Pre-trade price and risk
POST/api/v1/pretrade/price
Prices the supplied instrument using the DCF model and returns clean price, dirty price, accrued interest, yield analytics (YTM, YTW, YTC, YTP), spread analytics (z-spread, ASW, G-spread, I-spread, OAS — availability depends on market data), duration (modified, Macaulay, effective), convexity, DV01, and the projected cashflow schedule.
This endpoint is synchronous and non-persisting — no events are appended and no projections are updated.
Currently supports instrument type: bond. IRS / FX / option support is planned for a future release.
Request
Responses
- 200
- 400
- 403
- 422
- 424
Pricing result returned
Request body fails basic validation
Caller lacks pretrade:read scope
Instrument payload fails JSON Schema validation or instrument type is unsupported
Required market data curve or snapshot is unavailable for the requested date