Credit Benchmark Entity Data API

openapi: 3.1.0
info:
  title: Credit Benchmark Analytics Entity Data 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: Entity Data
  description: Entity-specific data and rating information
paths:
  /api/analytics/entity-rating-change:
    post:
      tags:
      - Entity Data
      summary: Entity Rating Change
      description: 'Return entity rating changes.

        '
      operationId: entityRatingChange
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/RequestEnvelope_EntityRatingChangeRequest'
            example:
              Parameters:
                portfolio:
                  name: Example Portfolio
                  entities:
                    CBId:
                    - CB000000123
                    - CB000000456
                    CustomField1:
                    - Value1
                    - Value2
                    - Value3
                EffectiveDateId: 20241201
                rating_change_months: 6
                use_oci: false
                use_client_scale: false
                descriptor_columns:
                - Sector
      responses:
        '200':
          description: Entity rating changes retrieved successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/EntityRatingChangeResponse'
        '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:
    RatingChangeType:
      type: string
      enum:
      - upgrades
      - downgrades
      title: RatingChangeType
    EntityRatingChangeRequest:
      properties:
        portfolio:
          $ref: '#/components/schemas/Portfolio'
        EffectiveDateId:
          type: integer
          title: Effectivedateid
        rating_change_months:
          type: integer
          title: Rating Change Months
          default: 6
        use_oci:
          type: boolean
          title: Use Oci
          default: false
        use_client_scale:
          type: boolean
          title: Use Client Scale
          default: false
        descriptor_columns:
          items:
            type: string
          type: array
          title: Descriptor Columns
        filters:
          $ref: '#/components/schemas/RatingChangeFilters'
      type: object
      required:
      - portfolio
      title: EntityRatingChangeRequest
    RequestEnvelope_EntityRatingChangeRequest:
      properties:
        Parameters:
          $ref: '#/components/schemas/EntityRatingChangeRequest'
      type: object
      required:
      - Parameters
      title: RequestEnvelope_EntityRatingChangeRequest
    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
    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
    RatingChangeFilters:
      properties:
        rating_change_type:
          $ref: '#/components/schemas/RatingChangeType'
        sort_by:
          type: string
          title: Sort By
          default: rating_change
        sort_descending:
          type: boolean
          title: Sort Descending
          default: true
        n:
          type: integer
          title: N
      type: object
      title: RatingChangeFilters
    EntityRatingChangeResponse:
      type: object
      description: Response containing entity rating change data
      required:
      - CBId
      - CBEntityName
      - CCR
      - CCR6M
      - CCR100PDMid
      - CCR100PDMid6M
      - rating_change
      - pd_change
      properties:
        CBId:
          type: array
          items:
            type: string
          description: Credit Benchmark entity identifiers
          example:
          - CB0000002619
          - CB0000009484
          - CB0000009810
          - CB0000010249
          - CB0000010457
        CBEntityName:
          type: array
          items:
            type: string
          description: Entity names
          example:
          - BMO CAPITAL MARKETS CORP
          - HILLTOP SECURITIES INC
          - VIRTU AMERICAS LLC
          - OPPENHEIMER & CO INC, BROKER
          - TD AMERITRADE CLEARING INC
        CCR:
          type: array
          items:
            type: string
          description: Current aggregate credit ratings
          example:
          - a-
          - bb+
          - bb-
          - bb
          - a-
        CCR6M:
          type: array
          items:
            type: string
          description: Credit ratings 6 months ago (or rating_change_months ago)
          example:
          - a
          - bb+
          - bb-
          - bb+
          - a-
        CCR100PDMid:
          type: array
          items:
            type: number
            format: float
          description: Current probability of default (mid)
          example:
          - 0.0009
          - 0.0051
          - 0.012
          - 0.0086
          - 0.0011
        CCR100PDMid6M:
          type: array
          items:
            type: number
            format: float
          description: Probability of default 6 months ago (mid)
          example:
          - 0.0008
          - 0.0051
          - 0.012
          - 0.0073
          - 0.0011
        rating_change:
          type: array
          items:
            type: integer
          description: Rating change in notches (negative = downgrade, positive = upgrade)
          example:
          - -1
          - 0
          - 0
          - -1
          - 0
        pd_change:
          type: array
          items:
            type: number
            format: float
          description: Change in probability of default
          example:
          - 0.0001
          - 0
          - 0
          - 0.0013
          - 0
    FlexibleCBPortfolio:
      properties:
        CBId:
          items:
            type: string
          type: array
          title: Cbid
      additionalProperties: true
      type: object
      title: FlexibleCBPortfolio
    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.