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v1

latestOpenAPI 3.1.02026-07-24124141.8 KB
pricing

Download Pricing

Calculate bond price from yield or yield from price and return Excel file.

Specify exactly ONE of 'price' or 'yield' in the request body.

post/api/instrument/{instrument_id}/calculate/download

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

{"stackTrail":"paths:/api/instrument/{instrument_id}/calculate/download:post:responses:200:content:application/json:schema","oasType":"schema","type":"unknown"}