v1

latestOpenAPI 3.1.02026-07-24124141.8 KB

pricing

Calculate Pricing

Calculate bond price from yield or yield from price.

Specify exactly ONE of 'price' or 'yield' in the request body. The API will calculate the missing value.

post/api/instrument/{instrument_id}/calculate

Path parameters

instrument_idinteger required

Request body

as_of_datestring date required

Settlement date for pricing calculation

termination_type'maturity' | 'call' | 'put'

Termination type exposed via datafeed APIs.

calculation_type'eay' | 'bey' | 'mmy'

Calculation type for yield.

put_datestring date nullable

Optional put date to use for put termination calculations.

call_datestring date nullable

Optional call date to use for call termination calculations.

Response

Successful Response

as_of_datestring date required

Settlement date used for calculation

yieldstring required

Yield as decimal

termination_typestring required

Termination type (maturity, call, put)

unit_clean_pricestring required

Clean price per 100 of par value

clean_pricestring required

Total clean price for quantum

unit_accrued_intereststring required

Accrued interest per 100 of par value

accrued_intereststring required

Accrued interest amount

dirty_pricestring required

Total dirty price (clean price + accrued interest)

accrued_interest_daysinteger nullable required

Number of days of accrued interest

quantumstring required

Face value/quantum used

quantitystring required

Number of units of the security

previous_coupon_datestring date nullable required

Date of previous coupon payment

calculation_typestring required

Calculation type (EAY, BEY, MMY)

call_datestring date nullable

Call date used in calculation (for YTC)

put_datestring date nullable

Put date used in calculation (for YTP)

stamp_dutystring required

Stamp duty amount