openapi: 3.0.1
info:
  version: 1.0.0
  title: Authorization Tokens Accounts Scenario Analysis 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: Scenario Analysis
paths:
  /direct-web-services/v1/scenario-analysis/risk-models:
    get:
      summary: Get risk models
      responses:
        '200':
          $ref: '#/components/responses/ResponseGetRiskModels'
        '400':
          $ref: '#/components/responses/ResponseBadRequest'
      operationId: getRiskModels
      tags:
      - Scenario Analysis
      description: Retrieves the list of available risk models. The response includes a risk model ID, which can be used to request the scenarios defined for that model.
  /direct-web-services/v1/scenario-analysis/scenarios:
    get:
      summary: Get scenarios
      parameters:
      - name: riskModelId
        in: query
        description: Specifies the risk model to query.
        required: true
        schema:
          type: string
        examples:
          riskModelIdExample1:
            summary: Global Equity Proprietary Factor Model (USD)
            value: morn-glb-eq-usd
      - name: scenarioType
        in: query
        description: Specifies the scenario type to filter results by.
        schema:
          $ref: '#/components/schemas/InputScenarioType'
          enum:
          - HistoricalEvent
          - MarketShock
      responses:
        '200':
          $ref: '#/components/responses/ResponseGetScenarios'
        '400':
          $ref: '#/components/responses/ResponseBadRequest'
      operationId: getScenarios
      tags:
      - Scenario Analysis
      description: 'Retrieves the list of scenarios defined for the specified risk model.  The `HistoricalEvent`scenario type is returned by default. Use the optional `scenarioType` query parameter to override the default setting and return a different scenario type.

        The response includes a scenario ID, which can be used to calculate returns or generate portfolio and investment metrics based on the conditions defined for the scenario.'
  /direct-web-services/v1/scenario-analysis/returns:
    post:
      summary: Calculate returns
      responses:
        '200':
          $ref: '#/components/responses/ResponseCalculateReturn'
        '400':
          $ref: '#/components/responses/ResponseBadRequest'
      operationId: calculateReturns
      tags:
      - Scenario Analysis
      description: Calculates scenario returns for the specified investments and portfolios based on the conditions defined for one or more scenarios.
      requestBody:
        $ref: '#/components/requestBodies/RequestCalculateReturn'
  /direct-web-services/v1/scenario-analysis/metrics:
    post:
      summary: Generate metrics
      responses:
        '200':
          $ref: '#/components/responses/ResponseGenerateMetrics'
        '400':
          $ref: '#/components/responses/ResponseBadRequest'
      operationId: generateMetrics
      tags:
      - Scenario Analysis
      description: Generates performance metrics for the specified portfolios and investments based on the conditions defined for one or more scenarios. Supported metrics include Alpha, Return, Max Drawdown, Standard Deviation, and Tracking Error.
      requestBody:
        $ref: '#/components/requestBodies/RequestGenerateMetrics'
  /scenario-analysis/scenarios:
    get:
      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: Get all predefined scenarios
      description: Get a list of all predefined scenarios. The response will include the unique ID for each scenario.  You use the ID with other endpoints to return information based on that scenario. Only scenarios that your account is enabled for will be returned.
      operationId: get_scenarios
      parameters:
      - in: query
        description: Unique identifier of a risk model
        name: risk-model-id
        schema:
          type: string
          default: morn-glb-eq-usd
      tags:
      - Scenario Analysis
  /scenario-analysis/calculate-cumulative-return:
    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 cumulative returns forecast for funds based on  predefined or custom macro schock scenarios
      description: Based on a specific risk model and predefined or custom macro shock scenarios, calculate daily cumulative returns forecast for funds.  You can include multiple scenarios and one fund in the request, or one scenario and multiple funds. Multiple scenarios and multiple funds cannot be sent in the same request. The response enables you to understand the impact on fund cumulative returns if significant market events are repeated.
      operationId: post_cumulative
      requestBody:
        $ref: '#/components/requestBodies/ScenarioAnalysisModel'
      tags:
      - Scenario Analysis
  /scenario-analysis/calculate-drawdown:
    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 drawdown forecast for a fund based on a predefined or custom macro shock scenarios
      description: Based on a specific risk model and predefined or custom macro shock scenarios, calculate daily drawdown forecast for a fund. You can include multiple scenarios and one fund in the request, or one scenario and multiple funds. Multiple scenarios and multiple funds cannot be sent in the same request. The response enables you to understand the impact on the fund drawdown if significant market events are repeated.
      operationId: post_drawdown
      requestBody:
        $ref: '#/components/requestBodies/ScenarioAnalysisModel'
      tags:
      - Scenario Analysis
  /scenario-analysis/calculate-metrics:
    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 metrics forecast for a fund based on predefined or custom macro shock scenarios
      description: Based on a specific risk model and predefined or custom macro shock scenarios, calculate metrics forecast for a fund. You can include multiple scenarios and one fund in the request, or one scenario and multiple funds. Multiple scenarios and multiple funds cannot be sent in the same request. The response enables you to understand the impact on the fund metrics if significant market events are repeated.
      operationId: post_metrics
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/Metrics'
        required: true
      tags:
      - Scenario Analysis
  /scenario-analysis/calculate-period-return:
    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 returns forecast for a fund based on predefined or custom macro shock scenarios
      description: Based on a specific risk model and predefined or custom macro shock scenarios, calculate  returns for a fund during different time periods.  You can include multiple scenarios and one fund in the request, or one scenario and multiple funds. Multiple scenarios and multiple funds cannot be sent in the same request.  The response enables you to understand the impact on fund returns if significant market events are repeated.
      operationId: post_period_return
      requestBody:
        $ref: '#/components/requestBodies/ScenarioAnalysisModel'
      tags:
      - Scenario Analysis
  /scenario-analysis/calculate-ten-k-growth:
    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 growth forecast for a $10k investment in a fund based on a predefined or custom macro/market shock scenarios
      description: Based on a specific risk model and predefined or custom macro/market shock scenarios, calculate growth for a $10k investment in a fund. You can include multiple scenarios and one fund in the request, or one scenario and multiple funds. Multiple scenarios and multiple funds cannot be sent in the same request. The response returns a series investment results forecasts. The forecast frequency depends on the type of scenario -  predefined (daily); macro shock (monthly) market shock (weekly).
      operationId: post_ten_k_growth
      requestBody:
        $ref: '#/components/requestBodies/ScenarioAnalysisModel'
      tags:
      - Scenario Analysis
components:
  schemas:
    OutputInvestmentMetadata:
      type: object
      properties:
        id:
          type: string
          description: ID passed in request.
          nullable: true
        idType:
          type: string
          description: "\r\nID type passed in request.\r\n\r\nIdType value(s) - \"ISIN\", \"CUSIP\", \"PerformanceId\", \"SecurityId\", \"TradingSymbol\", \"FundCode\", \"MSID\""
          nullable: true
        performanceId:
          type: string
          description: Performance ID (if not passed in request).
          nullable: true
        companyId:
          type: string
          description: Company ID (if not passed in request).
          nullable: true
        baseCurrency:
          type: string
          description: Input base currency used to look up Investment identifier
          nullable: true
        domicile:
          type: string
          description: Input domicile used to look up Investment identifier.
          nullable: true
        exchangeCountry:
          type: string
          description: Input exchange country used to look up Investment identifier.
          nullable: true
        exchangeId:
          type: string
          description: Input exchange id used to look up Investment identifier.
          nullable: true
      additionalProperties: false
      description: Represents an investment that is considered invalid.
    ResponseGenerateMetrics:
      type: object
      properties:
        scenarios:
          type: array
          items:
            $ref: '#/components/schemas/OutputMetricsScenario'
          nullable: true
        metadata:
          $ref: '#/components/schemas/OutputMetadata'
      additionalProperties: false
    InputCalculationType:
      enum:
      - Cumulative
      - Drawdown
      - Growth10k
      - Monthly
      - Period
      type: string
      description: "\r\nCalculationType defines the type of return in response.\r\n\r\nGrowth10k : A different way of showing cumulative return that highlights the change in value of an initial $10,000 investment\r\n\r\nperiod : Calculate the forecast returns of the scenario for different periods of 1 week, 1 month etc.\r\n\r\ncumulative : Cumulated returns.\r\n\r\ndrawdown : Drawdown of the return which is a measure of decline in an investment or fund from its peak to its trough over a period from the starting date.\r\n\r\nmonthly : Calculate the forecast returns of the scenario in monthly"
    ResponseErrorDetails:
      type: object
      properties:
        statusCode:
          type: integer
          description: Status Code
          format: int32
        errorCode:
          type: string
          description: Custom error code
          nullable: true
        message:
          type: string
          description: Message
          nullable: true
        requestId:
          type: string
          description: RequestId
          nullable: true
      additionalProperties: false
      description: Error details
    OutputPerformanceMetrics:
      type: object
      properties:
        return:
          type: number
          description: "\r\nForecasted returns of the scenario."
          format: double
          nullable: true
        maxDrawdown:
          type: number
          description: "\r\nMax Drawdown of the forecasted return of the scenario."
          format: double
          nullable: true
        standardDeviation:
          type: number
          description: "\r\nStandard Deviation of the for the forecasted return of the scenario."
          format: double
          nullable: true
        trackingError:
          type: number
          description: "\r\nTracking Error vs the benchmark for the forecasted return of the scenario.\r\n\r\nBenchmark is required to obtain Alpha and Tracking Error values."
          format: double
          nullable: true
        alpha:
          type: number
          description: "\r\nExcess return of the fund vs the benchmark for the forecasted return of the scenario.\r\n\r\nBenchmark is required to obtain Alpha and Tracking Error values."
          format: double
          nullable: true
        peakofMaxDrawdownFromToday:
          type: integer
          description: "\r\nPeak of the Max Drawdown."
          format: int32
          nullable: true
        valleyofMaxDrawdownFromToday:
          type: integer
          description: "\r\nValley of the Max Drawdown."
          format: int32
          nullable: true
        maxDrawdownDuration:
          type: integer
          description: "\r\nThe number of days from the peak to valley."
          format: int32
          nullable: true
        recoveryDuration:
          type: integer
          description: "\r\nThe number of days from valley back to positive cumulative return, could be NA if it never gets back to positive returns during the scenario period."
          format: int32
          nullable: true
        recoveryFromToday:
          type: integer
          description: "\r\nThe number of days from start date of the scenario back to positive cumulative return, could be NA if it never gets back to positive returns during the scenario period."
          format: int32
          nullable: true
        var:
          type: number
          description: "\r\nVaR is a measure of the potential of loss with a given probability."
          format: double
          nullable: true
        cVAR:
          type: number
          description: "\r\nCVaR is another risk measure that represents the mean loss of a portfolio occurring below the user-specified percentile."
          format: double
          nullable: true
      additionalProperties: false
    holding:
      properties:
        identifier:
          type: string
        weight:
          type: number
      type: object
    InputInvestment:
      required:
      - id
      type: object
      properties:
        id:
          minLength: 1
          type: string
          description: Unique identifier of an investment.
        idType:
          type: string
          description: Identifier type.
          default: PerformanceId
          nullable: true
        baseCurrency:
          type: string
          description: Base currency to use for investment lookup. Accepts 3‑character ISO 4217 currency codes.
          nullable: true
        domicile:
          type: string
          description: Domicile to use for investment lookup. Accepts 3-character ISO 3166-1 country codes.
          nullable: true
        exchangeCountry:
          type: string
          description: Exchange country to use for investment lookup. Accepts 3-character ISO 3166-1 country codes.
          nullable: true
        exchangeId:
          type: string
          description: Exchange identifier to use for investment lookup. See [Exchange IDs](https://developer.morningstar.com/content/hidden-from-navigation/DwsApisExchangeIds.xlsx) document for list of valid values.
          nullable: true
          examples:
            exchangeIdExample1:
              summary: NASDAQ - ALL Markets (NAS)
              value: EX$$$$XNAS
            exchangeIdExample2:
              summary: London Stock Exchange (LSE)
              value: EX$$$$XLON
      additionalProperties: false
    OutputSecurityType:
      type: string
      description: The security type
      enum:
      - BD
      - BK
      - CA
      - CASH
      - CIT
      - CP
      - CT
      - CU
      - CZ
      - DF
      - EI
      - FC
      - FE
      - FG
      - FH
      - FI
      - FM
      - FO
      - FV
      - GA
      - H1
      - HD
      - IF
      - LP
      - MG
      - MO
      - P1
      - PI
      - PO
      - PS
      - R1
      - S1
      - SA
      - SC
      - SP
      - ST
      - V1
      - VA
      - VH
      - VL
      - VP
      - VS
      - XI
      x-enumDescriptions:
        BD: Bonds
        BK: 529 Benchmark
        CA: Category Average/SectorAverages
        CASH: Cash
        CIT: Collective Investment Trusts
        CP: College Saving Plans
        CT: College Saving Portfolios
        CU: Exchange Rates/Currency Exchange
        CZ: Collective Investment Trusts
        DF: Restricted Investors
        EI: Economics Series
        FC: Closed End Funds
        FE: Exchange Traded Funds
        FG: FG
        FH: Hedge Funds
        FI: Unit Investment Trust
        FM: Money Market Funds
        FO: Open End Fund
        FV: Insurance Product Fund
        GA: GRPA
        H1: HFR Hedge Fund
        HD: Australian Hybrid
        IF: IF
        LP: US Variable Life
        MG: Strategies
        MO: Models
        P1: UK Life and Pension Policies
        PI: Special Pooled Funds for Unregistered VA
        PO: MF Objective
        PS: European Pension/Life Fund Wrappers
        R1: Global Restricted Funds
        S1: UBS Separate Accounts
        SA: Separate Accounts
        SC: Custom Fund
        SP: Private Funds
        ST: Stocks
        V1: UK Life and Pension Funds
        VA: US Variable Annuity Subaccounts
        VH: VH
        VL: US Variable Life Subaccounts/VL Subaccount
        VP: US Variable Annuities/VA Policy
        VS: VS
        XI: Market Indexes
    Holdings:
      required:
      - id
      properties:
        holdings:
          type: array
          items:
            $ref: '#/components/schemas/holding'
        id:
          type: string
      type: object
    OutputIdentifierType:
      enum:
      - SecurityId
      - CUSIP
      - TradingSymbol
      - FundCode
      - ISIN
      - PerformanceId
      - MSID
      - SEDOL
      - Ticker
      type: string
      description: Security identifier type
    OutputHoldingMetadata:
      type: object
      properties:
        identifier:
          type: string
          nullable: true
        identifierType:
          $ref: '#/components/schemas/OutputIdentifierType'
        baseCurrency:
          type: string
          nullable: true
        exchangeCountry:
          type: string
          nullable: true
        domicile:
          type: string
          nullable: true
      additionalProperties: false
    ResponseCalculateReturn:
      type: object
      properties:
        scenarios:
          type: array
          items:
            $ref: '#/components/schemas/OutputReturnsScenario'
          nullable: true
        metadata:
          $ref: '#/components/schemas/OutputMetadata'
      additionalProperties: false
    OutputReturn:
      type: object
      properties:
        date:
          type: string
          description: "\r\nReturn Date."
          nullable: true
        period:
          type: string
          description: "\r\nReturn Period."
          nullable: true
        value:
          type: number
          description: "\r\nReturn Value."
          format: double
      additionalProperties: false
    OutputMetricsScenario:
      type: object
      properties:
        id:
          type: string
          description: "\r\nScenario Id."
          nullable: true
        name:
          type: string
          description: "\r\nScenario Name."
          nullable: true
        definition:
          type: string
          description: "\r\nScenario Definition."
          nullable: true
        shockDate:
          type: string
          description: "\r\n\"shockDate\" indicates when the forecast of the scenario analysis would starts. It is the last month end of the risk premium data."
          nullable: true
        duration:
          type: integer
          description: "\r\nScenario Duration."
          format: int32
        durationUnit:
          type: string
          description: "\r\nScenario DurationUnit."
          nullable: true
        investments:
          type: array
          items:
            $ref: '#/components/schemas/OutputMetricsInvestment'
          description: "\r\nList of Investments."
          nullable: true
        portfolios:
          type: array
          items:
            $ref: '#/components/schemas/OutputMetricsPortfolio'
          description: "\r\nList of Portfolios."
          nullable: true
      additionalProperties: false
    OutputScenario:
      type: object
      properties:
        id:
          type: string
          description: Unique identifier of a scenario.
          nullable: true
        name:
          type: string
          description: Display name of the scenario.
          nullable: true
        groupName:
          type: string
          description: Name of the group to which the scenario belongs.
          nullable: true
        startDate:
          type: string
          description: Date on which the period represented by an historical event scenario begins.
          nullable: true
        endDate:
          type: string
          description: Date on which the historical period represented by the scenario ends.
          nullable: true
        lastModifiedDate:
          type: string
          description: Date on which the scenario was last modified.
          nullable: true
        createdDate:
          type: string
          description: Date market shock scenario was created.
          nullable: true
        definition:
          type: string
          description: Specification of the scenario — the market conditions it applies, such as the index, shock magnitude, and duration.
          nullable: true
        shortDescription:
          type: string
          description: Brief description of the scenario, suitable for display alongside `name`.
          nullable: true
      additionalProperties: false
    OutputIdentifiers:
      type: object
      properties:
        performanceId:
          type: string
          description: Performance ID passed in the request or returned based on the values passed to identify an investment.
          nullable: true
        securityId:
          type: string
          description: Morningstar security ID passed in the request used to look up investment identifiers.
          nullable: true
        tradingSymbol:
          type: string
          description: Trading symbol passed in the request used to look up investment identifiers.
          nullable: true
        fundCode:
          type: string
          description: Fund code passed in the request used to look up investment identifiers.
          nullable: true
        isin:
          type: string
          description: ISIN passed in the request and used to look up investment identifiers.
          nullable: true
        cusip:
          type: string
          description: CUSIP passed in the request used to look up investment identifiers.
          nullable: true
      additionalProperties: false
      description: The ID and ID type passed in the request and the corresponding Morningstar investment identifiers are returned.
    InputPortfolio:
      required:
      - holdings
      - name
      type: object
      properties:
        holdings:
          type: array
          items:
            $ref: '#/components/schemas/InputHolding'
        name:
          type: string
          description: Get or set portfolio name
          nullable: true
      additionalProperties: false
    OutputPortfolioMetadata:
      type: object
      properties:
        name:
          type: string
          nullable: true
        holdings:
          type: array
          items:
            $ref: '#/components/schemas/OutputHoldingMetadata'
          nullable: true
      additionalProperties: false
    InputHolding:
      type: object
      properties:
        weight:
          type: number
          description: "Get or set the Weight\r\n1. min value = 0\r\n2. max value = 100"
          format: double
          nullable: true
        cusip:
          type: string
          description: Get or set the CUSIP
          nullable: true
        fundCode:
          type: string
          description: Get or set the FundCode
          nullable: true
        isin:
          type: string
          description: Get or set the ISIN
          nullable: true
        performanceId:
          type: string
          description: Get or set the PerformanceId
          nullable: true
        securityId:
          type: string
          description: Get or set the SecurityId
          nullable: true
        tradingSymbol:
          type: string
          description: Get or set the TradingSymbol
          nullable: true
      additionalProperties: false
    OutputMessage:
      type: object
      properties:
        investments:
          type: array
          items:
            $ref: '#/components/schemas/OutputInvestmentMetadata'
          description: List of invalid holdings.
          nullable: true
        portfolios:
          type: array
          items:
            $ref: '#/components/schemas/OutputPortfolioMetadata'
          nullable: true
        type:
          $ref: '#/components/schemas/OutputMessageType'
        message:
          type: string
          description: Message text.
          nullable: true
        code:
          type: string
          description: Unique identifier of a message.
          nullable: true
      additionalProperties: false
    ResponseGetScenarios:
      type: object
      properties:
        scenarios:
          type: array
          items:
            $ref: '#/components/schemas/OutputScenario'
          nullable: true
        scenarioType:
          type: string
          description: "\r\nScenarioType."
          nullable: true
        scenarioTypeName:
          type: string
          description: "\r\nScenarioTypeName."
          nullable: true
        metadata:
          $ref: '#/components/schemas/OutputMetadata'
      additionalProperties: false
    Metrics:
      required:
      - riskModelId
      - scenarios
      properties:
        riskModelId:
          type: string
          example: morn-glb-eq-usd
        investments:
          type: array
          description: Investment id refers to performance ids, identifying the funds to be analysis on, separated by "," when passing multiple.
          example:
          - id: 0P0000058R
            type: PerformanceId
          items:
            $ref: '#/components/schemas/investment'
        scenarios:
          type: array
          description: Scenario id, internal pre-defined scenario identities(scenario001 ~ scenario009), separated by "," when passing multiple scenarios.
          example:
          - scenario001
          - scenario002
          items:
            type: string
        benchmark:
          description: The benchmark's securityId for the analysing fund. Which will be required for calculating the alpha and tracking error.
          example:
            id: NB
          allOf:
          - $ref: '#/components/schemas/benchmark'
        portfolios:
          type: array
          example:
          - id: abc
            holdings:
            - identifier: 0P0000058R
              weight: 60
            - identifier: 0P000001RB
              weight: 40
          - id: '123'
            holdings:
            - identifier: 0P0000058R
              weight: 50
            - identifier: 0P000001RB
              weight: 50
          items:
            $ref: '#/components/schemas/Holdings'
      type: object
    OutputLookupFilters:
      type: object
      properties:
        baseCurrency:
          type: string
          description: Input base currency used to look up Investment identifier
          nullable: true
        domicile:
          type: string
          description: Input domicile used to look up Investment identifier.
          nullable: true
        exchangeCountry:
          type: string
          description: Input exchange country used to look up Investment identifier.
          nullable: true
        exchangeId:
          type: string
          description: Input exchange id used to look up Investment identifier.
          nullable: true
      additionalProperties: false
      description: Information passed in request and used to look up an investment's Morningstar Investment identifier.
    investment:
      properties:
        id:
          type: string
        type:
          type: string
      type: object
    benchmark:
      properties:
        id:
          type: string
        type:
          type: string
      type: object
    OutputReturnsScenario:
      type: object
      properties:
        id:
          type: string
          description: Unique identifier of scenario applied in this calculation.
          nullable: true
        name:
          type: string
          description: Display name of scenario applied in this calculation.
          nullable: true
        definition:
          type: string
          description: Specification of the scenario — the market conditions applied in this calculation, such as the index, shock magnitude, and duration.
          nullable: true
        calculateType:
          type: string
          description: Type of calculation performed for this scenario.
          nullable: true
        shockDate:
          type: string
          description: Date on which the scenario analysis forecast begins. This is the last month end of the risk premium data.
          format: date
        duration:
          type: integer
          description: Length of the scenario forecast, beginning at `shockDate`. Expressed in the unit given by `durationUnit`.
          format: int32
        durationUnit:
          type: string
          description: Unit of time in which `duration` is expressed.
          nullable: true
        investments:
          type: array
          items:
            $ref: '#/components/schemas/OutputReturnsInvestment'
          description: Forecast results for each investment included in the request, calculated under this scenario.
          nullable: true
        portfolios:
          type: array
          items:
            $ref: '#/components/schemas/OutputReturnsPortfolio'
          description: Forecast results for each portfolio included in the request, calculated under this scenario.
          nullable: true
      additionalProperties: false
    ResponseGetRiskModels:
      type: object
      properties:
        riskModels:
          type: array
          items:
            $ref: '#/components/schemas/OutputRiskModel'
          nullable: true
        metadata:
          $ref: '#/components/schemas/OutputMetadata'
      additionalProperties: false
    RequestGenerateMetrics:
      type: object
      properties:
        riskModelId:
          minLength: 1
          type: string
          description: Risk model identifier.
        investments:
          type: array
          items:
            $ref: '#/components/schemas/InputInvestment'
          description: "\r\nList of Investments."
          nullable: true
        portfolios:
          type: array
          items:
            $ref: '#/components/schemas/InputPortfolio'
          description: "\r\nList of portfolios with holdings."
          nullable: true
        scenarios:
          type: array
          items:
            type: string
          description: Comma-separated list of scenarios to query.  At least one scenario must be passed in the request.
          nullable: true
        benchmark:
          $ref: '#/components/schemas/InputBenchmark'
      additionalProperties: false
      required:
      - riskModelId
      - scenarios
    InputBenchmark:
      type: object
      properties:
        securityId:
          type: string
          description: "\r\nBenchmark is required to obtain Alpha and Tracking Error values."
          nullable: true
      additionalProperties: false
    ScenarioAnalysisModel:
      required:
      - riskModelId
      - scenarios
      properties:
        riskModelId:
          type: string
          example: morn-glb-eq-usd
        investments:
          type: array
          description: Investment id refers to performance ids, identifying the funds to be analysis on, separated by "," when passing multiple.
          example:
          - id: 0P0000058R
            type: PerformanceId
          items:
            $ref: '#/components/schemas/investment'
        scenarios:
          type: array
          description: Scenario id, internal pre-defined scenario identities(scenario001 ~ scenario009), separated by "," when passing multiple scenarios.
          example:
          - scenario001
          - scenario002
          items:
            type: string
        portfolios:
          type: array
          example:
          - id: abc
            holdings:
            - id: 0P0000058R
              weight: 60
            - id: 0P000001RB
              weight: 40
          - id: '123'
            holdings:
            - id: 0P0000058R
              weight: 50
            - id: 0P000001RB
              weight: 50
          items:
            $ref: '#/components/schemas/Holdings'
      type: object
    OutputMetricsPortfolio:
      type: object
      properties:
        name:
          type: string
          description: "\r\nPortfolio Id."
          nullable: true
        performanceMetrics:
          $ref: '#/components/schemas/OutputPerformanceMetrics'
        assetCoverage:
          type: integer
          description: "\r\nThe holding weighted percentage of the applicable holdings for which a data point has been successfully calculated out of all the applicable holdings."
          format: int32
      additionalProperties: false
    OutputRiskModel:
      type: object
      properties:
        id:
          type: string
          nullable: true
          description: Unique identifier of a risk model.
        name:
          type: string
          nullable: true
          description: Display name of the risk model.
        legacyIds:
          type: array
          items:
            type: string
          nullable: true
          description: Identifiers previously used for this risk model, retained so that requests issued against earlier versions of the API continue to resolve.
        currencyId:
          type: string
          nullable: true
          description: Currency ID.
        currency:
          type: string
          nullable: true
          description: Currency in which the risk model's results are expressed.
        defaultGroup:
          type: string
          nullable: true
          description: Default risk model group.
        isPrimary:
          type: boolean
        asset:
          type: string
          nullable: true
          description: Asset class covered by the risk model.
        factorCount:
          type: integer
          format: int32
          description: Number of risk factors in the model.
        startDate:
          type: string
          nullable: true
          description: Earliest date for which the risk model has data available. Analysis cannot begin before this date.
        asOfDate:
          type: string
          nullable: true
          description: Most recent date for which the risk model has data available.
        description:
          type: string
          nullable: true
          description: Description of the risk model.
        currencyDescription:
          type: string
          nullable: true
          description: Provides information about the currencies supported by the model. The `currency` field displays the default currency configured for the account.
        factorDescription:
          type: string
          nullable: true
          description: Description of the risk factors used by the model.
        dataAvailability:
          type: string
          nullable: true
          description: Range of dates for which the risk model has data available, bounded by `startDate` and `asOfDate`.
      additionalProperties: false
    OutputMetricsInvestment:
      type: object
      properties:
        identifiers:
          $ref: '#/components/schemas/OutputIdentifiers'
        performanceMetrics:
          $ref: '#/components/schemas/OutputPerformanceMetrics'
        assetCoverage:
          type: integer
          description: "\r\nThe holding weighted percentage of the applicable holdings for which a data point has been successfully calculated out of all the applicable holdings."
          format: int32
        metadata:
          $ref: '#/components/schemas/OutputLookupFilters'
      additionalProperties: false
    RequestCalculateReturn:
      type: object
      properties:
        calculationType:
          $ref: '#/components/schemas/InputCalculationType'
          description: "Sets how return is calculated.\n\n  - `Cumulative` - Calculates cumulative return.\n  - `Drawdown` - Measure of decline in an investment or fund from its peak to its trough over a period from the starting date.\n  - `Growth10k` - Cumulative return that highlights the change in value of an initial $10,000 investment.\n  - `Monthly` - Calculates monthly returns.\n  - `Period` - Calculates returns for different periods of 1 week, 1 month etc. "
        riskModelId:
          minLength: 1
          type: string
          description: Risk model identifier.
        investments:
          type: array
          items:
            $ref: '#/components/schemas/InputInvestment'
          description: "\r\nList of Investments."
          nullable: true
        portfolios:
          type: array
          items:
            $ref: '#/components/schemas/InputPortfolio'
          description: "\r\nList of portfolios with holdings."
          nullable: true
        scenarios:
          type: array
          items:
            type: string
          description: Comma-separated list of scenarios to query.  At least one scenario must be passed in the request.
          nullable: true
      additionalProperties: false
      required:
      - calculationType
      - riskModelId
      - scenarios
    OutputInvestmentReference:
      type: object
      properties:
        performanceId:
          type: string
          description: Morningstar Performance ID for the holding.
          nullable: true
        securityId:
          type: string
          description: Morningstar Security ID for the holding.
          nullable: true
        isin:
          type: string
          description: ISIN for the holding. Only present when the original request used ISIN as the identifier type.
          nullable: true
        tradingSymbol:
          type: string
          description: Trading symbol for the holding.
          nullable: true
        fundCode:
          type: string
          description: Fund code passed in the request used to look up investment identifiers.
          nullable: true
        cusip:
          type: string
          description: CUSIP passed in the request used to look up investment identifiers.
          nullable: true
        name:
          type: string
          description: Name of the investment.
          nullable: true
        baseCurrency:
          type: string
          description: BaseCurrency of the investment.
          nullable: true
        type:
          type: string
          description: Type of the investment.
          nullable: true
          $ref: '#/components/schemas/OutputSecurityType'
        inceptionDate:
          type: string
          description: InceptionDate of the investment.
          nullable: true
      additionalProperties: false
      description: Represents resolved identifier data for a valid investment or holding, returned in metadata.
    OutputReturnsInvestment:
      type: object
      properties:
        identifiers:
          $ref: '#/components/schemas/OutputIdentifiers'
        returns:
          type: array
          items:
            $ref: '#/components/schemas/OutputReturn'
          description: "\r\nInvestment Returns."
          nullable: true
        assetCoverage:
          type: number
          description: "\r\nThe holding weighted percentage of the applicable holdings for which a data point has been successfully calculated out of all the applicable holdings."
          format: double
        metadata:
          $ref: '#/components/schemas/OutputLookupFilters'
      additionalProperties: false
    OutputMetadata:
      type: object
      properties:
        messages:
          type: array
          items:
            $ref: '#/components/schemas/OutputMessage'
          description: Get or set the list of messages in the response.
          nullable: true
        securityReference:
          type: array
          items:
            $ref: '#/components/schemas/OutputInvestmentReference'
          description: Get or set the list of resolved identifiers for all valid investments in the request.
          nullable: true
        requestId:
          type: string
          description: Unique identifier of a request.
          nullable: true
        time:
          type: string
          description: Indicates when the response was generated.
          format: date-time
          readOnly: true
      additionalProperties: false
    InputScenarioType:
      enum:
      - HistoricalEvent
      - MacroShock
      - MarketShock
      type: string
    OutputReturnsPortfolio:
      type: object
      properties:
        name:
          type: string
          description: "\r\nPortfolio name."
          nullable: true
        returns:
          type: array
          items:
            $ref: '#/components/schemas/OutputReturn'
          description: "\r\nPortfolio List of Returns."
          nullable: true
        assetCoverage:
          type: number
          description: "\r\nThe holding weighted percentage of the applicable holdings for which a data point has been successfully calculated out of all the applicable holdings."
          format: double
      additionalProperties: false
    OutputMessageType:
      enum:
      - Warning
      - Error
      type: string
      description: MessageType
  examples:
    RequestGenerateMetricsExample2:
      summary: Portfolios Only
      value:
        riskModelId: morn-glb-eq-usd
        portfolios:
        - name: Portfolio1
          holdings:
          - performanceId: 0P00018MDC
            weight: 60
          - performanceId: 0P0000Z6OO
            weight: 40
        - name: Portfolio2
          holdings:
          - performanceId: 0P0000GD33
            weight: 50
          - performanceId: 0P000001RB
            weight: 50
        scenarios:
        - scenario001
        - scenario002
        - scenario003
    ResponseGetScenariosExample1:
      summary: Get Scenarios Response
      value:
        scenarios:
        - id: scenario001
          name: 2003 Bond Selloff
          groupName: Global Macro
          startDate: '2003-06-12'
          endDate: '2003-08-31'
          definition: Bond markets had their largest selloff since 1994 in 2003. US dollar, Yen and Euro yields all increased sharply. Ten year US Treasury yields increased from 3.11% on the 13th of June to over 4.40%, Japanese government bond yields rose 50 basis points, and bunds rose 70 basis points. - Based on BIS quarterly review 2003.
          shortDescription: Bond markets had their largest selloff since 1994 in 2003. US dollar, Yen and Euro yields all increased sharply with little direct impact to equity markets over this timeframe.
        - id: scenario002
          name: 2007 - 2008 Oil Price Rise
          groupName: Global Macro
          startDate: '2007-01-18'
          endDate: '2008-06-27'
          definition: Oil prices experienced a sustained rise from around $40/bbl in January 2007 to just less than $150/bbl on July 15, 2008. This rise coincided with substantial falls in global equity markets.
          shortDescription: Oil prices experienced a sustained rise from around $40/bbl in January 2007 to just less than $150/bbl on July 15, 2008.
        scenarioType: HistoricalEvent
        scenarioTypeName: Pre-defined Scenarios
        metadata:
          requestId: 4ef8a117-8e56-4c87-b2fc-1dad956b8c43
          time: '2025-09-28T15:28:59.0658838Z'
    RequestGenerateMetricsExample1:
      summary: Investments Only
      value:
        riskModelId: morn-glb-eq-usd
        investments:
        - id: 0P0000K9KG
          idType: performanceId
        - id: 0P00002W78
          idType: performanceId
        scenarios:
        - scenario001
        - scenario002
        - scenario003
    ResponseGenerateMetricsExample3:
      summary: Response when Benchmark Passed in Request
      description: A benchmark was specified in request, therefore Alpha and Tracking error were returned.
      value:
        scenarios:
        - id: scenario001
          name: 2003 Bond Selloff
          definition: Bond markets had their largest selloff since 1994 in 2003.  US dollar, Yen and Euro yields all increased sharply.  Ten year US Treasury yields increased from 3.11% on the 13th of June to over 4.40%,Japanese government bond yields rose 50 basis points, and bunds rose 70 basis points.  Yields continued to rise at longer maturities until late August in Japan.  There was little direct impact on equity markets over this timeframe,and the relative price of financial institutions did not move substantially as compared to the rest of the equity market.  - Based on BIS quarterly review 2003.
          shockDate: '2026-05-31'
          duration: 81
          durationUnit: Days
          investments:
          - identifiers:
              performanceId: 0P0000K9KG
            performanceMetrics:
              return: 3.388971831602761
              maxDrawdown: -4.391533292763716
              standardDeviation: 10.945449828326424
              trackingError: 10.656884363274786
              alpha: 1.369332573542059
              peakofMaxDrawdownFromToday: 5
              valleyofMaxDrawdownFromToday: 18
              maxDrawdownDuration: 13
              recoveryDuration: 25
              recoveryFromToday: 43
            assetCoverage: 94
          - identifiers:
              performanceId: 0P00002W78
            performanceMetrics:
              return: 5.232881152614999
              maxDrawdown: -6.046317683947211
              standardDeviation: 18.94736327230838
              trackingError: 3.983231944891073
              alpha: 0.70477301073768
              peakofMaxDrawdownFromToday: 33
              valleyofMaxDrawdownFromToday: 57
              maxDrawdownDuration: 24
              recoveryDuration: 10
              recoveryFromToday: 67
            assetCoverage: 100
          portfolios:
          - name: Portfolio1
            performanceMetrics:
              return: 1.707928385768054
              maxDrawdown: -2.432267483640316
              standardDeviation: 8.315741097695101
              trackingError: 8.535819472280373
              alpha: -0.256406604312875
              peakofMaxDrawdownFromToday: 32
              valleyofMaxDrawdownFromToday: 54
              maxDrawdownDuration: 22
              recoveryDuration: 9
              recoveryFromToday: 63
            assetCoverage: 60
        metadata:
          securityReference:
          - performanceId: 0P0000K9KG
            name: American Beacon International Eq Y
            baseCurrency: USD
            type: FO
            inceptionDate: '2009-08-03'
          - performanceId: 0P00002W78
            name: PGIM Jennison Growth Z
            baseCurrency: USD
            type: FO
            inceptionDate: '1996-04-15'
          - performanceId: 0P00018MDC
            name: Oakmark Institutional
            baseCurrency: USD
            type: FO
            inceptionDate: '2016-11-30'
          - performanceId: 0P0000Z6OO
            name: Payden Floating Rate Investor
            baseCurrency: USD
            type: FO
            inceptionDate: '2013-11-11'
          requestId: d014f709-1bb2-490d-bd34-a578ec9d6ca2
          time: '2026-07-16T09:43:14.9410341Z'
    RequestCalculateReturnExample1:
      summary: Investments Only
      value:
        riskModelId: morn-glb-eq-usd
        calculationType: cumulative
        investments:
        - id: 0P0000K9KG
          idType: performanceId
        - id: 0P00002W78
          idType: performanceId
        scenarios:
        - scenario001
        - scenario002
        - scenario003
    RequestGenerateMetricsExample3:
      summary: Investments and Portfolios
      value:
        riskModelId: morn-glb-eq-usd
        investments:
        - id: 0P0000K9KG
          idType: performanceId
        - id: 0P00002W78
          idType: performanceId
        portfolios:
        - name: Portfolio1
          holdings:
          - performanceId: 0P00018MDC
            weight: 60
          - performanceId: 0P0000Z6OO
            weight: 40
        - name: Portfolio2
          holdings:
          - performanceId: 0P0000GD33
            weight: 50
          - performanceId: 0P000001RB
            weight: 50
        scenarios:
        - scenario001
        - scenario002
        - scenario003
    ResponseGenerateMetricsExample1:
      summary: Success (No Messages)
      description: Response when all investment and portfolio holding identifiers passed in the request are valid. A benchmark was not specified in request, therefore Alpha and Tracking error were not returned.
      value:
        scenarios:
        - id: scenario001
          name: 2003 Bond Selloff
          definition: Bond markets had their largest selloff since 1994 in 2003.  US dollar, Yen and Euro yields all increased sharply.  Ten year US Treasury yields increased from 3.11% on the 13th of June to over 4.40%,Japanese government bond yields rose 50 basis points, and bunds rose 70 basis points.  Yields continued to rise at longer maturities until late August in Japan.  There was little direct impact on equity markets over this timeframe,and the relative price of financial institutions did not move substantially as compared to the rest of the equity market.  - Based on BIS quarterly review 2003.
          shockDate: '2026-05-31'
          duration: 81
          durationUnit: Days
          investments:
          - identifiers:
              performanceId: 0P0000K9KG
            performanceMetrics:
              return: 3.388971831602761
              maxDrawdown: -4.391533292763716
              standardDeviation: 10.945449828326424
              peakofMaxDrawdownFromToday: 5
              valleyofMaxDrawdownFromToday: 18
              maxDrawdownDuration: 13
              recoveryDuration: 25
              recoveryFromToday: 43
            assetCoverage: 94
          - identifiers:
              performanceId: 0P00002W78
            performanceMetrics:
              return: 5.232881152614999
              maxDrawdown: -6.046317683947211
              standardDeviation: 18.94736327230838
              peakofMaxDrawdownFromToday: 33
              valleyofMaxDrawdownFromToday: 57
              maxDrawdownDuration: 24
              recoveryDuration: 10
              recoveryFromToday: 67
            assetCoverage: 100
          portfolios:
          - name: Portfolio1
            performanceMetrics:
              return: 1.707928385768054
              maxDrawdown: -2.432267483640316
              standardDeviation: 8.315741097695101
              peakofMaxDrawdownFromToday: 32
              valleyofMaxDrawdownFromToday: 54
              maxDrawdownDuration: 22
              recoveryDuration: 9
              recoveryFromToday: 63
            assetCoverage: 60
        metadata:
          securityReference:
          - performanceId: 0P0000K9KG
            name: American Beacon International Eq Y
            baseCurrency: USD
            type: FO
            inceptionDate: '2009-08-03'
          - performanceId: 0P00002W78
            name: PGIM Jennison Growth Z
            baseCurrency: USD
            type: FO
            inceptionDate: '1996-04-15'
          - performanceId: 0P00018MDC
            name: Oakmark Institutional
            baseCurrency: USD
            type: FO
            inceptionDate: '2016-11-30'
          - performanceId: 0P0000Z6OO
            name: Payden Floating Rate Investor
            baseCurrency: USD
            type: FO
            inceptionDate: '2013-11-11'
          requestId: d014f709-1bb2-490d-bd34-a578ec9d6ca2
          time: '2026-07-16T09:43:14.9410341Z'
    RequestCalculateReturnExample3:
      summary: Investments and Portfolios
      value:
        riskModelId: morn-glb-eq-usd
        calculationType: cumulative
        investments:
        - id: 0P0000K9KG
          idType: performanceId
        - id: 0P00002W78
          idType: performanceId
        portfolios:
        - name: Portfolio1
          holdings:
          - performanceId: 0P00018MDC
            weight: 60
          - performanceId: 0P0000Z6OO
            weight: 40
        - name: Portfolio2
          holdings:
          - performanceId: 0P0000GD33
            weight: 50
          - performanceId: 0P000001RB
            weight: 50
        scenarios:
        - scenario001
        - scenario002
        - scenario003
    ResponseCalculateReturnExample1:
      summary: Success (No Messages)
      description: Response when all investment and portfolio holding identifiers passed in the request are valid.
      value:
        scenarios:
        - id: scenario001
          name: 2003 Bond Selloff
          definition: Bond markets had their largest selloff since 1994 in 2003.  US dollar, Yen and Euro yields all increased sharply.  Ten year US Treasury yields increased from 3.11% on the 13th of June to over 4.40%,Japanese government bond yields rose 50 basis points, and bunds rose 70 basis points.  Yields continued to rise at longer maturities until late August in Japan.  There was little direct impact on equity markets over this timeframe,and the relative price of financial institutions did not move substantially as compared to the rest of the equity market.  - Based on BIS quarterly review 2003.
          calculateType: cumulative
          shockDate: '2026-05-31'
          duration: 81
          durationUnit: Days
          investments:
          - identifiers:
              performanceId: 0P0000K9KG
            returns:
            - date: '2026-06-01'
              value: 0
            - date: '2026-06-02'
              value: 0.305384956800991
            - date: '2026-06-03'
              value: -0.612313962725097
            assetCoverage: 94.17150115966797
          - identifiers:
              performanceId: 0P00002W78
            returns:
            - date: '2026-06-01'
              value: 0
            - date: '2026-06-02'
              value: -0.037535779399001
            - date: '2026-06-03'
              value: -1.702422890837796
            assetCoverage: 100
          portfolios:
          - name: Portfolio1
            returns:
            - date: '2026-06-01'
              value: 0
            - date: '2026-06-02'
              value: 0.073910864659799
            - date: '2026-06-03'
              value: -0.637526515305742
            assetCoverage: 60.000178527832034
        metadata:
          securityReference:
          - performanceId: 0P0000K9KG
            name: American Beacon International Eq Y
            baseCurrency: USD
            type: FO
            inceptionDate: '2009-08-03'
          - performanceId: 0P00002W78
            name: PGIM Jennison Growth Z
            baseCurrency: USD
            type: FO
            inceptionDate: '1996-04-15'
          - performanceId: 0P00018MDC
            name: Oakmark Institutional
            baseCurrency: USD
            type: FO
            inceptionDate: '2016-11-30'
          - performanceId: 0P0000Z6OO
            name: Payden Floating Rate Investor
            baseCurrency: USD
            type: FO
            inceptionDate: '2013-11-11'
          requestId: 19ee7903-2f4e-419a-8ee5-46698bb65aa3
          time: '2026-07-16T09:22:13.83068Z'
    ResponseGenerateMetricsExample2:
      summary: Success (With Messages)
      description: Response when data is not returned for some of the identifiers passed in the request. This may be because the identifier is invalid or the account is not entitled for the identifier. A benchmark was not specified in request, therefore Alpha and Tracking error were not returned.
      value:
        scenarios:
        - id: scenario001
          name: 2003 Bond Selloff
          definition: Bond markets had their largest selloff since 1994 in 2003.  US dollar, Yen and Euro yields all increased sharply.  Ten year US Treasury yields increased from 3.11% on the 13th of June to over 4.40%,Japanese government bond yields rose 50 basis points, and bunds rose 70 basis points.  Yields continued to rise at longer maturities until late August in Japan.  There was little direct impact on equity markets over this timeframe,and the relative price of financial institutions did not move substantially as compared to the rest of the equity market.  - Based on BIS quarterly review 2003.
          shockDate: '2026-05-31'
          duration: 81
          durationUnit: Days
          investments:
          - identifiers:
              performanceId: 0P0000K9KG
            performanceMetrics:
              return: 3.388971831602761
              maxDrawdown: -4.391533292763716
              standardDeviation: 10.945449828326424
              peakofMaxDrawdownFromToday: 5
              valleyofMaxDrawdownFromToday: 18
              maxDrawdownDuration: 13
              recoveryDuration: 25
              recoveryFromToday: 43
            assetCoverage: 94
          portfolios:
          - name: Portfolio1
            performanceMetrics:
              return: 2.774644027400086
              maxDrawdown: -4.060516984609109
              standardDeviation: 13.859568496158502
              peakofMaxDrawdownFromToday: 4
              valleyofMaxDrawdownFromToday: 54
              maxDrawdownDuration: 50
              recoveryDuration: 10
              recoveryFromToday: 64
            assetCoverage: 100
          - name: Portfolio2
            performanceMetrics:
              return: 4.341427122549546
              maxDrawdown: -3.459415075869288
              standardDeviation: 12.871086741556887
              peakofMaxDrawdownFromToday: 4
              valleyofMaxDrawdownFromToday: 54
              maxDrawdownDuration: 50
              recoveryDuration: 7
              recoveryFromToday: 61
            assetCoverage: 100
        metadata:
          messages:
          - investments:
            - id: 0P00002W7
              idType: PerformanceId
            portfolios:
            - name: Portfolio1
              holdings:
              - identifier: 0P0000Z6
                identifierType: PerformanceId
            type: Warning
            message: 'Lookup : Invalid investments.'
            code: 404.common.125
          securityReference:
          - performanceId: 0P0000K9KG
            name: American Beacon International Eq Y
            baseCurrency: USD
            type: FO
            inceptionDate: '2009-08-03'
          - performanceId: 0P00018MDC
            name: Oakmark Institutional
            baseCurrency: USD
            type: FO
            inceptionDate: '2016-11-30'
          - performanceId: 0P0000GD33
            name: American Funds American Mutual F-2
            baseCurrency: USD
            type: FO
            inceptionDate: '2008-08-05'
          - performanceId: 0P000001RB
            name: Donaldson Co Inc
            baseCurrency: USD
            type: ST
          requestId: a8fc4e79-b665-4ff6-b509-b73f5efe3418
          time: '2026-07-16T09:58:56.2072856Z'
    ResponseBadRequestExample1:
      summary: Max Portfolios Exceeded
      value:
        statusCode: 400
        errorCode: 413.scenarioAnalysis.002
        message: Scenario Analysis is only supported with 2 portfolios.
        requestId: c5f31dab-c8f5-4b28-9885-fddacd94b3c3
    RequestCalculateReturnExample2:
      summary: Portfolios Only
      value:
        riskModelId: morn-glb-eq-usd
        calculationType: cumulative
        portfolios:
        - name: Portfolio1
          holdings:
          - performanceId: 0P00018MDC
            weight: 60
          - performanceId: 0P0000Z6OO
            weight: 40
        - name: Portfolio2
          holdings:
          - performanceId: 0P0000GD33
            weight: 50
          - performanceId: 0P000001RB
            weight: 50
        scenarios:
        - scenario001
        - scenario002
        - scenario003
    ResponseCalculateReturnExample2:
      summary: Success (With Messages)
      description: Response when data is not returned for some of the identifiers passed in the request. This may be because the identifier is invalid or the account is not entitled for the identifier.
      value:
        scenarios:
        - id: scenario001
          name: 2003 Bond Selloff
          definition: Bond markets had their largest selloff since 1994 in 2003.  US dollar, Yen and Euro yields all increased sharply.  Ten year US Treasury yields increased from 3.11% on the 13th of June to over 4.40%,Japanese government bond yields rose 50 basis points, and bunds rose 70 basis points.  Yields continued to rise at longer maturities until late August in Japan.  There was little direct impact on equity markets over this timeframe,and the relative price of financial institutions did not move substantially as compared to the rest of the equity market.  - Based on BIS quarterly review 2003.
          calculateType: cumulative
          shockDate: '2026-05-31'
          duration: 81
          durationUnit: Days
          investments:
          - identifiers:
              performanceId: 0P00002W78
            returns:
            - date: '2026-06-01'
              value: 0
            - date: '2026-06-02'
              value: -0.037535779399001
            - date: '2026-06-03'
              value: -1.702422890837796
            assetCoverage: 100
        metadata:
          messages:
          - investments:
            - id: 0P0000K9K
              idType: performanceId
            portfolios:
            - name: Portfolio1
              holdings:
              - identifier: 0P00018MD
                identifierType: PerformanceId
            type: Warning
            message: 'Lookup : Invalid investments.'
            code: 404.common.125
          - portfolios:
            - name: Portfolio1
            type: Warning
            message: Data is not available for this selection.
            code: 400.api.006
          securityReference:
          - performanceId: 0P00002W78
            name: PGIM Jennison Growth Z
            baseCurrency: USD
            type: FO
            inceptionDate: '1996-04-15'
          - performanceId: 0P0000Z6OO
            name: Payden Floating Rate Investor
            baseCurrency: USD
            type: FO
            inceptionDate: '2013-11-11'
          requestId: 3a4205f5-cdbb-483f-bacd-fbc510d689ef
          time: '2026-07-16T09:25:12.4105935Z'
    ResponseGetRiskModelsExample1:
      summary: Get Risk Models Response
      value:
        riskModels:
        - id: morn-std-glb-eq-usd
          name: Global Equity Model
          legacyIds: []
          currencyId: '29472'
          currency: USD
          defaultGroup: Style
          isPrimary: false
          asset: Equity
          factorCount: 35
          startDate: '2003-01-01'
          asOfDate: '2026-05-31'
          description: The Morningstar Global Equity Model captures risk premiums across the global equity universe. It is defined by prevalent factors excluding Morningstar proprietary factors.
          currencyDescription: 'The model is available in five currencies: Australian dollar, British pound, Canadian dollar, Euro and U.S. dollar.'
          factorDescription: The model is defined by 35 factors across style, sector, region, and currency.
          dataAvailability: The model generates daily data from 01/01/2003, to the present day.
        - id: morn-std-glb-eq-cad
          name: Global Equity Model
          legacyIds: []
          currencyId: '29437'
          currency: CAD
          defaultGroup: Style
          isPrimary: false
          asset: Equity
          factorCount: 35
          startDate: '2003-01-01'
          asOfDate: '2026-05-31'
          description: The Morningstar Global Equity Model captures risk premiums across the global equity universe. It is defined by prevalent factors excluding Morningstar proprietary factors.
          currencyDescription: 'The model is available in five currencies: Australian dollar, British pound, Canadian dollar, Euro and U.S. dollar.'
          factorDescription: The model is defined by 35 factors across style, sector, region, and currency.
          dataAvailability: The model generates daily data from 01/01/2003, to the present day.
        metadata:
          requestId: ffffb8a7-f5a2-4633-bae9-a869b845a33f
          time: '2026-07-20T08:27:51.9571307Z'
    RequestGenerateMetricsExample4:
      summary: Include Benchmark to Return Alpha and Tracking Error
      value:
        riskModelId: morn-glb-eq-usd
        investments:
        - id: 0P0000K9KG
          idType: performanceId
        - id: 0P00002W78
          idType: performanceId
        portfolios:
        - name: Portfolio1
          holdings:
          - performanceId: 0P00018MDC
            weight: 60
          - performanceId: 0P0000Z6OO
            weight: 40
        - name: Portfolio2
          holdings:
          - performanceId: 0P0000GD33
            weight: 50
          - performanceId: 0P000001RB
            weight: 50
        benchmark:
          securityId: XIUSA04G92
        scenarios:
        - scenario001
        - scenario002
        - scenario003
  requestBodies:
    ScenarioAnalysisModel:
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ScenarioAnalysisModel'
      required: true
    RequestGenerateMetrics:
      required: true
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/RequestGenerateMetrics'
          examples:
            RequestGenerateMetricsExample1:
              $ref: '#/components/examples/RequestGenerateMetricsExample1'
            RequestGenerateMetricsExample2:
              $ref: '#/components/examples/RequestGenerateMetricsExample2'
            RequestGenerateMetricsExample3:
              $ref: '#/components/examples/RequestGenerateMetricsExample3'
            RequestGenerateMetricsExample4:
              $ref: '#/components/examples/RequestGenerateMetricsExample4'
    RequestCalculateReturn:
      required: true
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/RequestCalculateReturn'
          examples:
            RequestCalculateReturnExample1:
              $ref: '#/components/examples/RequestCalculateReturnExample1'
            RequestCalculateReturnExample2:
              $ref: '#/components/examples/RequestCalculateReturnExample2'
            RequestCalculateReturnExample3:
              $ref: '#/components/examples/RequestCalculateReturnExample3'
  responses:
    ResponseCalculateReturn:
      description: OK
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ResponseCalculateReturn'
          examples:
            ResponseCalculateReturnExample1:
              $ref: '#/components/examples/ResponseCalculateReturnExample1'
            ResponseCalculateReturnExample2:
              $ref: '#/components/examples/ResponseCalculateReturnExample2'
    ResponseGetRiskModels:
      description: OK
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ResponseGetRiskModels'
          examples:
            ResponseGetRiskModelsExample1:
              $ref: '#/components/examples/ResponseGetRiskModelsExample1'
    ResponseBadRequest:
      description: OK
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ResponseErrorDetails'
          examples:
            ResponseBadRequestExample1:
              $ref: '#/components/examples/ResponseBadRequestExample1'
    ResponseGenerateMetrics:
      description: OK
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ResponseGenerateMetrics'
          examples:
            ResponseGenerateMetricsExample1:
              $ref: '#/components/examples/ResponseGenerateMetricsExample1'
            ResponseGenerateMetricsExample2:
              $ref: '#/components/examples/ResponseGenerateMetricsExample2'
            ResponseGenerateMetricsExample3:
              $ref: '#/components/examples/ResponseGenerateMetricsExample3'
    ResponseGetScenarios:
      description: OK
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ResponseGetScenarios'
          examples:
            ResponseGetScenariosExample1:
              $ref: '#/components/examples/ResponseGetScenariosExample1'
  securitySchemes:
    BasicAuth:
      type: http
      scheme: basic