Simulated Instrument Analytics

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Simulated Instrument Analytics

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Overview

Leverage IBM Algorithmics' sophisticated financial models to price and compute analytics on securities under a given scenario.

Getting started

Where Do I Find A List Of Instruments?

To get the analytics for a given instrument, choose from this [list of instruments.](http://public.dhe.ibm.com/software/analytics/solutions/en/fintech/Sample_Instrument_Universe.xlsx)

Where Do I Find Sample Scenario Files?

[curve_shifts_sample.csv](http://public.dhe.ibm.com/software/analytics/solutions/en/fintech/curve_shifts_sample.csv is a scenario sample file representing different interest rate curve movements with both parallel and non-parallel shifts. [stresstests_sample.csv](http://public.dhe.ibm.com/software/analytics/solutions/en/fintech/stresstests_sample.csv is a scenario sample file representing a hypothetical flight to quality, whereby treasury curves fall, swap rates rise, and equities drop 10%.

Security

Keys

Pick a key to use with this API. Make sure you are logged in with your IBM id for your keys to be populated in the dropdown below. By selecting a key, it will be pre-filled for each endpoint in the Documentation section that can be used with the built-in testing. If you want to change which key to use for a particular endpoint, you can do so at the endpoint in the Documentation section.
You can manage your API keys in the <MyAPIs> section. API keys authenticate you to your subscription, so make sure to keep them secret. Do not share the X-IBM-Client-Secret portion of any API key in publicly accessible places such as GitHub, or client-side code.



Manage your keys
 

Global Parameters

This section contains global variables, which apply to all of the endpoint definitions of this API. You can use this section to set these variables once, and have the values pre-filled for every endpoint in the Documentation section. The values set can be used with the built-in testing. You can always override the value in the endpoint definition of the Documentation section.
Global variables

Documentation

Simulated Instrument Analytics:

Simulated Instrument Analytics

Get analytics for a single instrument
Returns the values for the requested analytics for a given instrument using a given scenario. If no analytics are specified, the theoretical price is returned.

POST   /api/v1/scenario/instrument/{id}

			https://{hostname}/api/v1/scenario/instrument/{id}
		
Keys
Global variables

hostname

STRING , required

Request code
								
HttpResponse<String> response = Unirest.post("https://{hostname}/api/v1/scenario/instrument/{id}") .header("enctype", "string") .header("accept", "application/json") .header("content-type", "multipart/form-data") .header("x-ibm-access-token", "REPLACE_KEY_VALUE") .asString();
Get analytics for multiple instruments
Returns the value for the specified analytics for all of the specified instruments using a given scenario. If no analytics are specified, the theoretical price is returned.

POST   /api/v1/scenario/instruments

			https://{hostname}/api/v1/scenario/instruments
		
Keys
Global variables

hostname

STRING , required

Request code
								
HttpResponse<String> response = Unirest.post("https://{hostname}/api/v1/scenario/instruments") .header("enctype", "string") .header("accept", "application/json") .header("content-type", "multipart/form-data") .header("x-ibm-access-token", "REPLACE_KEY_VALUE") .asString();

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