Curve Service
The curve resource contains all your proprietary forward curve configurations
Curve REST API
The Curve REST API is a full CRUD API allowing you to search and filter curve configurations as well as update, version and delete them. It is accessed through the following URL:
https://api.opendatadsl.com/api/curve
The API consists of the following calls:
| Method | Path | Example | Description |
|---|---|---|---|
| GET | Get the build information for this service | ||
| GET | {release} | v1 | List all the curve configurations |
| GET | {release}/{key} | v1/TEST | Retrieve a single curve configuration using it’s unique id |
| GET | {release}/{key}/{version} | v1/TEST/1 | Retrieve a version of a single curve configuration |
| GET | {release}/{key}/* | v1/TEST/* | Get a list of versions for a specific curve configuration |
| PUT | {release}/{key}/{version}/{tag} | v1/TEST/1/PROD | Tag a version with a name (which can be used instead of the version number when retrieving it) |
| POST | {release} | v1 | Create or update a curve configuration, the curve configuration is the JSON body of the POST request |
| DELETE | {release}/{key} | v1/TEST | Rollback to the previous version of a curve configuration, if it is the only version then the configuration will be deleted |
| DELETE | {release}/{key}/{version} | v1/TEST/1 | Delete a version of a curve configuration |
| DELETE | {release}/{key}/* | v1/TEST/* | Fully delete a curve configuration, including all versions |
Entities
Curve Configuration
This is the main curve configuration entity, it is an Object of type '#CurveConfig'
| Name | Description | Type |
|---|---|---|
| _id | Unique id for the curve configuration (or object id if this is not the latest version) | String |
| _type | The type of the entity - always #CurveConfig | String |
| _links | An object containing object links to other objects | Object |
| name | The name of the curve | String |
| buildScript | The name of the script containing the functions to build the curve | String |
| expiryCalendar | The code for the expiry calendar used to calculate the expiry dates for the contracts on the curve | String |
| _oid | The id of the calendar - will match _id if this is the latest version of the calendar | String |
| _timestamp | Timestamp of when this calendar version was created | String(DateTime) |
| _user | The user id (email) of the user that created this calendar verision | String |
| _tag | A list of version tag names for this calendar version | String[] |
| _version | The version number of this calendar version | int |
| inputs | A list input data used to build the output curves | #CurveConfigInput[] |
| outputs | A list of output curves to build | #CurveConfigOutput[] |
Curve Input
This entity represents a piece of input data - either a curve or a time-series
| Name | Description | Type |
|---|---|---|
| id | The data reference of the data entity (TimeSeries or Curve) to use in the format ${data:”<id>”} or simple a string of the id | String |
| key | The variable name to use when referencing it to build a curve | String |
| required | True if this must be present before the curve configuration can build a curve | Boolean |
Curve Output
This entity represents the configuration of an output curve - other dynamic properties can be added to this entity and they will be available as variables when building the curve
| Name | Description | Type |
|---|---|---|
| name | The name of the output curve | String |
| code | The programming code used to build the curve | String |
| currency | The currency code of the curve | String |
| units | The units code of the curve | String |