core.Interfaces.IVolShockFunc, Derivitec.Web.Core: '#/components/schemas/IVolShockFuncMintlifyShape' propertyName: $type oneOf: - $ref: '#/components/schemas/VolShockFuncShocksByStrike' - $ref: '#/components/schemas/IVolShockFuncMintlifyShape' VolShockFuncShocksByStrike: properties: shock_by_strike_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' maturity_beta_func: $ref: '#/components/schemas/DoubleDoubleIFunc1Param' strike_func_expects_delta: type: boolean use_proportional_shocks: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.RiskEngine.VolShockFuncShocksByStrike, Derivitec.Web.Core required: - $type type: object IVolShockFuncMintlifyShape: required: - $type type: object properties: $type: type: string enum: - Derivitec.Web.Core.Interfaces.IVolShockFunc, Derivitec.Web.Core DoubleDoubleIFunc1Param: discriminator: mapping: Derivitec.Web.Core.Func.PowerFuncDouble, Derivitec.Web.Core: '#/components/schemas/PowerFuncDouble' Derivitec.Web.Core.Func.SplineInterpolatedFuncDouble, Derivitec.Web.Core: '#/components/schemas/SplineInterpolatedFuncDouble' propertyName: $type oneOf: - $ref: '#/components/schemas/PowerFuncDouble' - $ref: '#/components/schemas/SplineInterpolatedFuncDouble' PowerFuncDouble: properties: min: format: double nullable: true type: number max: format: double nullable: true type: number slope: format: double type: number intercept: format: double type: number exponent: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Func.PowerFuncDouble, Derivitec.Web.Core required: - $type type: object SplineInterpolatedFuncDouble: required: - $type type: object properties: x_values: items: format: double type: number nullable: true type: array y_values: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Func.SplineInterpolatedFuncDouble, Derivitec.Web.Core securitySchemes: 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: {} type: oauth2 apikey: description: API-Key requested via the site and provided as a header in: header name: x-api-key type: apiKey ````