Bloomberg Buyside Enterprise Solutions Performance API

openapi: 3.1.0
info:
  title: Bloomberg Buyside Enterprise Solutions Bloomberg Analytics Allocations Performance API
  description: Access to Bloomberg's analytics engine for fixed income, derivatives, and multi-asset calculations including scenario analysis, stress testing, yield curve construction, and pricing models. Part of Bloomberg's buy-side enterprise solutions for institutional investors.
  version: '1.0'
  contact:
    name: Bloomberg Support
    url: https://www.bloomberg.com/professional/support/
  termsOfService: https://www.bloomberg.com/professional/terms-of-use/
servers:
- url: https://api.bloomberg.com/analytics
  description: Bloomberg Analytics API Production
security:
- bearerAuth: []
tags:
- name: Performance
  description: Portfolio performance measurement and attribution
paths:
  /v1/portfolios/{portfolioId}/performance:
    get:
      operationId: getPortfolioPerformance
      summary: Bloomberg Buyside Enterprise Solutions Get portfolio performance
      description: Retrieve portfolio performance metrics over a specified period, including time-weighted returns, money-weighted returns, and comparison to benchmark.
      tags:
      - Performance
      parameters:
      - $ref: '#/components/parameters/portfolioId'
      - name: startDate
        in: query
        required: true
        description: Start date for performance period
        schema:
          type: string
          format: date
      - name: endDate
        in: query
        required: true
        description: End date for performance period
        schema:
          type: string
          format: date
      - name: frequency
        in: query
        description: Return frequency
        schema:
          type: string
          enum:
          - DAILY
          - WEEKLY
          - MONTHLY
          - QUARTERLY
          - YEARLY
          default: MONTHLY
      responses:
        '200':
          description: Portfolio performance data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PerformanceResponse'
        '400':
          description: Invalid request parameters
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '401':
          description: Unauthorized
        '404':
          description: Portfolio not found
  /v1/portfolios/{portfolioId}/performance/attribution:
    get:
      operationId: getPerformanceAttribution
      summary: Bloomberg Buyside Enterprise Solutions Get performance attribution
      description: Retrieve performance attribution analysis showing the contribution of allocation, selection, and interaction effects relative to the portfolio benchmark.
      tags:
      - Performance
      parameters:
      - $ref: '#/components/parameters/portfolioId'
      - name: startDate
        in: query
        required: true
        schema:
          type: string
          format: date
      - name: endDate
        in: query
        required: true
        schema:
          type: string
          format: date
      - name: groupBy
        in: query
        description: Dimension for attribution grouping
        schema:
          type: string
          enum:
          - SECTOR
          - COUNTRY
          - ASSET_CLASS
          - CURRENCY
          - CUSTOM
          default: SECTOR
      responses:
        '200':
          description: Performance attribution data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/AttributionResponse'
        '400':
          description: Invalid request parameters
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '401':
          description: Unauthorized
        '404':
          description: Portfolio not found
components:
  schemas:
    PerformanceResponse:
      type: object
      properties:
        portfolioId:
          type: string
        startDate:
          type: string
          format: date
        endDate:
          type: string
          format: date
        totalReturn:
          type: number
          description: Total portfolio return for the period
        annualizedReturn:
          type: number
          description: Annualized portfolio return
        benchmarkReturn:
          type: number
          description: Benchmark return for the period
        excessReturn:
          type: number
          description: Portfolio return minus benchmark return
        sharpeRatio:
          type: number
          description: Sharpe ratio for the period
        informationRatio:
          type: number
          description: Information ratio versus benchmark
        maxDrawdown:
          type: number
          description: Maximum drawdown during the period
        periods:
          type: array
          items:
            type: object
            properties:
              date:
                type: string
                format: date
              portfolioReturn:
                type: number
              benchmarkReturn:
                type: number
              cumulativeReturn:
                type: number
              cumulativeBenchmarkReturn:
                type: number
    AttributionResponse:
      type: object
      properties:
        portfolioId:
          type: string
        startDate:
          type: string
          format: date
        endDate:
          type: string
          format: date
        totalAllocationEffect:
          type: number
          description: Total allocation effect
        totalSelectionEffect:
          type: number
          description: Total selection effect
        totalInteractionEffect:
          type: number
          description: Total interaction effect
        groups:
          type: array
          items:
            type: object
            properties:
              name:
                type: string
                description: Group name (e.g., sector name)
              portfolioWeight:
                type: number
              benchmarkWeight:
                type: number
              portfolioReturn:
                type: number
              benchmarkReturn:
                type: number
              allocationEffect:
                type: number
              selectionEffect:
                type: number
              interactionEffect:
                type: number
              totalEffect:
                type: number
    ErrorResponse:
      type: object
      properties:
        error:
          type: object
          properties:
            code:
              type: string
            message:
              type: string
            details:
              type: array
              items:
                type: object
                properties:
                  field:
                    type: string
                  message:
                    type: string
  parameters:
    portfolioId:
      name: portfolioId
      in: path
      required: true
      description: Unique portfolio identifier
      schema:
        type: string
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: Bloomberg API bearer token obtained via OAuth 2.0 authentication
externalDocs:
  description: Bloomberg Analytics Documentation
  url: https://www.bloomberg.com/professional/product/analytics/