Bloomberg Buyside Enterprise Solutions Stress Testing API

openapi: 3.1.0
info:
  title: Bloomberg Buyside Enterprise Solutions Bloomberg Analytics Allocations Stress Testing 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: Stress Testing
  description: Stress testing against historical and hypothetical scenarios
paths:
  /v1/stress-tests/run:
    post:
      operationId: runStressTest
      summary: Bloomberg Buyside Enterprise Solutions Run stress test
      description: Execute stress tests on a portfolio using predefined historical scenarios or custom hypothetical shocks. Returns the projected portfolio impact under each stress scenario.
      tags:
      - Stress Testing
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/StressTestRequest'
      responses:
        '200':
          description: Stress test results
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/StressTestResponse'
        '400':
          description: Invalid request parameters
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '401':
          description: Unauthorized
  /v1/stress-tests/scenarios:
    get:
      operationId: listStressScenarios
      summary: Bloomberg Buyside Enterprise Solutions List predefined stress scenarios
      description: Retrieve a list of predefined historical stress scenarios available for testing, such as the 2008 financial crisis, COVID-19 market shock, or rate hike scenarios.
      tags:
      - Stress Testing
      parameters:
      - name: category
        in: query
        description: Filter by scenario category
        schema:
          type: string
          enum:
          - HISTORICAL
          - RATE_SHOCK
          - CREDIT_SHOCK
          - EQUITY_SHOCK
          - FX_SHOCK
          - CUSTOM
      - name: limit
        in: query
        schema:
          type: integer
          default: 50
      responses:
        '200':
          description: List of stress scenarios
          content:
            application/json:
              schema:
                type: object
                properties:
                  scenarios:
                    type: array
                    items:
                      $ref: '#/components/schemas/StressScenario'
        '401':
          description: Unauthorized
components:
  schemas:
    StressTestResponse:
      type: object
      properties:
        portfolioId:
          type: string
        baseValue:
          type: number
          description: Current portfolio market value
        results:
          type: array
          items:
            type: object
            properties:
              scenarioId:
                type: string
              scenarioName:
                type: string
              scenarioValue:
                type: number
                description: Portfolio value under stress
              pnlImpact:
                type: number
                description: Profit/loss impact
              pnlImpactPct:
                type: number
                description: Profit/loss impact percentage
              worstContributors:
                type: array
                items:
                  type: object
                  properties:
                    security:
                      type: string
                    pnlImpact:
                      type: number
                    pnlImpactPct:
                      type: number
                description: Securities with largest negative impact
    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
    StressTestRequest:
      type: object
      required:
      - portfolioId
      properties:
        portfolioId:
          type: string
          description: Portfolio to stress test
        scenarioIds:
          type: array
          items:
            type: string
          description: Predefined stress scenario identifiers
        customScenarios:
          type: array
          items:
            type: object
            properties:
              name:
                type: string
                description: Custom scenario name
              shocks:
                type: array
                items:
                  $ref: '#/components/schemas/MarketShock'
          description: Custom stress scenarios
    MarketShock:
      type: object
      required:
      - variable
      - shockType
      - value
      properties:
        variable:
          type: string
          enum:
          - INTEREST_RATE
          - CREDIT_SPREAD
          - EQUITY_PRICE
          - FX_RATE
          - VOLATILITY
          - COMMODITY_PRICE
          - INFLATION
          description: Market variable to shock
        shockType:
          type: string
          enum:
          - ABSOLUTE
          - RELATIVE
          - OVERRIDE
          description: Type of shock to apply
        value:
          type: number
          description: Shock magnitude
        tenor:
          type: string
          description: Specific tenor for rate shocks (e.g., "5Y", "10Y")
        currency:
          type: string
          description: Currency for the shock (ISO 4217)
    StressScenario:
      type: object
      properties:
        id:
          type: string
          description: Scenario identifier
        name:
          type: string
          description: Scenario name
        description:
          type: string
          description: Scenario description
        category:
          type: string
          enum:
          - HISTORICAL
          - RATE_SHOCK
          - CREDIT_SHOCK
          - EQUITY_SHOCK
          - FX_SHOCK
          - CUSTOM
        historicalDate:
          type: string
          format: date
          description: Reference date for historical scenarios
        shocks:
          type: array
          items:
            $ref: '#/components/schemas/MarketShock'
  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/