Market Indexes
Market index definition management — CRUD, grid points, and data publication
Get market index by name
Returns a single market index definition by its canonical name.
Update market index
Updates an existing market index. The index name is taken from the path variable.
Archive market index
Sets the index status to ARCHIVED. The record is retained in the database.
List all market indexes
Returns all market index definitions, including ACTIVE, TEMPLATE, and ARCHIVED.
Create market index
Persists a new market index definition. Optionally includes grid point definitions inline.
List grid points for an index
Returns all grid point definitions for the named market index.
Save grid points for an index
Replaces the grid point definitions for the named market index.
Get grid point data for a date
Returns all grid point data observations for the named market index on the given as-of date.
Publish grid point data
Persists time-series data observations for the grid points of the named market index.
Interpolate index value at tenor
Interpolates the index curve at the requested tenor (in years) for the given as-of date. The returned value's meaning depends on the index type — discount factor for DISCOUNT/OIS, forward rate for PROJECTION, etc.
Range of discount factors at day offsets
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.
Get discount factor at tenor
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.