API Reference

DraftLast reviewed 2026-06-23

Get discount factor at tenor

GET 
/api/v1/indexes/:name/discount-factor

Returns the interpolated discount factor for the named index at the requested tenor. Only valid for indexes whose type is DISCOUNT or OIS — for those, the stored grid values are discount factors and are returned directly.

Request

Responses

200

Discount factor returned

400

Index type does not support discount factors

403

Insufficient scope

404

Index not found or no data for date