openapi: 3.0.3 info: title: Factset Analytics Datastore About Coupons API description: Allow clients to fetch precalculated Analytics through predeterministic URLs. contact: name: FactSet Research Systems url: https://developer.factset.com/contact email: api@factset.com license: name: Apache License, Version 2.0 url: https://www.apache.org/licenses/LICENSE-2.0 version: 1.0.0 servers: - url: https://api.factset.com description: Production - url: https://api-sandbox.factset.com description: Sandbox security: - basicAuth: [] tags: - name: Coupons paths: /instrument/coupon/list: get: tags: - Coupons operationId: get/instrument/coupon/list 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 List of Coupons for an Interest-bearing Instrument. description: "List of coupons for an interest-bearing instrument; any other instrument yields empty values. The endpoint provides details regarding the coupon period, the respective interest rate, and payable amount (the latter only for instruments with a fixed nominal value). The list of coupons is generally not available for a perpetual, i.e. without a predefined maturity date, interst-bearing instrument. \n\nIf there is no entitled provider supplying a full list of coupons, the list will be synthesized from summary data available from entitled suppliers (if any). Since the exact product terms are not known, e.g. the handling of holidays and weekends, the list may be imprecise." parameters: - name: identifier in: query schema: type: string pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[SLR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$|^[B-DF-HJ-NP-TV-Z0-9]{6}[0-9]$|^[A-Z]{2}[A-Z0-9]{9}[0-9]$|^[A-Z1-9][A-Z0-9]{5}$|^[0-9]{1,9}$|^[A-Z0-9]{8}[0-9]$ maxLength: 50 exclusiveMaximum: false minLength: 3 exclusiveMinimum: false description: Identifier to resolve. required: true - name: identifierType in: query schema: type: string description: Type of the identifier. x-enum-description: - MDG identifier of an instrument. - MDG identifier of a listing. - FactSet Permanent Identifier on security level. - FactSet Permanent Identifier on listing level. - Regional FactSet Permanent Identifier. - FactSet market symbol of a listing. - Regional FactSet ticker symbol. - SEDOL or IDII of a listing. - ISIN of an instrument. - WKN of an instrument. - Valor number of an instrument. - CUSIP or CINS identifier of an instrument enum: - idInstrument - idNotation - fdsPermanentIdentifierSecurity - fdsPermanentIdentifierListing - fdsPermanentIdentifierRegional - tickerExchange - tickerRegion - sedol - isin - wkn - valor - cusip 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/GetInstrumentCouponList200Response' x-microcks-operation: delay: 0 dispatcher: FALLBACK /instrument/coupon/dayCountConvention/type/list: get: tags: - Coupons operationId: get/instrument/coupon/dayCountConvention/type/list 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 List of Day Count Convention Types. description: List of day count convention types. responses: '200': $ref: '#/components/responses/GetInstrumentCouponDayCountConventionTypeList200Response' parameters: - 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 x-microcks-operation: delay: 0 dispatcher: FALLBACK /instrument/coupon/interestRate/type/list: get: tags: - Coupons operationId: get/instrument/coupon/interestRate/type/list 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 List of Interest Rate Types. description: List of interest rate types. responses: '200': $ref: '#/components/responses/GetInstrumentCouponInterestRateTypeList200Response' parameters: - name: _attributes in: query schema: type: array items: type: string maxLength: 100 exclusiveMaximum: false uniqueItems: true maxItems: 50 style: form explode: false description: Limit the attributes returned in the response to the specified set. - name: _language in: query schema: type: string format: isoLanguage description: ISO 639-1 code of the language. maxLength: 2 minLength: 2 exclusiveMinimum: false exclusiveMaximum: false x-microcks-operation: delay: 0 dispatcher: FALLBACK /instrument/coupon/keyData/get: get: tags: - Coupons operationId: get/instrument/coupon/keyData/get x-supportsOffsetBasedPaging: false x-supportsOffsetBasedPagingWithoutTotal: false x-supportsCursorBasedPaging: false x-supportsCursorBasedPagingWithoutTotal: false x-supportsPush: false x-requiresUser: false x-requiresInternalClient: false x-disallowUser: false x-no-merge: false x-maxSortParameterCount: 10 x-supportsPermissionDeniedResponse: false summary: Factset Interest Rate Details for Selected Periods of an Interest-bearing Instrument. description: Interest rate details for selected periods of an interest-bearing instrument; any other instrument yields empty values. parameters: - name: identifier in: query schema: type: string pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[SLR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$|^[B-DF-HJ-NP-TV-Z0-9]{6}[0-9]$|^[A-Z]{2}[A-Z0-9]{9}[0-9]$|^[A-Z1-9][A-Z0-9]{5}$|^[0-9]{1,9}$|^[A-Z0-9]{8}[0-9]$ maxLength: 50 exclusiveMaximum: false minLength: 3 exclusiveMinimum: false description: Identifier to resolve. required: true - name: identifierType in: query schema: type: string description: Type of the identifier. x-enum-description: - MDG identifier of an instrument. - MDG identifier of a listing. - FactSet Permanent Identifier on security level. - FactSet Permanent Identifier on listing level. - Regional FactSet Permanent Identifier. - FactSet market symbol of a listing. - Regional FactSet ticker symbol. - SEDOL or IDII of a listing. - ISIN of an instrument. - WKN of an instrument. - Valor number of an instrument. - CUSIP or CINS identifier of an instrument enum: - idInstrument - idNotation - fdsPermanentIdentifierSecurity - fdsPermanentIdentifierListing - fdsPermanentIdentifierRegional - tickerExchange - tickerRegion - sedol - isin - wkn - valor - cusip 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/GetInstrumentCouponKeyDataGet200Response' x-microcks-operation: delay: 0 dispatcher: FALLBACK components: responses: GetInstrumentCouponInterestRateTypeList200Response: description: Successful Response content: application/json: schema: type: object properties: data: type: array nullable: false items: type: object nullable: false x-property-sort: - id - name - description properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the type. name: nullable: true type: string format: localizedString description: Name of the type. description: nullable: true type: string format: localizedString description: Description of the type. description: List of interest rate types. meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status x-property-sort: - data - meta GetInstrumentCouponList200Response: description: Successful Response content: application/json: schema: type: object properties: data: type: object properties: idInstrument: nullable: true type: string format: id64 x-positive: true description: MDG identifier of the instrument. sourceIdentifier: nullable: true type: string description: Identifier used in the request. currency: nullable: false type: object x-property-sort: - id - code - isoCode description: 'Main currency of the coupon payments. 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 main 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 value unit. Empty if the ISO 4217 standard does not define a code for the currency. coupons: nullable: false type: array items: type: object nullable: false x-property-sort: - period - paymentDate - interestRate properties: period: nullable: true type: object format: dateRange properties: start: nullable: true type: string format: date description: Starting date. end: nullable: true type: string format: date description: Ending date (inclusive). x-property-sort: - start - end required: - start - end description: Coupon period. paymentDate: nullable: true type: string format: date description: Payment date of the coupon, usually 2 days after the ending date of the coupon period. For the latter, see attribute `coupons.period.end`. interestRate: nullable: false type: object x-property-sort: - type - annualized - periodic description: Interest rate for the coupon period. properties: type: nullable: false type: object x-property-sort: - id - name description: Type of the interest rate. See endpoint `/instrument/coupon/interestRate/type/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the type. name: nullable: true type: string format: localizedString description: Name of the type. annualized: nullable: false type: object x-property-sort: - fixed - minimum - maximum description: Interest rate on an annual basis. Minimum/maximum interest rates and a fixed interest rate are, in general, mutually exclusive. However, for an instrument with a variable interest rate (i.e. the attribute `coupons.interestRate.type` has the value 4 or 6), a fixed interest rate might be provided if already determined for the respective period (current or past). properties: fixed: nullable: true type: number format: relativeValue description: Fixed interest rate. minimum: nullable: true type: number format: relativeValue description: Minimum interest rate. maximum: nullable: true type: number format: relativeValue description: Maximum interest rate. periodic: nullable: false type: object x-property-sort: - fixed - amount description: Interest rate based on the coupon period, i.e. not annualized. Period-based data is not available for instruments with a variable interest rate (i.e. the attribute `coupons.interestRate.type` has the value 4 or 6). properties: fixed: nullable: true type: number format: relativeValue description: Fixed interest rate. For coupon periods different from one year, the value differs from the fixed annualized interest rate (see attribute `coupons.interestRate.annualized.fixed`). amount: nullable: true type: number format: real description: Coupon amount corresponding to the fixed interest rate (see attribute `coupons.interestRate.periodic.fixed`). The attribute is available only for instruments with a declared nominal value, e.g. securitized derivatives. description: List of coupons in chronological order. description: List of coupons and currency details. nullable: false x-property-sort: - idInstrument - sourceIdentifier - currency - coupons meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status x-property-sort: - data - meta GetInstrumentCouponDayCountConventionTypeList200Response: description: Successful Response content: application/json: schema: type: object properties: data: type: array nullable: false items: type: object nullable: false x-property-sort: - id - name - description properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the type. name: nullable: true type: string format: localizedString description: Name of the type. description: nullable: true type: string format: localizedString description: Description of the type. description: List of day count convention types. meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status x-property-sort: - data - meta GetInstrumentCouponKeyDataGet200Response: description: Successful Response content: application/json: schema: type: object properties: data: type: object properties: idInstrument: nullable: true type: string format: id64 x-positive: true description: MDG identifier of the instrument. sourceIdentifier: nullable: true type: string description: Identifier used in the request. occurrence: nullable: false type: object x-property-sort: - type - frequency description: Occurrence and frequency of the coupon payments. properties: type: nullable: true type: string description: Occurrence type of the coupon payments. x-enum-description: - The instrument does not pay out a coupon. - The instrument pays out a coupon only once. - The instrument pays out a coupon on a repeated basis. enum: - never - once - repeated frequency: nullable: false type: object x-property-sort: - id - name 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. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the frequency. name: nullable: true type: string format: localizedString description: Name of the frequency. interestRate: nullable: false type: object x-property-sort: - initial - current - final description: Interest rate details for selected coupon periods. properties: initial: nullable: false type: object x-property-sort: - value - startAccrual - periodEnd description: Details of the first coupon period. properties: value: nullable: true type: number format: relativeValue description: Value of the interest rate. startAccrual: nullable: true type: string format: date description: Date as of which interest starts accruing. periodEnd: nullable: true type: string format: date description: Ending date (inclusive). current: nullable: false type: object x-property-sort: - value - type - accruedInterest - periodEnd description: Details of the current coupon period. properties: value: nullable: true type: number format: relativeValue description: Value of the interest rate. type: nullable: false type: object x-property-sort: - id - name description: Type of the interest rate, see endpoint `/instrument/coupon/interestRate/type/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the interest rate type. name: nullable: true type: string format: localizedString description: Name of the interest rate type. accruedInterest: nullable: false type: object x-property-sort: - absolute - relative description: Accrued interest, i.e. interest earned but not yet received (realized). The interest starts accruing at the beginning of a coupon period and reaches the declared value (see attribute `interestRate.current.value`) for that period at its end. For the start and end date of a coupon period see endpoint `/instrument/coupon/list`, attribute `coupons.period`. properties: absolute: nullable: true type: number format: real description: Monetary value of the accrued interest. The attribute is available only for instruments with a declared nominal value, e.g. securitized derivatives. relative: nullable: true type: number format: relativeValue description: Accrued interest. periodEnd: nullable: true type: string format: date description: Ending date (inclusive). final: nullable: false type: object x-property-sort: - periodEnd description: Details of the final coupon period. properties: periodEnd: nullable: true type: string format: date description: Ending date (inclusive). dayCountConvention: nullable: false type: object x-property-sort: - id - name description: Day count convention type. See endpoint `/instrument/coupon/dayCountConvention/type/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the day count convention type. name: nullable: true type: string format: localizedString description: Name of the day count convention type. description: Key dates and details. nullable: false x-property-sort: - idInstrument - sourceIdentifier - occurrence - interestRate - dayCountConvention meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status x-property-sort: - data - meta schemas: 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 securitySchemes: basicAuth: type: http scheme: basic externalDocs: url: https://developer.factset.com/api-catalog/analytics-datastore-api description: API Documentation