{ "opencollection": "1.0.0", "info": { "name": "Factset Analytics Datastore About Derivative API", "version": "1.0.0" }, "request": { "auth": { "type": "basic", "username": "{{username}}", "password": "{{password}}" } }, "items": [ { "info": { "name": "Derivative", "type": "folder" }, "items": [ { "info": { "name": "Factset Fundamental Data for a Single Securitized Derivative.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/securitizedDerivative/get", "params": [ { "name": "id", "value": "", "type": "query" }, { "name": "_attributes", "value": "", "type": "query", "description": "Limit the attributes returned in the response to the specified set." }, { "name": "_language", "value": "", "type": "query" } ] }, "docs": "Fundamental data for a single securitized derivative. Dates are interpreted in the timezone of the issuer." }, { "info": { "name": "Factset List of Barrier Types.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/securitizedDerivative/barrier/type/list", "params": [ { "name": "_attributes", "value": "", "type": "query", "description": "Limit the attributes returned in the response to the specified set." } ] }, "docs": "List of barrier types." }, { "info": { "name": "Factset Search for Issuers of Securitized Derivatives.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/securitizedDerivative/issuer/search", "body": { "type": "json", "data": "{}" } }, "docs": "Search for issuers of securitized derivatives, including issuer groups, which do not represent actual juristic persons, but are defined by FactSet to facilitate searching. FactSet does not consolidate the data provided by different suppliers, therefore the result may contain more than one identifier for a given issuer. The response is limited to 100 results." }, { "info": { "name": "Factset Notation-based Key Figures of a Securitized Derivative.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/securitizedDerivative/keyFigures/notation/get", "params": [ { "name": "id", "value": "", "type": "query" }, { "name": "_attributes", "value": "", "type": "query", "description": "Limit the attributes returned in the response to the specified set." }, { "name": "_language", "value": "", "type": "query" } ] }, "docs": "Notation-based key figures of a securitized derivative. Not all key figures are applicable and/or calculated for all types of securitized derivatives. Following, some frequently used references: \n\nCover ratio - see attribute `underlyings.coverRatio` in endpoint `/securitizedDerivative/underlying/list`.\n\nVarious barrier types (e.g. strike, knock in) - see endpoint `/securitizedDerivative/barrier/type/list`.\n\nExercise right - see attribute `exercise.right` in endpoint `/securitizedDerivative/get`." }, { "info": { "name": "Factset Ranking of Securitized Derivatives' Notations Using Intraday Figures.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/securitizedDerivative/notation/ranking/intraday/list", "body": { "type": "json", "data": "{}" } }, "docs": "Ranking of securitized derivatives' notations using intraday figures. The result is limited to 100 notations that all must satisfy all selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, the selection of the notation depends on the sort attribute:\n- absolute and relative performance (see the response attributes `trade.performance.absolute` and `trade.performance.relative`) - the notation with the most recent trade price " }, { "info": { "name": "Factset Possible Values and Value Ranges for the Parameters Used in the Endpoint `/securitizedderivative/notation/screener/search`.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/securitizedDerivative/notation/screener/valueRanges/get", "body": { "type": "json", "data": "{}" } }, "docs": "The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/securitizedDerivatives/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered. The functionality may be us" }, { "info": { "name": "Factset Screener for Securitized Derivatives's Notations Based on Securitized Derivatives-specific Parameters.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/securitizedDerivative/notation/screener/search", "body": { "type": "json", "data": "{}" } }, "docs": "Screener for securitized derivatives's notations based on securitized derivatives-specific parameters. The result is limited to the notations that satisfy all the selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered. All identifiers used as parameters must be valid and entitled.\n\n Since some underlyings, e.g. an index or a performanc" }, { "info": { "name": "Factset List of Underlyings With Barrier and Cash Flow Information.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/securitizedDerivative/underlying/list", "params": [ { "name": "id", "value": "", "type": "query" }, { "name": "_attributes", "value": "", "type": "query", "description": "Limit the attributes returned in the response to the specified set." }, { "name": "_language", "value": "", "type": "query" } ] }, "docs": "Provides details regarding the underlyings, their respective barriers and related cash flows (if any) of a securitized derivative. A unique combination of a cash flow and related barrier modalities, such as observation and level, is called a condition. In case of a securitized derivative with multiple underlyings, a condition comprises the respective barriers of all underlyings participating in that condition. Since some underlyings, e.g. an index or a performance difference of a stock and an in" } ] } ], "bundled": true }