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Anais Bouque posted

New API - Pricing Market Data'

Dear community,

We are pleased to announce the release of a new API in the B2B channel.

Pricing Market Data

The Pricing Market Data API facilitates the retrieval of the bootstrapped market data for portfolio pricing to be consumed by external financial services.

This new API version contains 5 endpoints:

  • GET /market-data-sets: Retrieve the defined market data sets.
  • GET /interest-rates/zero-coupons: Retrieve the list of interest rate zero coupon curves in the market data set for the given date.
  • GET /interest-rates/zero-coupons/points: Retrieve the interest rate zero coupon curve points. By default the points value expressed as discount factors.
  • GET /interest-rates/volatilities/atm: Retrieve the interest rate volatility curve points.
  • GET /forex/exchange-rates: Retrieve the exchange rates in the market data set for the given date for the list of currency pairs

More documentation here.

API - Treasury and Capital Markets
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