Introduction
The Simulated Historical Instrument Analytics service supports the historical computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives over an alternate set of market conditions.
Methods
Get analytics for a single instrument
Returns the values of a list of analytics for an instrument at a given date with a given scenario. If no analytics are specified, the theoretical price will be returned.
POST /api/v1/scenario/historical/instrument/{id}
Request
Custom Headers
set the value to be multipart/form-data
Path Parameters
instrument ID
Query Parameters
date used to compute the instrument value
curl --request POST --url 'https://fss-analytics.mybluemix.net/api/v1/scenario/historical/instrument/{id}?date=string' --header 'accept: application/json' --header 'content-type: multipart/form-data' --header 'enctype: string' --header 'x-ibm-access-token: REPLACE_KEY_VALUE'
Response
The ID of the instrument.
The name of the scenario.
The list of values that the instrument has taken.
Status Code
Success. The results include an array of analytics for a given instrument.
The request format is wrong.
The request is not authenticated.
The requested method is not allowed.
An internal error has occured.
No Sample Response
Get analytics for multiple instruments
Returns the value for the specified analytics for all of the specified instruments on a given date. If no analytics are specified, the theoretical price is returned.
POST /api/v1/scenario/historical/instruments
Request
Custom Headers
Set the value to multipart/form-data because the endpoint requires a file to be uploaded.
Query Parameters
Date used to compute the instruments' values
curl --request POST --url 'https://fss-analytics.mybluemix.net/api/v1/scenario/historical/instruments?date=string' --header 'accept: application/json' --header 'content-type: multipart/form-data' --header 'enctype: string' --header 'x-ibm-access-token: REPLACE_KEY_VALUE'
Response
The ID of the instrument.
The name of the scenario.
The list of values that the instrument has taken.
Status Code
Success. Returns an array of results for each valid instrument ID and the value for each specified analytic.
The request format is wrong.
The request is not authenticated.
The requested method is not allowed.
An internal error has occured.