Factset Linear API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Linear API
  description: Allow clients to fetch precalculated Analytics through predeterministic URLs.
  contact:
    name: FactSet Research Systems
    url: https://developer.factset.com/contact
    email: api@factset.com
  license:
    name: Apache License, Version 2.0
    url: https://www.apache.org/licenses/LICENSE-2.0
  version: 1.0.0
servers:
- url: https://api.factset.com
  description: Production
- url: https://api-sandbox.factset.com
  description: Sandbox
security:
- basicAuth: []
tags:
- name: Linear
paths:
  /linear/{version}/riskmodels:
    get:
      summary: Factset Get available risk models
      description: Get the list of available risk models, including their respective model codes required for use with other routes.
      operationId: listRiskModels
      tags:
      - Linear
      parameters:
      - $ref: '#/components/parameters/VersionPath'
      responses:
        '200':
          $ref: '#/components/responses/ListRiskModelsSuccess'
        '401':
          $ref: '#/components/responses/MissingOrInvalidAuthentication'
        '404':
          $ref: '#/components/responses/EndpointNotFound'
        '429':
          $ref: '#/components/responses/RateLimitReached'
        '500':
          $ref: '#/components/responses/InternalServerErrorJsonOnly'
  /linear/{version}/riskmodels/{modelCode}:
    get:
      summary: Factset Get risk model details
      description: Get the meta data of the risk model for the corresponding modelCode. modelCode can be obtained via '/linear/{version}/riskmodels/' route.
      operationId: riskModelMetadata
      tags:
      - Linear
      parameters:
      - $ref: '#/components/parameters/VersionPath'
      - $ref: '#/components/parameters/RiskModelCodePath'
      responses:
        '200':
          $ref: '#/components/responses/RiskModelDetailsSuccess'
        '401':
          $ref: '#/components/responses/MissingOrInvalidAuthentication'
        '404':
          $ref: '#/components/responses/EndpointNotFound'
        '429':
          $ref: '#/components/responses/RateLimitReached'
        '500':
          $ref: '#/components/responses/InternalServerErrorJsonOnly'
  /linear/{version}/stats:
    get:
      summary: Factset Get available risk statistics details
      description: 'All base risk statistic names and their respective support and/or requirement for certain name-settings statistics options (such as: correlated specific risk, covariance isolation method, etc.), available levels, and security group calculation methodology. When ''securityGroupMethod'' is ''statSpecific'', please refer to statistics documentation service for more information.'
      operationId: stats
      tags:
      - Linear
      parameters:
      - $ref: '#/components/parameters/VersionPath'
      responses:
        '200':
          $ref: '#/components/responses/ListRiskStatisticsDetails'
        '401':
          $ref: '#/components/responses/MissingOrInvalidAuthentication'
        '404':
          $ref: '#/components/responses/EndpointNotFound'
        '429':
          $ref: '#/components/responses/RateLimitReached'
  /linear/{version}/stats-names-only:
    get:
      summary: Factset Get available risk statistics names
      description: All available risk statistic names including statistics names containing risk statistics options such as CSR (correlated specific risk)
      operationId: statsNamesOnly
      tags:
      - Linear
      parameters:
      - $ref: '#/components/parameters/VersionPath'
      responses:
        '200':
          $ref: '#/components/responses/ListRiskStatisticsNames'
        '401':
          $ref: '#/components/responses/MissingOrInvalidAuthentication'
        '404':
          $ref: '#/components/responses/EndpointNotFound'
        '429':
          $ref: '#/components/responses/RateLimitReached'
  /linear/{version}/health:
    get:
      summary: Factset Get health of service
      description: Health status of the service
      operationId: healthStatus
      tags:
      - Linear
      parameters:
      - $ref: '#/components/parameters/VersionPath'
      responses:
        '200':
          $ref: '#/components/responses/HealthPass'
        '401':
          $ref: '#/components/responses/MissingOrInvalidAuthentication'
        '403':
          $ref: '#/components/responses/HealthFailAuthorization'
        '404':
          $ref: '#/components/responses/HealthFailVersionNotFound'
        '429':
          $ref: '#/components/responses/RateLimitReached'
  /linear/{version}/calculate/from-holdings:
    post:
      summary: Factset Calculate risk statistics
      description: Calculate predicted risk statistics for provided holdings using risk model data. Asset symbols and market values/weights are required.
      operationId: calculateFromHoldings
      tags:
      - Linear
      parameters:
      - $ref: '#/components/parameters/VersionPath'
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CalculateFromHoldingsRequestBody'
            example:
              data:
                stats:
                - name: ActiveVarianceToRisk
                  level: Portfolio
                - name: ActiveVarianceToRisk
                  level: SecurityGroup
                - name: PortfolioWeights
                  level: Security
                - name: BenchmarkWeights
                  level: Security
                - name: ActiveWeights
                  level: Security
                - name: ActiveFactorVarianceToRisk
                  level: Security
                  settings:
                    correlatedSpecificRisk: true
                - name: ActiveFactorVarianceToRiskCSR
                  level: Security
                - name: ActiveFactorRisk
                  level: FactorGroup
                  settings:
                    covarianceTimesTwo: true
                - name: PortfolioReturnAtRiskPercentWithContribution
                  level: Portfolio
                  settings:
                    confidenceLevel: 0.95
                    daysPerYear: 250
                    horizon: 1
                - name: RawResidualRisk
                  level: Security
                - name: RawSecurityFactorRisk
                  level: Security
                - name: RawFactorExposure
                  level: FactorSecurity
                - name: RawFactorExposure
                  level: FactorSecurity
                  settings:
                    sparse: true
                - name: PortfolioExposure
                  level: Factor
                  settings:
                    sparse: true
                holdings:
                  portfolio:
                    ids:
                    - IBM
                    - FDS
                    - CA_ETF
                    - CASH_GBP_CFD
                    - CFD_B10RZP
                    marketValues:
                    - 60
                    - 30
                    - 30
                    - -30
                    - 30
                    grouping:
                      groups:
                      - name: USD
                        groups:
                        - name: Direct Assets
                          indices:
                          - 0
                          - 1
                        - name: Composite Assets
                          indices:
                          - 2
                      - name: GBP
                        indices:
                        - 4
                      - name: Offset Cash
                        indices:
                        - 3
                  benchmark:
                    ids:
                    - B10RZP
                    - IBM
                    - MSFT
                    marketValues:
                    - 30
                    - 40
                    - 30
                    grouping:
                      groups:
                      - name: GBP
                        indices:
                        - 0
                      - name: USD
                        groups:
                        - name: Direct Assets
                          indices:
                          - 1
                          - 2
                underlyingIds:
                  CFD_B10RZP: B10RZP
                compositeAssets:
                  CA_ETF:
                    ids:
                    - FDS
                    - IBM
                    marketValues:
                    - 10
                    - 90
                assetTypes:
                  CFD_B10RZP: OTH_CFD
                factorGrouping:
                  name: This factor grouping is incomplete; it omits factors for the sake of brevity and is not recomended for actual use.
                  nodes:
                  - name: Market
                    nodes:
                    - id: GLOBAL_MARKET
                  - name: Style
                    nodes:
                    - name: Market Factors
                      nodes:
                      - id: BETA
                      - id: LIQUIDITY
                      - id: MOMENTUM
                      - id: SIZE
                      - id: VOLATILITY
                    - name: Fundamental Factors
                      nodes:
                      - id: BOOK_TO_PRICE
                      - id: DIVIDEND_YIELD
                      - id: EARNINGS_YIELD
                      - id: GROWTH
                      - id: LEVERAGE
                factorsVisible:
                  list:
                  - FX_GBP
                  - FX_USD
                  type: Whitelist
                allowForcedRisklessAssets: true
                currency: USD
                riskModel: FDS:GLOBAL_EQUITY_M_V1
                date: '2021-05-31'
                calendar: FIVEDAY
      responses:
        '200':
          $ref: '#/components/responses/CalculateFromHoldingsSuccess'
        '400':
          $ref: '#/components/responses/BadRequestOrDataUnavailable'
        '401':
          $ref: '#/components/responses/MissingOrInvalidAuthentication'
        '403':
          $ref: '#/components/responses/AccessForbidden'
        '404':
          $ref: '#/components/responses/EndpointNotFound'
        '429':
          $ref: '#/components/responses/RateLimitReached'
        '500':
          $ref: '#/components/responses/InternalServerErrorJsonOnly'
  /linear/{version}/generate/id-mapping:
    post:
      summary: Factset Generate risk model ID mapping
      description: Resolve all input holdings IDs against a risk model for coverage and provide a mapping to security indices in the model or the reason for exclusion
      operationId: generateIdMapping
      tags:
      - Linear
      parameters:
      - $ref: '#/components/parameters/VersionPath'
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/GenerateIDMappingRequestBody'
            example:
              data:
                holdings:
                  portfolio:
                    grouping:
                      groups:
                      - name: USD
                        groups:
                        - name: Direct Assets
                          indices:
                          - 0
                          - 1
                        - name: Composite Assets
                          indices:
                          - 2
                      - name: GBP
                        indices:
                        - 4
                      - name: Offset Cash
                        indices:
                        - 3
                    ids:
                    - IBM
                    - FDS
                    - CA_ETF
                    - CASH_GBP_CFD
                    - CFD_B10RZP
                    marketValues:
                    - 60
                    - 30
                    - 30
                    - -30
                    - 30
                  benchmark:
                    grouping:
                      groups:
                      - name: GBP
                        indices:
                        - 0
                      - name: USD
                        groups:
                        - name: Direct Assets
                          indices:
                          - 1
                          - 2
                      - name: Other - Uncovered Assets
                        indices:
                        - 3
                    ids:
                    - B10RZP
                    - IBM
                    - MSFT
                    - FAKE_UNCOVERED_ASSET
                    marketValues:
                    - 30
                    - 30
                    - 30
                    - 10
                allowForcedRisklessAssets: true
                assetTypes:
                  CFD_B10RZP: OTH_CFD
                calendar: FIVEDAY
                compositeAssets:
                  CA_ETF:
                    ids:
                    - FDS
                    - IBM
                    marketValues:
                    - 10
                    - 90
                currency: USD
                date: '2021-05-31'
                riskModel: FDS:GLOBAL_EQUITY_M_V1
                underlyingIds:
                  CFD_B10RZP: B10RZP
      responses:
        '200':
          $ref: '#/components/responses/GenerateIDMappingSuccess'
        '400':
          $ref: '#/components/responses/BadRequestOrDataUnavailable'
        '403':
          $ref: '#/components/responses/AccessForbidden'
        '404':
          $ref: '#/components/responses/EndpointNotFound'
        '429':
          $ref: '#/components/responses/RateLimitReached'
        '500':
          $ref: '#/components/responses/InternalServerErrorJsonOnly'
components:
  schemas:
    RequiresFactorReturns:
      description: Indicates factor returns are required and which frequency from the risk model to fetch and use. The requested factor return frequency must be one that is available from the selected risk model itself. The orientation of factor return is forward-looking. For example, if daily factor return is called, and 'date' is set as '2021-06-30', factor return date range used for calculation is 2021-06-30 to 2021-07-01, assuming no holidays in these two dates.
      type: string
      minLength: 1
      enum:
      - Daily
      - Monthly
    StatResultValueVector:
      type: array
      minItems: 1
      items:
        type: number
        format: double
        nullable: true
    StatCalculationLevel:
      description: Stat levels available for calculation
      type: string
      minLength: 1
      enum:
      - Portfolio
      - Security
      - SecurityGroup
      - SecuritySecurity
      - Factor
      - FactorGroup
      - FactorFactor
      - FactorSecurity
      - FactorGroupSecurity
      - FactorSecurityGroup
      - FactorGroupSecurityGroup
    RemoveCurrencyRisk:
      description: Controls removal (or not) of the contribution of currency to risk. **Note:** If this input is not provided in the request, then currency risk will be removed automatically based upon asset type when valid 'assetTypes' are specified in the request.
      oneOf:
      - $ref: '#/components/schemas/RemoveCurrencyRiskBoolean'
      - $ref: '#/components/schemas/RemoveCurrencyRiskIDs'
    ResultToInputSecurityIndexMapping:
      description: For each input holding from the request, a list of indices aligned to the security dimension of the results arrays and the `labels.security.ids` array. These 0-based index values key into the input holding's IDs. Values less than 0 indicate result index not originating from corresponding holding.
      type: object
      required:
      - portfolio
      properties:
        portfolio:
          type: array
          minItems: 1
          items:
            type: integer
        benchmark:
          type: array
          minItems: 1
          items:
            type: integer
        market:
          type: array
          minItems: 1
          items:
            type: integer
    RiskModelAppendDataValue:
      description: Value for field at respective integer key index
      oneOf:
      - type: string
        minLength: 1
      - type: number
    Stat:
      description: Risk statistic name and calculation level plus optional stat settings
      type: object
      required:
      - name
      - level
      properties:
        name:
          type: string
          minLength: 1
        level:
          $ref: '#/components/schemas/StatCalculationLevel'
        settings:
          $ref: '#/components/schemas/StatCalculationSettings'
    SecurityIndexMapping:
      description: Indicates security lot index mappings per input Holding should be provided in the response, and in which direction those indices should map. Security Labels will contain either 'indicesInputToResult' or 'indicesResultToInput' for the respective selection.
      type: string
      minLength: 1
      enum:
      - InputToResult
      - ResultToInput
    CovarianceDateFormatConvention:
      description: Factor covariance matrix date.
      oneOf:
      - $ref: '#/components/schemas/StringDate'
      - $ref: '#/components/schemas/StandardDate'
    Stats:
      description: List of risk stats and settings to calculate
      type: array
      minItems: 1
      maxItems: 1000
      items:
        $ref: '#/components/schemas/Stat'
    CompositeAssetDefinitions:
      description: IDs to be defined as composite assets with their constituents' IDs and market values. The typical use case is for risk look-through of ETF or Funds' constituents. When defining composite assets and creating portfolios which hold them, the IDs provided must be an exact match.
      type: object
      additionalProperties:
        $ref: '#/components/schemas/IDsAndMarketValues'
      example:
        CA1_to_IBM_and_CA2:
          ids:
          - IBM
          - CA2
          marketValues:
          - 0.45
          - 0.55
        CA2:
          ids:
          - VZ
          - cfd_FDS
          marketValues:
          - 0.6
          - 0.4
    StatResultValue:
      description: Floating point double(s) in a dimension corresponding to the calculation-level. Data is guaranteed to be present and non-empty if the HTTP status code is 200 Success
      oneOf:
      - $ref: '#/components/schemas/StatResultValueScalar'
      - $ref: '#/components/schemas/StatResultValueVector'
      - $ref: '#/components/schemas/StatResultValueDenseMatrix'
      - $ref: '#/components/schemas/StatResultValueSparseMatrix'
    GroupsLabels:
      description: Tree of input group name and calculated data results index for relevant group calculation-level
      type: object
      properties:
        index:
          description: 0-based index into the results array dimension for the corresponding calculation-levels
          type: integer
        name:
          description: Name that was provided for this group
          type: string
          minLength: 1
        groups:
          description: Recursively defined elements; base case array (i.e., lowest group) contains objects with 'name' and 'index' only and not 'groups'
          type: array
          minItems: 1
          items:
            $ref: '#/components/schemas/GroupsLabels'
    CalculateFromHoldingsRequestBody:
      type: object
      required:
      - data
      properties:
        data:
          $ref: '#/components/schemas/CalculateFromHoldingsRequestData'
    RiskExclusionInfo:
      description: Risk model uncovered security reason
      type: object
      required:
      - covered
      - exclusionInfo
      - modelClass
      properties:
        covered:
          description: Coverage flag. The value will always be false to indicate the security is excluded.
          type: boolean
          example: false
        exclusionInfo:
          type: object
          required:
          - code
          - details
          properties:
            code:
              description: Exclusion reason
              type: string
              minLength: 1
              enum:
              - NoRiskModelCoverage
              - NoRiskModelAccess
              - CyclicIdentifierResolution
              - NoValidCompositeAssetConstituents
              - InvalidCompositeAssetDefinition
              - InternalError
              - Unknown
            details:
              description: Exclusion reason details if available
              type: string
              minLength: 0
        modelClass:
          description: '**(since 1.19.0)** Security asset classification according to the risk model, if available and determinable'
          type: string
          minLength: 1
          enum:
          - Unknown
          - CompositeAsset
    SecurityGroup:
      description: Security grouping definition to use in calculation and results. Multi-layer security groupings are also suppoted.
      type: object
      properties:
        name:
          type: string
          minLength: 1
        indices:
          description: List of 0-based indices into the containing holding's security IDs array
          type: array
          minItems: 1
          items:
            type: integer
        groups:
          description: Recursively defined elements; base case array (i.e., lowest security group) contains objects with 'indices' only and not 'groups'
          type: array
          minItems: 1
          items:
            $ref: '#/components/schemas/SecurityGroup'
    CurrencyISOCode:
      description: ISO-4217 currency code for risk model and holdings data to fetch and use. Ignored only for composite asset definitions provided as inputs via 'compositeAssets' field.
      type: string
      minLength: 1
      example: EUR
    CalculateFromHoldingsRequestData:
      type: object
      required:
      - riskModel
      - date
      - stats
      - holdings
      properties:
        additionalCalcInputs:
          $ref: '#/components/schemas/AdditionalCalculationInputs'
        allowForcedRisklessAssets:
          $ref: '#/components/schemas/AllowForcedRisklessAssets'
        assetTypes:
          $ref: '#/components/schemas/AssetTypes'
        calendar:
          $ref: '#/components/schemas/CalendarCode'
        compositeAssets:
          $ref: '#/components/schemas/CompositeAssetDefinitions'
        currency:
          $ref: '#/components/schemas/CurrencyISOCode'
        date:
          $ref: '#/components/schemas/Date'
        factorGrouping:
          $ref: '#/components/schemas/FactorGroup'
        factorsVisible:
          $ref: '#/components/schemas/FactorsVisible'
        holdings:
          $ref: '#/components/schemas/Holdings'
        indexMapping:
          $ref: '#/components/schemas/SecurityIndexMapping'
        laggingDates:
          $ref: '#/components/schemas/LaggingDates'
        removeCurrencyRisk:
          $ref: '#/components/schemas/RemoveCurrencyRisk'
        requiresFactorReturns:
          $ref: '#/components/schemas/RequiresFactorReturns'
        riskModel:
          $ref: '#/components/schemas/RiskModelCode'
        riskModelAppendData:
          $ref: '#/components/schemas/RiskModelAppendData'
        stats:
          $ref: '#/components/schemas/Stats'
        underlyingIds:
          $ref: '#/components/schemas/UnderlyingIDs'
    RiskModelCode:
      description: Model code
      type: string
      minLength: 1
      example: FDS:GLOBAL_EQUITY_M_V1
    ErrorItem:
      description: Error information for a particular occurrence of a problem with human-readable details describing the cause
      type: object
      required:
      - id
      - code
      - title
      properties:
        id:
          description: UUID for the particular occurrence of the problem
          type: string
          minLength: 1
        code:
          description: Error code for the problem type.
          type: string
          minLength: 1
        title:
          description: Human-readable summary of the problem tied to the error code and not specific to the particular occurrence of the problem
          type: string
          minLength: 1
        detail:
          description: Human-readable explanation of the problem specific to the particular occurrence
          type: string
          minLength: 1
    RiskModelAppendData:
      description: '**(since 1.17.0)** Inline append data. This field can be used mainly for two purpose: 1) to supplement the risk model coverage when assets are not natively covered by a model, and 2) to intentionally override asset exposures and/or specific risk whenever there is misaligned view of an asset''s risk profile between a model and a user.'
      type: object
      required:
      - data
      - fields
      properties:
        data:
          description: List of all rows of the append data.
          type: array
          minItems: 1
          items:
            description: Contains field, value pairs. The field must be the integer index position of the field in 'fields', but must be as a string. The value will be the data for that field. Values for a single field must have the same data type.
            type: object
            additionalProperties:
              $ref: '#/components/schemas/RiskModelAppendDataValue'
            example:
              '1': SYMBOL_2
              '2': 7.2
          example:
          - '0': 2.5
            '1': SYMBOL_1
            '2': 23.1
          - '1': SYMBOL_2
            '2': 7.2
        fields:
          description: List of fields in append data. Must contain 'SYMBOL'. Index location will be used in 'data' elements as keys. The entire set of factor IDs and specific risk are not required. If any inputs of exposures or specific risk are missing, 0 will be inserted for those field.
          type: array
          minItems: 1
          uniqueItems: true
          items:
            type: string
            minLength: 1
          example:
          - FACTOR_1
          - SYMBOL
          - STDERR
    LaggingDates:
      description: Risk model lagging dates for data items to fetch and use. This field can be utilized to isolate each data item's impact on risk calculation. A typical use case is to analyze the risk change from one day to the other by fixing the risk model data date to one date while moving the portfolio holdings data.
      type: object
      properties:
        exposureDate:
          $ref: '#/components/schemas/ExposureDateFormatConvention'
        covarianceDate:
          $ref: '#/components/schemas/CovarianceDateFormatConvention'
        ssrDateIs:
          description: Stock specific risk (SSR) date can take one of the other lagging dates
          type: string
          minLength: 1
          enum:
          - ExposureDate
          - CovarianceDate
    MappedSecurityInfo:
      description: Risk model covered security resolution
      type: object
      required:
      - covered
      - id
      - modelClass
      properties:
        covered:
          description: Coverage flag. The value will always be true to indicate the security is covered.
          type: boolean
          example: true
        id:
          description: Risk model canonical security identifier alias if directly covered in the model
          type: string
          minLength: 1
        modelClass:
          description: '**(since 1.19.0)** Security asset classification according to the risk model, if available and determinable'
          type: string
          minLength: 1
          enum:
          - AbsBond
          - AbsCmbsBond
          - AgencyBond
          - AgencyMunicipalMeanBond
          - AllOtherBond
          - AppendFile
          - BankLoan
          - BondOption
          - BrazilianLft
          - Cash
          - CashForward
          - CmbsBond
          - Commodity
          - CommodityFuture
          - CommodityFutureOption
          - CompositeAsset
          - ContractForDifference
          - ConvertibleBond
          - CorporateBond
          - CreditDefaultSwap
          - CreditDefaultSwaption
          - CreditDefaultSwapIndex
          - CurrencyFuture
          - CurrencyOption
          - DanishMbsBond
          - Equity
          - EquityDerivative
          - EquityIndexFuture
          - EquityOption
          - EuroSovereignBond
          - EuroSovereignGovtBondFuture
          - FixedIncome
          - FixedIncomeSecurity
          - FixedIncomeSecurityNoSpread
          - FixedIncomeSecurityWithSpread
          - GovernmentBondFuture
          - GovernmentBondFutureOption
          - GovernmentBondNoSpread
          - HardCurrencyBond
          - HardCurrencyBondProxy
          - IndexProxyBond
          - InterestRateCollar
          - InterestRateFuture
          - InterestRateOption
          - InterestRateSwap
          - InterestRateCapFloor
          - JapaneseMbsBond
          - Liability
          - MbsBond
          - MoneyMarket
          - MunicipalUsaBond
          - OffsetCash
          - PrivateCorporateBondIssuer
          - PrivateEuroSovereignBondIssuer
          - PrivatePrimarySecurity
          - RealGovernmentBondNoSpread
          - ReturnsBasedAsset
          - SupraNationalAgencyMeanBond
          - Swaption
          - TipsBond
          - TipsMeanBond
          - TipsSwap
          - TotalReturnSwap
          - Unassigned
          - Unknown
          - VixFuture
          - VixOption
          - VixUnderlyingSecurity
          - ZeroExposureSecurity
    ExposureDateFormatConvention:
      description: Factor exposure matrix date.
      oneOf:
      - $ref: '#/components/schemas/StringDate'
      - $ref: '#/components/schemas/StandardDate'
    WarningItem:
      description: Warning information for a particular occurrence of a non-failure problem with human-readable details describing the cause
      type: object
      required:
      - id
      - code
      - title
      properties:
        id:
          description: UUID for the particular occurrence of the non-failure problem
          type: string
          minLength: 1
        code:
          description: Warning code for the non-failure problem type
          type: string
          minLength: 1
          example: requestBodyExtraData
        title:
          description: Human-readable summary of the non-failure problem tied to the warning code and not specific to the particular occurrence of the problem
          type: string
          minLength: 1
          example: Factor grouping contains extra factor(s).
        detail:
          description: Human-readable explanation of the non-failure problem specific to the particular occurrence
          type: string
          minLength: 1
          example: 'Extra Factors: [*EF2, *EF1, *EF3]'
    IDsAndMarketValues:
      description: Security IDs and market values; the arrays must have the same number of items. Public security IDs such as SEDOL, CUSIP, ISIN, and Ticker are supported. If proprietary IDs are provided, they need to be mapped via composite assets. Market values are used to calculate weights and do not have to be normalized, but need to be denominated in the single same currency ISO.
      type: object
      required:
      - ids
      - marketValues
      properties:
        ids:
          type: array
          minItems: 0
          items:
            type: string
            minLength: 1
        marketValues:
          type: array
          minItems: 0
          items:
            type: number
            format: double
    RiskMappingEntry:
      description: Either risk model covered security resolution or uncovered security reason
      oneOf:
      - $ref: '#/components/schemas/MappedSecurityInfo'
      - $ref: '#/components/schemas/RiskExclusionInfo'
    StatResultValueScalar:
      type: number
      format: double
      nullable: true
    FactorsVisible:
      description: Hide risk model factors in the response results; does not affect calculated data values
      type: object
      required:
      - list
      - type
      properties:
        list:
          description: List of risk model factor IDs
          type: array
          minItems: 1
          items:
            type: string
            minLength: 1
        type:
          type: string
          minLength: 1
          enum:
          - Whitelist
          - Blacklist
    SecurityOnlyLabels:
      description: Labeling and index information to be able to reconstruct the calculated data results to the provided inputs from the request. Only contains items relevant to results.
      type: object
      required:
      - security
      properties:
        secur

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