Credit Benchmark Analytics API

openapi: 3.1.0
info:
  title: Credit Benchmark Analytics API
  description: 'Authentication, matching, and analytics.

    '
  version: 1.0.0
  contact:
    name: Credit Benchmark API Support
    email: api-support@creditbenchmark.com
    url: https://creditbenchmark.com/support
  license:
    name: Proprietary
    url: https://creditbenchmark.com/terms
servers:
- url: https://api.creditbenchmark.com
  description: Production server
security:
- BearerAuth: []
tags:
- name: Analytics
  description: Portfolio analytics and risk calculations
paths:
  /api/analytics/custom-aggregate:
    post:
      tags:
      - Analytics
      summary: Custom Aggregate
      description: 'Return aggregate trend metrics.

        '
      operationId: customAggregate
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/RequestEnvelope_CustomAggregateRequest'
            example:
              Parameters:
                portfolio:
                  name: Example Portfolio
                  entities:
                    CBId:
                    - CB000000123
                    - CB000000456
                    CustomField1:
                    - Value1
                    - Value2
                    - Value3
                EffectiveDateId: 20241201
                facet_column: Sector
                effectivedateid_min_lag_months: 24
                use_client_scale: false
      responses:
        '200':
          description: Custom aggregate calculation successful
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/CustomAggregateResponse'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '422':
          $ref: '#/components/responses/ValidationError'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /api/analytics/rating-distribution:
    post:
      tags:
      - Analytics
      summary: Rating Distribution
      description: 'Return rating distribution data.

        '
      operationId: ratingDistribution
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/RequestEnvelope_RatingDistributionRequest'
            example:
              Parameters:
                portfolio:
                  name: Example Portfolio
                  entities:
                    CBId:
                    - CB000000123
                    - CB000000456
                EffectiveDateId: 20241201
                effectivedateid_min: 20240101
                effectivedateid_min_lag_months: 0
                use_client_scale: false
                use_cb7_scale: false
                facet_column: Sector
      responses:
        '200':
          description: Rating distribution retrieved successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/RatingDistributionResponse'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '422':
          $ref: '#/components/responses/ValidationError'
        '500':
          $ref: '#/components/responses/InternalServerError'
components:
  schemas:
    Portfolio:
      properties:
        name:
          type: string
          title: Name
          example: Example Portfolio
        entities:
          $ref: '#/components/schemas/FlexibleCBPortfolio'
          example:
            CBId:
            - CB000000123
            - CB000000456
      type: object
      required:
      - name
      - entities
      title: Portfolio
    Error:
      type: object
      description: Standard error envelope used by the API
      required:
      - error
      properties:
        error:
          type: object
          required:
          - code
          - message
          properties:
            code:
              type: string
              description: Machine-readable error code
              example: BAD_REQUEST
            message:
              type: string
              description: Human-readable error message
              example: Invalid request parameters
            details:
              description: Optional structured details about the error
              oneOf:
              - type: array
                items:
                  $ref: '#/components/schemas/ValidationErrorDetail'
              - type: object
              - type: string
    CustomAggregateResponse:
      type: object
      description: Response containing facet values and aggregated metrics over time
      required:
      - CBSector
      - EffectiveDateId
      - EntityCount
      - CCRPD100Mid_log
      - CCRPD100Mid
      - CCRPD100Mid_index
      - CCR
      properties:
        CBSector:
          type: array
          items:
            type: string
          description: Values of the grouping column (matches facet_column parameter, e.g., CBSector)
          example:
          - Financial Services
          - Financial Services
          - Financial Services
          - Financial Services
          - Financial Services
        EffectiveDateId:
          type: array
          items:
            type: integer
          description: Effective date identifiers
          example:
          - 20230131
          - 20230228
          - 20230331
          - 20230428
          - 20230531
        EntityCount:
          type: array
          items:
            type: integer
          description: Number of entities in each group
          example:
          - 10
          - 10
          - 10
          - 10
          - 10
        CCRPD100Mid_log:
          type: array
          items:
            type: number
            format: float
          description: Log-transformed PD values
          example:
          - -5.6594
          - -5.6594
          - -5.672
          - -5.6071
          - -5.5814
        CCRPD100Mid:
          type: array
          items:
            type: number
            format: float
          description: Aggregate probability of default (mid)
          example:
          - 0.0035
          - 0.0035
          - 0.0034
          - 0.0037
          - 0.0038
        CCRPD100Mid_index:
          type: array
          items:
            type: number
            format: float
          description: PD index value (relative to first date)
          example:
          - 0
          - 0
          - -0.0125
          - 0.0537
          - 0.0812
        CCR:
          type: array
          items:
            type: string
          description: Aggregate credit ratings
          example:
          - bbb-
          - bbb-
          - bbb-
          - bbb-
          - bbb-
    RatingDistributionRequest:
      properties:
        portfolio:
          $ref: '#/components/schemas/Portfolio'
        EffectiveDateId:
          type: integer
          title: Effectivedateid
        effectivedateid_min:
          type: integer
          title: Effectivedateid Min
        effectivedateid_min_lag_months:
          type: integer
          title: Effectivedateid Min Lag Months
          default: 0
        use_client_scale:
          type: boolean
          title: Use Client Scale
          default: false
        use_cb7_scale:
          type: boolean
          title: Use Cb7 Scale
          default: false
        facet_column:
          type: string
          title: Facet Column
          description: Column to group by (e.g., Sector, Region, Industry)
      type: object
      required:
      - portfolio
      title: RatingDistributionRequest
    RatingDistributionResponse:
      type: object
      description: Response containing rating distribution with percentage of entities in each rating band
      required:
      - EffectiveDateId
      - aaa
      - aa+
      - aa
      - aa-
      - a+
      - a
      - a-
      - bbb+
      - bbb
      - bbb-
      - bb+
      - bb
      - bb-
      - b+
      - b
      - b-
      - ccc+
      - ccc
      - ccc-
      - cc
      - c
      properties:
        EffectiveDateId:
          type: array
          items:
            type: integer
          description: Effective date identifiers
          example:
          - 20251031
        aaa:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AAA
          example:
          - 0
        aa+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AA+
          example:
          - 0
        aa:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AA
          example:
          - 0
        aa-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AA-
          example:
          - 0
        a+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated A+
          example:
          - 0
        a:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated A
          example:
          - 0
        a-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated A-
          example:
          - 0
        bbb+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BBB+
          example:
          - 0
        bbb:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BBB
          example:
          - 0.25
        bbb-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BBB-
          example:
          - 0.25
        bb+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BB+
          example:
          - 0.25
        bb:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BB
          example:
          - 0
        bb-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BB-
          example:
          - 0.25
        b+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated B+
          example:
          - 0
        b:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated B
          example:
          - 0
        b-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated B-
          example:
          - 0
        ccc+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CCC+
          example:
          - 0
        ccc:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CCC
          example:
          - 0
        ccc-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CCC-
          example:
          - 0
        cc:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CC
          example:
          - 0
        c:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated C
          example:
          - 0
    RequestEnvelope_RatingDistributionRequest:
      properties:
        Parameters:
          $ref: '#/components/schemas/RatingDistributionRequest'
      type: object
      required:
      - Parameters
      title: RequestEnvelope_RatingDistributionRequest
    FlexibleCBPortfolio:
      properties:
        CBId:
          items:
            type: string
          type: array
          title: Cbid
      additionalProperties: true
      type: object
      title: FlexibleCBPortfolio
    CustomAggregateRequest:
      properties:
        portfolio:
          $ref: '#/components/schemas/Portfolio'
        EffectiveDateId:
          type: integer
          title: Effectivedateid
        effectivedateid_min_lag_months:
          type: integer
          title: Effectivedateid Min Lag Months
          default: 24
        use_client_scale:
          type: boolean
          title: Use Client Scale
          default: false
        facet_column:
          type: string
          title: Facet Column
          description: Optional column to group by (e.g., Sector, Industry)
      type: object
      required:
      - portfolio
      title: CustomAggregateRequest
    RequestEnvelope_CustomAggregateRequest:
      properties:
        Parameters:
          $ref: '#/components/schemas/CustomAggregateRequest'
      type: object
      required:
      - Parameters
      title: RequestEnvelope_CustomAggregateRequest
    ValidationErrorDetail:
      type: object
      description: Single field validation error
      properties:
        field:
          type: string
          description: Location of the validation error (e.g. body.Parameters.portfolio)
          example: body.Parameters.portfolio
        message:
          type: string
          description: Human-readable error message
          example: field required
        type:
          type: string
          description: Machine-readable error type
          example: value_error.missing
  responses:
    ValidationError:
      description: Validation error - request parameters are invalid
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: VALIDATION_ERROR
              message: Request validation failed
              details:
              - field: body.Parameters.portfolio
                message: field required
                type: value_error.missing
    Unauthorized:
      description: Unauthorized - invalid or missing JWT token
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: UNAUTHORIZED
              message: Invalid or missing JWT token
    BadRequest:
      description: Bad request - invalid parameters
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: BAD_REQUEST
              message: Invalid request parameters
              details:
                invalid_columns:
                - BadColumn
                allowed_columns: Please check documentation for valid column names
    Forbidden:
      description: Forbidden - insufficient permissions or access denied
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: PERMISSION_DENIED
              message: Insufficient permissions for this resource
    InternalServerError:
      description: Internal server error
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: INTERNAL_SERVER_ERROR
              message: An unexpected error occurred.
  securitySchemes:
    BearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: JWT bearer token.