openapi: 3.0.0 info: title: FactSet Securitized Derivatives API for Digital Portals description: |2- Fundamental data for a single securitized derivative. Notation-based key figures of a securitized derivative. version: '2' servers: - url: https://api.factset.com/wealth/v1 paths: /securitizedDerivative/get: get: tags: - Derivative operationId: get/securitizedDerivative/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 Single Securitized Derivative. description: >- Fundamental data for a single securitized derivative. 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/GetSecuritizedDerivativeGet200Response' x-microcks-operation: delay: 0 dispatcher: FALLBACK /securitizedDerivative/barrier/type/list: get: tags: - Barriers - Derivative - Type operationId: get/securitizedDerivative/barrier/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 Barrier Types. description: List of barrier types. responses: '200': $ref: >- #/components/responses/GetSecuritizedDerivativeBarrierTypeList200Response 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. x-microcks-operation: delay: 0 dispatcher: FALLBACK /securitizedDerivative/issuer/search: post: tags: - Derivative - Issuer - Search operationId: post/securitizedDerivative/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 Securitized Derivatives. description: >- Search for issuers of securitized derivatives, including issuer groups, which do not represent actual juristic persons, but are defined by FactSet to facilitate searching. FactSet does not consolidate the data provided by different suppliers, therefore the result may contain more than one identifier for a given issuer. The response is limited to 100 results. requestBody: content: application/json: schema: $ref: >- #/components/schemas/PostSecuritizedDerivativeIssuerSearchRequest responses: '200': $ref: >- #/components/responses/PostSecuritizedDerivativeIssuerSearch200Response parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK /securitizedDerivative/keyFigures/notation/get: get: tags: - Derivative - Figures - Keys - Notation operationId: get/securitizedDerivative/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 Notation-based Key Figures of a Securitized Derivative. description: >- Notation-based key figures of a securitized derivative. Not all key figures are applicable and/or calculated for all types of securitized derivatives. Following, some frequently used references: Cover ratio - see attribute `underlyings.coverRatio` in endpoint `/securitizedDerivative/underlying/list`. Various barrier types (e.g. strike, knock in) - see endpoint `/securitizedDerivative/barrier/type/list`. Exercise right - see attribute `exercise.right` in endpoint `/securitizedDerivative/get`. Issue price - see attribute `issue.price` in endpoint `/securitizedDerivative/get`. Ask price - see attribute `prices.ask`. Bid price - see attribute `prices.bid`. 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. - 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/GetSecuritizedDerivativeKeyFiguresNotationGet200Response x-microcks-operation: delay: 0 dispatcher: FALLBACK /securitizedDerivative/notation/ranking/intraday/list: post: tags: - Derivative - Intraday - Notation operationId: post/securitizedDerivative/notation/ranking/intraday/list 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: 5 x-supportsPermissionDeniedResponse: false summary: Factset Ranking of Securitized Derivatives' Notations Using Intraday Figures. description: >- Ranking of securitized derivatives' notations using intraday figures. The result is limited to 100 notations that all must satisfy all selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, the selection of the notation depends on the sort attribute: - absolute and relative performance (see the response attributes `trade.performance.absolute` and `trade.performance.relative`) - the notation with the most recent trade price is used - number trades, trading value and trading volume (see the response attributes `accumulated.numberTrades`, `accumulated.tradingVolume` and `accumulated.tradingValue`) - the notation with highest (lowest) value is used By default, the result is sorted descending by the relative intraday performance corresponding to the most recent trade price, see attribute `trade.performance.relative`. The result may contain sortable values based on different currencies, possibly making the ranking nonsensical, if the parameters `valueUnit` and/or `currency` have not been specified. The search can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request. All identifiers used as parameters must be valid and entitled. requestBody: content: application/json: schema: $ref: >- #/components/schemas/PostSecuritizedDerivativeNotationRankingIntradayListRequest responses: '200': $ref: >- #/components/responses/PostSecuritizedDerivativeNotationRankingIntradayList200Response parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK /securitizedDerivative/notation/screener/valueRanges/get: post: tags: - Derivative - Notation - Ranges - Screener - Value operationId: post/securitizedDerivative/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 `/securitizedderivative/notation/screener/search`. description: >- The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/securitizedDerivatives/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/securitizedDerivatives/notation/screener/search` endpoint so that performing a search always leads to a non-empty list of notations. Lists of distinct values, e.g. identifiers, are sorted descending by the number of notations for each value. Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical sense. Therefore, the term "level" is used instead of "price", e.g. underlying level instead of underlying price. The endpoint does not support possible values and value ranges for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are considered. The possible values and value ranges can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request. requestBody: content: application/json: schema: $ref: >- #/components/schemas/PostSecuritizedDerivativeNotationScreenerValueRangesGetRequest responses: '200': $ref: >- #/components/responses/PostSecuritizedDerivativeNotationScreenerValueRangesGet200Response parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK /securitizedDerivative/notation/screener/search: post: tags: - Derivative - Notation - Screener - Search operationId: post/securitizedDerivative/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 Securitized Derivatives's Notations Based on Securitized Derivatives-specific Parameters. description: >- Screener for securitized derivatives's notations based on securitized derivatives-specific parameters. The result is limited to the notations that satisfy all the selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered. All identifiers used as parameters must be valid and entitled. Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical sense. Therefore, the term "level" is used instead of "price", e.g. underlying level instead of underlying price. The endpoint does not support the search for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are returned in the result. The search can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request. requestBody: content: application/json: schema: $ref: >- #/components/schemas/PostSecuritizedDerivativeNotationScreenerSearchRequest responses: '200': $ref: >- #/components/responses/PostSecuritizedDerivativeNotationScreenerSearch200Response parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK /securitizedDerivative/underlying/list: get: tags: - Derivative - Underlying operationId: get/securitizedDerivative/underlying/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 Underlyings With Barrier and Cash Flow Information. description: >- Provides details regarding the underlyings, their respective barriers and related cash flows (if any) of a securitized derivative. A unique combination of a cash flow and related barrier modalities, such as observation and level, is called a condition. In case of a securitized derivative with multiple underlyings, a condition comprises the respective barriers of all underlyings participating in that condition. Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical sense. Therefore, the term "level" is used instead of "price", e.g. underlying level instead of underlying price. parameters: - name: id in: query schema: type: string format: id64 x-positive: true description: Identifier of an 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/GetSecuritizedDerivativeUnderlyingList200Response 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 PostSecuritizedDerivativeIssuerSearchRequest: type: object properties: data: type: object x-property-sort: - role - name - category - underlying - factorCertificates - registrationCountry - market description: The data member contains the request's primary data. properties: role: type: string description: >- Specify whether legal entities in the role of an issuer or in the role of an issuer group are returned. default: issuerGroup x-enum-description: - >- Legal entities defined by FactSet and thus not representing an actual juristic person. - >- Legal entities in the role of an issuer representing an actual juristic person. enum: - issuerGroup - issuer 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. category: type: object x-property-sort: - ids description: >- List of categories of securitized derivatives. Only issuers that have issued securitized derivatives belonging to at least one category 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 category identifiers. See endpoint `/category/listBySystem` for category systems 18 and 23 for valid values. underlying: type: object x-property-sort: - instrument description: >- List of underlyings of securitized derivatives. Only issuers that have issued at least one securitized derivative on an underlying in the provided list are returned. properties: instrument: type: object x-property-sort: - ids description: Underlying instrument. properties: ids: type: array nullable: false items: type: string format: id64 x-positive: true maxItems: 100 uniqueItems: true description: List of instrument identifiers. factorCertificates: type: object x-property-sort: - effectiveUnderlying description: Parameters for factor certificates. properties: effectiveUnderlying: type: object x-property-sort: - instrument description: >- Selection of the effective underlying. The underlying of a factor certificate is usually a factor index which is an artificial index used to calculate the leveraged daily performance of another financial instrument called its effective underlying. Only issuers that have issued at least one factor certificate on an effective underlying in the provided list are returned. properties: instrument: type: object x-property-sort: - ids description: >- Selection of the effective underlying using instrument identifiers. properties: ids: type: array nullable: false items: type: string format: id64 x-positive: true maxItems: 100 uniqueItems: true description: List of instrument identifiers. registrationCountry: type: object x-property-sort: - ids description: >- List of countries of registration for trading of securitized derivatives. Only issuers that have registered at least one securitized derivative 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 securitized derivatives are traded. Only issuers that have issued at least one securitized derivative 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 PostSecuritizedDerivativeNotationRankingIntradayListRequest: type: object properties: data: type: object x-property-sort: - prices - valueUnit - currency - market - instrumentRestrictionList - notationRestrictionList - category - registrationCountry - lifeCycle - issuer - exercise - underlying - factorCertificates - knockedOut - knockedIn - performance description: The data member contains the request's primary data. properties: prices: description: Price-related parameters. type: object x-property-sort: - quality properties: quality: type: string description: >- Quality of the trade-related attributes, see attributes `trade` and `accumulated` in the response. x-enum-description: - >- Real-time: intraday prices with minimal technical processing delays. - >- Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes. enum: - RLT - DLY default: DLY valueUnit: description: >- Value unit of the notations in the result. The parameter ensures the consistency and comparability of the absolute and relative performance for all securitized derivatives, and of the trading value for securitized derivatives quoted in percent. See response attributes `trade.performance.absolute` and `trade.performance.relative`, and `accumulated.tradingValue` respectively. type: object x-property-sort: - id properties: id: type: number format: id32 x-positive: true description: >- Identifier of the value unit. See endpoint `/basic/valueUnit/list` for valid values. currency: description: >- Main currency of the trading value and volume for securitized derivatives quoted in percent. The parameter ensures the consistency and comparability of the trading value and trading volume for such securitized derivatives. For securitized derivatives not quoted in percent, the currency and the value unit, see parameter `valueUnit`, are identical, thus it is not neccessary to specify the currency if the value unit has been specified. type: object x-property-sort: - id properties: id: type: number format: id32 x-positive: true description: >- Identifier of the main currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values. market: description: >- Market-related parameters. See endpoint `/basic/market/list` for valid values. type: object x-property-sort: - ids properties: ids: description: >- List of market identifiers. Only securitized derivatives that are traded on a market in the provided list are returned. The list restricts the request to only those markets. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true minItems: 1 maxItems: 1 required: - ids instrumentRestrictionList: description: >- Instrument-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists. type: object x-property-sort: - ids properties: ids: description: List of identifiers of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 notationRestrictionList: description: >- Notation-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists. type: object x-property-sort: - ids properties: ids: description: List of identifiers of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 category: description: >- Only securitized derivatives that belong to at least one category in the provided list will be returned. type: object x-property-sort: - ids properties: ids: description: >- List of category identifiers. See endpoint `/category/listBySystem` for category systems 18 and 23 for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true minItems: 1 maxItems: 20 required: - ids registrationCountry: description: >- Only securitized derivatives registered for trading in a country in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: >- List of country identifiers. See endpoint `/basic/region/country/list` for valid values. 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: - maturity properties: maturity: description: Parameters related to the maturity. type: object x-property-sort: - perpetual properties: perpetual: type: string description: >- Specifies whether or not perpetual securitized derivatives, i.e. such that do not mature, are included in the result. default: include x-enum-description: - >- Only perpetual securitized derivatives are included in the result. - >- Perpetual securitized derivatives are included in the result. - >- Perpetual securitized derivatives are excluded from the result. enum: - only - include - exclude issuer: description: Parameters related to the issuer. type: object x-property-sort: - ids properties: ids: description: >- List of identifiers of legal entities in the role of an issuer, including issuer groups. FactSet defines issuer groups to facilitate searching; they do not represent actual juristic persons. See endpoint `/securitizedDerivative/issuer/search` for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 exercise: description: Parameters related to the exercise. type: object x-property-sort: - right properties: right: type: string description: Exercise right. x-enum-description: - >- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels. - >- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels. enum: - put - call underlying: description: >- Underlying selection. A list of underlyings can be selected by either using their instrument identifiers, see parameter `underlying.instrument.ids` or by using their notation identifiers, see parameter `underlying.notation.ids` but not both at the same time. Only one of the provided identifiers needs to be matched in order for a securitized derivative to be returned in the result. The list of underlyings is particularly useful to search for securitized derivatives that have very similar but not exactly the same underlyings such as futures with different maturities on a given commodity, e.g. brent crude oil. For the selection of the effective underling of factor certificates, use `factorCertificates.effectiveUnderlying.instrument.ids`. type: object x-property-sort: - instrument - notation properties: instrument: description: Underlying selection using instrument identifiers. type: object x-property-sort: - ids properties: ids: description: List of instrument identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 notation: description: Underlying selection using notation identifiers. type: object x-property-sort: - ids properties: ids: description: List of notation identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 factorCertificates: description: Parameters for factor certificates. type: object x-property-sort: - effectiveUnderlying - participation properties: effectiveUnderlying: description: >- Selection of the effective underlying. The underlying of a factor certificate is usually a factor index which is an artificial index used to calculate the leveraged daily performance of another financial instrument called its effective underlying. type: object x-property-sort: - instrument properties: instrument: description: >- Selection of the effective underlying using instrument identifiers. type: object x-property-sort: - ids properties: ids: description: List of instrument identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 participation: type: string description: >- Participation direction of the factor certificate at the level movement of its effective underlying. x-enum-description: - >- The factor certificate participates positively with rising levels of its effective underlying. - >- The factor certificate participates negatively with rising levels of its effective underlying. enum: - long - short knockedOut: type: string default: exclude description: >- Specifies whether knocked-out securitized derivatives are included in the response. Particularly relevant for knock-out certificates. x-enum-description: - >- Only knocked-out securitized derivatives are included in the result. - >- Knocked-out securitized derivatives are included in the result. - >- Knocked-out securitized derivatives are excluded from the result. enum: - only - include - exclude knockedIn: type: string default: exclude description: >- Specifies whether knocked-in securitized derivatives are included in the response. Particularly relevant for bonus certificates but also for securitized derivatives that might have additional protection such as reverse convertible bonds, discount certificates, and capital-protection certificates. x-enum-description: - >- Only knocked-in securitized derivatives are included in the result. - Knocked-in securitized derivatives are included in the result. - >- Knocked-in securitized derivatives are excluded from the result. enum: - only - include - exclude performance: type: object x-property-sort: - relative description: > Performance of the most recent price calculated against the latest price which has occurred before the start of the current trading day. properties: relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the relative performance. required: - market 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 5 (possibly prefixed) attribute name(s) is allowed. type: array items: type: string enum: - trade.performance.absolute - '-trade.performance.absolute' - trade.performance.relative - '-trade.performance.relative' - accumulated.numberTrades - '-accumulated.numberTrades' - accumulated.tradingVolume - '-accumulated.tradingVolume' - accumulated.tradingValue - '-accumulated.tradingValue' maxItems: 5 uniqueItems: true default: - '-trade.performance.relative' 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: 100 exclusiveMaximum: false default: 10 description: Non-negative maximum number of entries to return. x-property-sort: - offset - limit x-property-sort: - attributes - language - sort - pagination example: example_value PostSecuritizedDerivativeNotationScreenerValueRangesGetRequest: type: object properties: data: type: object x-property-sort: - validation - category - registrationCountry - lifeCycle - issuer - exercise - settlement - collateralized - quanto - capitalProtection - underlying - cashFlowCurrency - singleBarriers - rangeBarriers - factorCertificates - nominalCurrency - currentInterestRate - keyFigures - performance - volatility description: The data member contains the request's primary data. properties: validation: description: Validation parameters. type: object x-property-sort: - onlyActive - prices - valueUnit - market - instrumentRestrictionList - notationRestrictionList 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 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-related parameters. See endpoint `/basic/valueUnit/list` for valid values. type: object x-property-sort: - selection properties: selection: description: Value unit selection. 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: 100 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: 100 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 instrumentRestrictionList: description: >- Instrument-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists. type: object x-property-sort: - ids properties: ids: description: List of identifieres of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 notationRestrictionList: description: >- Notation-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists. type: object x-property-sort: - ids properties: ids: description: List of identifieres of restriction lists. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 3 category: description: >- Only securitized derivatives that belong to at least one category in the provided list will be returned. type: object x-property-sort: - ids properties: ids: description: >- List of category identifiers. See endpoint `/category/listBySystem` for category systems 18 and 23 for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 registrationCountry: description: >- Only securitized derivatives registered for trading in a country in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: >- List of country identifiers. See endpoint `/basic/region/country/list` for valid values. 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 - valuation - repayment 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 `remainingTermDays` 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 - remainingTermDays 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. remainingTermDays: description: >- Value range for the remaining term to maturity expressed in days. 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 securitized derivatives, 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.remainingTermDays` are not set. x-enum-description: - >- Only perpetual securitized derivatives are included in the result. - >- Perpetual securitized derivatives are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermDays` is set. - >- Perpetual securitized derivatives are excluded from the result. enum: - only - include - exclude callable: type: boolean description: >- Restricts the result to securitized derivatives that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity. valuation: description: Date range of the valuation 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 repayment: description: Date range of the repayment 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 issuer: description: Parameters related to the issuer. type: object x-property-sort: - ids properties: ids: description: >- List of identifiers of legal entities in the role of an issuer, including issuer groups. FactSet defines issuer groups to facilitate searching; they do not represent actual juristic persons. See endpoint `/securitizedDerivative/issuer/search` for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 exercise: description: Parameters related to the exercise. type: object x-property-sort: - right - style properties: right: type: string description: Code of the exercise right. x-enum-description: - >- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels. - >- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels. enum: - put - call style: type: string description: Code of the exercise style. x-enum-description: - >- An American-style securitized derivative can be exercised anytime during its life. - >- An European-style securitized derivative can be exercised at maturity only. - >- A Bermudan-style securitized derivative can be exercised only on predetermined dates. enum: - american - european - bermudan settlement: type: string description: >- Settlement of the securitized derivative. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out. x-enum-description: - Transfer of a cash amount - Phyiscal delivery of the underlying asset. - Cash or physical, at the discretion of the issuer. enum: - cash - physical - either collateralized: type: boolean description: >- Restricts the result to securitized derivatives that are collateralized (`true`) or are not collateralized (`false`). A collateralized securitized derivative is protected against an issuer default by collateral. quanto: type: boolean description: >- Restricts the result to securitized derivatives that are hedged (`true`) or are not hedged (`false`) against fluctuations of the foreign exchange rate between the value unit of the underlying and the value unit of the cash flows. capitalProtection: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the proportion of the nominal amount protected against loss. underlying: description: >- Underlying selection. A list of underlyings can be selected by either using their instrument identifiers, see parameter `underlying.instrument.ids` or by using their notation identifiers, see parameter `underlying.notation.ids` but not both at the same time. Only one of the provided identifiers needs to be matched in order for a securitized derivative to be returned in the result. The list of underlyings is particularly useful to search for securitized derivatives that have very similar but not exactly the same underlyings such as futures with different maturities on a given commodity, e.g. brent crude oil. For such a list of underlyings, a barrier restriction in absolute terms, see for example parameter `singleBarriers.level.absolute` or `rangeBarriers.upper.level.absolute`, will provide a meaningful result, whereas for a list of non-similar underlyings, such as different stocks, a barrier restriction in absolute terms will not provide a meaningful result. This is due to the fact that futures on the same commodity are comparable in regards to their prices while two different stocks are not comparable. Parameters in relative terms, see for example parameter `singleBarriers.distance.relative`, are generally comparable and will provide meaningful result for a list of similar as well as for a list of non-similar underlyings. For the selection of the effective underling of factor certificates, use `factorCertificates.effectiveUnderlying.instrument.ids`. type: object x-property-sort: - instrument - notation x-atMostOne: true properties: instrument: description: Underlying selection using instrument identifiers. type: object x-property-sort: - ids properties: ids: description: List of instrument identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 notation: description: Underlying selection using notation identifiers. type: object x-property-sort: - ids properties: ids: description: List of notation identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 cashFlowCurrency: description: >- Main currency of the cash flows. A cash flow is a payout dependent on whether or not the underlying level, e.g. a stock's price, will reach a given threshold, called barrier, at a given time. type: object x-property-sort: - id properties: id: description: >- Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values. type: number format: id32 x-positive: true singleBarriers: type: array nullable: false items: type: object x-property-sort: - type - observation - level - distance - breach - cashFlow properties: type: description: >- The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter. type: string x-enum-description: - >- Represents the underlying level that needs to be reached in order for the securitized derivative to yield a profit; particularly relevant for reverse convertible bonds, sprint/outperformance certificates, capital-protection certificates, warrants and knock-out certificates. - >- Represents the underlying level considered for repayment if the knock-in barrier is intact; particularly relevant for bonus certificates. - >- Represents the maximum underlying level considered for repayment; particularly relevant for discount certificates, bonus certificates, and capital-protection certificates. - >- Represents the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for knock-out certificates. - >- Represents the underling level at which a certain product feature (such as a bonus payment) is lost; particularly relevant for bonus certificates but also for securitized derivatives that might have additional protection such as reverse convertible bonds, discount certificates, and capital-protection certificates. - >- Represents the underlying level at which the securitized derivative is terminated yielding a predefined amount; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter. - >- Represents the underlying level at which a certain repayment at maturity is ensured; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter. - >- Represents the underlying level corresponding to a guranteed repayment; particularly relevant for capital-protection certificates. - >- Represents the underlying level at which a partial payment (such as a conditional coupon) is lost; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter. enum: - strike - bonusLevel - cap - knockOut - knockIn - lockOut - lockIn - capitalGuarantee - couponTriggerLevel observation: type: object x-property-sort: - type description: >- Barrier observation modality; applicable to the following barrier types: `knockIn`, `knockOut`, `lockIn`, and `lockOut`. properties: type: type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod level: type: object x-property-sort: - absolute description: Barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute barrier level. distance: type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute distance. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the distance in relative terms. breach: description: >- Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut` type: object x-property-sort: - breached properties: breached: type: string description: >- Defines whether or not securitized derivatives for which the barrier has been breached are included in the result. default: exclude x-enum-description: - >- The result is not limited with regard to whether the barrier has been breached or not. - >- The result is limited to securitized derivatives for which the barrier has been breached. - >- The result is limited to securitized derivatives for which the barrier has not been breached. enum: - all - only - exclude cashFlow: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`. description: >- Single barriers. Barriers of this kind represent either a lower or an upper bound derived from the exercise right of the securitized derivative. Multiple barrier types may be used in one request. rangeBarriers: type: array nullable: false items: type: object x-property-sort: - type - observation - upper - lower - breach - cashFlow properties: type: description: >- The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter. type: string x-enum-description: - >- Represents the upper and lower bound of the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for range knock-out certificates such as inline certificates. enum: - rangeKnockOut observation: type: object x-property-sort: - type description: Barrier observation modality. properties: type: type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod upper: type: object x-property-sort: - level description: Parameters related to the upper bound. properties: level: type: object x-property-sort: - absolute description: Barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute barrier level. lower: type: object x-property-sort: - level description: Parameters related to the lower bound. properties: level: type: object x-property-sort: - absolute description: Barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute barrier level. breach: description: >- Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut` type: object x-property-sort: - breached properties: breached: type: string description: >- Defines whether or not securitized derivatives for which the barrier has been breached are included in the result. default: exclude x-enum-description: - >- The result is not limited with regard to whether the barrier has been breached or not. - >- The result is limited to securitized derivatives for which the barrier has been breached. - >- The result is limited to securitized derivatives for which the barrier has not been breached. enum: - all - only - exclude cashFlow: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`. description: >- Range barriers. Barriers of this kind represent a range with a lower and an upper bound. factorCertificates: type: object x-property-sort: - effectiveUnderlying - participation - constantLeverage description: Parameters for factor certificates. properties: effectiveUnderlying: type: object x-property-sort: - instrument description: >- Selection of the effective underlying. The underlying of a factor certificate is usually a factor index which is an artificial index used to calculate the leveraged daily performance of another financial instrument called its effective underlying. properties: instrument: description: >- Selection of the effective underlying using instrument identifiers. type: object x-property-sort: - ids properties: ids: description: List of instrument identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 participation: type: string description: >- Participation direction of the factor certificate at the level movement of its effective underlying. x-enum-description: - >- The factor certificate participates positively with rising levels of its effective underlying. - >- The factor certificate participates negatively with rising levels of its effective underlying. enum: - long - short constantLeverage: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the constant leverage. nominalCurrency: type: object x-property-sort: - id description: Main currency of the nominal and of the coupon payments. properties: id: type: number format: id32 x-positive: true description: >- Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values. currentInterestRate: type: object x-property-sort: - type - value description: >- Parameters regarding the interest rate of the current coupon period. properties: type: type: string description: Type of the interest rate. x-enum-description: - >- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative. - >- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative. enum: - fixed - variable value: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the interest rate of the current coupon period. For coupon periods different than one year, the value is annualized. Not available for securitized derivatives with a current interest rate type other than `fixed`. keyFigures: type: object x-property-sort: - bonusYield - sidewaysYield - maximumYield - agio - discount - breakEven - spread - delta - thetaOneWeek - vega - leverage - omega - impliedVolatility - intrinsicValue - timeValue - outperformancePoint - parity description: >- Key figures specific to securitized derivatives; based on ask prices. properties: bonusYield: type: object x-property-sort: - absolute - relative - annualized description: >- Bonus yield. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with an intact knock-in barrier only. To restrict the result to bonus certificates with an intact knock in barrier, the parameter `singleBarriers.type` must be set to `knockIn` and the parameter `singleBarriers.breach.breached` must be set to `false`. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the bonus yield in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the bonus yield relative to the ask price. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized bonus yield relative to the ask price. sidewaysYield: type: object x-property-sort: - absolute - relative - annualized description: >- Sideways yield. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the sideways yield in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the sideways yield relative to the ask price. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized sideways yield relative to the ask price. maximumYield: type: object x-property-sort: - absolute - relative - annualized description: >- Maximum yield. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the maximum yield in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the maximum yield relative to the ask price. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized maximum yield relative to the ask price. agio: type: object x-property-sort: - absolute - relative - annualized description: >- Agio. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right `call`, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right `put`, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the agio in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the agio relative to the underlying level. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized agio relative to the underlying level. discount: type: object x-property-sort: - absolute - relative description: >- Discount. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the discount in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the discount relative to the underlying level. breakEven: type: object x-property-sort: - breakEvenPoint - distance description: >- Break even point. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative. properties: breakEvenPoint: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the break even point. distance: type: object x-property-sort: - absolute - relative description: >- Distance from the underlying level to the break even point. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the distance in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the distance relative to the underlying level. spread: type: object x-property-sort: - harmonized - relative description: >- Spread. It represents the difference between the ask and bid price. properties: harmonized: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the spread in absolute terms, adjusted for the cover ratio. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the spread relative to the ask price. delta: type: object x-property-sort: - effective - unadjusted description: >- Delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only. properties: effective: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the delta calculated using the actual cover ratio of the securitized derivative. unadjusted: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the delta calculated using a (hypothetical) cover ratio of 1:1. thetaOneWeek: type: object x-property-sort: - effective - unadjusted description: >- Weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7/365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only. properties: effective: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the weekly theta calculated using the actual cover ratio of the securitized derivative. unadjusted: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the weekly theta calculated using a (hypothetical) cover ratio of 1:1. vega: type: object x-property-sort: - effective - unadjusted description: >- Vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only. properties: effective: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the vega calculated using the actual cover ratio of the securitized derivative. unadjusted: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the vega calculated using a (hypothetical) cover ratio of 1:1. leverage: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged securitized derivatives (e.g. warrants, knock-out certificates). omega: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only. impliedVolatility: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black - Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only. intrinsicValue: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only. timeValue: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value. This key figure is calculated for plain vanilla warrants only. outperformancePoint: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). parity: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only. performance: type: object x-property-sort: - intraday - sinceIssue - endOfDay description: Relative performance for different time ranges. properties: intraday: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the time range intraday. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price. sinceIssue: type: object x-property-sort: - ask - bid description: >- Relative performance since issue. That is the difference of a notation's most recent price against the price on the issue date, relative to the price on the issue date. properties: ask: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the ask-based relative performance since issue. bid: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the bid-based relative performance since issue. endOfDay: type: object x-property-sort: - day1 - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date. properties: day1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one day. week1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one week. month1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one month. months3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three months. months6: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range six months. year1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one year. years3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three years. years5: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range five years. yearToDate: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range year-to-date (YTD). volatility: type: object x-property-sort: - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges. properties: week1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one week. month1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one month. months3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three months. months6: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range six months. year1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one year. years3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three years. years5: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range five years. yearToDate: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range year-to-date (YTD). 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 PostSecuritizedDerivativeNotationScreenerSearchRequest: type: object properties: data: type: object x-property-sort: - validation - category - registrationCountry - lifeCycle - issuer - exercise - settlement - collateralized - quanto - capitalProtection - underlying - cashFlowCurrency - singleBarriers - rangeBarriers - factorCertificates - nominalCurrency - currentInterestRate - keyFigures - performance - volatility description: The data member contains the request's primary data. properties: validation: description: Validation parameters. type: object x-property-sort: - onlyActive - prices - valueUnit - market - instrumentRestrictionList - notationRestrictionList 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 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-related parameters. See endpoint `/basic/valueUnit/list` for valid values. type: object x-property-sort: - selection properties: selection: description: Value unit selection. 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: 100 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: 100 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 instrumentRestrictionList: description: >- Instrument-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists. type: object x-property-sort: - ids properties: ids: type: array nullable: false items: type: number format: id32 x-positive: true description: List of identifieres of restriction lists. uniqueItems: true maxItems: 3 notationRestrictionList: description: >- Notation-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists. type: object x-property-sort: - ids properties: ids: type: array nullable: false items: type: number format: id32 x-positive: true description: List of identifieres of restriction lists. uniqueItems: true maxItems: 3 category: description: >- Only securitized derivatives that belong to at least one category in the provided list will be returned. type: object x-property-sort: - ids properties: ids: description: >- List of category identifiers. See endpoint `/category/listBySystem` for category systems 18 and 23 for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 registrationCountry: description: >- Only securitized derivatives registered for trading in a country in the provided list are returned. type: object x-property-sort: - ids properties: ids: description: >- List of country identifiers. See endpoint `/basic/region/country/list` for valid values. 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 - valuation - repayment 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 `remainingTermDays` 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 - remainingTermDays 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. remainingTermDays: description: >- Value range for the remaining term to maturity expressed in days. 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 securitized derivatives, 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.remainingTermDays` are not set. x-enum-description: - >- Only perpetual securitized derivatives are included in the result. - >- Perpetual securitized derivatives are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermDays` is set. - >- Perpetual securitized derivatives are excluded from the result. enum: - only - include - exclude callable: type: boolean description: >- Restricts the result to securitized derivatives that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity. valuation: description: Date range of the valuation 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 repayment: description: Date range of the repayment 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 issuer: description: Parameters related to the issuer. type: object x-property-sort: - ids properties: ids: description: >- List of identifiers of legal entities in the role of an issuer, including issuer groups. FactSet defines issuer groups to facilitate searching; they do not represent actual juristic persons. See endpoint `/securitizedDerivative/issuer/search` for valid values. type: array nullable: false items: type: number format: id32 x-positive: true uniqueItems: true maxItems: 20 exercise: description: Parameters related to the exercise. type: object x-property-sort: - right - style properties: right: type: string description: Code of the exercise right. x-enum-description: - >- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels. - >- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels. enum: - put - call style: type: string description: Code of the exercise style. x-enum-description: - >- An American-style securitized derivative can be exercised anytime during its life. - >- An European-style securitized derivative can be exercised at maturity only. - >- A Bermudan-style securitized derivative can be exercised only on predetermined dates. enum: - american - european - bermudan settlement: type: string description: >- Settlement of the securitized derivative. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out. x-enum-description: - Transfer of a cash amount - Phyiscal delivery of the underlying asset. - Cash or physical, at the discretion of the issuer. enum: - cash - physical - either collateralized: type: boolean description: >- Restricts the result to securitized derivatives that are collateralized (`true`) or are not collateralized (`false`). A collateralized securitized derivative is protected against an issuer default by collateral. quanto: type: boolean description: >- Restricts the result to securitized derivatives that are hedged (`true`) or are not hedged (`false`) against fluctuations of the foreign exchange rate between the value unit of the underlying and the value unit of the cash flows. capitalProtection: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the proportion of the nominal amount protected against loss. underlying: description: >- Underlying selection. A list of underlyings can be selected by either using their instrument identifiers, see parameter `underlying.instrument.ids` or by using their notation identifiers, see parameter `underlying.notation.ids` but not both at the same time. Only one of the provided identifiers needs to be matched in order for a securitized derivative to be returned in the result. The list of underlyings is particularly useful to search for securitized derivatives that have very similar but not exactly the same underlyings such as futures with different maturities on a given commodity, e.g. brent crude oil. For such a list of underlyings, a barrier restriction in absolute terms, see for example parameter `singleBarriers.level.absolute` or `rangeBarriers.upper.level.absolute`, will provide a meaningful result, whereas for a list of non-similar underlyings, such as different stocks, a barrier restriction in absolute terms will not provide a meaningful result. This is due to the fact that futures on the same commodity are comparable in regards to their prices while two different stocks are not comparable. Parameters in relative terms, see for example parameter `singleBarriers.distance.relative`, are generally comparable and will provide meaningful result for a list of similar as well as for a list of non-similar underlyings. For the selection of the effective underling of factor certificates, use `factorCertificates.effectiveUnderlying.instrument.ids`. type: object x-property-sort: - instrument - notation x-atMostOne: true properties: instrument: description: Underlying selection using instrument identifiers. type: object x-property-sort: - ids properties: ids: description: List of instrument identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 notation: description: Underlying selection using notation identifiers. type: object x-property-sort: - ids properties: ids: description: List of notation identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 cashFlowCurrency: description: >- Main currency of the cash flows. A cash flow is a payout dependent on whether or not the underlying level, e.g. a stock's price, will reach a given threshold, called barrier, at a given time. type: object x-property-sort: - id properties: id: description: >- Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values. type: number format: id32 x-positive: true singleBarriers: type: array nullable: false items: type: object x-property-sort: - type - observation - level - distance - breach - cashFlow properties: type: description: >- The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter. type: string x-enum-description: - >- Represents the underlying level that needs to be reached in order for the securitized derivative to yield a profit; particularly relevant for reverse convertible bonds, sprint/outperformance certificates, capital-protection certificates, warrants and knock-out certificates. - >- Represents the underlying level considered for repayment if the knock-in barrier is intact; particularly relevant for bonus certificates. - >- Represents the maximum underlying level considered for repayment; particularly relevant for discount certificates, bonus certificates, and capital-protection certificates. - >- Represents the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for knock-out certificates. - >- Represents the underling level at which a certain product feature (such as a bonus payment) is lost; particularly relevant for bonus certificates but also for securitized derivatives that might have additional protection such as reverse convertible bonds, discount certificates, and capital-protection certificates. - >- Represents the underlying level at which the securitized derivative is terminated yielding a predefined amount; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter. - >- Represents the underlying level at which a certain repayment at maturity is ensured; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter. - >- Represents the underlying level corresponding to a guranteed repayment; particularly relevant for capital-protection certificates. - >- Represents the underlying level at which a partial payment (such as a conditional coupon) is lost; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter. enum: - strike - bonusLevel - cap - knockOut - knockIn - lockOut - lockIn - capitalGuarantee - couponTriggerLevel observation: type: object x-property-sort: - type description: >- Barrier observation modality; applicable to the following barrier types: `knockIn`, `knockOut`, `lockIn`, and `lockOut`. properties: type: type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod level: type: object x-property-sort: - absolute description: Barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute barrier level. distance: type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute distance. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the distance in relative terms. breach: description: >- Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut` type: object x-property-sort: - breached properties: breached: type: string description: >- Defines whether or not securitized derivatives for which the barrier has been breached are included in the result. default: exclude x-enum-description: - >- The result is not limited with regard to whether the barrier has been breached or not. - >- The result is limited to securitized derivatives for which the barrier has been breached. - >- The result is limited to securitized derivatives for which the barrier has not been breached. enum: - all - only - exclude cashFlow: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`. description: >- Single barriers. Barriers of this kind represent either a lower or an upper bound derived from the exercise right of the securitized derivative. Multiple barrier types may be used in one request. rangeBarriers: type: array nullable: false items: type: object x-property-sort: - type - observation - upper - lower - breach - cashFlow properties: type: description: >- The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter. type: string x-enum-description: - >- Represents the upper and lower bound of the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for range knock-out certificates such as inline certificates. enum: - rangeKnockOut observation: type: object x-property-sort: - type description: Barrier observation modality. properties: type: type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod upper: type: object x-property-sort: - level description: Parameters related to the upper bound. properties: level: type: object x-property-sort: - absolute description: Barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute barrier level. lower: type: object x-property-sort: - level description: Parameters related to the lower bound. properties: level: type: object x-property-sort: - absolute description: Barrier level. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the absolute barrier level. breach: description: >- Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut` type: object x-property-sort: - breached properties: breached: type: string description: >- Defines whether or not securitized derivatives for which the barrier has been breached are included in the result. default: exclude x-enum-description: - >- The result is not limited with regard to whether the barrier has been breached or not. - >- The result is limited to securitized derivatives for which the barrier has been breached. - >- The result is limited to securitized derivatives for which the barrier has not been breached. enum: - all - only - exclude cashFlow: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`. description: >- Range barriers. Barriers of this kind represent a range with a lower and an upper bound. factorCertificates: type: object x-property-sort: - effectiveUnderlying - participation - constantLeverage description: Parameters for factor certificates. properties: effectiveUnderlying: type: object x-property-sort: - instrument description: >- Selection of the effective underlying. The underlying of a factor certificate is usually a factor index which is an artificial index used to calculate the leveraged daily performance of another financial instrument called its effective underlying. properties: instrument: description: >- Selection of the effective underlying using instrument identifiers. type: object x-property-sort: - ids properties: ids: description: List of instrument identifiers. type: array nullable: false items: type: string format: id64 x-positive: true uniqueItems: true maxItems: 100 participation: type: string description: >- Participation direction of the factor certificate at the level movement of its effective underlying. x-enum-description: - >- The factor certificate participates positively with rising levels of its effective underlying. - >- The factor certificate participates negatively with rising levels of its effective underlying. enum: - long - short constantLeverage: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the constant leverage. nominalCurrency: type: object x-property-sort: - id description: Main currency of the nominal and of the coupon payments. properties: id: type: number format: id32 x-positive: true description: >- Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values. currentInterestRate: type: object x-property-sort: - type - value description: >- Parameters regarding the interest rate of the current coupon period. properties: type: type: string description: Type of the interest rate. x-enum-description: - >- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative. - >- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative. enum: - fixed - variable value: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the interest rate of the current coupon period. For coupon periods different than one year, the value is annualized. Not available for securitized derivatives with a current interest rate type other than `fixed`. keyFigures: type: object x-property-sort: - bonusYield - sidewaysYield - maximumYield - agio - discount - breakEven - spread - delta - thetaOneWeek - vega - leverage - omega - impliedVolatility - intrinsicValue - timeValue - outperformancePoint - parity description: >- Key figures specific to securitized derivatives; based on ask prices. properties: bonusYield: type: object x-property-sort: - absolute - relative - annualized description: >- Bonus yield. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with an intact knock-in barrier only. To restrict the result to bonus certificates with an intact knock in barrier, the parameter `singleBarriers.type` must be set to `knockIn` and the parameter `singleBarriers.breach.breached` must be set to `false`. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the bonus yield in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the bonus yield relative to the ask price. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized bonus yield relative to the ask price. sidewaysYield: type: object x-property-sort: - absolute - relative - annualized description: >- Sideways yield. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the sideways yield in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the sideways yield relative to the ask price. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized sideways yield relative to the ask price. maximumYield: type: object x-property-sort: - absolute - relative - annualized description: >- Maximum yield. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the maximum yield in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the maximum yield relative to the ask price. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized maximum yield relative to the ask price. agio: type: object x-property-sort: - absolute - relative - annualized description: >- Agio. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right `call`, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right `put`, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the agio in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the agio relative to the underlying level. 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the annualized agio relative to the underlying level. discount: type: object x-property-sort: - absolute - relative description: >- Discount. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the discount in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the discount relative to the underlying level. breakEven: type: object x-property-sort: - breakEvenPoint - distance description: >- Break even point. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative. properties: breakEvenPoint: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the break even point. distance: type: object x-property-sort: - absolute - relative description: >- Distance from the underlying level to the break even point. properties: absolute: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the distance in absolute terms. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the distance relative to the underlying level. spread: type: object x-property-sort: - harmonized - relative description: >- Spread. It represents the difference between the ask and bid price. properties: harmonized: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the spread in absolute terms, adjusted for the cover ratio. relative: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range of the spread relative to the ask price. delta: type: object x-property-sort: - effective - unadjusted description: >- Delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only. properties: effective: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the delta calculated using the actual cover ratio of the securitized derivative. unadjusted: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the delta calculated using a (hypothetical) cover ratio of 1:1. thetaOneWeek: type: object x-property-sort: - effective - unadjusted description: >- Weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7/365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only. properties: effective: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the weekly theta calculated using the actual cover ratio of the securitized derivative. unadjusted: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the weekly theta calculated using a (hypothetical) cover ratio of 1:1. vega: type: object x-property-sort: - effective - unadjusted description: >- Vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only. properties: effective: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the vega calculated using the actual cover ratio of the securitized derivative. unadjusted: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the vega calculated using a (hypothetical) cover ratio of 1:1. leverage: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged securitized derivatives (e.g. warrants, knock-out certificates). omega: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only. impliedVolatility: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black - Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only. intrinsicValue: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only. timeValue: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value. This key figure is calculated for plain vanilla warrants only. outperformancePoint: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). parity: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range of the parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only. performance: type: object x-property-sort: - intraday - sinceIssue - endOfDay description: Relative performance for different time ranges. properties: intraday: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the time range intraday. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price. sinceIssue: type: object x-property-sort: - ask - bid description: >- Relative performance since issue. That is the difference of a notation's most recent price against the price on the issue date, relative to the price on the issue date. properties: ask: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the ask-based relative performance since issue. bid: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: >- Value range for the bid-based relative performance since issue. endOfDay: type: object x-property-sort: - day1 - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date. properties: day1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one day. week1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one week. month1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one month. months3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three months. months6: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range six months. year1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one year. years3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three years. years5: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range five years. yearToDate: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range year-to-date (YTD). volatility: type: object x-property-sort: - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges. properties: week1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one week. month1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one month. months3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three months. months6: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range six months. year1: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range one year. years3: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range three years. years5: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range five years. yearToDate: 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 required: - value 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 required: - value x-allowNullValue: true x-property-sort: - minimum - maximum description: Value range for the time range year-to-date (YTD). 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: - symbol - '-symbol' - market.name - '-market.name' - instrument.name - '-instrument.name' - instrument.shortName - '-instrument.shortName' - instrument.categorization.ddv.level1.name - '-instrument.categorization.ddv.level1.name' - instrument.categorization.ddv.level2.name - '-instrument.categorization.ddv.level2.name' - instrument.categorization.ddv.level3.name - '-instrument.categorization.ddv.level3.name' - instrument.categorization.eusipa.level1.name - '-instrument.categorization.eusipa.level1.name' - instrument.categorization.eusipa.level2.name - '-instrument.categorization.eusipa.level2.name' - instrument.categorization.eusipa.level3.name - '-instrument.categorization.eusipa.level3.name' - instrument.lifeCycle.maturity.date - '-instrument.lifeCycle.maturity.date' - instrument.lifeCycle.maturity.remainingTermDays - '-instrument.lifeCycle.maturity.remainingTermDays' - instrument.lifeCycle.maturity.perpetual - '-instrument.lifeCycle.maturity.perpetual' - instrument.lifeCycle.callable - '-instrument.lifeCycle.callable' - instrument.lifeCycle.valuation - '-instrument.lifeCycle.valuation' - instrument.lifeCycle.repayment - '-instrument.lifeCycle.repayment' - instrument.issuer.name - '-instrument.issuer.name' - instrument.issuer.group.name - '-instrument.issuer.group.name' - instrument.exercise.right - '-instrument.exercise.right' - instrument.exercise.style - '-instrument.exercise.style' - instrument.settlement - '-instrument.settlement' - instrument.quanto - '-instrument.quanto' - instrument.capitalProtection - '-instrument.capitalProtection' - instrument.underlying.name - '-instrument.underlying.name' - instrument.underlying.valueUnit.code - '-instrument.underlying.valueUnit.code' - instrument.underlying.notation.instrument.typeComposite - '-instrument.underlying.notation.instrument.typeComposite' - instrument.strike.value - '-instrument.strike.value' - instrument.strike.distance.absolute - '-instrument.strike.distance.absolute' - instrument.strike.distance.relative - '-instrument.strike.distance.relative' - instrument.bonusLevel.value - '-instrument.bonusLevel.value' - instrument.bonusLevel.distance.absolute - '-instrument.bonusLevel.distance.absolute' - instrument.bonusLevel.distance.relative - '-instrument.bonusLevel.distance.relative' - instrument.cap.value - '-instrument.cap.value' - instrument.cap.distance.absolute - '-instrument.cap.distance.absolute' - instrument.cap.distance.relative - '-instrument.cap.distance.relative' - instrument.cap.cashFlow - '-instrument.cap.cashFlow' - instrument.knockOut.observation.type - '-instrument.knockOut.observation.type' - instrument.knockOut.value - '-instrument.knockOut.value' - instrument.knockOut.distance.absolute - '-instrument.knockOut.distance.absolute' - instrument.knockOut.distance.relative - '-instrument.knockOut.distance.relative' - instrument.knockOut.breach.breached - '-instrument.knockOut.breach.breached' - instrument.knockOut.breach.datetime - '-instrument.knockOut.breach.datetime' - instrument.knockIn.observation.type - '-instrument.knockIn.observation.type' - instrument.knockIn.value - '-instrument.knockIn.value' - instrument.knockIn.distance.absolute - '-instrument.knockIn.distance.absolute' - instrument.knockIn.distance.relative - '-instrument.knockIn.distance.relative' - instrument.knockIn.breach.breached - '-instrument.knockIn.breach.breached' - instrument.knockIn.breach.datetime - '-instrument.knockIn.breach.datetime' - instrument.lockOut.observation.type - '-instrument.lockOut.observation.type' - instrument.lockOut.value - '-instrument.lockOut.value' - instrument.lockOut.distance.absolute - '-instrument.lockOut.distance.absolute' - instrument.lockOut.distance.relative - '-instrument.lockOut.distance.relative' - instrument.lockOut.cashFlow - '-instrument.lockOut.cashFlow' - instrument.lockIn.observation.type - '-instrument.lockIn.observation.type' - instrument.lockIn.value - '-instrument.lockIn.value' - instrument.lockIn.distance.absolute - '-instrument.lockIn.distance.absolute' - instrument.lockIn.distance.relative - '-instrument.lockIn.distance.relative' - instrument.lockIn.cashFlow - '-instrument.lockIn.cashFlow' - instrument.capitalGuarantee.value - '-instrument.capitalGuarantee.value' - instrument.capitalGuarantee.distance.absolute - '-instrument.capitalGuarantee.distance.absolute' - instrument.capitalGuarantee.distance.relative - '-instrument.capitalGuarantee.distance.relative' - instrument.capitalGuarantee.cashFlow - '-instrument.capitalGuarantee.cashFlow' - instrument.couponTriggerLevel.value - '-instrument.couponTriggerLevel.value' - instrument.couponTriggerLevel.distance.absolute - '-instrument.couponTriggerLevel.distance.absolute' - instrument.couponTriggerLevel.distance.relative - '-instrument.couponTriggerLevel.distance.relative' - instrument.couponTriggerLevel.cashFlow - '-instrument.couponTriggerLevel.cashFlow' - instrument.rangeKnockOut.observation.type - '-instrument.rangeKnockOut.observation.type' - instrument.rangeKnockOut.upper.value - '-instrument.rangeKnockOut.upper.value' - instrument.rangeKnockOut.lower.value - '-instrument.rangeKnockOut.lower.value' - instrument.rangeKnockOut.breach.breached - '-instrument.rangeKnockOut.breach.breached' - instrument.rangeKnockOut.breach.datetime - '-instrument.rangeKnockOut.breach.datetime' - instrument.rangeKnockOut.cashFlow - '-instrument.rangeKnockOut.cashFlow' - instrument.participation - '-instrument.participation' - instrument.constantLeverage - '-instrument.constantLeverage' - instrument.nominalCurrency.isoCode - '-instrument.nominalCurrency.isoCode' - instrument.currentInterestRate.type - '-instrument.currentInterestRate.type' - instrument.currentInterestRate.value - '-instrument.currentInterestRate.value' - keyFigures.bonusYield.absolute - '-keyFigures.bonusYield.absolute' - keyFigures.bonusYield.relative - '-keyFigures.bonusYield.relative' - keyFigures.bonusYield.annualized - '-keyFigures.bonusYield.annualized' - keyFigures.sidewaysYield.absolute - '-keyFigures.sidewaysYield.absolute' - keyFigures.sidewaysYield.relative - '-keyFigures.sidewaysYield.relative' - keyFigures.sidewaysYield.annualized - '-keyFigures.sidewaysYield.annualized' - keyFigures.maximumYield.absolute - '-keyFigures.maximumYield.absolute' - keyFigures.maximumYield.relative - '-keyFigures.maximumYield.relative' - keyFigures.maximumYield.annualized - '-keyFigures.maximumYield.annualized' - keyFigures.agio.absolute - '-keyFigures.agio.absolute' - keyFigures.agio.relative - '-keyFigures.agio.relative' - keyFigures.agio.annualized - '-keyFigures.agio.annualized' - keyFigures.discount.absolute - '-keyFigures.discount.absolute' - keyFigures.discount.relative - '-keyFigures.discount.relative' - keyFigures.breakEven.breakEvenPoint - '-keyFigures.breakEven.breakEvenPoint' - keyFigures.spread.harmonized - '-keyFigures.spread.harmonized' - keyFigures.spread.relative - '-keyFigures.spread.relative' - keyFigures.delta.effective - '-keyFigures.delta.effective' - keyFigures.delta.unadjusted - '-keyFigures.delta.unadjusted' - keyFigures.thetaOneWeek.effective - '-keyFigures.thetaOneWeek.effective' - keyFigures.thetaOneWeek.unadjusted - '-keyFigures.thetaOneWeek.unadjusted' - keyFigures.vega.effective - '-keyFigures.vega.effective' - keyFigures.vega.unadjusted - '-keyFigures.vega.unadjusted' - keyFigures.leverage - '-keyFigures.leverage' - keyFigures.omega - '-keyFigures.omega' - keyFigures.impliedVolatility - '-keyFigures.impliedVolatility' - keyFigures.intrinsicValue - '-keyFigures.intrinsicValue' - keyFigures.timeValue - '-keyFigures.timeValue' - keyFigures.outperformancePoint - '-keyFigures.outperformancePoint' - keyFigures.parity - '-keyFigures.parity' - performance.intraday - '-performance.intraday' - performance.sinceIssue.ask - '-performance.sinceIssue.ask' - performance.sinceIssue.bid - '-performance.sinceIssue.bid' - performance.endOfDay.day1 - '-performance.endOfDay.day1' - performance.endOfDay.week1 - '-performance.endOfDay.week1' - performance.endOfDay.month1 - '-performance.endOfDay.month1' - performance.endOfDay.months3 - '-performance.endOfDay.months3' - performance.endOfDay.months6 - '-performance.endOfDay.months6' - performance.endOfDay.year1 - '-performance.endOfDay.year1' - performance.endOfDay.years3 - '-performance.endOfDay.years3' - performance.endOfDay.years5 - '-performance.endOfDay.years5' - performance.endOfDay.yearToDate - '-performance.endOfDay.yearToDate' - volatility.week1 - '-volatility.week1' - volatility.month1 - '-volatility.month1' - volatility.months3 - '-volatility.months3' - volatility.months6 - '-volatility.months6' - volatility.year1 - '-volatility.year1' - volatility.years3 - '-volatility.years3' - volatility.years5 - '-volatility.years5' - volatility.yearToDate - '-volatility.yearToDate' 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 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' GetSecuritizedDerivativeGet200Response: description: Successful Response content: application/json: schema: type: object properties: data: nullable: false type: object x-property-sort: - isin - nsin - isPrivatePlacement - name - shortName - type - isIncomplete - lifeCycle - countrySecurityRegistration - referenceDebtor - isCollateralized - isQuanto - capitalProtection - hasCatchUp - hasAutomaticExercise - orderVolume - redemptionAmount - managementFee - nominal - issuer - issue - exercise - settlement description: Instrument data of the securitized derivative. 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. isPrivatePlacement: nullable: true type: boolean description: >- If true, the instrument is part of a private placement and therefore not publicly traded. 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). Please refer to 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. isIncomplete: nullable: true type: boolean description: >- If true, the data supplier has marked the data for this instrument as incomplete. lifeCycle: nullable: false type: object x-property-sort: - subscriptionPeriod - valutaIssue - initialFixing - issue - intradayActivation - tradingPeriod - startExercisePeriod - valuation - maturity - repayment - cancellation description: Important dates of the instrument. properties: subscriptionPeriod: nullable: true type: object format: dateRange properties: start: nullable: true type: string format: date description: Date of the start of the subscription period. end: nullable: true type: string format: date description: Date of the end of the subscription period. x-property-sort: - start - end required: - start - end description: Subscription period. valutaIssue: nullable: true type: string format: date description: >- Date by which the issuer requires receiving the purchase price for a newly issued product purchased during the subscription period. initialFixing: nullable: true type: string format: date description: Date of the initial fixing. issue: nullable: true type: string format: date description: Date of the issue. intradayActivation: nullable: false type: object x-property-sort: - time - isActivated description: Intraday activation data properties: time: nullable: true type: string format: datetime description: Date and time of the intraday activation. isActivated: nullable: true type: boolean description: If true, this instrument is activated intraday. tradingPeriod: nullable: true type: object format: dateRange properties: start: nullable: true type: string format: date description: >- Date of the instrument's first trading day defined by the issuer. end: nullable: true type: string format: date description: >- Date of the instrument's last trading day defined by the issuer. x-property-sort: - start - end required: - start - end description: Trading period defined by the issuer. startExercisePeriod: nullable: true type: string format: date description: >- Date of the start of the exercise period, which ends with the valuation. valuation: nullable: true type: string format: date description: Date of the valuation. 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. repayment: nullable: true type: string format: date description: Date of the repayment. cancellation: nullable: true type: string format: date description: Date of the cancellation day defined by the issuer. countrySecurityRegistration: nullable: false description: >- List of countries where the instrument is registered. See endpoint `/basic/region/country/list` 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 country. name: nullable: true type: string format: localizedString description: Name of the country. referenceDebtor: nullable: false type: object x-property-sort: - instrument - legalEntity description: >- Legal entity to be monitored for credit risk and its respective debt instrument, if available. properties: instrument: nullable: false type: object x-property-sort: - id description: >- Instrument of the reference debt issue. The reference debt issue is used to determine if a credit event for the reference debtor has occurred. If the securitized derivative is not related to a particular reference debt issue, but to the reference debtor as a whole, the attribute `instrument` is null. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the reference debt issue instrument. legalEntity: nullable: false type: object x-property-sort: - id - name - lei description: >- Legal entity data of the reference debtor that is monitored for credit events. See endpoint `/legalEntity/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the reference debtor. name: nullable: true type: string description: Name of the reference debtor. lei: nullable: true type: string description: Legal Entity Identifier of the reference debtor. isCollateralized: nullable: true type: boolean description: >- If true, this instrument is protected against an issuer default by collateral (e.g. COSI collateralization by SIX Swiss Exchange). isQuanto: nullable: true type: boolean description: >- If true, the risk of exchange rate fluctuations between the value unit of the underlying (all of them, in case of multiple underlyings) and the value unit of the redemption is hedged. capitalProtection: nullable: true type: number format: relativeValue description: >- Proportion of the nominal amount protected against loss, usually 100%. hasCatchUp: nullable: true type: boolean description: >- If true, the instrument has a so-called "memory feature" (also called "catch up"). This means that a conditional payment that has not been paid out could be paid on a subsequent payment date if the condition is then satisfied. hasAutomaticExercise: nullable: true type: boolean description: >- If true, the instrument will be automatically exercised at termination (such as maturity, premature call, or premature payout). It prevents such products from becoming worthless, meaning the investor does not have to undertake any steps in order to receive the payable amount. orderVolume: nullable: false type: object x-property-sort: - minimum - increment description: >- Conditions on the order volume for placing an order with the issuer. properties: minimum: nullable: true type: number format: int32 description: >- Minimum order volume required for placing an order at the trading venue of the notation for the given market phase. increment: nullable: true type: number format: real description: >- Increment of the order volume over the minimum (see attribute inimumOrderVolumeSecDer) required for placing an order at the respective trading venue. The order volume over the minimum must be an integral multiple of the increment. The value unit for this attribute is the same as for the attribute tradingVolumeLatestTradePrice. redemptionAmount: nullable: true type: number format: real description: >- Actual redemption amount after expiry (e.g. knock out, maturity etc) for securitized derivatives with a so-called knock-out feature. The currency of the redemption amount is given by `issue.valueUnit` and is always a main currency for securitized derivatives with that feature. managementFee: nullable: true type: number format: relativeValue description: >- Management fee paid annually by the investor to the issuer of the securitized derivative instrument. nominal: nullable: false type: object x-property-sort: - value - currency description: Nominal data of the instrument. properties: value: nullable: true type: number format: real description: Nominal value. currency: nullable: false type: object x-property-sort: - id - code description: >- Main currency data of nominal. See endpoint `/basic/valueUnit/currency/main/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Idenitifier of the main currency. code: nullable: true type: string description: Code of the main currency. issuer: nullable: false type: object x-property-sort: - id - name - lei - group description: >- Issuer and issuer group of the securitized derivative. See endpoint `/securitizedDerivative/issuer/search` for possible values. properties: id: nullable: true type: number format: id32 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. group: nullable: false type: object x-property-sort: - id - name description: >- Issuer group. The issuer group is defined by FactSet and does not represent an actual juristic person. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the issuer group. name: nullable: true type: string description: Name of the issuer group. issue: nullable: false type: object x-property-sort: - price - admittedVolume - valueUnit - surcharge description: Issue data of the instrument. properties: price: nullable: true type: number format: real description: The price at which the instrument was issued. admittedVolume: nullable: true type: number format: int32 description: >- Number of pieces of the instrument admitted to trading by the regulating authority. valueUnit: nullable: false type: object x-property-sort: - id - code description: >- Value unit of the issuing price such as a main or a fractional currency for a per-unit-quoted securitized derivative, or percentages for a securitized derivative quoted in percent of the nominal (see attribute `nominal`). See endpoint `/basic/valueUnit/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Idenitifier of the value unit. code: nullable: true type: string description: Code of the value unit. surcharge: nullable: true type: number format: relativeValue description: >- Issue surcharge. An additional charge paid to the issuer when purchasing the product during the subscription period (see attribute `lifeCycle.subscriptionPeriod`). exercise: nullable: false type: object x-property-sort: - right - style description: Exercise data of the instrument. properties: right: nullable: true type: string description: Code of the exercise right. x-enum-description: - >- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. - >- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. enum: - put - call style: nullable: true type: string description: Code of the exercise style. x-enum-description: - >- An American style option can be exercised anytime during its life. - >- A European style option can be exercised at the end of its life. - >- A Bermudan style option can only be exercised on predetermined dates. enum: - american - european - bermudan settlement: nullable: true type: string description: >- Settlement is the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out. x-enum-description: - Transfer of a cash amount. - Physical delivery of the underlying asset. - Cash or physical, at the discretion of the issuer. enum: - cash - physical - either meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status GetSecuritizedDerivativeBarrierTypeList200Response: 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 - description - kind properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the barrier type. name: nullable: true type: string description: English name of the barrier type. description: nullable: true type: string description: English description of the barrier type. kind: nullable: true type: string description: Kind of the barrier type. x-enum-description: - >- Barrier types of this kind represent either a lower or an upper bound derived from the exercise right of the securitized derivative, see attribute `exercise.right` in endpoint `/securitizedDerivative/get`. - >- Barrier types of this kind represent a range with a lower and an upper bound. enum: - single - range description: List of barrier 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 PostSecuritizedDerivativeIssuerSearch200Response: 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 the issuer. name: nullable: true type: string description: Name of the issuer. count: nullable: true type: number format: int32 description: Number of securitized derivatives issued. description: >- List of issuers, including issuer groups, sorted descending by the number of securitized derivatives 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 GetSecuritizedDerivativeKeyFiguresNotationGet200Response: description: Successful Response content: application/json: schema: type: object properties: data: nullable: false type: object x-property-sort: - prices - underlyings - currency - performanceIssue - bonusYield - sidewaysYield - maximumYield - agio - discount - breakEven - spread - delta - thetaOneWeek - vega - leverage - omega - impliedVolatility - intrinsicValue - timeValue - outperformancePoint - parity description: Notation-based key figures of the securitized derivative. properties: prices: nullable: false type: object x-property-sort: - ask - bid - valueUnit description: >- Prices of the securitized derivative, used for the calculation. See attribute `prices.valueUnit` for the unit. properties: ask: nullable: false type: object x-property-sort: - time - price description: Ask price. properties: time: nullable: true type: string format: datetime description: Date and time. price: nullable: true type: number format: real description: Price value. bid: nullable: false type: object x-property-sort: - time - price description: Bid price. properties: time: nullable: true type: string format: datetime description: Date and time. price: 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 securitized derivative, such as a main or a fractional currency for a per-unit-quoted securitized derivative, or percentages for a securitized derivative quoted in percent of the nominal (see attribute `nominal` in endpoint `/securitizedDerivative/get`). 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. underlyings: nullable: false type: array items: type: object nullable: false x-property-sort: - name - notation - level - valueUnit properties: name: nullable: true type: string format: localizedString description: >- Name of the underlying, provided also if there is no notation for the underlying. notation: nullable: false type: object x-property-sort: - id - instrument description: >- Notation of the underlying. If there is no notation for the underlying, the object is null. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the notation. instrument: nullable: false type: object x-property-sort: - id description: Instrument of the underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the instrument. level: nullable: false type: object x-property-sort: - time - value description: >- Level (e.g. price or index value) of the underlying used for calculation. properties: time: nullable: true type: string format: datetime description: Date and time. value: nullable: true type: number format: real description: >- Level value. See attribute `underlyings.valueUnit` for the unit. valueUnit: nullable: false type: object x-property-sort: - id - code description: >- Value unit of the underlying, provided also if there is no notation for the underlying. 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. description: Details of the underlyings. currency: nullable: false type: object x-property-sort: - id - code description: >- Main or fractional currency of the attributes expressed in absolute terms, unless specified otherwise. See endpoint `/basic/valueUnit/currency/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. performanceIssue: nullable: false type: object x-property-sort: - ask - bid description: >- Ask and bid-based performance since issue, see attribute `issue` in endpoint `/securitizedDerivative/get` for the issue date. It represents the difference between the ask (bid respectively) price of the derivative's notation and the issue price. For securitized derivatives quoted in percent, the result is multiplied with the nominal (see attribute `nominal.value` in endpoint `/securitizedDerivative/get`) in order to calculate the value in absolute terms. properties: ask: nullable: false type: object x-property-sort: - absolute - relative - annualized description: Ask-based performance. properties: absolute: nullable: true type: number format: real description: Performance in absolute terms. relative: nullable: true type: number format: relativeValue description: Performance relative to the issue price. annualized: nullable: true type: number format: relativeValue description: >- Annualized performance relative to the issue price. bid: nullable: false type: object x-property-sort: - absolute - relative - annualized description: Bid-based performance. properties: absolute: nullable: true type: number format: real description: Performance in absolute terms. relative: nullable: true type: number format: relativeValue description: Performance relative to the issue price. annualized: nullable: true type: number format: relativeValue description: >- Annualized performance relative to the issue price. bonusYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Bonus yield based on the ask price. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with intact knock-in barrier only. For the barrier breach of barriers with a single limit, see attribute `barrierTypeConditions.barriers.single.breach.isBreached` in endpoint `/securitizedDerivative/underlying/list`, for the breach of the up and down limit of range barriers see attribute `barrierTypeConditions.barriers.range.up/down.breach.isBreached` respectively. properties: absolute: nullable: true type: number format: real description: Bonus yield in absolute terms. relative: nullable: true type: number format: relativeValue description: Bonus yield relative to the ask price. annualized: nullable: true type: number format: relativeValue description: Annualized bonus yield relative to the ask price. sidewaysYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Sideways yield based on the ask price. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity. properties: absolute: nullable: true type: number format: real description: Sideways yield in absolute terms. relative: nullable: true type: number format: relativeValue description: Sideways yield relative to the ask price. annualized: nullable: true type: number format: relativeValue description: Annualized sideways yield relative to the ask price. maximumYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Maximum yield based on the ask price. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). properties: absolute: nullable: true type: number format: real description: Maximum yield in absolute terms. relative: nullable: true type: number format: relativeValue description: Maximum yield relative to the ask price. annualized: nullable: true type: number format: relativeValue description: Annualized maximum yield relative to the ask price. agio: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Agio based on the ask price. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right call, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right put, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible. This key figure is not calculated for securitized derivatives with multiple underlyings. properties: absolute: nullable: true type: number format: real description: Agio in absolute terms. relative: nullable: true type: number format: relativeValue description: Agio relative to the underlying level. annualized: nullable: true type: number format: relativeValue description: Annualized agio relative to the underlying level. discount: nullable: false type: object x-property-sort: - absolute - relative description: >- Discount based on the ask price. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates. This key figure is not calculated for securitized derivatives with multiple underlyings. For the value unit, see attribute `underlyings.valueUnit`. properties: absolute: nullable: true type: number format: real description: Discount in absolute terms. relative: nullable: true type: number format: relativeValue description: Discount relative to the underlying level. breakEven: nullable: false type: object x-property-sort: - breakEvenPoint - distance description: >- Break even point based on the ask price. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative. This key figure is not calculated for securitized derivatives with multiple underlyings. For the value unit, see attribute `underlyings.valueUnit`. properties: breakEvenPoint: nullable: true type: number format: real description: Break even point. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance from the underlying level to the break even point. properties: absolute: nullable: true type: number format: real description: >- Distance in absolute terms. For the value unit, see attribute `underlyings.valueUnit`. relative: nullable: true type: number format: relativeValue description: 'Distance relative to the underlying level. ' spread: nullable: false type: object x-property-sort: - harmonized - relative description: >- Spread of the securitized derivative. It represents the difference between the ask and bid price. properties: harmonized: nullable: true type: number format: real description: >- Spread in absolute terms, adjusted for the cover ratio. relative: nullable: true type: number format: relativeValue description: Spread relative to the ask price. delta: nullable: false type: object x-property-sort: - effective - unadjusted description: >- Ask-based delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only. properties: effective: nullable: true type: number format: real description: >- Delta calculated using the actual cover ration of the securitized derivative. unadjusted: nullable: true type: number format: real description: >- Delta calculated using a (hypothetical) cover ratio of 1:1. thetaOneWeek: nullable: false type: object x-property-sort: - effective - unadjusted description: >- Ask-based weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7/365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only. properties: effective: nullable: true type: number format: real description: >- Weekly theta calculated using the actual cover ratio of the securitized derivative. unadjusted: nullable: true type: number format: real description: >- Weekly theta calculated using a (hypothetical) cover ratio of 1:1. vega: nullable: false type: object x-property-sort: - effective - unadjusted description: >- Ask-based vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only. properties: effective: nullable: true type: number format: real description: >- Vega calculated using the actual cover ratio of the securitized derivative. unadjusted: nullable: true type: number format: real description: >- Vega calculated using a (hypothetical) cover ratio of 1:1. leverage: nullable: true type: number format: real description: >- Ask-based leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged derivatives (e.g. warrants, knock-out certificates). omega: nullable: true type: number format: real description: >- Ask-based omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only. impliedVolatility: nullable: true type: number format: relativeValue description: >- Ask-based implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black-Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only. intrinsicValue: nullable: true type: number format: real description: >- Intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only. timeValue: nullable: true type: number format: real description: >- Ask-based time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value (see attribute `intrinsicValue`). This key figure is calculated for plain vanilla warrants only. outperformancePoint: nullable: true type: number format: real description: >- Ask-based outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). This key figure is not calculated for securitized derivatives with multiple underlyings. For the value unit, see attribute `underlyings.valueUnit`. parity: nullable: true type: number format: real description: >- Parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only. meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status PostSecuritizedDerivativeNotationRankingIntradayList200Response: description: Successful Response content: application/json: schema: type: object properties: data: nullable: false type: array items: type: object nullable: false x-property-sort: - id - symbol - fsym - market - valueUnit - trade - quality - accumulated - instrument - categorization - lifeCycle - issuer - exercise - participation - underlying - knockedOut - knockedIn properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of a notation. symbol: nullable: true type: string 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. 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`). market: nullable: false type: object x-property-sort: - id - name description: Market of the notation. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the market. name: nullable: true type: string format: localizedString description: Name of the market. valueUnit: nullable: false type: object x-property-sort: - id - code 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. 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: 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. trade: nullable: false type: object x-property-sort: - time - price - performance description: Most recent trade price and performance. properties: time: nullable: true type: string format: datetime description: Date and time. price: nullable: true type: number format: real description: Price value. See attribute `valueUnit` for its unit. performance: nullable: false type: object x-property-sort: - absolute - relative description: >- Performance of the most recent price calculated against the latest price which has occurred before the start of the current trading day. properties: absolute: nullable: true x-sortable: true type: number format: real description: >- Absolute value. See attribute `valueUnit` for its unit. relative: nullable: true x-sortable: true x-default-sort-attribute: true x-default-sort-direction: 2 type: number format: relativeValue description: Relative value. quality: nullable: true type: string description: >- Quality of the trade-related attributes, see attributes `trade` and `accumulated`. x-enum-description: - >- Real-time: intraday prices with minimal technical processing delays. - >- Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes. enum: - RLT - DLY accumulated: nullable: false type: object x-property-sort: - numberTrades - tradingVolume - tradingValue - currency description: >- Summary data accumulated over all trades of the current trading day. properties: numberTrades: nullable: true x-sortable: true type: number format: real description: Number of trades. tradingVolume: nullable: true x-sortable: true type: number format: real description: >- Number of units (e.g. shares) traded. For securitized derivatives quoted in percent (attribute `valueUnit.id=258`), this field represents the nominal trading volume; see attribute currency for its unit. tradingValue: nullable: true x-sortable: true type: number format: real description: >- Monetary equivalent (cash value) of the trades. See attribute `currency` for its unit. currency: nullable: false type: object x-property-sort: - id - code description: >- Main currency of the trading value. For securitized derivatives quoted in percent, it is also the currency of the nominal trading volume, for the latter see attribute `accumulated.tradingVolume`. For securitized derivatives quoted in units, this attribute contains the same unit as the attribute `valueUnit`. See endpoint `/basic/valueUnit/main/currency/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. instrument: nullable: false type: object x-property-sort: - id - name - shortName - isin - nsin - fsym description: Instrument data of the notation. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the 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. isin: nullable: true type: string 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. 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: - ddv - eusipa description: >- Categorization of the securitized derivative. Not all securitized derivatives have an assignement to all category systems. For each category system, the categories are arranged in a hierarchy, with level 1 representing the most coarse granularity and further levels successively refining the granularity. properties: ddv: nullable: false description: >- Categorization based on the DDV (Deutscher Derivate Verband, German for German Derivatives Association) product classification. This category system covers securitized derivatives traded in Germany except exchange trade commodities (ETC) and exchange traded notes (ETN). See endpoint `/category/listBySystem` for category system 23 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 category. name: nullable: true type: string format: localizedString description: Name of the category. eusipa: nullable: false description: >- Categorization based on the EUSIPA (European Structured Investment Products Association) product classification. This category system covers all securitized derivatives. See endpoint `/category/listBySystem` for category system 18 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 category. name: nullable: true type: string format: localizedString description: Name of the category. lifeCycle: nullable: false type: object x-property-sort: - maturity description: Important dates of the securitized derivative. properties: maturity: nullable: false type: object x-property-sort: - perpetual description: Maturity data. properties: perpetual: nullable: true type: boolean description: >- Indicates whether the securitized derivative is perpetual, i.e. it does not mature (`true`), or is not perpetual (`false`). issuer: nullable: false type: object x-property-sort: - id - name - group description: >- Issuer data of the securitized derivative. See endpoint `/securitizedDerivative/issuer/search` for possible values for the issuer and the issuer group. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the issuer. name: nullable: true type: string description: Name of the issuer. group: nullable: false type: object x-property-sort: - id - name description: >- Issuer group. The issuer group is defined by FactSet and does not represent an actual juristic person. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the issuer group. name: nullable: true type: string description: Name of the issuer group. exercise: nullable: false type: object x-property-sort: - right description: Exercise data of the securitized derivative. properties: right: nullable: true type: string description: Exercise right. x-enum-description: - >- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels. - >- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels. enum: - put - call participation: nullable: true type: string description: >- Participation direction of a factor certificate at the level movement of its effective underlying. x-enum-description: - >- The factor certificate participates positively with rising levels of its effective underlying. - >- The factor certificate participates negatively with rising levels of its effective underlying. enum: - long - short underlying: nullable: false type: object x-property-sort: - name - notation - effectiveUnderlying description: Underlying data of the securitized derivative. properties: name: nullable: true type: string description: >- Name of the underlying, provided also if there is no notation for the underlying. notation: nullable: false type: object x-property-sort: - id - instrument description: >- Notation of the underlying. All contained attributes are `null` if there is no notation for the underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the notation. instrument: nullable: false type: object x-property-sort: - id - typeComposite description: Instrument of the underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the instrument. typeComposite: nullable: true type: string description: >- Type of composite instrument, in case the underlying is a composite instrument. x-enum-description: - >- A basket is a composite instrument which consists of several components. Its value is calculated as the weighted combination of the levels of the components. All weights are positive. - >- An alpha structure is a composite instrument which consists of two components. Its value is calculated as the difference of the performances of the components. The performances are measured starting at the date specified in the conditions of the securitized derivative. - >- A futures spread is a composite instrument which is built of two or more different futures contracts as its components. - >- A factor index is a composite instrument that reflects the day-to-day performance of its component, multiplied with a constant factor. The related capital costs and fees for calculation and administration are not represented. enum: - basket - alphaStructure - futuresSpread - factorIndex effectiveUnderlying: nullable: false type: object x-property-sort: - instrument description: Effective underlying of a factor certificate. properties: instrument: nullable: false type: object x-property-sort: - id - name description: Instrument of the effective underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the instrument. name: nullable: true type: string format: localizedString description: Name of the instrument. knockedOut: nullable: true type: boolean description: >- Indicates whether the securitized derivative is knocked-out (`true`) or not (`false`). Particularly relevant for knock-out certificates. knockedIn: nullable: true type: boolean description: >- Indicates whether the securitized derivative is knocked-in (`true`) or not (`false`). Particularly relevant for bonus certificates but also for securitized derivatives that might have additional protection such as reverse convertible bonds, discount certificates, and capital-protection certificates. description: List of notations. 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 PostSecuritizedDerivativeNotationScreenerValueRangesGet200Response: 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 - categorization - market - lifeCycle - issuer - exercise - settlement - collateralized - quanto - capitalProtection - underlying - strike - bonusLevel - cap - knockOut - knockIn - lockOut - lockIn - capitalGuarantee - couponTriggerLevel - rangeKnockOut - participation - constantLeverage - nominalCurrency - currentInterestRate - keyFigures - performance - volatility 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. categorization: nullable: false type: object x-property-sort: - ddv - eusipa description: >- Lists of categories of the securitized derivatives. Starting with the most coarse level (one), for each level of the category system, the list of categories of the securitized derivatives, matching the parameters, is returned. See endpoint `/category/listBySystem` for possible values. properties: ddv: nullable: false type: array items: type: object nullable: false x-property-sort: - level - categories properties: level: nullable: false type: object x-property-sort: - number description: Category level. properties: number: nullable: true type: number format: int32 description: >- Category level, indicating the distance to the root of the category hierarchy. categories: nullable: false type: array items: type: object nullable: false x-property-sort: - id - name - parent - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of a category. name: nullable: true type: string format: localizedString description: Name of the category. parent: nullable: false type: object x-property-sort: - id description: >- Parent category or `null` if this category is on the first level. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. count: nullable: true type: number format: int32 description: Number of notations. description: >- List of categories for the given level of the categorization. description: >- Categorization based on the DDV (Deutscher Derivate Verband, German for German Derivatives Association) product classification. This category system (`id=23`) covers securitized derivatives traded in Germany except exchange trade commodities (ETC) and exchange traded notes (ETN). eusipa: nullable: false type: array items: type: object nullable: false x-property-sort: - level - categories properties: level: nullable: false type: object x-property-sort: - number description: Category level. properties: number: nullable: true type: number format: int32 description: >- Category level, indicating the distance to the root of the category hierarchy. categories: nullable: false type: array items: type: object nullable: false x-property-sort: - id - name - parent - count properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of a category. name: nullable: true type: string format: localizedString description: Name of the category. parent: nullable: false type: object x-property-sort: - id description: >- Parent category or `null` if this category is on the first level. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. count: nullable: true type: number format: int32 description: Number of notations. description: >- List of categories for the given level of the categorization. description: >- Categorization based on the EUSIPA (European Structured Investment Products Association) product classification. This category system (`id=18`) covers all securitized derivatives. market: 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 market. name: nullable: true type: string format: localizedString description: Name of the market. count: nullable: true type: number format: int32 description: Number of notations. description: List of market identifiers. lifeCycle: nullable: false type: object x-property-sort: - issue - maturity - callable - valuation - repayment 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 - remainingTermDays - 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. remainingTermDays: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range for the remaining term to maturity expressed in days. 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 securitized derivatives are among the results. A perpetual securitized derivative 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 securitized derivatives are among the results. A callable securitized derivative is one that may be redeemed by the issuer prior to maturity. valuation: nullable: false type: object x-property-sort: - minimum - maximum description: Date range of the valuation date. properties: minimum: nullable: true type: string format: date description: Minimum date. maximum: nullable: true type: string format: date description: Maximum date. repayment: nullable: false type: object x-property-sort: - minimum - maximum description: Date range of the repayment date. properties: minimum: nullable: true type: string format: date description: Minimum date. maximum: nullable: true type: string format: date description: Maximum date. issuer: nullable: false type: object x-property-sort: - juristicPerson - group description: >- List of issuers. See endpoint `/securitizedDerivative/issuer/search` for possible values. 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 issuers that represent an actual juristic person. group: 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 group. name: nullable: true type: string description: Name of the issuer group. count: nullable: true type: number format: int32 description: Number of notations description: >- List of issuer groups. The issuer group is defined by FactSet and does not represent an actual juristic person. exercise: nullable: false type: object x-property-sort: - right - style description: Values related to the exercise. properties: right: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: string description: Attribute value x-enum-description: - >- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels. - >- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels. enum: - put - call count: nullable: true type: number format: int32 description: Number of notations description: Exercise right. style: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: string description: Attribute value. x-enum-description: - >- An American-style securitized derivative can be exercised anytime during its life. - >- An European-style securitized derivative can be exercised at maturity only. - >- A Bermudan-style securitized derivative can be exercised only on predetermined dates . enum: - american - european - bermudan count: nullable: true type: number format: int32 description: Number of notations. description: Exercise style. settlement: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: string description: Attribute value. x-enum-description: - Transfer of a cash amount. - Physical delivery of the underlying asset. - Cash or physical, at the discretion of the issuer. enum: - cash - physical - either count: nullable: true type: number format: int32 description: Number of notations. description: >- Values related to the settlement. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out. collateralized: 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 securitized derivatives with and without protection against an issuer default are among the results. An example for such a collateralization is the COSI flag provided by SIX Swiss Exchange. quanto: 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 quanto and non-quanto securitized derivatives are among the results. Quanto means that the risk of exchange rate fluctuations between the value unit of the underlying and the value unit of the cash flows is hedged. capitalProtection: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the capital protection, that is the proportion of the nominal amount protected against loss. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value underlying: nullable: false type: object x-property-sort: - instrument - notation - effectiveUnderlying description: Lists of underlyings. properties: instrument: nullable: false type: array items: type: object nullable: false x-property-sort: - id - count properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of an instrument. count: nullable: true type: number format: int32 description: Number of notations. description: Underlying instruments. notation: nullable: false type: array items: type: object nullable: false x-property-sort: - id - count properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of a notation. count: nullable: true type: number format: int32 description: Number of notations. description: Underlying notations. effectiveUnderlying: nullable: false type: object x-property-sort: - instrument description: List of effective underylings of factor certificates. properties: instrument: nullable: false type: array items: type: object nullable: false x-property-sort: - id - count properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of an instrument count: nullable: true type: number format: int32 description: Number of notations description: Underlying instruments. strike: nullable: false type: object x-property-sort: - value - distance description: Value ranges related to the strike. properties: value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the strike. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value range of the distance of the current underlying level to the strike. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. bonusLevel: nullable: false type: object x-property-sort: - value - distance description: Value ranges related to the bonus level. properties: value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the bonus level. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value range of the distance of the current underlying level to the bonus level. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. cap: nullable: false type: object x-property-sort: - value - distance - cashFlow description: Value ranges related to the cap. properties: value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cap. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value range of the distance of the current underlying level to the cap. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. cashFlow: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cash flow amount. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. knockOut: nullable: false type: object x-property-sort: - observation - value - distance - breached description: Values and value ranges related to the knock-out. properties: observation: nullable: false type: array items: type: object nullable: false x-property-sort: - type - count properties: type: nullable: true type: string description: Observation type. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod count: nullable: true type: number format: int32 description: Number of notations. description: Values of the barrier observation modality. value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the knock-out. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value range of the distance of the current underlying level to the knock-out. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. breached: 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 securitized derivatives with a breached and with a non-breached knock-out barrier are among the results. knockIn: nullable: false type: object x-property-sort: - observation - value - distance - breached - cashFlow description: Values and value ranges related to the knock-in. properties: observation: nullable: false type: array items: type: object nullable: false x-property-sort: - type - count properties: type: nullable: true type: string description: Observation type. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod count: nullable: true type: number format: int32 description: Number of notations. description: Values of the barrier observation modality. value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the knock-in. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the knock-in. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. breached: 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 securitized derivatives with a breached and with a non-breached knock-in barrier are among the results. cashFlow: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cash flow amount. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. lockOut: nullable: false type: object x-property-sort: - observation - value - distance - cashFlow description: Values and value ranges related to the lock-out. properties: observation: nullable: false type: array items: type: object nullable: false x-property-sort: - type - count properties: type: nullable: true type: string description: Observation type. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod count: nullable: true type: number format: int32 description: Number of notations. description: Values of the barrier observation modality. value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the lock-out. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value range of the distance of the current underlying level to the lock-out. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. cashFlow: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cash flow amount. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. lockIn: nullable: false type: object x-property-sort: - observation - value - distance - cashFlow description: Values and value ranges related to the lock-in. properties: observation: nullable: false type: array items: type: object nullable: false x-property-sort: - type - count properties: type: nullable: true type: string description: Observation type. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod count: nullable: true type: number format: int32 description: Number of notations. description: Values of the barrier observation modality. value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the lock-in. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value range of the distance of the current underlying level to the lock-in. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. cashFlow: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cash flow amount. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. capitalGuarantee: nullable: false type: object x-property-sort: - value - distance - cashFlow description: Value ranges related to the capital guarantee. properties: value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the capital guarantee. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value range of the distance of the current underlying level to the capital guarantee. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. cashFlow: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cash flow amount. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. couponTriggerLevel: nullable: false type: object x-property-sort: - value - distance - cashFlow description: Value ranges related to the coupon trigger level. properties: value: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the coupon trigger level. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the coupon trigger level. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value relative: nullable: false type: object x-property-sort: - minimum - maximum description: Distance relative to the current underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. cashFlow: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cash flow amount. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. rangeKnockOut: nullable: false type: object x-property-sort: - observation - upper - lower - breached - cashFlow description: Values and value ranges related to the range knock-out. properties: observation: nullable: false type: array items: type: object nullable: false x-property-sort: - type - count properties: type: nullable: true type: string description: Observation type. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod count: nullable: true type: number format: int32 description: Number of notations. description: Values of the barrier observation modality. upper: nullable: false type: object x-property-sort: - value description: Upper bound of the range knock-out. properties: value: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the upper bound of the range knock-out. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. lower: nullable: false type: object x-property-sort: - value description: Lower bound of the range knock-out. properties: value: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the lower bound of the range knock-out. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. breached: 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 securitized derivatives with a breached and with a non-breached range knock-out barrier are among the results. cashFlow: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the cash flow amount. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. participation: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: string description: Attribute value. x-enum-description: - >- The factor certificate participates positively with rising levels of its effective underlying. - >- The factor certificate participates negatively with rising levels of its effective underlying. enum: - long - short count: nullable: true type: number format: int32 description: Number of notations. description: >- Values of the participation direction of factor certificates at the level movement of its effective underlying. constantLeverage: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: number format: real description: Constant leverage. count: nullable: true type: number format: int32 description: Number of notations. description: Values of the constant leverage of factor certificates. nominalCurrency: 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 the 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: >- Values of the main currency of the nominal and of the coupon payments. See endpoint `/basic/valueUnit/currency/main/list` for possible values. currentInterestRate: nullable: false type: object x-property-sort: - types - value description: >- Values and value ranges related to the current interest rate. properties: types: nullable: false type: array items: type: object nullable: false x-property-sort: - value - count properties: value: nullable: true type: string description: Attribute value. x-enum-description: - >- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative. - >- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative. enum: - fixed - variable count: nullable: true type: number format: int32 description: Number of notations. description: Values of the type of the interest rate. value: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the Interest rate of the current coupon period. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. keyFigures: nullable: false type: object x-property-sort: - bonusYield - sidewaysYield - maximumYield - agio - discount - breakEven - spread - delta - thetaOneWeek - vega - leverage - omega - impliedVolatility - intrinsicValue - timeValue - outperformancePoint - parity description: Value ranges related to key figures. properties: bonusYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: Value ranges related to the bonus yield. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the bonus yield in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. relative: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the bonus yield relative to the ask price. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. annualized: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the annualized bonus yield relative to the ask price. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. sidewaysYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: Value ranges related to the sideways yield. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the sideways yield in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. relative: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the sideways yield relative to the ask price. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. annualized: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the annualized sideways yield relative to the ask price. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. maximumYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: Value ranges related to the maximum yield. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the maximum yield in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. relative: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the maximum yield relative to the ask price. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. annualized: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the annualized maximum yield relative to the ask price. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. agio: nullable: false type: object x-property-sort: - absolute - relative - annualized description: Value ranges related to the agio. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the agio in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. relative: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the agio relative to the underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. annualized: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the annualized agio relative to the underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. discount: nullable: false type: object x-property-sort: - absolute - relative description: Value ranges related to the discount. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the discount in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. relative: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the discount relative to the underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. breakEven: nullable: false type: object x-property-sort: - breakEvenPoint - distance description: Value ranges related to the break-even point. properties: breakEvenPoint: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the break-even point. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Value ranges of the distance from the underlying level to the break-even point. properties: absolute: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the distance in absolute terms. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. relative: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the distance relative to the underlying level. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. spread: nullable: false type: object x-property-sort: - harmonized - relative description: Value ranges related to the spread. properties: harmonized: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the spread in absolute terms, adjusted for the cover ratio. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. relative: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the spread relative to the ask price. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. delta: nullable: false type: object x-property-sort: - effective - unadjusted description: Value ranges related to the delta. properties: effective: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the delta calculated using the actual cover ratio of the securitized derivative. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. unadjusted: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the delta calculated using a (hypothetical) cover ratio of 1:1. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. thetaOneWeek: nullable: false type: object x-property-sort: - effective - unadjusted description: Value ranges related to the weekly theta. properties: effective: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the weekly theta calculated using the actual cover ratio of the securitized derivative. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. unadjusted: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the weekly theta calculated using a (hypothetical) cover ratio of 1:1. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. vega: nullable: false type: object x-property-sort: - effective - unadjusted description: Value ranges related to the vega. properties: effective: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the vega calculated using the actual cover ratio of the securitized derivative. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. unadjusted: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the vega calculated using a (hypothetical) cover ratio of 1:1. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. leverage: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the leverage. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. omega: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the omega. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. impliedVolatility: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the implied volatility. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. intrinsicValue: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the intrinsic value. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. timeValue: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the time value. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. outperformancePoint: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the outperformance point. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. parity: nullable: false type: object x-property-sort: - minimum - maximum description: Value range of the parity. properties: minimum: nullable: true type: number format: real description: Minimum value. maximum: nullable: true type: number format: real description: Maximum value. performance: nullable: false type: object x-property-sort: - intraday - sinceIssue - endOfDay description: Value ranges related to the relative performance. properties: intraday: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range related to the relative performance intraday. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. sinceIssue: nullable: false type: object x-property-sort: - ask - bid description: >- Value ranges related to the relative performance since issue. properties: ask: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the ask-based relative performance since issue. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. bid: nullable: false type: object x-property-sort: - minimum - maximum description: >- Value range of the bid-based relative performance since issue. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. endOfDay: nullable: false type: object x-property-sort: - day1 - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- Value ranges related to the end-of-day (EOD) relative performance for different time ranges. properties: day1: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range one day. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. week1: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range one week. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. month1: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range one month. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. months3: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range three months. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. months6: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range six months. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. year1: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range one year. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. years3: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range three years. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. years5: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range five years. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. yearToDate: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range year-to-date (YTD). properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. volatility: nullable: false type: object x-property-sort: - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- Value ranges related to the volatility for different time ranges. properties: week1: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range one week. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. month1: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range one month. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. months3: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range three months. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. months6: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range six months. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. year1: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range one year. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. years3: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range three years. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. years5: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range five years. properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. yearToDate: nullable: false type: object x-property-sort: - minimum - maximum description: Value range for the time range year-to-date (YTD). properties: minimum: nullable: true type: number format: relativeValue description: Minimum value. maximum: nullable: true type: number format: relativeValue description: Maximum value. meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status PostSecuritizedDerivativeNotationScreenerSearch200Response: 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 - symbol - fsym - valueUnit - market - instrument - keyFigures - performance - volatility properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the notation. symbol: nullable: true x-sortable: true type: string 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. 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`). valueUnit: nullable: false type: object x-property-sort: - id - code 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. 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: 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. market: nullable: false type: object x-property-sort: - id - name description: Market of the notation. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the market. name: nullable: true x-sortable: true type: string format: localizedString description: Name of the market. instrument: nullable: false type: object x-property-sort: - id - name - shortName - isin - nsin - fsym - categorization - lifeCycle - issuer - exercise - settlement - collateralized - quanto - capitalProtection - underlying - strike - bonusLevel - cap - knockOut - knockIn - lockOut - lockIn - capitalGuarantee - couponTriggerLevel - rangeKnockOut - participation - constantLeverage - nominalCurrency - currentInterestRate description: Instrument data of the notation. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the instrument. name: nullable: true x-sortable: true x-default-sort-attribute: true x-default-sort-direction: 1 type: string format: localizedString description: Name of the instrument. shortName: nullable: true x-sortable: true type: string format: localizedString description: Short name of the instrument. isin: nullable: true type: string 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 identifiesan 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. 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: - ddv - eusipa description: >- Categorization of the securitized derivative. Not all securitized derivatives have an assignement to all category systems. properties: ddv: nullable: false type: object x-property-sort: - level1 - level2 - level3 description: >- Categorization based on the DDV (Deutscher Derivate Verband, German for German Derivatives Association) product classification. This category system (id=23) covers securitized derivatives traded in Germany except exchange trade commodities (ETC) and exchange traded notes (ETN). properties: level1: nullable: false type: object x-property-sort: - id - name description: First, most coarse, level of categorization. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. name: nullable: true x-sortable: true type: string format: localizedString description: Name of the category. level2: nullable: false type: object x-property-sort: - id - name description: Second level of categorization. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. name: nullable: true x-sortable: true type: string format: localizedString description: Name of the category. level3: nullable: false type: object x-property-sort: - id - name description: >- Third, most detailed, level of categorization. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. name: nullable: true x-sortable: true type: string format: localizedString description: Name of the category. eusipa: nullable: false type: object x-property-sort: - level1 - level2 - level3 description: >- Categorization based on the EUSIPA (European Structured Investment Products Association) product classification. This category system (id=18) covers all securitized derivatives. properties: level1: nullable: false type: object x-property-sort: - id - name description: First, most coarse, level of categorization. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. name: nullable: true x-sortable: true type: string format: localizedString description: Name of the category. level2: nullable: false type: object x-property-sort: - id - name description: Second level of categorization. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. name: nullable: true x-sortable: true type: string format: localizedString description: Name of the category. level3: nullable: false type: object x-property-sort: - id - name description: >- Third, most detailed, level of categorization. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the category. name: nullable: true x-sortable: true type: string format: localizedString description: Name of the category. lifeCycle: nullable: false type: object x-property-sort: - issue - maturity - callable - valuation - repayment description: Important dates of the securitized derivative. properties: issue: nullable: true type: string format: date description: Date of the issue. maturity: nullable: false type: object x-property-sort: - date - remainingTermDays - perpetual description: Maturity data. properties: date: nullable: true x-sortable: true type: string format: date description: >- Date of the securitized derivative's maturity. The value is empty if the instrument is perpetual. remainingTermDays: nullable: true x-sortable: true type: number format: real description: >- Remaining term to maturity expressed in days. The value is empty if the instrument is perpetual. perpetual: nullable: true x-sortable: true type: boolean description: >- If `true`, the securitized derivative is perpetual, i.e. it does not mature, therefore the attributes `date` and `remainingTermDays` are `null`. callable: nullable: true x-sortable: true type: boolean description: >- If `true`, the issuer may redeem the instrument prior to maturity. valuation: nullable: true x-sortable: true type: string format: date description: Date of the valuation. repayment: nullable: true x-sortable: true type: string format: date description: Date of the repayment. issuer: nullable: false type: object x-property-sort: - id - name - group description: Issuer data of the securitized derivative. properties: id: nullable: true type: number format: id32 x-positive: true description: >- Identifier of the issuer. See endpoint `/securitizedDerivative/issuer/search` for possible values. name: nullable: true x-sortable: true type: string description: Name of the issuer. group: nullable: false type: object x-property-sort: - id - name description: >- Issuer group. The issuer group is defined by FactSet and does not represent an actual juristic person. properties: id: nullable: true type: number format: id32 x-positive: true description: >- Identifier of the issuer group. See endpoint `/securitizedDerivative/issuer/search` for possible values. name: nullable: true x-sortable: true type: string description: Name of the issuer group. exercise: nullable: false type: object x-property-sort: - right - style description: Exercise data of the securitized derivative. properties: right: nullable: true x-sortable: true type: string description: Exercise right. x-enum-description: - >- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels. - >- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels. enum: - put - call style: nullable: true x-sortable: true type: string description: Exercise style. x-enum-description: - >- An American-style securitized derivative can be exercised anytime during its life. - >- An European-style securitized derivative can be exercised at maturity only. - >- A Bermudan-style securitized derivative can be exercised only on predetermined dates . enum: - american - european - bermudan settlement: nullable: true x-sortable: true type: string description: >- Settlement of the securitized derivative. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out. x-enum-description: - Transfer of a cash amount. - Physical delivery of the underlying asset. - Cash or physical, at the discretion of the issuer. enum: - cash - physical - either collateralized: nullable: true type: boolean description: >- If `true`, this instrument is protected against an issuer default by collateral (e.g. COSI collateralization by SIX Swiss Exchange). quanto: nullable: true x-sortable: true type: boolean description: >- If `true`, the risk of exchange rate fluctuations between the value unit of the underlying and the value unit of the cash flows is hedged. capitalProtection: nullable: true x-sortable: true type: number format: relativeValue description: >- Proportion of the nominal amount protected against loss. underlying: nullable: false type: object x-property-sort: - name - valueUnit - coverRatio - notation - effectiveUnderlying description: Underlying data of the securitized derivative. properties: name: nullable: true x-sortable: true type: string description: >- Name of the underlying, provided also if there is no notation for the underlying. valueUnit: nullable: false type: object x-property-sort: - id - code description: >- Value unit of the underlying, provided also if there is no notation for the underlying. 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 x-sortable: true type: string description: Code of the value unit. coverRatio: nullable: true type: number format: real description: >- Cover ratio. It indicates the number of units of the underlying to which the securitized derivative refers. If the underlying is a bond the cover ratio represents the value of one percentage point. notation: nullable: false type: object x-property-sort: - id - instrument description: >- Notation of the underlying. All contained attributes are null if there is no notation for the underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the notation. instrument: nullable: false type: object x-property-sort: - id - typeComposite description: Instrument of the underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the instrument. typeComposite: nullable: true x-sortable: true type: string description: >- Type of composite instrument, in case the underlying is a composite instrument. x-enum-description: - >- A basket is a composite instrument which consists of several components. Its value is calculated as the weighted combination of the levels of the components. All weights are positive. - >- An alpha structure is a composite instrument which consists of two components. Its value is calculated as the difference of the performances of the components. The performances are measured starting at the date specified in the conditions of the securitized derivative. - >- A futures spread is a composite instrument which is built of two or more different futures contracts as its components. - >- A factor index is a composite instrument that reflects the day-to-day performance of its component, multiplied with a constant factor. The related capital costs and fees for calculation and administration are not represented. enum: - basket - alphaStructure - futuresSpread - factorIndex effectiveUnderlying: nullable: false type: object x-property-sort: - instrument description: Effective underlying of a factor certificate. properties: instrument: nullable: false type: object x-property-sort: - id - name description: Instrument of the effective underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the instrument. name: nullable: true type: string format: localizedString description: Name of the instrument. strike: nullable: false type: object x-property-sort: - value - distance description: Strike of the securitized derivative. properties: value: nullable: true x-sortable: true type: number format: real description: Value of the strike. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the strike. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. bonusLevel: nullable: false type: object x-property-sort: - value - distance description: Bonus level of the securitized derivative. properties: value: nullable: true x-sortable: true type: number format: real description: Value of the bonus level. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the bonus level. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. cap: nullable: false type: object x-property-sort: - value - distance - cashFlow description: Cap of the securitized derivative. properties: value: nullable: true x-sortable: true type: number format: real description: Value of the cap. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the cap. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. cashFlow: nullable: true x-sortable: true type: number format: real description: Cash flow amount. knockOut: nullable: false type: object x-property-sort: - observation - value - distance - breach description: Knock-out of the securitized derivative. properties: observation: nullable: false type: object x-property-sort: - type description: Barrier observation modality. properties: type: nullable: true x-sortable: true type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod value: nullable: true x-sortable: true type: number format: real description: Value of the knock-out. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the knock-out. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. breach: nullable: false type: object x-property-sort: - breached - datetime description: >- Information whether or not, and if yes - when a barrier breach has occurred. properties: breached: nullable: true x-sortable: true type: boolean description: If `true`, the barrier has been breached. datetime: nullable: true x-sortable: true type: string format: datetime description: Date and time of the breach. knockIn: nullable: false type: object x-property-sort: - observation - value - distance - breach - cashFlow description: Knock-in of the securitized derivative. properties: observation: nullable: false type: object x-property-sort: - type description: Barrier observation modality. properties: type: nullable: true x-sortable: true type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod value: nullable: true x-sortable: true type: number format: real description: Value of the knock-in. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the knock-in. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. breach: nullable: false type: object x-property-sort: - breached - datetime description: >- Information whether or not, and if yes - when a barrier breach has occurred. properties: breached: nullable: true x-sortable: true type: boolean description: If `true`, the barrier has been breached. datetime: nullable: true x-sortable: true type: string format: datetime description: Date and time of the breach. cashFlow: nullable: true type: number format: real description: Cash flow amount. lockOut: nullable: false type: object x-property-sort: - observation - value - distance - cashFlow description: Lock-out of the securitized derivative. properties: observation: nullable: false type: object x-property-sort: - type description: Barrier observation modality. properties: type: nullable: true x-sortable: true type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod value: nullable: true x-sortable: true type: number format: real description: Value of the lock-out. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the lock-out. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. cashFlow: nullable: true x-sortable: true type: number format: real description: Cash flow amount. lockIn: nullable: false type: object x-property-sort: - observation - value - distance - cashFlow description: Lock-in of the securitized derivative. properties: observation: nullable: false type: object x-property-sort: - type description: Barrier observation modality. properties: type: nullable: true x-sortable: true type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod value: nullable: true x-sortable: true type: number format: real description: Value of the lock-in. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the lock-in. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. cashFlow: nullable: true x-sortable: true type: number format: real description: Cash flow amount. capitalGuarantee: nullable: false type: object x-property-sort: - value - distance - cashFlow description: Capital guarantee of the securitized derivative. properties: value: nullable: true x-sortable: true type: number format: real description: Value of the capital guarantee. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the capital guarantee. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. cashFlow: nullable: true x-sortable: true type: number format: real description: Cash flow amount. couponTriggerLevel: nullable: false type: object x-property-sort: - value - distance - cashFlow description: Coupon trigger level of the securitized derivative. properties: value: nullable: true x-sortable: true type: number format: real description: Value of the coupon trigger level. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the current underlying level to the coupon trigger level. properties: absolute: nullable: true x-sortable: true type: number format: real description: Distance in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. cashFlow: nullable: true x-sortable: true type: number format: real description: Cash flow amount. rangeKnockOut: nullable: false type: object x-property-sort: - observation - upper - lower - breach - cashFlow description: Range knock-out of the securitized derivative. properties: observation: nullable: false type: object x-property-sort: - type description: Barrier observation modality. properties: type: nullable: true x-sortable: true type: string description: Type of the barrier observation. x-enum-description: - >- The barrier is observed on a continuous basis (intraday prices are relevant). - >- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod upper: nullable: false type: object x-property-sort: - value description: Upper bound of the range knock-out. properties: value: nullable: true x-sortable: true type: number format: real description: Value of the upper bound. lower: nullable: false type: object x-property-sort: - value description: Lower bound of the range knock-out. properties: value: nullable: true x-sortable: true type: number format: real description: Value of the lower bound. breach: nullable: false type: object x-property-sort: - breached - datetime description: >- Information whether or not, and if yes - when a barrier breach has occurred. properties: breached: nullable: true x-sortable: true type: boolean description: If `true`, the barrier has been breached. datetime: nullable: true x-sortable: true type: string format: datetime description: Date and time of the breach. cashFlow: nullable: true x-sortable: true type: number format: real description: Cash flow amount. participation: nullable: true x-sortable: true type: string description: >- Participation direction of a factor certificate at the level movement of its effective underlying. x-enum-description: - >- The factor certificate participates positively with rising levels of its effective underlying. - >- The factor certificate participates negatively with rising levels of its effective underlying. enum: - long - short constantLeverage: nullable: true x-sortable: true type: number format: real description: Constant leverage of a factor certificate. nominalCurrency: nullable: false type: object x-property-sort: - id - isoCode description: >- Main currency of the nominal and of the coupon payments. properties: id: nullable: true type: number format: id32 x-positive: true description: >- Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for possible values. isoCode: nullable: true x-sortable: true type: string description: ISO 4217 code of the currency. currentInterestRate: nullable: false type: object x-property-sort: - type - value description: Interest rate of the current coupon period. properties: type: nullable: true x-sortable: true type: string description: Type of the interest rate. x-enum-description: - >- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative. - >- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative. enum: - fixed - variable value: nullable: true x-sortable: true type: number format: relativeValue description: >- Interest rate of the current coupon period. For coupon periods different than one year, the value is annualized. Not available for securitized derivatives with a current interest rate type other than `fixed`. keyFigures: nullable: false type: object x-property-sort: - currency - bonusYield - sidewaysYield - maximumYield - agio - discount - breakEven - spread - delta - thetaOneWeek - vega - leverage - omega - impliedVolatility - intrinsicValue - timeValue - outperformancePoint - parity description: >- Key figures specific to securitized derivatives; based on ask prices. properties: currency: nullable: false type: object x-property-sort: - id - isoCode description: >- Main currency of key figures, if not stated otherwise. properties: id: nullable: true type: number format: id32 x-positive: true description: >- Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for possible values. isoCode: nullable: true type: string description: ISO 4217 code of the currency. bonusYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Bonus yield. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with an intact knock-in barrier only, i.e. the attribute `knockIn.breach.breached` is false. properties: absolute: nullable: true x-sortable: true type: number format: real description: Bonus yield in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: Bonus yield relative to the ask price. annualized: nullable: true x-sortable: true type: number format: relativeValue description: >- Annualized bonus yield relative to the ask price. sidewaysYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Sideways yield. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity. properties: absolute: nullable: true x-sortable: true type: number format: real description: Sideways yield in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: Sideways yield relative to the ask price. annualized: nullable: true x-sortable: true type: number format: relativeValue description: >- Annualized sideways yield relative to the ask price. maximumYield: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Maximum yield. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). properties: absolute: nullable: true x-sortable: true type: number format: real description: Maximum yield in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: Maximum yield relative to the ask price. annualized: nullable: true x-sortable: true type: number format: relativeValue description: >- Annualized maximum yield relative to the ask price. agio: nullable: false type: object x-property-sort: - absolute - relative - annualized description: >- Agio. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right `call`, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right `put`, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible. properties: absolute: nullable: true x-sortable: true type: number format: real description: Agio in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: Agio relative to the underlying level. annualized: nullable: true x-sortable: true type: number format: relativeValue description: >- Annualized agio relative to the underlying level. discount: nullable: false type: object x-property-sort: - absolute - relative description: >- Discount. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates. For the value unit, see attribute `instrument.underlying.valueUnit.` properties: absolute: nullable: true x-sortable: true type: number format: real description: Discount in absolute terms. relative: nullable: true x-sortable: true type: number format: relativeValue description: Discount relative to the underlying level. breakEven: nullable: false type: object x-property-sort: - breakEvenPoint - distance description: >- Break even point. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative. properties: breakEvenPoint: nullable: true x-sortable: true type: number format: real description: >- Break even point. For the value unit, see attribute `instrument.underlying.valueUnit`. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance from the underlying level to the break even point. properties: absolute: nullable: true type: number format: real description: >- Distance in absolute terms. For the value unit, see attribute `instrument.underlying.valueUnit`. relative: nullable: true type: number format: relativeValue description: Distance relative to the underlying level. spread: nullable: false type: object x-property-sort: - harmonized - relative description: >- Spread of the securitized derivative. It represents the difference between the ask and bid price. properties: harmonized: nullable: true x-sortable: true type: number format: real description: >- Spread in absolute terms, adjusted for the cover ratio. relative: nullable: true x-sortable: true type: number format: relativeValue description: Spread relative to the ask price. delta: nullable: false type: object x-property-sort: - effective - unadjusted description: >- Delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only. properties: effective: nullable: true x-sortable: true type: number format: real description: >- Delta calculated using the actual cover ration of the securitized derivative. unadjusted: nullable: true x-sortable: true type: number format: real description: >- Delta calculated using a (hypothetical) cover ratio of 1:1. thetaOneWeek: nullable: false type: object x-property-sort: - effective - unadjusted description: >- Weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7 / 365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only. properties: effective: nullable: true x-sortable: true type: number format: real description: >- Weekly theta calculated using the actual cover ratio of the securitized derivative. unadjusted: nullable: true x-sortable: true type: number format: real description: >- Weekly theta calculated using a (hypothetical) cover ratio of 1:1. vega: nullable: false type: object x-property-sort: - effective - unadjusted description: >- Vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only. properties: effective: nullable: true x-sortable: true type: number format: real description: >- Vega calculated using the actual cover ratio of the securitized derivative. unadjusted: nullable: true x-sortable: true type: number format: real description: >- Vega calculated using a (hypothetical) cover ratio of 1:1. leverage: nullable: true x-sortable: true type: number format: real description: >- Leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged securitized derivatives (e.g. warrants, knock-out certificates). omega: nullable: true x-sortable: true type: number format: real description: >- Omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only. impliedVolatility: nullable: true x-sortable: true type: number format: relativeValue description: >- Implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black-Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only. intrinsicValue: nullable: true x-sortable: true type: number format: real description: >- Intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only. timeValue: nullable: true x-sortable: true type: number format: real description: >- Time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value (see attribute `intrinsicValue`). This key figure is calculated for plain vanilla warrants only. outperformancePoint: nullable: true x-sortable: true type: number format: real description: >- Outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). For the value unit, see attribute `instrument.underlying.valueUnit`. parity: nullable: true x-sortable: true type: number format: real description: >- Parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only. performance: nullable: false type: object x-property-sort: - intraday - sinceIssue - endOfDay description: Relative performance for different time ranges. properties: intraday: nullable: true x-sortable: true type: number format: relativeValue description: >- Intraday relative performance. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price. sinceIssue: nullable: false type: object x-property-sort: - ask - bid description: >- Relative performance since issue. That is the difference of a notation's most recent price against the price on the issue date, relative to the price on the issue date. properties: ask: nullable: true x-sortable: true type: number format: relativeValue description: Ask-based relative performance since issue. bid: nullable: true x-sortable: true type: number format: relativeValue description: Bid-based relative performance since issue. endOfDay: nullable: false type: object x-property-sort: - day1 - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date. properties: day1: nullable: true x-sortable: true type: number format: relativeValue description: One day. week1: nullable: true x-sortable: true type: number format: relativeValue description: One week. month1: nullable: true x-sortable: true type: number format: relativeValue description: One month. months3: nullable: true x-sortable: true type: number format: relativeValue description: Three months. months6: nullable: true x-sortable: true type: number format: relativeValue description: Six months. year1: nullable: true x-sortable: true type: number format: relativeValue description: One year. years3: nullable: true x-sortable: true type: number format: relativeValue description: Three years. years5: nullable: true x-sortable: true type: number format: relativeValue description: Five years. yearToDate: nullable: true x-sortable: true type: number format: relativeValue description: Year-to-date. volatility: nullable: false type: object x-property-sort: - week1 - month1 - months3 - months6 - year1 - years3 - years5 - yearToDate description: >- Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges. properties: week1: nullable: true x-sortable: true type: number format: relativeValue description: One week. month1: nullable: true x-sortable: true type: number format: relativeValue description: One month. months3: nullable: true x-sortable: true type: number format: relativeValue description: Three months. months6: nullable: true x-sortable: true type: number format: relativeValue description: Six months. year1: nullable: true x-sortable: true type: number format: relativeValue description: One year. years3: nullable: true x-sortable: true type: number format: relativeValue description: Three years. years5: nullable: true x-sortable: true type: number format: relativeValue description: Five years. yearToDate: nullable: true x-sortable: true type: number format: relativeValue description: Year-to-date. 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 GetSecuritizedDerivativeUnderlyingList200Response: description: Successful Response content: application/json: schema: type: object properties: data: description: Underlying data, barrier conditions, and related cash flows. nullable: false type: object x-property-sort: - underlyings - barrierTypeConditions properties: underlyings: nullable: false type: array items: type: object nullable: false x-property-sort: - name - valueUnit - operatingMIC - notation - coverRatio - referenceLevel - constantLeverage - calculationLevel properties: name: nullable: true type: string format: localizedString description: >- Name of the underlying, provided also if there is no notation for the underlying. valueUnit: nullable: false type: object x-property-sort: - id - code description: >- Value unit of the underlying, provided also if there is no notation for the underlying. 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. operatingMIC: nullable: false type: object x-property-sort: - id - isoCode - name description: >- The operating MIC of the underlying. See endpoint `/basic/mic/operating/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the operating MIC. isoCode: nullable: true type: string description: ISO 10383 code of the operating MIC. name: nullable: true type: string description: English name of the operating MIC. notation: nullable: false type: object x-property-sort: - id - fsym - instrument description: >- Notation of the underlying. If there is no notation for the underlying, the object is null. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the notation. 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 type: object x-property-sort: - id - fsym - typeComposite description: Instrument of the underlying. properties: id: nullable: true type: string format: id64 x-positive: true description: Identifier of the instrument. 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). typeComposite: nullable: true type: string description: >- Type of composite instrument, in case the underlying is a composite instrument. x-enum-description: - >- A basket is a composite instrument which consists of several components. Its value is calculated as the weighted combination of the levels of the components. All weights are positive. - >- An alpha structure is a composite instrument which consists of two components. Its value is calculated as the difference of the performances of the components. The performances are measured starting at the date specified in the conditions of the securitized derivative. - >- A futures spread is a composite instrument which is built of two or more different futures contracts as its components. - >- A factor index is a composite instrument that reflects the day-to-day performance of its component, multiplied with a constant factor. The related capital costs and fees for calculation and administration are not represented. enum: - basket - alphaStructure - futuresSpread - factorIndex coverRatio: nullable: true type: number format: real description: >- Cover ratio. It indicates the number of units of the underlying to which the securitized derivative refers. If the underlying is a bond the cover ratio represents the value of one percentage point. referenceLevel: nullable: true type: number format: real description: >- Level of the underlying on the issue date of the securitized derivative. constantLeverage: nullable: true type: number format: real description: >- Constant leverage of the underlying for securitized derivatives with constant leverage that do not have a factor index as underlying (i.e. the attribute `typeComposite` of the underlying instrument is not set or is different from factorIndex). calculationLevel: nullable: false type: object x-property-sort: - value - time description: >- Details of the underlying regarding the calculation of the barrier key figures, see object `distance`. properties: value: nullable: true type: number format: real description: Level of the underlying used for calculation. time: nullable: true type: string format: datetime description: >- Date and time of the level of the underlying used for calculation. description: >- Information regarding the underlying(s) of the securitized derivative. barrierTypeConditions: nullable: false type: array items: type: object nullable: false x-property-sort: - barrierType - conditions properties: barrierType: nullable: false type: object x-property-sort: - id - name description: >- Barrier type. It defines, among others, a condition with a direct or indirect consequence for the securitized derivative. See endpoint `securitizedDerivative/barrier/type/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the barrier type. name: nullable: true type: string description: English name of the barrier type. conditions: nullable: false type: array items: type: object nullable: false x-property-sort: - observation - barriers - cashFlow properties: observation: nullable: false type: object x-property-sort: - type - period description: Barrier observation modality of the condition. properties: type: nullable: true type: string description: >- Identifier of the type of observation during the observation period. x-enum-description: - >- The barrier is active, i.e. observed on a continuous basis (intraday prices are relevant). - >- The barrier is active, i.e. observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance). enum: - continuous - eod period: nullable: true type: object format: dateRange properties: start: nullable: true type: string format: date description: >- Starting date of the observation period (inclusive). end: nullable: true type: string format: date description: >- Ending date of the observation period (inclusive). x-property-sort: - start - end required: - start - end description: Observation period. barriers: nullable: false type: array items: type: object nullable: false x-property-sort: - underlyingIndex - single - range properties: underlyingIndex: nullable: true type: number format: int32 description: >- Index used to identify the underlying associated with that barrier level, in the array `underlyings`, with the first element having index 0. single: nullable: false type: object x-property-sort: - level - breach - distance - participationFactor description: Barrier with a single limit. properties: level: nullable: false type: object x-property-sort: - absolute - relative description: Level of the barrier. properties: absolute: nullable: true type: number format: real description: Level in absolute terms. relative: nullable: true type: number format: relativeValue description: >- Level relative to the underlying level on the issue date of the securitized derivative. breach: nullable: false type: object x-property-sort: - isBreached - datetimeBreach description: >- Information whether or not, and if yes - when a barrier breach has occurred. properties: isBreached: nullable: true type: boolean description: >- If set to true, indicates that the barrier has been breached. datetimeBreach: nullable: true type: string format: datetime description: Date and time of the breach. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the barrier level to the current underlying level. properties: absolute: nullable: true type: number format: real description: Distance in absolute terms. relative: nullable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. participationFactor: nullable: false type: object x-property-sort: - positive - negative description: >- Participation factor of the securitized derivative in the performance of the underlying, depending on the exercise right (see attribute `exercise.right` in endpoint `/securitizedDerivative/get`). properties: positive: nullable: true type: number format: real description: >- Participation factor above the barrier for a securitized derivative with exercise right call, and below the barrier for exercise right put. negative: nullable: true type: number format: real description: >- Participation factor above the barrier for a securitized derivative with exercise right put, and below the barrier for exercise right call. range: nullable: false type: object x-property-sort: - upper - lower description: Range barrier. properties: upper: nullable: false type: object x-property-sort: - level - breach - distance - participationFactor description: Upper bound. properties: level: nullable: false type: object x-property-sort: - absolute - relative description: Level of the upper bound. properties: absolute: nullable: true type: number format: real description: Level in absolute terms. relative: nullable: true type: number format: relativeValue description: >- Level relative to the underlying level on the issue date of the securitized derivative. breach: nullable: false type: object x-property-sort: - isBreached - datetimeBreach description: >- Information whether or not, and if yes - when a barrier breach has occurred. properties: isBreached: nullable: true type: boolean description: >- If set to true, indicates that the upper bound has been breached. datetimeBreach: nullable: true type: string format: datetime description: Date and time of the breach. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the upper bound to the current underlying level. properties: absolute: nullable: true type: number format: real description: Distance in absolute terms. relative: nullable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. participationFactor: nullable: false type: object x-property-sort: - positive - negative description: >- Participation factor of the securitized derivative in the performance of the underlying. properties: positive: nullable: true type: number format: real description: >- Participation factor above the upper bound. negative: nullable: true type: number format: real description: >- Participation factor below the upper bound. lower: nullable: false type: object x-property-sort: - level - breach - distance - participationFactor description: Lower bound. properties: level: nullable: false type: object x-property-sort: - absolute - relative description: Level of the lower bound. properties: absolute: nullable: true type: number format: real description: Level in absolute terms. relative: nullable: true type: number format: relativeValue description: >- Level relative to the underlying level on the issue date of the securitized derivative. breach: nullable: false type: object x-property-sort: - isBreached - datetimeBreach description: >- Information whether or not, and if yes - when a barrier breach has occurred. properties: isBreached: nullable: true type: boolean description: >- If set to true, indicates that the lower bound has been breached. datetimeBreach: nullable: true type: string format: datetime description: Date and time of the breach. distance: nullable: false type: object x-property-sort: - absolute - relative description: >- Distance of the lower bound to the current underlying level. properties: absolute: nullable: true type: number format: real description: Distance in absolute terms. relative: nullable: true type: number format: relativeValue description: >- Distance relative to the current underlying level. participationFactor: nullable: false type: object x-property-sort: - positive - negative description: >- Participation factor of the securitized derivative in the performance of the underlying. properties: positive: nullable: true type: number format: real description: >- Participation factor above the lower bound. negative: nullable: true type: number format: real description: >- Participation factor below the lower bound. description: >- Barrier modality of the condition, alongside with actual key figure and breach information. cashFlow: nullable: false type: object x-property-sort: - currency - paymentDate - absolute - relative description: >- Cash flow modality of the condition. A cash flow has either a well-defined amount, or a minimum and/or maximum amount. properties: currency: nullable: false type: object x-property-sort: - id - isoCode description: >- Main currency in which the monetary amount of the cash flow is paid out. See endpoint `/basic/valueUnit/currency/main/list` for possible values. properties: id: nullable: true type: number format: id32 x-positive: true description: Idenitifier of the currency. isoCode: nullable: true type: string description: Currency code according to ISO 4217. paymentDate: nullable: true type: string format: date description: Payment date of the cash flow. absolute: nullable: false type: object x-property-sort: - value - minimum - maximum description: Cash flow in absolute terms. properties: value: nullable: true type: number format: real description: Well-defined amount of the cash flow. minimum: nullable: true type: number format: real description: Minimum amount of the cash flow. maximum: nullable: true type: number format: real description: Maximum amount of the cash flow. relative: nullable: false type: object x-property-sort: - value - minimum - maximum description: >- Cash flow amount relative to the nominal value of the securitized derivative. properties: value: nullable: true type: number format: relativeValue description: Well-defined ratio of the cash flow. minimum: nullable: true type: number format: relativeValue description: Minimum ratio of the cash flow. maximum: nullable: true type: number format: relativeValue description: Maximum ratio of the cash flow. description: >- Set of conditions associated with the given barrier type. description: >- Set of conditions associated with a particular type of barrier. A condition is defined by the related type and level of the barrier, its observation period, and the resulting cash flow, if any. 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: Barriers - name: Derivative - name: Figures - name: Intraday - name: Issuer - name: Keys - name: Notation - name: Ranges - name: Screener - name: Search - name: Type - name: Underlying - 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