API Reference
DraftLast reviewed 2026-06-23Range of discount factors at day offsets
GET/api/v1/indexes/:name/discount-factors
Returns a table of interpolated discount factors at evenly-spaced day offsets from the as-of date. Tenor input is in days; the response includes both the day offset and the resolved tenor date (asOfDate + tenorDays). Valid only for DISCOUNT or OIS indexes.
Request
Responses
- 200
- 400
- 403
- 404
Discount factor table returned
Invalid range or index type does not support discount factors
Insufficient scope
Index not found or no data for date