openapi: 3.0.1
info:
  version: 1.0.0
  title: Authorization Tokens Accounts decomposition API
  description: 'Use the `oauth` endpoint to generate the secure, time-limited JSON Web Tokens (JWTs) used to authorize access to APIs and components.</br></br>

    To request a token, click Authorize and enter the following credentials:


    * Username - Your Client ID.

    * Password - Your Client Secret.'
servers:
- url: https://www.us-api.morningstar.com/token
  description: PROD US
- url: https://www.emea-api.morningstar.com/token
  description: PROD EMEA
- url: https://www.apac-api.morningstar.com/token
  description: PROD APAC
security:
- BasicAuth: []
tags:
- name: decomposition
paths:
  /decomposition/calculate-by-factors:
    post:
      responses:
        '200':
          description: OK
        '401':
          description: Authentication required.
        '403':
          description: You do not have access permission..
        '404':
          description: Not found.
        '500':
          description: Internal server error.
      summary: Calculate risk attribution for a portfolio over a defined time period
      description: Based on a specific risk model, calculate risk attribution for a specific portfolio over a time period of between 3 months and 15 years.  The response enables you to attribute portfolio risk to specific factors.
      operationId: post_decomposition_by_factors
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CalculateByFactors'
        required: true
      tags:
      - decomposition
  /decomposition/calculate-by-holdings:
    post:
      responses:
        '200':
          description: OK
        '401':
          description: Authentication required.
        '403':
          description: You do not have access permission..
        '404':
          description: Not found.
        '500':
          description: Internal server error.
      summary: Calculate risk attribution for the individual holdings in a portfolio over a defined time period
      description: Based on a specific risk model, calculate risk attribution for a specific portfolio over a time period of between 3 months and 15 years.  The response enables you to attribute portfolio risk to specific holdings.
      operationId: post_decomposition_by_holdings
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CalculateByHoldings'
        required: true
      tags:
      - decomposition
components:
  schemas:
    idType:
      properties:
        id:
          type: string
        type:
          type: string
      type: object
    holding:
      properties:
        identifier:
          type: string
        weight:
          type: number
      type: object
    Holdings:
      required:
      - id
      properties:
        holdings:
          type: array
          items:
            $ref: '#/components/schemas/holding'
        id:
          type: string
      type: object
    CalculateByFactors:
      required:
      - benchmark
      - endDate
      - investment
      - riskModelId
      - startDate
      properties:
        riskModelId:
          type: string
          example: morn-glb-eq-usd
        startDate:
          type: string
          description: The start date of the time period to perform the attribution analysis.
          example: '2018-01-01T00:00:00.000Z'
        endDate:
          type: string
          description: The end date of the time period to perform the attribution analysis.
          example: '2018-06-30T00:00:00.000Z'
        assetClass:
          type: string
          description: 'Options of Risk Assets: allHoldings, allEquityHoldings, equityHoldingsWithRiskExposure.'
          example: allHoldings
        investment:
          description: ''
          example:
            id: model-portfolio1
            type: portfolio
          allOf:
          - $ref: '#/components/schemas/idType'
        benchmark:
          description: ''
          example:
            id: model-portfolio2
            type: portfolio
          allOf:
          - $ref: '#/components/schemas/idType'
        portfolios:
          type: array
          example:
          - id: model-portfolio1
            holdings:
            - identifier: 0P0000058R
              identifierType: PerformanceId
              weight: 60
            - identifier: 0P000001RB
              identifierType: PerformanceId
              weight: 40
          - id: model-portfolio2
            holdings:
            - identifier: 0P0000058R
              identifierType: PerformanceId
              weight: 50
            - identifier: 0P000001RB
              identifierType: PerformanceId
              weight: 50
          items:
            $ref: '#/components/schemas/Holdings'
      type: object
    CalculateByHoldings:
      required:
      - benchmark
      - endDate
      - investment
      - startDate
      properties:
        startDate:
          type: string
          description: The start date of the time period to perform the attribution analysis.
          example: '2018-01-01T00:00:00.000Z'
        endDate:
          type: string
          description: The end date of the time period to perform the attribution analysis.
          example: '2018-06-30T00:00:00.000Z'
        currency:
          type: string
          description: Currency of holdings
          example: USD
        investment:
          description: ''
          example:
            id: model-portfolio1
            type: portfolio
          allOf:
          - $ref: '#/components/schemas/idType'
        benchmark:
          description: ''
          example:
            id: model-portfolio2
            type: portfolio
          allOf:
          - $ref: '#/components/schemas/idType'
        portfolios:
          type: array
          example:
          - id: model-portfolio1
            holdings:
            - identifier: 0P0000058R
              identifierType: PerformanceId
              weight: 60
            - identifier: 0P000001RB
              identifierType: PerformanceId
              weight: 40
          - id: model-portfolio2
            holdings:
            - identifier: 0P0000058R
              identifierType: PerformanceId
              weight: 50
            - identifier: 0P000001RB
              identifierType: PerformanceId
              weight: 50
          items:
            $ref: '#/components/schemas/Holdings'
      type: object
  securitySchemes:
    BasicAuth:
      type: http
      scheme: basic