Derivitec API documentation

Reference:

• Derivitec API Functions
  • derivitec.core.client.DerivitecClient.add_business_days
  • derivitec.core.client.DerivitecClient.add_request
  • derivitec.core.client.DerivitecClient.adjust_business_day
  • derivitec.core.client.DerivitecClient.bond_futures_prices_from_repo_rates
  • derivitec.core.client.DerivitecClient.calculate_historical_price_series_on_contracts
  • derivitec.core.client.DerivitecClient.calculate_risk_on_contracts
  • derivitec.core.client.DerivitecClient.calculate_risk_on_portfolio
  • derivitec.core.client.DerivitecClient.calculate_risk_on_tradables
  • derivitec.core.client.DerivitecClient.connect
  • derivitec.core.client.DerivitecClient.create_books
  • derivitec.core.client.DerivitecClient.delete_borrow_curves
  • derivitec.core.client.DerivitecClient.delete_equity_vol_surfaces
  • derivitec.core.client.DerivitecClient.delete_index_component_data
  • derivitec.core.client.DerivitecClient.delete_projected_dividends
  • derivitec.core.client.DerivitecClient.fit_bond_yield_curves_to_bond_data
  • derivitec.core.client.DerivitecClient.fit_equity_vol_surfaces_to_convertible_bond_data
  • derivitec.core.client.DerivitecClient.futures_price
  • derivitec.core.client.DerivitecClient.get_active_user_portfolios
  • derivitec.core.client.DerivitecClient.get_auth_details
  • derivitec.core.client.DerivitecClient.get_auth_details_from_site
  • derivitec.core.client.DerivitecClient.get_available_currency_isos
  • derivitec.core.client.DerivitecClient.get_available_risk_reports
  • derivitec.core.client.DerivitecClient.get_blackscholes_implied_vol
  • derivitec.core.client.DerivitecClient.get_bond_data
  • derivitec.core.client.DerivitecClient.get_bond_futures
  • derivitec.core.client.DerivitecClient.get_bond_futures_series
  • derivitec.core.client.DerivitecClient.get_bond_infos
  • derivitec.core.client.DerivitecClient.get_bond_yield_curve_maturity_buckets
  • derivitec.core.client.DerivitecClient.get_bond_yield_curves
  • derivitec.core.client.DerivitecClient.get_bonds
  • derivitec.core.client.DerivitecClient.get_borrow_curves
  • derivitec.core.client.DerivitecClient.get_borrow_curves_for_env
  • derivitec.core.client.DerivitecClient.get_calendars
  • derivitec.core.client.DerivitecClient.get_cash_flows
  • derivitec.core.client.DerivitecClient.get_cds_data
  • derivitec.core.client.DerivitecClient.get_cmdty_futures
  • derivitec.core.client.DerivitecClient.get_cmdty_futures_data
  • derivitec.core.client.DerivitecClient.get_cmdty_vol_surfaces
  • derivitec.core.client.DerivitecClient.get_commodities
  • derivitec.core.client.DerivitecClient.get_contracts_from_client_tradable_id
  • derivitec.core.client.DerivitecClient.get_contracts_from_portfolio
  • derivitec.core.client.DerivitecClient.get_contracts_from_tradable_ids
  • derivitec.core.client.DerivitecClient.get_convenience_yield
  • derivitec.core.client.DerivitecClient.get_convertible_bonds
  • derivitec.core.client.DerivitecClient.get_convertible_bonds_grid_pricer_details
  • derivitec.core.client.DerivitecClient.get_coupons
  • derivitec.core.client.DerivitecClient.get_credit_swaption_vol_cube_data
  • derivitec.core.client.DerivitecClient.get_crypto_coin_data
  • derivitec.core.client.DerivitecClient.get_date_coupon_map
  • derivitec.core.client.DerivitecClient.get_discount_curves
  • derivitec.core.client.DerivitecClient.get_discount_factors
  • derivitec.core.client.DerivitecClient.get_dividend_curve
  • derivitec.core.client.DerivitecClient.get_dividend_index_fixings
  • derivitec.core.client.DerivitecClient.get_dividend_index_vol_surfaces
  • derivitec.core.client.DerivitecClient.get_eq_futures
  • derivitec.core.client.DerivitecClient.get_eq_vol_of_var_curves
  • derivitec.core.client.DerivitecClient.get_equities
  • derivitec.core.client.DerivitecClient.get_equity_equity_correlation_data
  • derivitec.core.client.DerivitecClient.get_equity_forwards
  • derivitec.core.client.DerivitecClient.get_equity_fx_correlation_data
  • derivitec.core.client.DerivitecClient.get_equity_vol_grid
  • derivitec.core.client.DerivitecClient.get_equity_vol_index_vol_surfaces
  • derivitec.core.client.DerivitecClient.get_equity_vol_index_vols
  • derivitec.core.client.DerivitecClient.get_equity_vol_surfaces
  • derivitec.core.client.DerivitecClient.get_equity_vol_surfaces_for_env
  • derivitec.core.client.DerivitecClient.get_equity_vols
  • derivitec.core.client.DerivitecClient.get_etf_premiums
  • derivitec.core.client.DerivitecClient.get_flattened_contracts_from_tradable_ids
  • derivitec.core.client.DerivitecClient.get_flattened_convertible_bonds
  • derivitec.core.client.DerivitecClient.get_forward
  • derivitec.core.client.DerivitecClient.get_fx_crosses
  • derivitec.core.client.DerivitecClient.get_fx_data
  • derivitec.core.client.DerivitecClient.get_fx_futures
  • derivitec.core.client.DerivitecClient.get_fx_vol_surfaces
  • derivitec.core.client.DerivitecClient.get_index_component_data
  • derivitec.core.client.DerivitecClient.get_index_component_data_for_env
  • derivitec.core.client.DerivitecClient.get_ir_bump_mkt_data
  • derivitec.core.client.DerivitecClient.get_ir_futures
  • derivitec.core.client.DerivitecClient.get_mkt_data
  • derivitec.core.client.DerivitecClient.get_pnl_report_infos
  • derivitec.core.client.DerivitecClient.get_pnl_report_meta_data
  • derivitec.core.client.DerivitecClient.get_pnl_reports_data_by_id
  • derivitec.core.client.DerivitecClient.get_portfolio_table
  • derivitec.core.client.DerivitecClient.get_pricing_details
  • derivitec.core.client.DerivitecClient.get_pricing_details_for_contracts
  • derivitec.core.client.DerivitecClient.get_projected_dividends_for_env
  • derivitec.core.client.DerivitecClient.get_report_data_by_id
  • derivitec.core.client.DerivitecClient.get_report_excel_export
  • derivitec.core.client.DerivitecClient.get_report_infos
  • derivitec.core.client.DerivitecClient.get_report_result
  • derivitec.core.client.DerivitecClient.get_risk_report_meta_data
  • derivitec.core.client.DerivitecClient.get_spider_rock_vol_data
  • derivitec.core.client.DerivitecClient.get_stock_data
  • derivitec.core.client.DerivitecClient.get_stock_info
  • derivitec.core.client.DerivitecClient.get_swaption_vol_cube_data
  • derivitec.core.client.DerivitecClient.get_time_series
  • derivitec.core.client.DerivitecClient.get_tradable_ids_from_contracts
  • derivitec.core.client.DerivitecClient.get_tradable_ids_from_portfolio
  • derivitec.core.client.DerivitecClient.get_transaction_table
  • derivitec.core.client.DerivitecClient.get_var_report_data_by_id
  • derivitec.core.client.DerivitecClient.get_var_report_infos
  • derivitec.core.client.DerivitecClient.get_var_report_status_by_id
  • derivitec.core.client.DerivitecClient.get_var_report_time_series_data_by_id
  • derivitec.core.client.DerivitecClient.get_var_reports_data_by_id
  • derivitec.core.client.DerivitecClient.get_vol
  • derivitec.core.client.DerivitecClient.legacy_position_upload
  • derivitec.core.client.DerivitecClient.login_with_cognito
  • derivitec.core.client.DerivitecClient.position_upload
  • derivitec.core.client.DerivitecClient.price
  • derivitec.core.client.DerivitecClient.run_report
  • derivitec.core.client.DerivitecClient.run_risk_report
  • derivitec.core.client.DerivitecClient.run_var_report
  • derivitec.core.client.DerivitecClient.upload_amortisation_rates
  • derivitec.core.client.DerivitecClient.upload_bond_infos
  • derivitec.core.client.DerivitecClient.upload_bond_issuer_credit_spreads
  • derivitec.core.client.DerivitecClient.upload_bond_price_data
  • derivitec.core.client.DerivitecClient.upload_bond_yield_curves
  • derivitec.core.client.DerivitecClient.upload_borrow_curves
  • derivitec.core.client.DerivitecClient.upload_cmdty_futures_data
  • derivitec.core.client.DerivitecClient.upload_credit_swaption_vol_cube_data
  • derivitec.core.client.DerivitecClient.upload_discount_curves
  • derivitec.core.client.DerivitecClient.upload_dividend_index_fixings
  • derivitec.core.client.DerivitecClient.upload_dividend_index_vol_surfaces
  • derivitec.core.client.DerivitecClient.upload_entity_custom_data
  • derivitec.core.client.DerivitecClient.upload_eq_vol_of_var_curves
  • derivitec.core.client.DerivitecClient.upload_equity_dividend_correlation_data
  • derivitec.core.client.DerivitecClient.upload_equity_equity_correlation_data
  • derivitec.core.client.DerivitecClient.upload_equity_fx_correlation_data
  • derivitec.core.client.DerivitecClient.upload_equity_ir_correlation_data
  • derivitec.core.client.DerivitecClient.upload_equity_vol_curves
  • derivitec.core.client.DerivitecClient.upload_equity_vol_grids
  • derivitec.core.client.DerivitecClient.upload_equity_vol_surfaces
  • derivitec.core.client.DerivitecClient.upload_etf_premiums
  • derivitec.core.client.DerivitecClient.upload_fx_ir_correlation_data
  • derivitec.core.client.DerivitecClient.upload_fx_vol_grids
  • derivitec.core.client.DerivitecClient.upload_index_component_data
  • derivitec.core.client.DerivitecClient.upload_probability_of_default
  • derivitec.core.client.DerivitecClient.upload_projected_dividends
  • derivitec.core.client.DerivitecClient.upload_rate_assets
  • derivitec.core.client.DerivitecClient.upload_recovery_rates
  • derivitec.core.client.DerivitecClient.upload_stock_data
  • derivitec.core.client.DerivitecClient.upload_survival_curves
  • derivitec.core.client.DerivitecClient.upload_vol_surface_spot_model_definitions
• Market Data
  • Types
  • Responses
• Tradables
  • Types
  • Responses
• Reports
  • Types
  • Responses
• Risk Engine
  • Types
  • Responses

Indices and tables

• Index

• Module Index

• Search Page