{ "openapi": "3.1.1", "info": { "title": "CurveRisk.Api | v1", "version": "1.0.0" }, "servers": [ { "url": "http://curverisk.austonfeng.com/" } ], "paths": { "/api/v1/market-snapshots": { "post": { "tags": [ "Market snapshots" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CreateMarketSnapshotRequest" } } }, "required": true }, "responses": { "201": { "description": "Created", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/MarketSnapshotResponse" } } } }, "400": { "description": "Bad Request", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/HttpValidationProblemDetails" } } } }, "422": { "description": "Unprocessable Entity", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } }, "get": { "tags": [ "Market snapshots" ], "parameters": [ { "name": "cursor", "in": "query", "schema": { "type": "string", "format": 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"string", "format": "uuid" } } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CurveResponse" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } } }, "/api/v1/trades": { "post": { "tags": [ "Trades" ], "parameters": [ { "name": "Idempotency-Key", "in": "header", "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CreateTradeRequest" } } }, "required": true }, "responses": { "201": { "description": "Created", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TradeResponse" } } } }, "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TradeResponse" } } } }, "400": { "description": "Bad Request", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/HttpValidationProblemDetails" } } } }, "409": { "description": "Conflict", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } }, "get": { "tags": [ "Trades" ], "parameters": [ { "name": "cursor", "in": "query", "schema": { "type": "string" } }, { "name": "pageSize", "in": "query", "schema": { "pattern": "^-?(?:0|[1-9]\\d*)$", "type": [ "integer", "string" ], "format": "int32" } } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/PageResponseOfTradeResponse" } } } } } } }, "/api/v1/trades/{tradeId}": { "get": { "tags": [ "Trades" ], "parameters": [ { "name": "tradeId", "in": "path", "required": true, "schema": { "type": "string" } } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TradeResponse" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } }, "put": { "tags": [ "Trades" ], "parameters": [ { "name": "tradeId", "in": "path", "required": true, "schema": { "type": "string" } }, { "name": "If-Match", "in": "header", "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UpdateTradeRequest" } } }, "required": true }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TradeResponse" } } } }, "400": { "description": "Bad Request", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/HttpValidationProblemDetails" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } }, "412": { "description": "Precondition Failed", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } }, "428": { "description": "Precondition Required", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } }, "delete": { "tags": [ "Trades" ], "parameters": [ { "name": "tradeId", "in": "path", "required": true, "schema": { "type": "string" } }, { "name": "If-Match", "in": "header", "schema": { "type": "string" } } ], "responses": { "204": { "description": "No Content" }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } }, "412": { "description": "Precondition Failed", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } }, "428": { "description": "Precondition Required", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } } }, "/api/v1/valuations": { "post": { "tags": [ "Calculations" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ValuationRequest" } } }, "required": true }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ValuationResponse" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } } }, "/api/v1/scenario-runs": { "post": { "tags": [ "Calculations" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ScenarioRunRequest" } } }, "required": true }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ScenarioRunResponse" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } }, "422": { "description": "Unprocessable Entity", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } } }, "/api/v1/risk-runs": { "post": { "tags": [ "Calculations" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CreateRiskRunRequest" } } }, "required": true }, "responses": { "202": { "description": "Accepted", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/RiskRunResponse" } } } }, "400": { "description": "Bad Request", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/HttpValidationProblemDetails" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } } }, "/api/v1/copilot/answers": { "post": { "tags": [ "Calculations" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CopilotQuestionRequest" } } }, "required": true }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CopilotAnswerResponse" } } } }, "400": { "description": "Bad Request", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/HttpValidationProblemDetails" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } }, "503": { "description": "Service Unavailable", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } } }, "/api/v1/risk-runs/{id}": { "get": { "tags": [ "Calculations" ], "parameters": [ { "name": "id", "in": "path", "required": true, "schema": { "type": "string", "format": "uuid" } } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/RiskRunResponse" } } } }, "404": { "description": "Not Found", "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ProblemDetails" } } } } } } } }, "components": { "schemas": { "BucketDeltaDto": { "required": [ "tenorYears", "delta" ], "type": "object", "properties": { "tenorYears": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "delta": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "description": "PV change for a +1bp bump of that pillar's zero rate.", "format": "double" } } }, "CopilotAnswerResponse": { "required": [ "status", "answer", "toolCalls", "ungroundedFigures", "modelCalls", "inputTokens", "outputTokens", "costUsd" ], "type": "object", "properties": { "status": { "type": "string", "description": "Answered, UngroundedWithheld, Refused, Truncated, CallLimitReached, BudgetExhausted or ModelUnavailable.\r\nOnly Answered carries the model's own text; every other status carries a fixed explanation." }, "answer": { "type": "string" }, "toolCalls": { "type": "array", "items": { "$ref": "#/components/schemas/CopilotToolCallDto" } }, "ungroundedFigures": { "type": "array", "items": { "type": "string" }, "description": "Figures the model stated that no engine result supports. Empty when Answered." }, "modelCalls": { "pattern": "^-?(?:0|[1-9]\\d*)$", "type": [ "integer", "string" ], "format": "int32" }, "inputTokens": { "pattern": "^-?(?:0|[1-9]\\d*)$", "type": [ "integer", "string" ], "format": "int64" }, "outputTokens": { "pattern": "^-?(?:0|[1-9]\\d*)$", "type": [ "integer", "string" ], "format": "int64" }, "costUsd": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?$", "type": [ "number", "string" ], "format": "double" } } }, "CopilotQuestionRequest": { "required": [ "snapshotId", "question" ], "type": "object", "properties": { "snapshotId": { "type": "string", "format": "uuid" }, "question": { "type": "string" } }, "description": "A question for the Risk Copilot about the trades booked, priced on the given snapshot." }, "CopilotToolCallDto": { "required": [ "name", "outcome" ], "type": "object", "properties": { "name": { "type": "string" }, "outcome": { "type": "string", "description": "Succeeded, Failed, Denied or UnknownTool." } } }, "CreateMarketSnapshotRequest": { "required": [ "curveId", "asOf", "interpolation", "quotes" ], "type": "object", "properties": { "curveId": { "type": "string" }, "asOf": { "type": "string", "description": "yyyy-MM-dd." }, "interpolation": { "type": "string", "description": "LogLinearDiscount, LinearZero or MonotoneCubicLogDiscount." }, "quotes": { "type": "array", "items": { "$ref": "#/components/schemas/QuoteDto" } } }, "description": "The quotes a curve is built from on one date." }, "CreateRiskRunRequest": { "required": [ "snapshotId", "tradeIds" ], "type": "object", "properties": { "snapshotId": { "type": "string", "format": "uuid" }, "tradeIds": { "type": "array", "items": { "type": "string" } } } }, "CreateTradeRequest": { "required": [ "tradeId", "notionalAmount", "fixedRatePercent", "direction", "tenor", "description" ], "type": "object", "properties": { "tradeId": { "type": "string" }, "notionalAmount": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "fixedRatePercent": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "direction": { "type": "string", "description": "PayFixed or ReceiveFixed." }, "tenor": { "type": "string", "description": "Such as \"5Y\"." }, "description": { "type": [ "null", "string" ] } } }, "CurvePillarDto": { "required": [ "tenorYears", "zeroRatePercent", "discountFactor" ], "type": "object", "properties": { "tenorYears": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "zeroRatePercent": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "description": "Continuously compounded.", "format": "double" }, "discountFactor": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" } } }, "CurveResponse": { "required": [ "snapshotId", "curveId", "asOf", "interpolation", "pillars" ], "type": "object", "properties": { "snapshotId": { "type": "string", "format": "uuid" }, "curveId": { "type": "string" }, "asOf": { "type": "string" }, "interpolation": { "type": "string" }, "pillars": { "type": "array", "items": { "$ref": "#/components/schemas/CurvePillarDto" } } } }, "HttpValidationProblemDetails": { "type": "object", "properties": { "type": { "type": [ "null", "string" ] }, "title": { "type": [ "null", "string" ] }, "status": { "pattern": "^-?(?:0|[1-9]\\d*)$", "type": [ "null", "integer", "string" ], "format": "int32" }, "detail": { "type": [ "null", "string" ] }, "instance": { "type": [ "null", "string" ] }, "errors": { "type": "object", "additionalProperties": { "type": "array", "items": { "type": "string" } } } } }, "MarketSnapshotResponse": { "required": [ "id", "curveId", "asOf", "interpolation", "quotes", "createdUtc" ], "type": "object", "properties": { "id": { "type": "string", "format": "uuid" }, "curveId": { "type": "string" }, "asOf": { "type": "string" }, "interpolation": { "type": "string" }, "quotes": { "type": "array", "items": { "$ref": "#/components/schemas/QuoteDto" } }, "createdUtc": { "type": "string", "format": "date-time" } } }, "PageResponseOfMarketSnapshotResponse": { "required": [ "items", "nextCursor" ], "type": "object", "properties": { "items": { "type": "array", "items": { "$ref": "#/components/schemas/MarketSnapshotResponse" } }, "nextCursor": { "type": [ "null", "string" ] } }, "description": "One page of a collection. Pass string? PageResponse<T>.NextCursor as `cursor` to get the next; null means the end." }, "PageResponseOfTradeResponse": { "required": [ "items", "nextCursor" ], "type": "object", "properties": { "items": { "type": "array", "items": { "$ref": "#/components/schemas/TradeResponse" } }, "nextCursor": { "type": [ "null", "string" ] } }, "description": "One page of a collection. Pass string? PageResponse<T>.NextCursor as `cursor` to get the next; null means the end." }, "ProblemDetails": { "type": "object", "properties": { "type": { "type": [ "null", "string" ] }, "title": { "type": [ "null", "string" ] }, "status": { "pattern": "^-?(?:0|[1-9]\\d*)$", "type": [ "null", "integer", "string" ], "format": "int32" }, "detail": { "type": [ "null", "string" ] }, "instance": { "type": [ "null", "string" ] } } }, "QuoteDto": { "required": [ "tenor", "ratePercent" ], "type": "object", "properties": { "tenor": { "type": "string" }, "ratePercent": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" } }, "description": "One par quote: a tenor such as \"5Y\" and its rate in percent (3.78 for 3.78%)." }, "RiskRunResponse": { "required": [ "id", "status", "snapshotId", "tradeIds", "results", "error", "createdUtc", "completedUtc" ], "type": "object", "properties": { "id": { "type": "string", "format": "uuid" }, "status": { "type": "string", "description": "Pending, Completed or Failed." }, "snapshotId": { "type": "string", "format": "uuid" }, "tradeIds": { "type": "array", "items": { "type": "string" } }, "results": { "type": [ "null", "array" ], "items": { "$ref": "#/components/schemas/TradeRiskDto" }, "description": "Present once Completed." }, "error": { "type": [ "null", "string" ], "description": "Present once Failed." }, "createdUtc": { "type": "string", "format": "date-time" }, "completedUtc": { "type": [ "null", "string" ], "format": "date-time" } }, "description": "A risk calculation that runs in the background. Poll until the status is Completed or Failed." }, "ScenarioRunRequest": { "required": [ "snapshotId", "tradeId", "parallelBp", "steepenerBp" ], "type": "object", "properties": { "snapshotId": { "type": "string", "format": "uuid" }, "tradeId": { "type": "string" }, "parallelBp": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "description": "Added to every zero rate. Positive means rates up.", "format": "double" }, "steepenerBp": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "description": "Change in the 2s10s zero spread. Positive steepens.", "format": "double" } } }, "ScenarioRunResponse": { "required": [ "tradeId", "currency", "parallelBp", "steepenerBp", "basePresentValue", "shockedPresentValue", "profitAndLoss" ], "type": "object", "properties": { "tradeId": { "type": "string" }, "currency": { "type": "string" }, "parallelBp": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "steepenerBp": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "basePresentValue": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "shockedPresentValue": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "profitAndLoss": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" } } }, "TradeResponse": { "required": [ "tradeId", "notionalAmount", "fixedRatePercent", "direction", "tenor", "description", "createdUtc" ], "type": "object", "properties": { "tradeId": { "type": "string" }, "notionalAmount": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "fixedRatePercent": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "direction": { "type": "string" }, "tenor": { "type": "string" }, "description": { "type": "string" }, "createdUtc": { "type": "string", "format": "date-time" } } }, "TradeRiskDto": { "required": [ "tradeId", "currency", "parallelDv01", "buckets" ], "type": "object", "properties": { "tradeId": { "type": "string" }, "currency": { "type": "string" }, "parallelDv01": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "description": "PV change for a +1bp parallel shift of zero rates (zero-rate risk, not par-quote risk).", "format": "double" }, "buckets": { "type": "array", "items": { "$ref": "#/components/schemas/BucketDeltaDto" } } } }, "UpdateTradeRequest": { "required": [ "notionalAmount", "fixedRatePercent", "tenor", "description" ], "type": "object", "properties": { "notionalAmount": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "fixedRatePercent": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "tenor": { "type": "string" }, "description": { "type": [ "null", "string" ] } }, "description": "The editable part of a trade. The id and economic direction are fixed once booked." }, "ValuationRequest": { "required": [ "snapshotId", "tradeId" ], "type": "object", "properties": { "snapshotId": { "type": "string", "format": "uuid" }, "tradeId": { "type": "string" } } }, "ValuationResponse": { "required": [ "tradeId", "currency", "presentValue", "parRatePercent", "fixedRatePercent" ], "type": "object", "properties": { "tradeId": { "type": "string" }, "currency": { "type": "string" }, "presentValue": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "description": "From our side, in the trade currency.", "format": "double" }, "parRatePercent": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" }, "fixedRatePercent": { "pattern": "^-?(?:0|[1-9]\\d*)(?:\\.\\d+)?(?:[eE][+-]?\\d+)?$", "type": [ "number", "string" ], "format": "double" } } } } }, "tags": [ { "name": "Market snapshots" }, { "name": "Trades" }, { "name": "Calculations" } ] }