Bloomberg Buyside Enterprise Solutions Yield Curves API

openapi: 3.1.0
info:
  title: Bloomberg Buyside Enterprise Solutions Bloomberg Analytics Allocations Yield Curves 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: Yield Curves
  description: Yield curve construction and management
paths:
  /v1/yield-curves:
    get:
      operationId: listYieldCurves
      summary: Bloomberg Buyside Enterprise Solutions List available yield curves
      description: Retrieve a list of available yield curves, including sovereign, swap, and corporate curves for various currencies.
      tags:
      - Yield Curves
      parameters:
      - name: currency
        in: query
        description: Filter by currency (ISO 4217)
        schema:
          type: string
      - name: type
        in: query
        description: Filter by curve type
        schema:
          type: string
          enum:
          - SOVEREIGN
          - SWAP
          - CORPORATE
          - MUNICIPAL
      - name: limit
        in: query
        schema:
          type: integer
          default: 50
      responses:
        '200':
          description: List of yield curves
          content:
            application/json:
              schema:
                type: object
                properties:
                  curves:
                    type: array
                    items:
                      $ref: '#/components/schemas/YieldCurveSummary'
        '401':
          description: Unauthorized
  /v1/yield-curves/{curveId}:
    get:
      operationId: getYieldCurve
      summary: Bloomberg Buyside Enterprise Solutions Get yield curve data
      description: Retrieve the full yield curve data including term structure points, zero rates, forward rates, and discount factors for a specific curve as of a given date.
      tags:
      - Yield Curves
      parameters:
      - name: curveId
        in: path
        required: true
        description: Yield curve identifier
        schema:
          type: string
      - name: asOfDate
        in: query
        description: Curve date (defaults to most recent)
        schema:
          type: string
          format: date
      responses:
        '200':
          description: Yield curve data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/YieldCurveData'
        '401':
          description: Unauthorized
        '404':
          description: Yield curve not found
components:
  schemas:
    YieldCurveData:
      type: object
      properties:
        id:
          type: string
        name:
          type: string
        currency:
          type: string
        type:
          type: string
        asOfDate:
          type: string
          format: date
        points:
          type: array
          items:
            type: object
            properties:
              tenor:
                type: string
                description: Tenor label (e.g., "3M", "1Y", "10Y", "30Y")
              maturityDate:
                type: string
                format: date
              yieldRate:
                type: number
                description: Par yield rate
              zeroRate:
                type: number
                description: Zero coupon rate
              forwardRate:
                type: number
                description: Instantaneous forward rate
              discountFactor:
                type: number
                description: Discount factor
    YieldCurveSummary:
      type: object
      properties:
        id:
          type: string
          description: Curve identifier
        name:
          type: string
          description: Curve name
        currency:
          type: string
          description: Currency (ISO 4217)
        type:
          type: string
          enum:
          - SOVEREIGN
          - SWAP
          - CORPORATE
          - MUNICIPAL
        country:
          type: string
          description: Country (ISO 3166)
  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/