openapi: 3.0.0 info: title: FactSet Bonds API for Digital Portals description: |- Search for fixed income instruments, using a criteria-based screener. The API provides also fundamental data and key figures. version: '2' servers: - url: https://api.factset.com/wealth/v1 paths: /debtInstrument/get: get: tags: - Debt - Get - Instrument operationId: get/debtInstrument/get x-supportsOffsetBasedPaging: false x-supportsOffsetBasedPagingWithoutTotal: false x-supportsCursorBasedPaging: false x-supportsCursorBasedPagingWithoutTotal: false x-supportsPush: false x-requiresUser: false x-requiresInternalClient: false x-disallowUser: false x-no-merge: false x-maxSortParameterCount: 10 x-supportsPermissionDeniedResponse: false summary: Factset Fundamental Data for a Debt Instrument. description: >- Fundamental data for a debt instrument; any other instrument yields empty values for debt-instrument-specific attributes. Dates are interpreted in the timezone of the issuer. parameters: - name: id in: query schema: type: string format: id64 x-positive: true description: Identifier of the instrument. required: true - name: _attributes in: query schema: type: array items: type: string maxLength: 100 exclusiveMaximum: false uniqueItems: true maxItems: 50 style: form explode: false description: Limit the attributes returned in the response to the specified set. - name: _language in: query schema: type: string format: isoLanguage description: ISO 639-1 code of the language. maxLength: 2 minLength: 2 exclusiveMinimum: false exclusiveMaximum: false responses: '200': $ref: '#/components/responses/GetDebtInstrumentGet200Response' x-microcks-operation: delay: 0 dispatcher: FALLBACK /debtInstrument/issuer/search: post: tags: - Debt - Instrument - Issuer - Search operationId: post/debtInstrument/issuer/search x-supportsOffsetBasedPaging: false x-supportsOffsetBasedPagingWithoutTotal: false x-supportsCursorBasedPaging: false x-supportsCursorBasedPagingWithoutTotal: false x-supportsPush: false x-requiresUser: false x-requiresInternalClient: false x-disallowUser: false x-no-merge: false x-maxSortParameterCount: 10 x-supportsPermissionDeniedResponse: false summary: Factset Search for Issuers of Debt Instruments. description: >- Search for issuers of debt instruments. 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. requestBody: content: application/json: schema: $ref: '#/components/schemas/PostDebtInstrumentIssuerSearchRequest' responses: '200': $ref: '#/components/responses/PostDebtInstrumentIssuerSearch200Response' parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK /debtInstrument/keyFigures/notation/get: get: tags: - Debt - Figures - Get - Instrument - Key - Notation operationId: get/debtInstrument/keyFigures/notation/get x-supportsOffsetBasedPaging: false x-supportsOffsetBasedPagingWithoutTotal: false x-supportsCursorBasedPaging: false x-supportsCursorBasedPagingWithoutTotal: false x-supportsPush: false x-requiresUser: false x-requiresInternalClient: false x-disallowUser: false x-no-merge: false x-maxSortParameterCount: 10 x-supportsPermissionDeniedResponse: false summary: Factset Key Figures of a Debt Instrument. description: >- Key figures of a debt instrument. The key figures are calculated using delayed prices with an additional delay of 10 minutes after an update of the debt instrument's price. Special product features such as the right to a maturity extension, an attached option, or convertibility are not considered for the key figure calculation. Further, a calculation is not performed for perpetual products and for products with variable interest rate. parameters: - name: id in: query schema: type: string format: id64 x-positive: true description: Identifier of a notation. required: true - name: _attributes in: query schema: type: array items: type: string maxLength: 100 exclusiveMaximum: false uniqueItems: true maxItems: 50 style: form explode: false description: Limit the attributes returned in the response to the specified set. responses: '200': $ref: >- #/components/responses/GetDebtInstrumentKeyFiguresNotationGet200Response x-microcks-operation: delay: 0 dispatcher: FALLBACK /debtInstrument/notation/screener/search: post: tags: - Debt - Instrument - Notation - Screener - Search operationId: post/debtInstrument/notation/screener/search x-supportsOffsetBasedPaging: true x-supportsOffsetBasedPagingWithoutTotal: false x-supportsCursorBasedPaging: false x-supportsCursorBasedPagingWithoutTotal: false x-supportsPush: false x-requiresUser: false x-requiresInternalClient: false x-disallowUser: false x-no-merge: false x-maxSortParameterCount: 10 x-supportsPermissionDeniedResponse: false summary: >- Factset Screener for Debt Instruments' Notations Based on Debt Instrument-specific Parameters. description: >- Screener for debt instruments' notations based on debt instrument-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. requestBody: content: application/json: schema: $ref: >- #/components/schemas/PostDebtInstrumentNotationScreenerSearchRequest responses: '200': $ref: >- #/components/responses/PostDebtInstrumentNotationScreenerSearch200Response parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK /debtInstrument/notation/screener/valueRanges/get: post: tags: - Debt - Get - Instrument - Notation - Ranges - Screener - Value operationId: post/debtInstrument/notation/screener/valueRanges/get x-supportsOffsetBasedPaging: false x-supportsOffsetBasedPagingWithoutTotal: false x-supportsCursorBasedPaging: false x-supportsCursorBasedPagingWithoutTotal: false x-supportsPush: false x-requiresUser: false x-requiresInternalClient: false x-disallowUser: false x-no-merge: false x-maxSortParameterCount: 10 x-supportsPermissionDeniedResponse: false summary: >- Factset Possible Values and Value Ranges for the Parameters Used in the Endpoint `/debtinstrument/notation/screener/search.` description: >- The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/debtInstrument/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/debtInstrument/notation/screener/search` endpoint so that performing a search always leads to a non-empty set of notations. 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. requestBody: content: application/json: schema: $ref: >- #/components/schemas/PostDebtInstrumentNotationScreenerValueRangesGetRequest responses: '200': $ref: >- #/components/responses/PostDebtInstrumentNotationScreenerValueRangesGet200Response parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK components: schemas: ErrorMetaObject: type: object properties: status: $ref: '#/components/schemas/StatusObject' ErrorObject: type: array description: >- The errors member contains additional information about a failed request. items: type: object properties: details: type: string description: >- A human-readable, unstructured explanation specific to this occurrence of the failure. encryptedDetails: type: string description: >- Base64-encoded, internal details about the error, in addition to "details". type: type: number format: int32 description: Internal error type of the Foundation API protocol. attribute: type: array description: >- For a validation error, a reference to the request parameter that failed validation; otherwise, an empty array. items: type: object properties: name: type: string description: Element of the path denoting the request parameter. index: type: number format: int32 description: >- If the attribute "name" designates an array, index of the array element; otherwise the special value -1. x-property-sort: - name - index x-property-sort: - detail - encryptedDetails - type - attribute AttributesMember: type: array description: Limit the attributes returned in the response to the specified set. items: type: string maxLength: 100 exclusiveMaximum: false maxItems: 50 uniqueItems: true LanguageMember: type: string format: isoLanguage description: ISO 639-1 code of the language. maxLength: 2 minLength: 2 exclusiveMinimum: false exclusiveMaximum: false StatusObject: type: object properties: code: type: number format: int32 description: >- The HTTP status code of the response, mirroring the code from the Status-Line of the HTTP response message (see [RFC2616] section 6.1). example: 42.5 description: The status member contains the status code of the response. required: - code CursorBasedPaginationOutputObject: type: object description: Pagination attributes for the cursor-based pagination strategy. properties: total: type: number format: int32 description: Total number of entries in the result set. example: 42.5 isEstimatedTotal: type: boolean description: Flag indicating that the value of `total` is estimated. example: true next: type: string description: >- The next cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination, otherwise `null`. example: example_value previous: type: string description: >- The previous cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination. If a previous cursor position is not supported or available, `previous` is `null`. example: example_value required: - total - isEstimatedTotal - next - previous x-property-sort: - total - isEstimatedTotal - next - previous CursorBasedPaginationOutputObjectWithoutTotal: type: object description: >- Pagination attributes for the cursor-based pagination strategy; a total element count is not supported. properties: next: type: string description: >- The next cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination, otherwise `null`. example: example_value previous: type: string description: >- The previous cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination. If a previous cursor position is not supported or available, `previous` is `null`. example: example_value required: - next - previous x-property-sort: - next - previous OffsetBasedPaginationOutputObject: type: object description: Pagination attributes for the offset-based pagination strategy. properties: total: type: number format: int32 description: Total number of entries in the result set. example: 42.5 isEstimatedTotal: type: boolean description: Flag indicating that the value of "total" is estimated. example: true required: - total - isEstimatedTotal x-property-sort: - total - isEstimatedTotal OffsetBasedPaginationOutputObjectWithoutTotal: type: object description: >- Pagination attributes for the offset-based pagination strategy; a total element count is not supported. properties: hasNext: type: boolean description: >- Flag indicating that a subsequent request with the same parameters, except that the parameter `pagination.offset` is incremented by `pagination.limit`, would yield additional results. example: true required: - hasNext x-property-sort: - hasNext PartialOutputObject: type: object properties: isPartial: type: boolean description: >- Flag indicating that the response is a possibly incomplete array or an object containing a possibly incomplete array, due to hitting a processing time limit. If `true`, some matching results might be missing from the array, or elements for matching results might be incorrectly included (for example, when priority sorting would have removed the element). Depending on the use case, such a response may be unsuitable. example: true description: Object denoting that the endpoint response is possibly incomplete. required: - isPartial x-property-sort: - isPartial PostDebtInstrumentIssuerSearchRequest: type: object properties: data: type: object x-property-sort: - name - minimumRatingGrade - country - market description: The data member contains the request's primary data. properties: name: type: object x-property-sort: - searchValue description: Issuer name. properties: searchValue: type: string pattern: ^[ -!#-&(-+--/0-:=?-Za-zw"]*$ minLength: 3 exclusiveMinimum: false maxLength: 100 exclusiveMaximum: false description: Text string to be searched for. minimumRatingGrade: type: object x-property-sort: - debtInstrument description: >- Minimum rating grade requirements for the issuers or their debt instruments. In either case, only one identifier per rating system is allowed. See endpoint `/rating/grade/listBySystem` for valid values. properties: debtInstrument: type: object x-property-sort: - ids description: >- Debt instrument rating. Only issuers whose debt instruments are rated higher than or equal to the rating grades in the provided list are returned. properties: ids: type: array nullable: false items: type: number format: id32 x-positive: true maxItems: 5 uniqueItems: true description: List of rating grade identifiers. country: type: object x-property-sort: - ids description: >- List of countries of registration of the issuers. Only issuers that are registered in a country in the provided list are returned. properties: ids: type: array nullable: false items: type: number format: id32 x-positive: true maxItems: 20 uniqueItems: true description: >- List of country identifiers. See endpoint `/basic/region/country/list` for valid values. market: type: object x-property-sort: - ids description: >- List of markets where debt instruments are traded. Only issuers that have issued at least one debt instrument traded on a market in the provided list are returned. properties: ids: type: array nullable: false items: type: number format: id32 x-positive: true maxItems: 20 uniqueItems: true description: >- List of market identifiers. See endpoint `/basic/market/list` for valid values. example: example_value meta: type: object description: The meta member contains the meta information of the request. properties: attributes: $ref: '#/components/schemas/AttributesMember' x-property-sort: - attributes example: example_value PostDebtInstrumentNotationScreenerSearchRequest: type: object properties: data: type: object x-property-sort: - validation - lifeCycle - subordinated - rating - issuer - issue - tradingVolume - compliance - coupon - yield - macaulayDuration - sensitivities - tradedValue description: The data member contains the request's primary data. properties: validation: description: Validation parameters. type: object x-property-sort: - onlyActive - onlyNotSuspended - prices - valueUnit - market - instrumentSelectionList - notationSelectionList - categorization properties: onlyActive: description: >- If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months. type: boolean default: true onlyNotSuspended: description: >- If `true`, only notations not suspended from trading will be returned. type: boolean default: false prices: description: Price-related parameters. type: object x-property-sort: - quality - latest - previous properties: quality: type: string description: Quality of the price. default: DLY x-enum-description: - >- Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes. - >- End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days. enum: - DLY - EOD latest: description: >- Parameters related to the presence and age of the most recent trade price. type: object x-property-sort: - availableOnly - minimumDate properties: availableOnly: description: >- If `true`, only notations for which a trade price (even an outdated one) is available will be returned. type: boolean minimumDate: description: >- Earliest admissible date of the most recent trade price. type: string format: date previous: description: >- Parameters related to the presence and age of a trade price from a preceding trading day. type: object x-property-sort: - availableOnly - minimumDate properties: availableOnly: description: >- If `true`, only notations for which a trade price from a preceding trading day is available will be returned. type: boolean minimumDate: description: >- Earliest admissible date of the trade price from a preceding trading day. type: string format: date valueUnit: description: >- Value unit selection. See endpoint `/basic/valueUnit/list` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: Specifies the value units a notation may have. type: object x-property-sort: - ids properties: ids: description: Set of value unit identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 exclude: description: Specifies the value units a notation may not have. type: object x-property-sort: - ids properties: ids: description: Set of value unit identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 market: description: >- Market-related notation selection. See endpoint `/basic/market/list` for valid values. type: object x-property-sort: - selection - priority properties: selection: description: Market selection. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Specifies the markets from which a notation may originate. type: object x-property-sort: - ids properties: ids: description: Set of market identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 exclude: description: >- Specifies the markets from which a notation may not originate. type: object x-property-sort: - ids properties: ids: description: Set of market identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 priority: description: >- Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose). type: object x-property-sort: - ids properties: ids: description: List of market identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 instrumentSelectionList: description: Instrument-level restriction or exclusion. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction lists. If present, the result contains only notations belonging to debt instruments that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 exclude: description: >- Exclusion lists. If present, the result does not contain notations belonging to debt instruments that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of exclusion lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 notationSelectionList: description: Notation-level restriction or exclusion. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction lists. If present, the result contains only debt instrument notations that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 exclude: description: >- Exclusion lists. If present, the result does not contain debt instrument notations that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of exclusion lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 categorization: description: >- Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments that belong to a category in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: Set of category identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 exclude: description: >- Exclusion lists. Debt instruments that belong to a category in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: Set of category identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 lifeCycle: description: Parameters related to important dates. type: object x-property-sort: - issue - maturity - callable properties: issue: type: object format: dateRange x-isClosedInterval: true properties: start: type: string format: date description: >- The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past. x-allowNullValue: true end: type: string format: date description: >- The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future. x-allowNullValue: true x-property-sort: - start - end required: - start - end description: Date range of the issue date. maturity: description: Parameters related to the maturity. type: object x-property-sort: - restriction - perpetual properties: restriction: description: >- The maturity can be restricted by using one of the parameters `date` or `remainingTermYears` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to "include". type: object x-property-sort: - date - remainingTermYears x-atMostOne: true properties: date: type: object format: dateRange x-isClosedInterval: true properties: start: type: string format: date description: >- The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past. x-allowNullValue: true end: type: string format: date description: >- The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future. x-allowNullValue: true x-property-sort: - start - end required: - start - end description: Date range of the maturity date. remainingTermYears: description: >- Value range for the remaining term to maturity expressed in years. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum perpetual: type: string description: >- Defines whether or not perpetual debt instruments, i.e. such that do not mature, are included in the result. The value "only" can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermYears` are not set. x-enum-description: - >- Only perpetual debt instruments are included in the result. - >- Perpetual debt instruments are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermYears` is set. - >- Perpetual debt instruments are excluded from the result. enum: - only - include - exclude callable: type: boolean description: >- Restricts the result to debt instruments that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity. subordinated: description: >- Restricts the result to debt instruments that are subordinated (`true`) or are not subordinated (`false`). In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated. type: boolean rating: description: Parameters related to a rating of a debt instrument. type: object x-property-sort: - grade properties: grade: description: Rating grade. type: object x-property-sort: - minimum properties: minimum: description: Minimum rating grade. type: object x-property-sort: - ids properties: ids: description: >- List of rating grade identifiers. Allowed are at most two identifiers which must refer to rating grades originating from different rating systems. Only debt instruments that satisfy all conditions, i.e. are rated higher than or equal to all provided rating grades, are returned. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grade of a debt instrument in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade). type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 2 issuer: description: Parameters related to the issuer. type: object x-property-sort: - selection - country properties: selection: description: >- Issuer selection. See endpoint `/debtInstrument/issuer/search` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments issued by an issuer in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: >- Set of identifiers of legal entities in the role of an issuer. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 exclude: description: >- Exclusion list. Debt instruments issued by an issuer in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: >- Set of identifiers of legal entities in the role of an issuer. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 country: description: >- Selection of the country of registration of the debt instrtuments' issuer. See endpoint `/basic/region/country/list` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments issued by an issuer whose country of registration is in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: Set of country identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 exclude: description: >- Exclusion list. Debt instruments issued by an issuer whose country of registration is in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: Set of country identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 issue: description: Parameters related to the issue. type: object x-property-sort: - volume properties: volume: description: Issue volume. type: object x-property-sort: - currency properties: currency: description: >- Selection of the main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments with a main currency of denomination in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: Set of main currency identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 exclude: description: >- Exclusion list. Debt instruments with a main currency of denomination in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: Set of main currency identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 tradingVolume: description: >- Parameters regarding the trading volume. The issuer of a debt instrument may define a minimum trading volume, and an increment over that minimum, per market place and for the over-the-counter (e.g. interbank) trade. Orders that do not match the defined volumes cannot be (fully) executed. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use this parameter. type: object x-property-sort: - otc properties: otc: description: >- Volume applicable to the over-the-counter (non-exchange based) trading. type: object x-property-sort: - minimum properties: minimum: description: Value range for the minimum trading volume. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum compliance: description: Compliance properties. type: object x-property-sort: - germany properties: germany: description: Compliance properties in accordance with the German law. type: object x-property-sort: - trusteeEligible properties: trusteeEligible: type: boolean description: >- Defines whether or not the debt instruments are eligible for investment by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared such debt instruments to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments. coupon: description: Parameters regarding the interest rate. type: object x-property-sort: - occurrence - currentInterestRate properties: occurrence: description: >- Parameters regarding the occurrence and frequency of the coupon payments. type: object x-property-sort: - type - frequency properties: type: type: array nullable: false items: type: string x-enum-description: - Include debt instruments that do not pay a coupon. - >- Include debt instruments that pay a coupon only once. - >- Include debt instruments that pay a coupon on a repeated basis, possibly further limited by `occurrence.frequency`. enum: - never - once - repeated description: Occurrence type of the coupon payments. uniqueItems: true frequency: description: >- Frequency of the coupon payments. This filter is only applied to debt instruments whose `coupon.occurrence.type` is `repeated`. If this parameter is set, `occurrence.type` must include the value `repeated` or must not be set (in which case `repeated` is implied). type: object x-property-sort: - ids properties: ids: description: >- List of frequency identifiers. See endpoint `/basic/frequency/type/list` for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 9 currentInterestRate: description: >- Interest rate of the current coupon period. Not available for debt instruments with an occurrence type of the coupon payments "never". type: object x-property-sort: - type - value properties: type: description: Type of the interest rate. type: object x-property-sort: - ids properties: ids: description: >- List of interest rate type identifiers. See endpoint `/instrument/coupon/interestRate/type/list` for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 5 value: description: >- Value range for the interest rate of the current coupon period; annualized if the payment frequency is not "annually". Not available for debt instruments with a current interest rate type other than "fixed rate" (`id=2`) or "step/reset" (`id=5`). type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum yield: description: Parameters related to the yield. type: object x-property-sort: - current - toMaturity - spread properties: current: description: >- Value range for the current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum toMaturity: description: >- Value range for the yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum spread: description: >- Value range for the credit spread (the difference in yield to maturity) between a debt instrument and its benchmark bond. See endpoint `/instrument/benchmark/list` for the benchmark bond. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum macaulayDuration: description: >- Value range for the Macaulay duration, which is the average period (in years) of capital commitment. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum sensitivities: description: >- Parameters related to the price sensitivities of debt instruments with respect to the prevailing market interest rate. type: object x-property-sort: - basePointValue - modifiedDuration - elasticity - convexity properties: basePointValue: description: >- Value range for the base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation, thus the parameter `validation.valueUnit.restrict.ids` must be set to exactly one value unit in order to use the parameter. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum modifiedDuration: description: >- Value range for the modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum elasticity: description: >- Value range for the yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum convexity: description: >- Value range for the convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum tradedValue: description: >- Parameters regarding the cash flow for all transactions over a certain time range. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use these parameters. type: object x-property-sort: - days30 properties: days30: description: Cash flow for the time range 30 trading days. type: object x-property-sort: - sum - average properties: sum: description: Value range for the sum of the cash flow. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum average: description: Value range for the average daily cash flow. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum example: example_value meta: type: object description: The meta member contains the meta information of the request. properties: attributes: $ref: '#/components/schemas/AttributesMember' language: $ref: '#/components/schemas/LanguageMember' sort: description: >- Sortable attributes. The sort order is ascending unless it is prefixed with a minus sign, in which case it is descending. A list of at most 10 (possibly prefixed) attribute name(s) is allowed. type: array items: type: string enum: - valueUnit.code - '-valueUnit.code' - market.name - '-market.name' - symbol - '-symbol' - instrument.name - '-instrument.name' - instrument.shortName - '-instrument.shortName' - instrument.categorization.level1.name - '-instrument.categorization.level1.name' - instrument.categorization.level2.name - '-instrument.categorization.level2.name' - instrument.categorization.level3.name - '-instrument.categorization.level3.name' - instrument.lifeCycle.issue - '-instrument.lifeCycle.issue' - instrument.lifeCycle.maturity.date - '-instrument.lifeCycle.maturity.date' - instrument.lifeCycle.maturity.remainingTermYears - '-instrument.lifeCycle.maturity.remainingTermYears' - instrument.lifeCycle.maturity.perpetual - '-instrument.lifeCycle.maturity.perpetual' - instrument.lifeCycle.callable - '-instrument.lifeCycle.callable' - instrument.subordinated - '-instrument.subordinated' - instrument.ratingSystem1.rating.grade - '-instrument.ratingSystem1.rating.grade' - instrument.ratingSystem2.rating.grade - '-instrument.ratingSystem2.rating.grade' - instrument.issuer.name - '-instrument.issuer.name' - instrument.issuer.country.name - '-instrument.issuer.country.name' - instrument.issue.volume.currency.isoCode - '-instrument.issue.volume.currency.isoCode' - instrument.tradingVolume.otc.minimum - '-instrument.tradingVolume.otc.minimum' - instrument.compliance.germany.trusteeEligible - '-instrument.compliance.germany.trusteeEligible' - instrument.coupon.occurrence.frequency.name - '-instrument.coupon.occurrence.frequency.name' - instrument.coupon.currentInterestRate.type.name - '-instrument.coupon.currentInterestRate.type.name' - instrument.coupon.currentInterestRate.value - '-instrument.coupon.currentInterestRate.value' - yield.current - '-yield.current' - yield.toMaturity - '-yield.toMaturity' - yield.spread - '-yield.spread' - macaulayDuration - '-macaulayDuration' - sensitivities.basePointValue - '-sensitivities.basePointValue' - sensitivities.modifiedDuration - '-sensitivities.modifiedDuration' - sensitivities.elasticity - '-sensitivities.elasticity' - sensitivities.convexity - '-sensitivities.convexity' - tradedValue.days30.sum - '-tradedValue.days30.sum' - tradedValue.days30.average - '-tradedValue.days30.average' maxItems: 10 uniqueItems: true default: - instrument.name pagination: type: object description: Pagination attributes for the offset-based pagination strategy. properties: offset: type: number format: int32 minimum: 0 exclusiveMinimum: false default: 0 description: Non-negative number of entries to skip, or 0 (default). limit: type: number format: int32 minimum: 0 exclusiveMinimum: false maximum: 500 exclusiveMaximum: false default: 20 description: Non-negative maximum number of entries to return. x-property-sort: - offset - limit x-property-sort: - attributes - language - sort - pagination example: example_value PostDebtInstrumentNotationScreenerValueRangesGetRequest: type: object properties: data: type: object x-property-sort: - validation - lifeCycle - subordinated - rating - issuer - issue - tradingVolume - compliance - coupon - yield - macaulayDuration - sensitivities - tradedValue description: The data member contains the request's primary data. properties: validation: description: Validation parameters. type: object x-property-sort: - onlyActive - onlyNotSuspended - prices - valueUnit - market - instrumentSelectionList - notationSelectionList - categorization properties: onlyActive: description: >- If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months. type: boolean default: true onlyNotSuspended: description: >- If `true`, only notations not suspended from trading will be returned. type: boolean default: false prices: description: Price-related parameters. type: object x-property-sort: - quality - latest - previous properties: quality: type: string description: Quality of the price. default: DLY x-enum-description: - >- Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes. - >- End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days. enum: - DLY - EOD latest: description: >- Parameters related to the presence and age of the most recent trade price. type: object x-property-sort: - availableOnly - minimumDate properties: availableOnly: description: >- If `true`, only notations for which a trade price (even an outdated one) is available will be returned. type: boolean minimumDate: description: >- Earliest admissible date of the most recent trade price. type: string format: date previous: description: >- Parameters related to the presence and age of a trade price from a preceding trading day. type: object x-property-sort: - availableOnly - minimumDate properties: availableOnly: description: >- If `true`, only notations for which a trade price from a preceding trading day is available will be returned. type: boolean minimumDate: description: >- Earliest admissible date of the trade price from a preceding trading day. type: string format: date valueUnit: description: >- Value unit selection. See endpoint `/basic/valueUnit/list` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: Specifies the value units a notation may have. type: object x-property-sort: - ids properties: ids: description: Set of value unit identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 exclude: description: Specifies the value units a notation may not have. type: object x-property-sort: - ids properties: ids: description: Set of value unit identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 market: description: >- Market-related notation selection. See endpoint `/basic/market/list` for valid values. type: object x-property-sort: - selection - priority properties: selection: description: Market selection. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Specifies the markets from which a notation may originate. type: object x-property-sort: - ids properties: ids: description: Set of market identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 exclude: description: >- Specifies the markets from which a notation may not originate. type: object x-property-sort: - ids properties: ids: description: Set of market identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 priority: description: >- Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose). type: object x-property-sort: - ids properties: ids: description: List of market identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 instrumentSelectionList: description: Instrument-level restriction or exclusion. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction lists. If present, the result contains only notations belonging to debt instruments that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 exclude: description: >- Exclusion lists. If present, the result does not contain notations belonging to debt instruments that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of exclusion lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 notationSelectionList: description: Notation-level restriction or exclusion. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction lists. If present, the result contains only debt instrument notations that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 exclude: description: >- Exclusion lists. If present, the result does not contain debt instrument notations that are a member of any of the provided lists. type: object x-property-sort: - ids properties: ids: description: Set of identifiers of exclusion lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 categorization: description: >- Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments that belong to a category in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: Set of category identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 exclude: description: >- Exclusion lists. Debt instruments that belong to a category in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: Set of category identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 lifeCycle: description: Parameters related to important dates. type: object x-property-sort: - issue - maturity - callable properties: issue: type: object format: dateRange x-isClosedInterval: true properties: start: type: string format: date description: >- The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past. x-allowNullValue: true end: type: string format: date description: >- The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future. x-allowNullValue: true x-property-sort: - start - end required: - start - end description: Date range of the issue date. maturity: description: Parameters related to the maturity. type: object x-property-sort: - restriction - perpetual properties: restriction: description: >- The maturity can be restricted by using one of the parameters `date` or `remainingTermYears` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to "include". type: object x-property-sort: - date - remainingTermYears x-atMostOne: true properties: date: type: object format: dateRange x-isClosedInterval: true properties: start: type: string format: date description: >- The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past. x-allowNullValue: true end: type: string format: date description: >- The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future. x-allowNullValue: true x-property-sort: - start - end required: - start - end description: Date range of the maturity date. remainingTermYears: description: >- Value range for the remaining term to maturity expressed in years. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum perpetual: type: string description: >- Defines whether or not perpetual debt instruments, i.e. such that do not mature, are included in the result. The value "only" can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermYears` are not set. x-enum-description: - >- Only perpetual debt instruments are included in the result. - >- Perpetual debt instruments are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermYears` is set. - >- Perpetual debt instruments are excluded from the result. enum: - only - include - exclude callable: type: boolean description: >- Restricts the result to debt instruments that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity. subordinated: description: >- Restricts the result to debt instruments that are subordinated (`true`) or are not subordinated (`false`). In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated. type: boolean rating: description: >- Parameters related to a rating of a debt instrument. If a rating system is not selected by either specifying it directly (see parameter `rating.system.ids`) or by implying it via the minimum rating grade (see parameter `rating.grade.minimum.ids`) the result contains no data on ratings. type: object x-property-sort: - system - grade x-atMostOne: true properties: system: description: >- Rating system. The parameter allows to specify the rating system (up to two) from which the available ratings of the restricted set of debt instruments are retrieved without limiting the debt instrument selection to only debt instruments with a rating in that rating system. type: object x-property-sort: - ids properties: ids: description: >- List of identifiers of rating systems. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grades of the selected debt instruments in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade). type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 2 grade: description: Rating grade. type: object x-property-sort: - minimum properties: minimum: description: Minimum rating grade. type: object x-property-sort: - ids properties: ids: description: >- List of rating grade identifiers. Allowed are at most two identifiers which must refer to rating grades originating from different rating systems. Only debt instruments that satisfy all conditions, i.e. are rated higher than or equal to all provided rating grades, are returned. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grade of a debt instrument in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade). type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 2 issuer: description: Parameters related to the issuer. type: object x-property-sort: - selection - country properties: selection: description: >- Issuer selection. See endpoint `/debtInstrument/issuer/search` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments issued by an issuer in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: >- Set of identifiers of legal entities in the role of an issuer. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 exclude: description: >- Exclusion list. Debt instruments issued by an issuer in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: >- Set of identifiers of legal entities in the role of an issuer. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 100 country: description: >- Selection of the country of registration of the debt instrtuments' issuer. See endpoint `/basic/region/country/list` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments issued by an issuer whose country of registration is in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: Set of country identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 exclude: description: >- Exclusion list. Debt instruments issued by an issuer whose country of registration is in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: Set of country identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 issue: description: Parameters related to the issue. type: object x-property-sort: - volume properties: volume: description: Issue volume. type: object x-property-sort: - currency properties: currency: description: >- Selection of the main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for valid values. type: object x-property-sort: - restrict - exclude x-atMostOne: true properties: restrict: description: >- Restriction list. Only debt instruments with a main currency of denomination in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: Set of main currency identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 exclude: description: >- Exclusion list. Debt instruments with a main currency of denomination in the provided list are not returned. type: object x-property-sort: - ids properties: ids: description: Set of main currency identifiers. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 50 tradingVolume: description: >- Parameters regarding the trading volume. The issuer of a debt instrument may define a minimum trading volume, and an increment over that minimum, per market place and for the over-the-counter (e.g. interbank) trade. Orders that do not match the defined volumes cannot be (fully) executed. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use this parameter. type: object x-property-sort: - otc properties: otc: description: >- Volume applicable to the over-the-counter (non-exchange based) trading. type: object x-property-sort: - minimum properties: minimum: description: Value range for the minimum trading volume. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum compliance: description: Compliance properties. type: object x-property-sort: - germany properties: germany: description: Compliance properties in accordance with the German law. type: object x-property-sort: - trusteeEligible properties: trusteeEligible: type: boolean description: >- Defines whether or not the debt instruments are eligible for investment by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared such debt instruments to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments. coupon: description: Parameters regarding the interest rate. type: object x-property-sort: - occurrence - currentInterestRate properties: occurrence: description: >- Parameters regarding the occurrence and frequency of the coupon payments. type: object x-property-sort: - type - frequency properties: type: type: array nullable: false items: type: string x-enum-description: - Include debt instruments that do not pay a coupon. - >- Include debt instruments that pay a coupon only once. - >- Include debt instruments that pay a coupon on a repeated basis, possibly further limited by `occurrence.frequency`. enum: - never - once - repeated description: Occurrence type of the coupon payments. uniqueItems: true frequency: description: >- Frequency of the coupon payments. This filter is only applied to debt instruments whose `coupon.occurrence.type` is `repeated`. If this parameter is set, `occurrence.type` must include the value `repeated` or must not be set (in which case `repeated` is implied). type: object x-property-sort: - ids properties: ids: description: >- List of frequency identifiers. See endpoint `/basic/frequency/type/list` for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 9 currentInterestRate: description: >- Interest rate of the current coupon period. Not available for debt instruments with an occurrence type of the coupon payments "never". type: object x-property-sort: - type - value properties: type: description: Type of the interest rate. type: object x-property-sort: - ids properties: ids: description: >- List of interest rate type identifiers. See endpoint `/instrument/coupon/interestRate/type/list` for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 5 value: description: >- Value range for the interest rate of the current coupon period; annualized if the payment frequency is not "annually". Not available for debt instruments with a current interest rate type other than "fixed rate" (`id=2`) or "step/reset" (`id=5`). type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum yield: description: Parameters related to the yield. type: object x-property-sort: - current - toMaturity - spread properties: current: description: >- Value range for the current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum toMaturity: description: >- Value range for the yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum spread: description: >- Value range for the credit spread (the difference in yield to maturity) between a debt instrument and its benchmark bond. See endpoint `/instrument/benchmark/list` for the benchmark bond. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum macaulayDuration: description: >- Value range for the Macaulay duration, which is the average period (in years) of capital commitment. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum sensitivities: description: >- Parameters related to the price sensitivities of debt instruments with respect to the prevailing market interest rate. type: object x-property-sort: - basePointValue - modifiedDuration - elasticity - convexity properties: basePointValue: description: >- Value range for the base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation, thus the parameter `validation.valueUnit.restrict.ids` must be set to exactly one value unit in order to use the parameter. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum modifiedDuration: description: >- Value range for the modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum elasticity: description: >- Value range for the yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate. type: object format: relativeValueRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: relativeValue description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: relativeValue description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum convexity: description: >- Value range for the convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum tradedValue: description: >- Parameters regarding the cash flow for all transactions over a certain time range. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use these parameters. type: object x-property-sort: - days30 properties: days30: description: Cash flow for the time range 30 trading days. type: object x-property-sort: - sum - average properties: sum: description: Value range for the sum of the cash flow. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum average: description: Value range for the average daily cash flow. type: object format: realRange properties: minimum: type: object x-property-sort: - value - inclusive description: >- The minimum of the range, or `null` to indicate that there is no minimum. properties: value: type: number format: real description: The minimum value. inclusive: type: boolean description: >- Indicates whether the minimum value is included in the range or not. default: true x-allowNullValue: true maximum: type: object x-property-sort: - value - inclusive description: >- The maximum of the range, or `null` to indicate that there is no maximum. properties: value: type: number format: real description: The maximum value. inclusive: type: boolean description: >- Indicates whether the maximum value is included in the range or not. default: true x-allowNullValue: true x-property-sort: - minimum - maximum example: example_value meta: type: object description: The meta member contains the meta information of the request. properties: attributes: $ref: '#/components/schemas/AttributesMember' language: $ref: '#/components/schemas/LanguageMember' x-property-sort: - attributes - language example: example_value responses: ErrorResponse: description: Generic error response for all errors (400 ... 599 error codes) headers: {} content: application/json: schema: type: object properties: meta: $ref: '#/components/schemas/ErrorMetaObject' errors: $ref: '#/components/schemas/ErrorObject' GetDebtInstrumentGet200Response: description: Successful Response content: application/json: schema: type: object properties: data: description: Fundamental data for a debt instrument. nullable: false type: object x-property-sort: - isin - nsin - name - shortName - type - lifeCycle - issuer - issue - tradingVolume - redemption - nominalValue - debtRanking - germany properties: isin: nullable: true type: string format: isin description: >- The International Securities Identification Number (ISIN) of the instrument. The ISIN is a 12-character code of digits and upper-case letters that uniquely identifies an instrument. nsin: nullable: false type: object x-property-sort: - wkn - valor description: NSIN data of the instrument. properties: wkn: nullable: true type: string description: >- The WKN (Wertpapierkennnummer, German for Securities Identification Number) of the instrument. The WKN is a 6-character code of digits and upper-case letters that uniquely identifies an instrument. valor: nullable: true type: string description: >- The Valor number (German: Valorennummer) of the instrument. The Valor number is an integer number that uniquely identifies an instrument. name: nullable: true type: string format: localizedString description: Name of the instrument. shortName: nullable: true type: string format: localizedString description: Short name of the instrument. type: nullable: false description: >- Instrument type as defined by FactSet Digital Solutions. Instrument types are arranged in a hierarchy, with the first level representing the most coarse granularity and further levels successively refining the granularity (see MDG category system 18). See endpoint `/category/get` for possible values. type: array items: type: object nullable: false x-property-sort: - id - name properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the instrument type. name: nullable: true type: string format: localizedString description: Name of the instrument type. lifeCycle: nullable: false type: object x-property-sort: - issue - maturity description: Important dates of the instrument. properties: issue: nullable: true type: string format: date description: Date of the issue. maturity: nullable: false type: object x-property-sort: - date - isPerpetual - isCallable description: Maturity data. properties: date: nullable: true type: string format: date description: >- Date of the instrument's maturity. The value is empty if the instrument is perpetual. isPerpetual: nullable: true type: boolean description: >- If true, the instrument is perpetual, i.e. it does not mature, therefore the attribute `date` is null. isCallable: nullable: true type: boolean description: >- If true, the issuer may redeem the instrument prior to maturity. issuer: nullable: false type: object x-property-sort: - id - name - lei description: >- Issuer of the instrument. See endpoint `/legalEntity/list` for possible values. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the issuer. name: nullable: true type: string description: Name of the issuer. lei: nullable: true type: string description: Legal Entity Identifier of the issuer. issue: nullable: false type: object x-property-sort: - price - volume description: Issue data of the instrument. properties: price: nullable: false type: object x-property-sort: - value - valueUnit description: Issue price data. properties: value: nullable: true type: number format: real description: Issue price. valueUnit: nullable: false type: object x-property-sort: - id - code description: >- Value unit of the issue price such as percentages for a debt instrument quoted in percent, or a main or a fractional currency for a per-unit-quoted debt instrument (rarely). See endpoint `/basic/valueUnit/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the value unit. code: nullable: true type: string description: Code of the value unit. volume: nullable: false type: object x-property-sort: - amount - currency description: Issue volume data. properties: amount: nullable: true type: number format: real description: Issue volume. currency: nullable: false type: object x-property-sort: - id - code - isoCode description: >- Main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the currency. code: nullable: true type: string description: >- Code of the currency: if assigned, a code according to ISO 4217, otherwise a local code. isoCode: nullable: true type: string description: ISO 4217 code of the currency. tradingVolume: nullable: false type: object x-property-sort: - minimum - increment description: >- Requirements regarding the trading volume in the over-the-counter (non-exchange-based) trading. For the currency of the trading volume, see attribute `issue.volume.currency`. properties: minimum: nullable: true type: number format: real description: Minimum trading volume. increment: nullable: true type: number format: real description: >- Incremental trading volume over the minimum. The trading volume over the minimum must be an integral multiple of the increment. redemption: nullable: false type: object x-property-sort: - price - currency description: Redemption data of the instrument. properties: price: nullable: false type: object x-property-sort: - value - valueUnit description: Redemption price data. properties: value: nullable: true type: number format: real description: Redemption price. valueUnit: nullable: false type: object x-property-sort: - id - code description: >- Value unit of the redemption price such as percentages for a debt instrument quoted in percent, or a main or a fractional currency for a per-unit-quoted debt instrument (rarely). See endpoint `/basic/valueUnit/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the value unit. code: nullable: true type: string description: Code of the value unit. currency: nullable: false type: object x-property-sort: - id - code - isoCode description: >- Main currency of the redemption. See endpoint `/basic/valueUnit/currency/main/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the currency. code: nullable: true type: string description: >- Code of the currency: if assigned, a code according to ISO 4217, otherwise a local code. isoCode: nullable: true type: string description: ISO 4217 code of the currency. nominalValue: nullable: true type: number format: real description: >- Nominal value for per-unit quoted debt instruments. Debt instruments quoted in percent do not have a nominal value per se. debtRanking: nullable: false type: object x-property-sort: - id - name description: >- Ranking data of the debt instrument. It indicates how payments related to the debt instrument are ranked compared to payments on the issuer's other obligations. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the debt ranking. name: nullable: true type: string format: localizedString description: Name of the debt ranking. germany: nullable: false type: object x-property-sort: - isTrusteeEligible description: Specific data for Germany. properties: isTrusteeEligible: nullable: true type: boolean description: >- If true, the debt instrument is eligible for investments by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared it to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German securities. meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status PostDebtInstrumentIssuerSearch200Response: description: Successful Response content: application/json: schema: type: object properties: data: nullable: false type: array items: type: object nullable: false x-property-sort: - id - name - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of an issuer. name: nullable: true type: string description: Name of the issuer. count: nullable: true type: number format: int32 description: Number of debt instruments issued. description: >- List of issuers, sorted descending by the number of debt instruments issued. meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status GetDebtInstrumentKeyFiguresNotationGet200Response: description: Successful Response content: application/json: schema: type: object properties: data: nullable: false type: object x-property-sort: - calculation - yield - macaulayDuration - sensitivities description: Key figures and related data. properties: calculation: nullable: false type: object x-property-sort: - time - price description: Details of the calculation. properties: time: nullable: true type: string format: datetime description: Date and time of the calculation. price: nullable: false type: object x-property-sort: - value - valueUnit - dirtyPricing description: Price used for the calculation. properties: value: nullable: true type: number format: real description: Price value. valueUnit: nullable: false type: object x-property-sort: - id - code description: >- Value unit of the notation of the debt instrument, such as a main currency for a per-unit-quoted debt instrument (rarely), or percentages for a debt instrument quoted in percent. See endpoint `/basic/valueUnit/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the value unit. code: nullable: true type: string description: Code of the value unit. dirtyPricing: nullable: true type: boolean description: >- If true, the attribute `price.value` contains the accrued interest. yield: nullable: false type: object x-property-sort: - current - toMaturity - spread description: Yield-related key figures. properties: current: nullable: true type: number format: relativeValue description: >- Current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized. toMaturity: nullable: true type: number format: relativeValue description: >- Yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity. spread: nullable: true type: number format: relativeValue description: >- Credit spread, which is the difference in yield to maturity between a highest-quality debt instrument, also called a benchmark bond, and the debt instrument. See endpoint `/instrument/benchmark/list` for the benchmark bond. macaulayDuration: nullable: true type: number format: real description: >- Macaulay duration, which is the average period (in years) of capital commitment. sensitivities: nullable: false type: object x-property-sort: - basePointValue - modifiedDuration - elasticity - convexity description: >- Price sensitivities of the debt instrument with respect to the prevailing market interest rate. properties: basePointValue: nullable: true type: number format: real description: >- Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0,01 percent (1/100 of a percent). See attribute `price/valueUnit` for its value unit. modifiedDuration: nullable: true type: number format: relativeValue description: >- Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate. elasticity: nullable: true type: number format: real description: >- Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate. convexity: nullable: true type: number format: real description: >- Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes. meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status PostDebtInstrumentNotationScreenerSearch200Response: description: Successful Response content: application/json: schema: type: object properties: data: description: List of notations. nullable: false type: array items: type: object nullable: false x-property-sort: - id - valueUnit - market - symbol - nsin - fsym - instrument - yield - macaulayDuration - sensitivities - tradedValue properties: id: nullable: true description: Identifier of the notation. type: string format: id64 x-positive: true valueUnit: nullable: false description: >- Value unit of the notation such as a main or fractional currency for equities, a percentage for debt instruments, or points for indices. See endpoint `/basic/valueUnit/list` for possible values. type: object x-property-sort: - id - code properties: id: nullable: true description: Identifier of the value unit. type: number format: id32 x-positive: true code: nullable: true description: >- Code of the value unit: If assigned, a code according to ISO 4217, otherwise a local code, for a main currency; a code such as GBp (for British pence) for a fractional currency; or a code such as PT (points) for non-currency value units. x-sortable: true type: string market: nullable: false description: Market of the notation. type: object x-property-sort: - id - name properties: id: nullable: true description: Identifier of the market. type: number format: id32 x-positive: true name: nullable: true description: Name of the market. x-sortable: true type: string format: localizedString symbol: nullable: true description: >- The symbol of the notation. It is a market-specific code to identify the notation. Which characters can be part of a symbol depends on the market. If a market does not define a proprietary symbol, but uses a different identifier (for example, the ISIN or the WKN) to identify instruments, no symbol will be set for the notations of that market. x-sortable: true type: string nsin: nullable: false description: NSIN data of the notation. type: object x-property-sort: - sedol properties: sedol: nullable: true description: The SEDOL or IDII for the notation. type: string fsym: nullable: false type: object x-property-sort: - listing - regional description: >- Notation-level FactSet identifiers of the financial instrument used primarily in FactSet products other than the MDG. properties: listing: nullable: false type: object x-property-sort: - permanentIdentifier - tickerExchange - isPrimary description: Listing-level identifiers. properties: permanentIdentifier: nullable: true type: string description: >- FactSet Permanent Identifier for a notation. The format is six alpha numeric characters, excluding vowels, with an L suffix (XXXXXX-L). tickerExchange: nullable: true type: string description: >- FactSet market symbol of the notation, usually consisting of the ticker (e.g. "DAI" for Daimler AG) and the three-character code of the exchange on which the listing is traded (example: DAI-ETR). isPrimary: nullable: true type: boolean description: >- Indicates whether the notation is the primary notation among all notations within the same region (`true`) or not (`false`). regional: nullable: false type: object x-property-sort: - permanentIdentifier - tickerRegion - isPrimary description: Regional-level identifiers. properties: permanentIdentifier: nullable: true type: string description: >- FactSet Permanent Identifier for a set of one or more notations of the same region with the same value unit. The format is six alpha numeric characters, excluding vowels, with an R suffix (XXXXXX-R). tickerRegion: nullable: true type: string description: >- FactSet regional symbol of the notation, consisting of the ticker and the two-character code of the country or region where the listing is traded (example: DAI-DE). isPrimary: nullable: true type: boolean description: >- Indicates whether the notation is in the primary region of the security (`true`) or not (`false`). instrument: nullable: false description: Instrument data of the notation. type: object x-property-sort: - id - name - shortName - isin - nsin - fsym - categorization - lifeCycle - subordinated - ratingSystem1 - ratingSystem2 - issuer - issue - tradingVolume - compliance - coupon properties: id: nullable: true description: Identifier of the instrument. type: string format: id64 x-positive: true name: nullable: true description: Name of the instrument. x-sortable: true x-default-sort-attribute: true x-default-sort-direction: 1 type: string format: localizedString shortName: nullable: true description: Short name of the instrument. x-sortable: true type: string format: localizedString isin: nullable: true description: >- The International Securities Identification Number (ISIN) of the instrument. The ISIN is a 12-character code of digits and upper-case letters that uniquely identifies an instrument. type: string format: isin nsin: nullable: false description: NSIN data of the instrument. type: object x-property-sort: - wkn - valor - cusip properties: wkn: nullable: true description: >- The WKN (Wertpapierkennnummer, German for Securities Identification Number) of the instrument. The WKN is a 6-character code of digits and upper-case letters that uniquely identifies an instrument. type: string valor: nullable: true description: >- The Valor number (German: Valorennummer) of the instrument. The Valor number is an integer number that uniquely identifies an instrument. type: string cusip: nullable: true description: >- The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify an instrument. type: string fsym: nullable: false type: object x-property-sort: - security description: >- Instrument-level FactSet identifier of the financial instrument used primarily in FactSet products other than the MDG. properties: security: nullable: false type: object x-property-sort: - permanentIdentifier description: Security-level identifier. properties: permanentIdentifier: nullable: true type: string description: >- FactSet Permanent Identifier for an instrument. The format is six alpha numeric characters, excluding vowels, with an S suffix (XXXXXX-S). categorization: nullable: false type: object x-property-sort: - level1 - level2 - level3 description: >- Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values. properties: level1: nullable: false type: object x-property-sort: - id - name description: First, most coarse, level of categorization. properties: id: nullable: true description: Identifier of the category. type: number format: id32 x-positive: true name: nullable: true description: Name of the category. x-sortable: true type: string format: localizedString level2: nullable: false type: object x-property-sort: - id - name description: Second level of categorization. properties: id: nullable: true description: Identifier of the category. type: number format: id32 x-positive: true name: nullable: true description: Name of the category. x-sortable: true type: string format: localizedString level3: nullable: false type: object x-property-sort: - id - name description: Third, most detailed, level of categorization. properties: id: nullable: true description: Identifier of the category. type: number format: id32 x-positive: true name: nullable: true description: Name of the category. x-sortable: true type: string format: localizedString lifeCycle: nullable: false description: Important dates of the debt instrument. type: object x-property-sort: - issue - maturity - callable properties: issue: nullable: true description: Date of the issue. x-sortable: true type: string format: date maturity: nullable: false description: Maturity data. type: object x-property-sort: - date - remainingTermYears - perpetual properties: date: nullable: true description: >- Date of the debt instrument's maturity. The value is empty if the instrument is perpetual. x-sortable: true type: string format: date remainingTermYears: nullable: true description: >- Remaining term to maturity expressed in years. x-sortable: true type: number format: real perpetual: nullable: true description: >- If `true`, the debt instrument is perpetual, i.e. it does not mature, therefore the attribute `date` is `null`. x-sortable: true type: boolean callable: nullable: true description: >- If `true`, the issuer may redeem the instrument prior to maturity. x-sortable: true type: boolean subordinated: nullable: true description: If `true`, the debt instrument is subordinated. x-sortable: true type: boolean ratingSystem1: nullable: false description: >- Rating of the debt instrument according to the rating system of the first identifier in the list provided in the parameter `rating.grade.minimum.ids`. type: object x-property-sort: - rating properties: rating: nullable: false description: >- Rating of the debt instrument. See endpoint `/rating/grade/listBySystem` with the identifier of the respective rating system for possible values. See endpoint `/rating/grade/get` with the identifier of the rating grade for the identifier of the rating system. type: object x-property-sort: - id - grade properties: id: nullable: true description: Identifier of the rating grade. type: number format: id32 x-positive: true grade: nullable: true description: Rating grade. x-sortable: true type: string ratingSystem2: nullable: false description: >- Rating of the debt instrument according to the rating system of the second identifier in the list provided in the parameter `rating.grade.minimum.ids`. type: object x-property-sort: - rating properties: rating: nullable: false description: >- Rating of the debt instrument. See endpoint `/rating/grade/listBySystem` with the identifier of the respective rating system for possible values. See endpoint `/rating/grade/get` with the identifier of the rating grade for the identifier of the rating system. type: object x-property-sort: - id - grade properties: id: nullable: true description: Identifier of the rating grade. type: number format: id32 x-positive: true grade: nullable: true description: Rating grade. x-sortable: true type: string issuer: nullable: false description: >- Issuer of the debt instrument. See endpoint `/legalEntity/list` for possible values. type: object x-property-sort: - id - name - country properties: id: nullable: true description: Identifier of the issuer. type: number format: id32 x-positive: true name: nullable: true description: Name of the issuer. x-sortable: true type: string country: nullable: false description: >- Country of registration of the issuer. See endpoint `/basic/region/country/list` for possible values. type: object x-property-sort: - id - name properties: id: nullable: true description: Identifier of the country. type: number format: id32 x-positive: true name: nullable: true description: Name of the country. x-sortable: true type: string format: localizedString issue: nullable: false description: Issue data of the debt instrument. type: object x-property-sort: - volume properties: volume: nullable: false description: Issue volume data. type: object x-property-sort: - currency properties: currency: nullable: false description: >- Main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for possible values. type: object x-property-sort: - id - isoCode properties: id: nullable: true description: Identifier of the currency. type: number format: id32 x-positive: true isoCode: nullable: true description: ISO 4217 code of the currency. x-sortable: true type: string tradingVolume: nullable: false description: >- Requirements regarding the trading volume. The currency is the currency of denomination (see attribute `issue.volume.currency`), thus the values are not comparable if debt instruments with different currencies of denomination are among the results. type: object x-property-sort: - otc properties: otc: nullable: false description: >- Volume applicable to the over-the-counter (non-exchange based) trading. type: object x-property-sort: - minimum properties: minimum: nullable: true description: Minimum trading volume. x-sortable: true type: number format: real compliance: nullable: false description: Compliance properties. type: object x-property-sort: - germany properties: germany: nullable: false description: >- Compliance properties in accordance with the German law. type: object x-property-sort: - trusteeEligible properties: trusteeEligible: nullable: true x-sortable: true type: boolean description: >- If `true`, the debt instrument is eligible for investments by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared it to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments. coupon: nullable: false description: Interest rate details. type: object x-property-sort: - occurrence - currentInterestRate properties: occurrence: nullable: false description: Occurrence and frequency of the coupon payments. type: object x-property-sort: - type - frequency properties: type: nullable: true type: string description: Occurrence type of the coupon payments. x-enum-description: - >- The debt instrument does not pay out a coupon. - >- The debt instrument pays out a coupon only once. - >- The debt instrument pays out a coupon on a repeated basis. enum: - never - once - repeated frequency: nullable: false description: >- Frequency of the coupon payments. Information about the frequency is available only if the attribute `occurrence.type` is set to `repeated`. See endpoint `/basic/frequency/type/list` for possible values of the frequency. type: object x-property-sort: - id - name properties: id: nullable: true description: Identifier of the frequency. type: number format: id32 x-positive: true name: nullable: true description: Name of the frequency. x-sortable: true type: string format: localizedString currentInterestRate: nullable: false description: Details of the current coupon period. type: object x-property-sort: - type - value properties: type: nullable: false description: >- Type of the interest rate, see endpoint `/instrument/coupon/interestRate/type/list` for possible values. type: object x-property-sort: - id - name properties: id: nullable: true description: Identifier of the type. type: number format: id32 x-positive: true name: nullable: true description: Name of the type. x-sortable: true type: string format: localizedString value: nullable: true x-sortable: true type: number format: relativeValue description: >- Value of the interest rate; annualized if the payment frequency is not "annually". See endpoint `/instrument/coupon/keyData/get` for details regarding the current period. yield: nullable: false description: Yield-related key figures. type: object x-property-sort: - current - toMaturity - spread properties: current: nullable: true x-sortable: true type: number format: relativeValue description: >- Current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized. toMaturity: nullable: true x-sortable: true type: number format: relativeValue description: >- Yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity. spread: nullable: true x-sortable: true type: number format: relativeValue description: >- Credit spread, which is the difference in yield to maturity between a highest-quality debt instrument, also called a benchmark bond, and the debt instrument. See endpoint `/instrument/benchmark/list` for the benchmark bond. macaulayDuration: nullable: true x-sortable: true type: number format: real description: >- Macaulay duration, which is the average period (in years) of capital commitment. sensitivities: nullable: false description: >- Price sensitivities of the debt instrument with respect to the prevailing market interest rate. type: object x-property-sort: - basePointValue - modifiedDuration - elasticity - convexity properties: basePointValue: nullable: true x-sortable: true type: number format: real description: >- Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation (see attribute `valueUnit`), thus the values are not comparable if notations with different value units are among the results. modifiedDuration: nullable: true x-sortable: true type: number format: relativeValue description: >- Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate. elasticity: nullable: true x-sortable: true type: number format: real description: >- Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate. convexity: nullable: true x-sortable: true type: number format: real description: >- Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes. tradedValue: nullable: false description: >- Cash flow for all transactions over a certain time range. The currency is the currency of denomination (see attribute `issue.volume.currency`), thus the values are not comparable if debt instruments with different currencies of denomination are among the results. type: object x-property-sort: - days30 properties: days30: nullable: false description: Cash flow for the time range 30 trading days. type: object x-property-sort: - sum - average properties: sum: nullable: true x-sortable: true type: number format: real description: Sum of the cash flow. average: nullable: true x-sortable: true type: number format: real description: Average daily cash flow. x-partial: true meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' pagination: $ref: '#/components/schemas/OffsetBasedPaginationOutputObject' partial: $ref: '#/components/schemas/PartialOutputObject' x-property-sort: - status - pagination - partial PostDebtInstrumentNotationScreenerValueRangesGet200Response: description: Successful Response content: application/json: schema: type: object properties: data: description: Possible values and value ranges of the parameters. nullable: false type: object x-property-sort: - totalCount - valueUnit - market - categorization - lifeCycle - subordinated - ratingSystem1 - ratingSystem2 - issuer - issue - tradingVolume - compliance - coupon - yield - macaulayDuration - sensitivities - tradedValue properties: totalCount: nullable: true type: number format: int32 description: >- Number of notations that satisfy the request parameters, hence have been used to retrieve the possible values and value ranges. valueUnit: nullable: false description: >- List of value unit identifiers. See endpoint `/basic/valueUnit/list` for possible values. type: array items: type: object nullable: false x-property-sort: - id - code - count properties: id: nullable: true description: Identifer of a value unit. type: number format: id32 x-positive: true code: nullable: true description: >- Code of the value unit: If assigned, a code according to ISO 4217, otherwise a local code, for a main currency; a code such as GBp (for British pence) for a fractional currency; or a code such as PT (points) for non-currency value units. type: string count: nullable: true description: Number of notations. type: number format: int32 market: nullable: false description: >- List of market identifiers. See endpoint `/basic/market/list` for possible values. type: array items: type: object nullable: false x-property-sort: - id - name - count properties: id: nullable: true description: Identifier of a market. type: number format: id32 x-positive: true name: nullable: true description: Name of the market. type: string format: localizedString count: nullable: true description: Number of notations. type: number format: int32 categorization: nullable: false description: >- Lists of categories of the debt instruments' categorization. Starting with the most coarse level (one), for each level of the category system, the list of categories of the debt instruments, matching the parameters, is returned. See endpoint `/category/listBySystem` with `id=18` for possible values. type: array items: type: object nullable: false x-property-sort: - level - categories properties: level: nullable: false description: Category level. type: object x-property-sort: - number properties: number: nullable: true description: >- Number of the category level, indicating the distance to the root of the category hierarchy. type: number format: int32 categories: nullable: false description: >- List of categories for the given level of the debt instruments' categorization. type: array items: type: object nullable: false x-property-sort: - id - name - parent - count properties: id: nullable: true description: Identifier of a category. type: number format: id32 x-positive: true name: nullable: true description: Name of the category. type: string format: localizedString parent: nullable: false description: >- Parent category or `null` if this category is on the first level. type: object x-property-sort: - id properties: id: nullable: true description: Identifier of the category. type: number format: id32 x-positive: true count: nullable: true description: Number of notations. type: number format: int32 lifeCycle: nullable: false type: object x-property-sort: - issue - maturity - callable description: Values and value ranges related to important dates. properties: issue: nullable: false type: object x-property-sort: - minimum - maximum description: Date range of the issue date. properties: minimum: nullable: true type: string format: date description: Minimum date. maximum: nullable: true type: string format: date description: Maximum date. maturity: nullable: false type: object x-property-sort: - date - remainingTermYears - perpetual description: Ranges related to the maturity. properties: date: nullable: false type: object x-property-sort: - minimum - maximum description: Date range of the maturity date. properties: minimum: nullable: true type: string format: date description: Minimum date. maximum: nullable: true type: string format: date description: Maximum date. remainingTermYears: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range for the remaining term to maturity expressed in years. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. perpetual: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: boolean description: Attribute value. count: nullable: true type: number format: int32 description: Number of notations. description: >- Indicates whether perpetual and non-perpetual debt instruments are among the results. A perpetual debt instrument is one that does not mature. callable: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: boolean description: Attribute value. count: nullable: true type: number format: int32 description: Number of notations. description: >- Indicates whether callable and non-callable debt instruments are among the results. A callable debt instrument is one that may be redeemed by the issuer prior to maturity. subordinated: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: boolean description: Attribute value. count: nullable: true type: number format: int32 description: Number of notations. description: >- Indicates whether subordinated and non-subordinated are among the results. In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated. ratingSystem1: nullable: false type: object x-property-sort: - rating description: >- Ratings of the debt instruments according to the rating system specified by either the first identifier provided in the parameter `rating.system.ids`, or of the rating system implied by the first identifier provided in the parameter `rating.minimum.grade.ids`. Not available, if a rating system has not been specified via the mentioned parameters. properties: rating: nullable: false type: array items: type: object nullable: false x-property-sort: - id - grade - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of a rating grade. grade: nullable: true type: string description: Rating grade. count: nullable: true type: number format: int32 description: Number of notations. description: List of rating grades. ratingSystem2: nullable: false type: object x-property-sort: - rating description: >- Ratings of the debt instruments according to the rating system specified by either the second identifier provided in the parameter `rating.system.ids`, or of the rating system implied by the second identifier provided in the parameter `rating.minimum.grade.ids`. Not available, if a rating system has not been specified via the mentioned parameters. properties: rating: nullable: false type: array items: type: object nullable: false x-property-sort: - id - grade - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of a rating grade. grade: nullable: true type: string description: Rating grade. count: nullable: true type: number format: int32 description: Number of notations. description: List of rating grades. issuer: nullable: false type: object x-property-sort: - juristicPerson - country description: >- Values and value ranges related to the issuer of the debt instruments. properties: juristicPerson: nullable: false type: array items: type: object nullable: false x-property-sort: - id - name - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of an issuer. name: nullable: true type: string description: Name of the issuer. count: nullable: true type: number format: int32 description: Number of notations. description: >- List of juristic persons in the role of an issuer. See endpoint `/debtInstrument/issuer/search` for possible values. country: nullable: false type: array items: type: object nullable: false x-property-sort: - id - name - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of an issuer. name: nullable: true type: string description: Name of the issuer. count: nullable: true type: number format: int32 description: Number of notations. description: >- List of countries where the issuers of the debt instruments are registered. See endpoint `/basic/region/country/list` for possible values. issue: nullable: false type: object x-property-sort: - volume description: >- Values and value ranges related to the issue of the debt instruments. properties: volume: nullable: false type: object x-property-sort: - currency description: >- Values and value ranges related to the issue volumes of the debt instruments. properties: currency: nullable: false type: array items: type: object nullable: false x-property-sort: - id - isoCode - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of a currency. isoCode: nullable: true type: string description: ISO 4217 code of the currency. count: nullable: true type: number format: int32 description: Number of notations. description: >- List of main currencies of denomination of the the issue volumes. See endpoint `/basic/valueUnit/currency/main/list` for possible values. tradingVolume: nullable: false type: object x-property-sort: - otc description: >- Value ranges regarding requirements related to the trading volume. The currency is the currency of denomination (see attribute `issue.volume.currency`). Not available, if the parameter `issue.volume.currency.restrict.ids` has not been set to a single currency. properties: otc: nullable: false type: object x-property-sort: - minimum description: >- Value ranges of the volume applicable to the over-the-counter (non-exchange based) trading. properties: minimum: nullable: true description: Minimum trading volume. type: object format: realRange properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. x-property-sort: - minimum - maximum compliance: nullable: false description: Compliance properties. type: object x-property-sort: - germany properties: germany: nullable: false description: >- Compliance properties in accordance with the German law. type: object x-property-sort: - trusteeEligible properties: trusteeEligible: nullable: false description: >- Indicates whether debt instruments eligible for investments by trustees according to §§1806ff of the BGB (German Civil Code) are among the results. The German legislative has declared it to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments. type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true description: Attribute value. type: boolean count: nullable: true description: Number of notations. type: number format: int32 coupon: nullable: false description: Values and value ranges related to the interest rate. type: object x-property-sort: - occurrence - currentInterestRate properties: occurrence: nullable: false description: Occurrence and frequency of the coupon payments. type: object x-property-sort: - type - frequency properties: type: nullable: false description: Occurrence types of the coupon payments. type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true description: Attribute value. type: string x-enum-description: - >- The debt instrument does not pay out a coupon. - >- The debt instrument pays out a coupon only once. - >- The debt instrument pays out a coupon on a repeated basis. enum: - never - once - repeated count: nullable: true description: Number of notations. type: number format: int32 frequency: nullable: false type: array items: type: object nullable: false x-property-sort: - id - name - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of a frequency. name: nullable: true type: string format: localizedString description: Name of the frequency. count: nullable: true type: number format: int32 description: Number of notations. description: >- Frequency of the coupon payments; applicable only to debt instruments with an occurrence type `repeated`. See endpoint `/basic/frequency/type/list` for possible values. currentInterestRate: nullable: false description: >- Values and value ranges applicable to the current coupon period. type: object x-property-sort: - type - value properties: type: nullable: false type: array items: type: object nullable: false x-property-sort: - id - name - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of a type. name: nullable: true type: string format: localizedString description: Name of the type. count: nullable: true type: number format: int32 description: Number of notations. description: >- Interest rate types. See endpoint `/instrument/coupon/interestRate/type/list` for possible values. value: nullable: true description: >- Value range of the interest rate; annualized if the payment frequency is not annually. type: object format: relativeValueRange properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. x-property-sort: - minimum - maximum yield: nullable: false description: Value ranges of the yield-related key figures. type: object x-property-sort: - current - toMaturity - spread properties: current: nullable: true description: >- Current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized. type: object format: relativeValueRange properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. x-property-sort: - minimum - maximum toMaturity: nullable: true description: >- Yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity. type: object format: relativeValueRange properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. x-property-sort: - minimum - maximum spread: nullable: true description: >- Credit spread, which is the difference in yield to maturity between a highest-quality debt instrument, also called a benchmark bond, and the debt instrument. type: object format: relativeValueRange properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. x-property-sort: - minimum - maximum macaulayDuration: nullable: true description: >- Value range of the Macaulay duration, which is the average period (in years) of capital commitment. type: object format: realRange properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. x-property-sort: - minimum - maximum sensitivities: nullable: false description: >- Value ranges of the price sensitivities of the debt instruments with respect to the prevailing market interest rate. type: object x-property-sort: - basePointValue - modifiedDuration - elasticity - convexity properties: basePointValue: nullable: true description: >- Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation (see attribute `valueUnit`). Not available, if the parameter `validation.valueUnit.restrict.ids` has not been set to a single value unit. type: object format: realRange properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. x-property-sort: - minimum - maximum modifiedDuration: nullable: true description: >- Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate. type: object format: relativeValueRange properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. x-property-sort: - minimum - maximum elasticity: nullable: true description: >- Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate. type: object format: relativeValueRange properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. x-property-sort: - minimum - maximum convexity: nullable: true description: >- Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes. type: object format: realRange properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. x-property-sort: - minimum - maximum tradedValue: nullable: false description: >- Value ranges of the cash flow for all transactions over a given time range. The currency is the currency of denomination (see attribute `issue.volume.currency`). Not available, if the parameter `issue.volume.currency.restrict.ids` has not been set to a single currency. type: object x-property-sort: - days30 properties: days30: nullable: false description: Cash flow for the time range 30 trading days. type: object x-property-sort: - sum - average properties: sum: nullable: true description: Sum of the cash flow. type: object format: realRange properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. x-property-sort: - minimum - maximum average: nullable: true description: Average daily cash flow. type: object format: realRange properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. x-property-sort: - minimum - maximum meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status parameters: {} examples: {} requestBodies: {} headers: {} securitySchemes: Basic: type: http description: Input your username and password to access this API. scheme: basic links: {} callbacks: {} security: - Basic: [] tags: - name: Debt - name: Figures - name: Get - name: Instrument - name: Issuer - name: Key - name: Notation - name: Ranges - name: Screener - name: Search - name: Value externalDocs: description: Endpoint Reference url: https://endpointreference.mdgms.com x-interface-version: 2 x-documenter-version: 6.3.0 x-api-version: 4.0.2