openapi: 3.0.1 info: title: Factset FI API description: Allow clients to fetch Analytics through APIs. contact: name: FactSet Research Systems url: https://developer.factset.com/contact email: api@factset.com license: name: Apache License, Version 2.0 url: https://www.apache.org/licenses/LICENSE-2.0 version: 3.11.0 servers: - url: https://api.factset.com paths: /analytics/engines/fi/v3/discount-curves: get: tags: - Analytics summary: Factset Get Discount Curves description: >- This endpoint lists all the discount curves that can be applied to a FI calculation. operationId: getAllFIDiscountCurves parameters: - name: currency in: query schema: type: string responses: '200': description: Expected response, returns a list of FI discount curves. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/FIDiscountCurveInfoRoot' '401': description: Missing or invalid authentication. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '403': description: User is forbidden with current credentials headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '404': description: Not found headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' '406': description: >- Unsupported Accept header. Header needs to be set to application/json. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '429': description: >- Rate limit reached. Wait till the time specified in Retry-After header value to make further requests. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. Retry-After: description: >- Time to wait in seconds before making a new request as the rate limit has reached. schema: type: string '500': description: >- Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '503': description: Request timed out. Retry the request in sometime. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. /analytics/engines/fi/v3/calculations: post: tags: - Analytics summary: Factset Create and Run FI calculation description: >- This endpoint creates and runs a new FI calculation specified in the post body. operationId: postAndCalculate parameters: - name: X-FactSet-Api-Long-Running-Deadline in: header description: Long running deadline in seconds. schema: type: integer - name: Cache-Control in: header description: Standard HTTP header. Accepts max-stale. schema: type: string requestBody: description: Calculation Parameters content: application/json: schema: $ref: '#/components/schemas/FICalculationParametersRoot' responses: '201': description: >- Expected response if calculation is completed in a short span, returns JSON in the format specified in the Calculation parameters. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ObjectRoot' application/x-protobuf: schema: $ref: '#/components/schemas/ObjectRoot' '202': description: Expected response, contains the poll URL in the Location header. headers: Location: description: URL to poll for the resulting calculation schema: type: string description: URL to poll for the resulting calculation X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/CalculationInfoRoot' application/x-protobuf: schema: $ref: '#/components/schemas/CalculationInfoRoot' '400': description: Invalid calculation parameters. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '401': description: Missing or invalid authentication. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. '403': description: User is forbidden with current credentials headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '404': description: One or more calculation settings were unavailable. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '415': description: >- Missing/Invalid Content-Type header. Header needs to be set to application/json. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '429': description: >- Rate limit reached. Cancel older requests using Cancel Calculation endpoint or wait for older requests to finish/expire. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string Retry-After: description: >- Time to wait in seconds before making a new request as the rate limit has reached. schema: type: string '500': description: >- Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. '503': description: Request timed out. Retry the request in sometime. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-Calculations-Limit: description: Maximum FI request limit. schema: type: string description: Maximum FI request limit. X-FactSet-Api-Calculations-Remaining: description: Number of FI requests remaining till request limit reached. schema: type: string description: Number of FI requests remaining till request limit reached. /analytics/engines/fi/v3/calculations/{id}: put: tags: - Analytics summary: Factset Create or Update FI calculation and run it. description: >- This endpoint updates and run the FI optimization specified in the PUT body parameters. It also allows the creation of new FI optimization with custom id. operationId: putAndCalculate parameters: - name: id in: path description: >- from url, provided from the location header in the Create and Run FI calculation endpoint required: true schema: type: string description: >- from url, provided from the location header in the Create and Run FI calculation endpoint - name: X-FactSet-Api-Long-Running-Deadline in: header description: Long running deadline in seconds. schema: type: integer - name: Cache-Control in: header description: Standard HTTP header. Accepts max-stale. schema: type: string requestBody: description: Calculation Parameters content: application/json: schema: $ref: '#/components/schemas/FICalculationParametersRoot' responses: '201': description: >- Expected response if calculation is completed in a short span, returns JSON in the format specified in the Calculation parameters. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ObjectRoot' application/x-protobuf: schema: $ref: '#/components/schemas/ObjectRoot' '202': description: Expected response, contains the poll URL in the Location header. headers: Location: description: URL to poll for the resulting calculation schema: type: string description: URL to poll for the resulting calculation X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/CalculationInfoRoot' application/x-protobuf: schema: $ref: '#/components/schemas/CalculationInfoRoot' '400': description: Invalid Calculation Parameters. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '401': description: Missing or invalid authentication. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '403': description: User is forbidden with current credentials headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '404': description: One or more calculation settings were unavailable. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '409': description: Duplicate calculation exists with same parameters. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '415': description: >- Missing/Invalid Content-Type header. Header needs to be set to application/json. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '429': description: >- Rate limit reached. Cancel older requests using Cancel Calculation endpoint or wait for older requests to finish/expire. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string Retry-After: description: >- Time to wait in seconds before making a new request as the rate limit has reached. schema: type: string '500': description: >- Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '503': description: Request timed out. Retry the request in sometime. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. get: tags: - Analytics summary: Factset Get FI calculation parameters by id description: >- This is the endpoint that returns the calculation parameters passed for a calculation. operationId: getCalculationParameters parameters: - name: id in: path description: >- from url, provided from the location header in the Create and Run FI calculation endpoint required: true schema: type: string description: >- from url, provided from the location header in the Create and Run FI calculation endpoint responses: '200': description: Expected response, returns the FI calculation parameters. headers: Content-Encoding: description: >- Standard HTTP header. Header value based on Accept-Encoding Request header. schema: type: string description: >- Standard HTTP header. Header value based on Accept-Encoding Request header. Content-Type: description: Standard HTTP header. schema: type: string description: Standard HTTP header. Transfer-Encoding: description: >- Standard HTTP header. Header value will be set to Chunked if Accept-Encoding header is specified. schema: type: string description: >- Standard HTTP header. Header value will be set to Chunked if Accept-Encoding header is specified. X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/FICalculationParametersRoot' '400': description: Invalid identifier provided. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' '401': description: Missing or invalid authentication. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '403': description: User is forbidden with current credentials headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '404': description: Calculation id not found headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' '500': description: >- Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '503': description: Request timed out. Retry the request in sometime. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. delete: tags: - Analytics summary: Factset Cancel FI calculation by id description: This is the endpoint to cancel a previously submitted calculation. operationId: cancelCalculationById parameters: - name: id in: path description: >- from url, provided from the location header in the Create and Run FI calculation endpoint required: true schema: type: string description: >- from url, provided from the location header in the Create and Run FI calculation endpoint responses: '204': description: Expected response, calculation was canceled successfully. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '400': description: Invalid identifier provided. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: text/plain: schema: $ref: '#/components/schemas/ClientErrorResponse' application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' text/json: schema: $ref: '#/components/schemas/ClientErrorResponse' '401': description: Missing or invalid authentication. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '403': description: User is forbidden with current credentials headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '404': description: >- There was no request for the calculation identifier provided, or the request was already canceled for the provided identifier. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: text/plain: schema: $ref: '#/components/schemas/ClientErrorResponse' application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' text/json: schema: $ref: '#/components/schemas/ClientErrorResponse' '500': description: >- Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '503': description: Request timed out. Retry the request in sometime. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. /analytics/engines/fi/v3/calculations/{id}/status: get: tags: - Analytics summary: Factset Get FI calculation status by id description: "This is the endpoint to check on the progress of a previously requested calculation.\r\nIf the calculation has finished computing, the body of the response will contain the requested document in JSON.\r\nOtherwise, the calculation is still running and the X-FactSet-Api-PickUp-Progress header will contain a progress percentage." operationId: getCalculationStatusById parameters: - name: id in: path description: >- from url, provided from the location header in the Create and Run FI calculation endpoint required: true schema: type: string description: >- from url, provided from the location header in the Create and Run FI calculation endpoint responses: '201': description: >- Expected response once calculation is completed, returns JSON in the format specified in the Calculation parameters. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ObjectRoot' application/x-protobuf: schema: $ref: '#/components/schemas/ObjectRoot' '202': description: >- Expected response returned if the calculation is not yet completed, should contain X-FactSet-Api-PickUp-Progress header. headers: X-FactSet-Api-PickUp-Progress: description: FactSet's progress header. schema: type: string description: FactSet's progress header. Cache-Control: description: >- Standard HTTP header. Header will specify max-age in seconds. Polling can be adjusted based on the max-age value. schema: type: integer description: >- Standard HTTP header. Header will specify max-age in seconds. Polling can be adjusted based on the max-age value. X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '400': description: Invalid identifier provided. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '401': description: Missing or invalid authentication. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '403': description: User is forbidden with current credentials headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '404': description: >- Calculation was already returned, provided id was not a requested calculation, or the calculation was cancelled headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '500': description: >- Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '503': description: Request timed out. Retry the request in sometime. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. /analytics/engines/fi/v3/calculations/{id}/result: get: tags: - Analytics summary: Factset Get FI calculation result by id description: "This is the endpoint to get the result of a previously requested calculation.\r\nIf the calculation has finished computing, the body of the response will contain the requested document in JSON." operationId: getCalculationResult parameters: - name: id in: path description: >- from url, provided from the location header in the Get FI calculation status by id endpoint required: true schema: type: string description: >- from url, provided from the location header in the Get FI calculation status by id endpoint responses: '200': description: >- Expected response once calculation is completed, returns JSON in the format specified in the Calculation parameters. headers: Content-Encoding: description: >- Standard HTTP header. Header value based on Accept-Encoding Request header. schema: type: string description: >- Standard HTTP header. Header value based on Accept-Encoding Request header. Content-Type: description: Standard HTTP header. schema: type: string description: Standard HTTP header. Transfer-Encoding: description: >- Standard HTTP header. Header value will be set to Chunked if Accept-Encoding header is specified. schema: type: string description: >- Standard HTTP header. Header value will be set to Chunked if Accept-Encoding header is specified. X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ObjectRoot' application/x-protobuf: schema: $ref: '#/components/schemas/ObjectRoot' '400': description: Invalid identifier provided. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '401': description: Missing or invalid authentication. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '403': description: User is forbidden with current credentials headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string '404': description: >- Calculation was already returned, provided id was not a requested calculation, or the calculation was cancelled headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. X-FactSet-Api-RateLimit-Limit: description: Number of allowed requests for the time window. schema: type: string X-FactSet-Api-RateLimit-Remaining: description: Number of requests left for the time window. schema: type: string X-FactSet-Api-RateLimit-Reset: description: Number of seconds remaining till rate limit resets. schema: type: string content: application/json: schema: $ref: '#/components/schemas/ClientErrorResponse' application/x-protobuf: schema: $ref: '#/components/schemas/ClientErrorResponse' '500': description: >- Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. '503': description: Request timed out. Retry the request in sometime. headers: X-DataDirect-Request-Key: description: FactSet's request key header. schema: type: string description: FactSet's request key header. X-FactSet-Api-Request-Key: description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. schema: type: string description: >- Key to uniquely identify an Analytics API request. Only available after successful authentication. components: schemas: FIDiscountCurveInfo: type: object properties: category: type: string nullable: true name: type: string nullable: true currency: type: string nullable: true FIDiscountCurveInfoRoot: required: - data type: object properties: data: type: object additionalProperties: $ref: '#/components/schemas/FIDiscountCurveInfo' meta: nullable: true ErrorSource: type: object properties: pointer: type: string nullable: true parameter: type: string nullable: true Error: type: object properties: id: type: string nullable: true code: type: string nullable: true title: type: string nullable: true detail: type: string nullable: true source: $ref: '#/components/schemas/ErrorSource' ClientErrorResponse: type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' nullable: true FIReferencePrepay: type: object properties: prepayName: type: string description: Reference Prepay Name nullable: true FIReferenceSecurity: type: object properties: securityType: type: string description: Reference Security Type nullable: true securityName: type: string description: Reference Security Name nullable: true calcFromMethod: type: string description: "Reference Calculation Method.\r\nMethods : Active Spread, Actual Spread, Actual Spread To Worst Call, OAS, Price, Yield, Yield To No Call, Act/Act Yield To No Call, Bond Equivalent Yield,\r\nYield To Worst Call, Discount Yield, Discount Margin, Implied Volatility, Bullet Spread, Bullet Spread To Worst Call, Pricing Matrix" nullable: true calcFromValue: type: number description: Reference CalcFromValue format: double nullable: true prepay: $ref: '#/components/schemas/FIReferencePrepay' settlement: type: string description: Reference Settlement Date nullable: true FIBankLoans: type: object properties: ignoreSinkingFund: type: boolean description: Ignore Sinking Fund nullable: true FIMunicipalBonds: type: object properties: ignoreSinkingFund: type: boolean description: Ignore Sinking Fund Schedule nullable: true useAnticipatedSinkSchedule: type: boolean description: Anticipate Sink Schedule nullable: true FILoss: type: object properties: lossName: type: string description: Loss Name nullable: true FIPrepay: type: object properties: prepayName: type: string description: Prepay Name nullable: true FIServicerAdvancesForSecurities: type: object properties: principal: type: number description: Principal format: double interest: type: number description: Interest format: double advanceType: enum: - Advances All - Advances All But Newly Liqdtd - Does Not Advance - Principal Only - Interest Only type: string description: Advance Type FIPrepayLockout: type: object properties: pointsAbove: enum: - ANY - NO_LOCKOUT - NUMERIC type: string description: Points Above ymAbove: enum: - ANY - NO_LOCKOUT - NUMERIC type: string description: Ym Above FICashflows: type: object properties: optionalRedemptionCallWhenUnits: enum: - Manual - Never - ASAP - Date - Deal Closing - Settle Date type: string description: OptionalRedemptionCallWhenUnits optionalRedemptionCallWhen: type: integer description: OptionalRedemptionCallWhen format: int32 recoveryLag: type: integer description: RecoveryLag format: int32 FIBalloonExtension: type: object properties: months: type: integer description: Months format: int32 percentage: type: number description: Percentage format: double amortizationType: enum: - Loan_Amort_None - Loan_Amort_Regular - Loan_Amort_Default type: string description: Amortization Type units: type: string description: Units nullable: true couponStepup: type: number description: Coupon Stepup format: double FIStructuredProductsForSecurities: type: object properties: servicerAdvances: $ref: '#/components/schemas/FIServicerAdvancesForSecurities' ignoreFinancialGuarantee: type: string description: Ignore Financial Guarantee nullable: true cleanUpCallMethod: type: boolean description: Cleanup Call Method nullable: true doOPTRedeem: type: string description: Do OPT Redeem nullable: true prepayLockout: $ref: '#/components/schemas/FIPrepayLockout' cashflows: $ref: '#/components/schemas/FICashflows' balloonExtension: $ref: '#/components/schemas/FIBalloonExtension' FIAttributionForSecurities: type: object properties: startPrice: type: number description: Start Price format: double nullable: true endPrice: type: number description: End Price format: double nullable: true startSpread: type: number description: Start Spread format: double nullable: true endSpread: type: number description: End Spread format: double nullable: true pricingMethod: enum: - Inputted Price - Pricing Matrix - Actual Spread - OAS type: string description: Pricing Method nullable: true FISecurity: required: - calcFromValue - symbol type: object properties: settlement: type: string description: Settlement date nullable: true callMethod: enum: - No Call - Intrinsic Value - First Call - First Par type: string description: Call Method nullable: true referenceSecurity: $ref: '#/components/schemas/FIReferenceSecurity' bankLoans: $ref: '#/components/schemas/FIBankLoans' municipalBonds: $ref: '#/components/schemas/FIMunicipalBonds' loss: $ref: '#/components/schemas/FILoss' prepay: $ref: '#/components/schemas/FIPrepay' matrixSpreadAdjustment: type: number description: Matrix Spread Adjustment format: double nullable: true matrixMultiplier: type: number description: Matrix Multiplier format: double nullable: true structuredProducts: $ref: '#/components/schemas/FIStructuredProductsForSecurities' attribution: $ref: '#/components/schemas/FIAttributionForSecurities' calcFromMethod: type: string description: "Calculation Method.\r\nMethods : Active Spread, Actual Spread, Actual Spread To Worst Call, OAS, Price, Yield, Yield To No Call, Act/Act Yield To No Call, Bond Equivalent Yield,\r\nYield To Worst Call, Discount Yield, Discount Margin, Implied Volatility, Bullet Spread, Bullet Spread To Worst Call, Pricing Matrix" nullable: true calcFromValue: type: number description: Calculation from value format: double face: type: number description: Face format: double default: 1 nullable: true faceType: enum: - Current - Original type: string description: Face type default: Current nullable: true symbol: type: string description: Symbol discountCurve: type: string description: Discount curve nullable: true FIMunicipalBondsForJobSettings: type: object properties: allowSinkForInstallmentPayment: type: boolean description: Allow Sink For Installment Payment nullable: true ignoreSinkingFund: type: boolean description: Ignore Sinking Fund Schedule nullable: true useAnticipatedSinkSchedule: type: boolean description: Anticipate Sink Schedule nullable: true FIMarketEnvironment: type: object properties: ratePath: enum: - FLAT - FORWARD - FLAT & FORWARD type: string description: Rate Path default: FLAT & FORWARD FIServicerAdvances: type: object properties: advanceType: enum: - Advances All - Advances All But Newly Liqdtd - Does Not Advance - Principal Only - Interest Only type: string description: Advance Type FIStructuredProductsForJobSettings: type: object properties: servicerAdvances: $ref: '#/components/schemas/FIServicerAdvances' ignoreFinancialGuarantee: type: string description: Ignore Financial Guarantee nullable: true cleanUpCallMethod: type: boolean description: Cleanup Call Method nullable: true doOPTRedeem: type: string description: Do OPT Redeem nullable: true prepayLockout: $ref: '#/components/schemas/FIPrepayLockout' cashflows: $ref: '#/components/schemas/FICashflows' balloonExtension: $ref: '#/components/schemas/FIBalloonExtension' FIAttributionForJobSettings: type: object properties: startDate: type: string description: Start Date nullable: true endDate: type: string description: End Date nullable: true FIJobSettings: required: - asOfDate type: object properties: asOfDate: type: string description: As of date partialDurationMonths: type: array items: type: integer format: int32 description: Partial duration months nullable: true callMethod: enum: - No Call - Intrinsic Value - First Call - First Par type: string description: Call Method nullable: true settlement: type: string description: Settlement Date nullable: true calcFromMethod: type: string description: "Calculation Method.\r\nMethods : Active Spread, Actual Spread, Actual Spread To Worst Call, OAS, Price, Yield, Yield To No Call, Act/Act Yield To No Call, Bond Equivalent Yield,\r\nYield To Worst Call, Discount Yield, Discount Margin, Implied Volatility, Bullet Spread, Bullet Spread To Worst Call, Pricing Matrix" nullable: true bankLoans: $ref: '#/components/schemas/FIBankLoans' municipalBonds: $ref: '#/components/schemas/FIMunicipalBondsForJobSettings' marketEnvironment: $ref: '#/components/schemas/FIMarketEnvironment' structuredProducts: $ref: '#/components/schemas/FIStructuredProductsForJobSettings' attribution: $ref: '#/components/schemas/FIAttributionForJobSettings' FICalculationParameters: required: - calculations - jobSettings - securities type: object properties: securities: type: array items: $ref: '#/components/schemas/FISecurity' description: List of securities calculations: type: array items: type: string description: List of calculations jobSettings: $ref: '#/components/schemas/FIJobSettings' CalculationMeta: type: object properties: contentorganization: enum: - None - Row - Column - SimplifiedRow type: string default: SimplifiedRow deprecated: true stachContentOrganization: enum: - None - Row - Column - SimplifiedRow type: string default: SimplifiedRow contenttype: enum: - Json - Binary type: string default: Json deprecated: true format: enum: - JsonStach - Table - Tableau - BinaryStach - Bison - Binary - Pdf - Pptx - Feather type: string default: JsonStach FICalculationParametersRoot: type: object properties: data: $ref: '#/components/schemas/FICalculationParameters' meta: $ref: '#/components/schemas/CalculationMeta' CalculationInfo: type: object properties: calculationId: type: string description: Calculation identifier nullable: true CalculationInfoRoot: required: - data type: object properties: data: $ref: '#/components/schemas/CalculationInfo' meta: nullable: true ObjectRoot: required: - data type: object properties: data: {} meta: nullable: true securitySchemes: FactSetApiKey: type: http scheme: basic FactSetOAuth2: type: oauth2 flows: clientCredentials: tokenUrl: https://auth.factset.com/as/token.oauth2 scopes: {} security: - FactSetApiKey: [] - FactSetOAuth2: [] externalDocs: description: API Documentation url: https://developer.factset.com/api-catalog/fixed-income-calculation-api tags: - name: Analytics