Moment Bond Calculator API

openapi: 3.2.0
info:
  title: Analytics Bond Calculator API
  description: Access Moment's analytical capabilities to understand US fixed income data, through the REST API.
  version: 1.0.0
  contact:
    name: Moment Support
    email: support@withmoment.com
    url: https://withmoment.com/support
servers:
- url: https://live.moment-api.com
- url: https://paper.moment-api.com
security:
- bearerAuth: []
tags:
- name: Bond Calculator
paths:
  /v1/analytics/portfolio-stats/:
    post:
      tags:
      - Bond Calculator
      summary: Portfolio Statistics
      description: Given the holdings in a portfolio, calculate aggregate statistics for the portfolio. If a particular value is unavailable, it will be left null in the response.
      operationId: postPortfolioStats
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                holdings:
                  $ref: '#/components/schemas/CurrentHoldings'
      responses:
        '200':
          description: Successful response.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PortfolioStats'
  /v1/analytics/{instrument_id}/markup-calculator/:
    get:
      tags:
      - Bond Calculator
      summary: Markup Calculator
      description: 'Get markup-adjusted prices and yields for a given instrument and risk group, for each leg of a trade.


        - For the `user`: the returned price and yields will be net of all markups (from street to introducing broker, and introducing broker to user).


        - For the `ib` (introducing broker): the returned price and yields will be net of the street markup (from street to introducing broker).


        - For the `street`: the returned price and yields will not include any of the markups.'
      operationId: getMarkupCalculator
      parameters:
      - name: instrument_id
        in: path
        description: The ID of the instrument for which to calculate markups.
        required: true
        schema:
          $ref: '#/components/schemas/InstrumentID'
      - name: price
        in: query
        description: The price to calculate markups, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.
        required: true
        schema:
          type: number
      - name: risk_group_id
        in: query
        description: The ID of the risk group to calculate markups for. If left null, and a single risk group exists for the organization, it will be used as the default risk group. If left null, and more than one risk group exists, the request will fail.
        schema:
          type: string
      - name: yield_to_worst
        in: query
        description: The yield to worst is the lowest possible annual rate of return that a bond can have assuming that it does not default.
        schema:
          type: number
      - name: side
        in: query
        required: true
        description: "The side of the trade.\n\n- `buy`\n  Markups will be added (from street to introducing broker, and from introducing broker to user).\n\n- `sell`\n  Markups will be subtracted (from street to introducing broker, and from introducing broker to user)."
        schema:
          type: string
          enum:
          - buy
          - sell
      - name: leg
        in: query
        required: true
        description: "The leg of the trade, with the given price and yield to worst already accounting for the markups.\n\n- `user`\n  The given price and yield will be net of all markups (from street to introducing broker, and introducing broker to user).\n\n- `ib`\n  The given price and yield will be net of the street markup (from street to introducing broker).\n\n- `street`\n  The given price and yield will not include any of the markups."
        schema:
          type: string
          enum:
          - user
          - ib
          - street
      - name: trade_size
        in: query
        description: The trade size of an order in face value. For example, most corporate bonds have a face value of $1000, so a trade_size of $3000 indicates a trade for 3 bonds.
        schema:
          type: number
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                type: object
                properties:
                  user:
                    $ref: '#/components/schemas/MarkupPriceYield'
                  ib:
                    $ref: '#/components/schemas/MarkupPriceYield'
                  street:
                    $ref: '#/components/schemas/MarkupPriceYield'
  /v1/analytics/{instrument_id}/price-to-yield/:
    get:
      tags:
      - Bond Calculator
      summary: Price to Yield
      description: Given a price for an instrument, calculate the yield to maturity and yield to worst at a given time. If a particular value is unavailable, it will be left null in the response.
      operationId: priceToYield
      parameters:
      - name: instrument_id
        in: path
        description: The ID of the instrument.
        required: true
        schema:
          $ref: '#/components/schemas/InstrumentID'
      - name: price
        in: query
        description: The price to convert to yields, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.
        required: true
        schema:
          type: number
      - name: trade_time
        in: query
        description: The time to use when calculating yields from the price, as a Unix millisecond timestamp. If left empty, defaults to the current time.
        required: false
        schema:
          type: number
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Yields'
  /v1/analytics/{instrument_id}/yield-grid/:
    get:
      tags:
      - Bond Calculator
      summary: Yield Grid
      description: Given a range of prices, calculate yield to worst and yield to maturity for a representative sample of prices in the range. If a particular value is unavailable, it will be left null in the response.
      operationId: getYieldGrid
      parameters:
      - name: instrument_id
        in: path
        description: The ID of the instrument.
        required: true
        schema:
          $ref: '#/components/schemas/InstrumentID'
      - name: min_price
        in: query
        description: The minimum price to calculate yields for, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.
        required: true
        schema:
          type: number
      - name: max_price
        in: query
        description: The maximum price to calculate yields for, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.
        required: true
        schema:
          type: number
      - name: size
        in: query
        description: The target number of points to return in the yield grid. The actual number of points returned may differ from this value.
        required: true
        schema:
          type: integer
      - name: trade_time
        in: query
        description: The time to use when calculating yields from the price, as a Unix millisecond timestamp. If left empty, defaults to the current time.
        required: false
        schema:
          type: number
      responses:
        '200':
          description: Successful response.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/YieldGrid'
components:
  schemas:
    YieldGrid:
      type: object
      title: Yield grid
      description: Yield to worst and yield to maturity for a range of prices.
      properties:
        price:
          type: array
          description: Prices, represented as a percentage of par.
          items:
            type: number
        yield_to_maturity:
          type: array
          description: Yield to maturity for each price.
          items:
            type: number
        yield_to_worst:
          type: array
          description: Yield to worst for each price, when available.
          items:
            type:
            - number
            - 'null'
      example:
        price:
        - 95
        - 96
        - 97
        - 98
        - 100
        - 101
        - 102
        - 103
        - 104
        - 105
        yield_to_maturity:
        - 5.989412
        - 5.604612
        - 5.486725
        - 5.219816
        - 4.999049
        - 4.835006
        - 4.525555
        - 4.450205
        - 4.065481
        - 4.065408
        yield_to_worst:
        - 5.989412
        - 5.604612
        - 5.486725
        - 5.219816
        - 4.999049
        - 4.835006
        - 4.525555
        - 4.450205
        - 4.065481
        - 4.065408
    holding:
      type: object
      title: Holding
      description: An individual holding. Cash is specified using an `instrument_id` of `CASH`.
      properties:
        instrument_id:
          $ref: '#/components/schemas/InstrumentID'
        size:
          $ref: '#/components/schemas/PositionSize'
    CashFlowEvent:
      type: object
      properties:
        date:
          type: string
          format: date
        amount:
          type: number
        type:
          type: string
          enum:
          - coupon
          - principal
    MarkupPriceYield:
      type: object
      title: Price and yield
      description: Price and yield including markups.
      properties:
        price:
          type: number
          description: Price including markups, represented as a percentage of par.
        yield_to_worst:
          type:
          - number
          - 'null'
          description: Yield to worst including markups, when available.
    CurrentHoldings:
      type: array
      title: Current Holdings
      description: The portfolio contents, including cash. Cash is specified using an `instrument_id` of `CASH`.
      items:
        $ref: '#/components/schemas/holding'
    InstrumentID:
      type: string
      title: Instrument ID
      description: Instrument CUSIP or ISIN
      example: US594918AD65
    Yields:
      type: object
      title: Yields
      description: Yield to worst and yield to maturity.
      properties:
        yield_to_worst:
          type:
          - number
          - 'null'
          description: Yield to worst, when available.
        yield_to_maturity:
          type:
          - number
          - 'null'
          description: Yield to maturity, when available.
    PortfolioStats:
      type: object
      title: Portfolio Statistics
      description: Aggregate statistics for a portfolio, including the yield to worst and yield to maturity for the portfolio.
      properties:
        yield_to_worst:
          type:
          - object
          - 'null'
          description: Yield to worst statistics for the portfolio, when available.
          properties:
            min:
              type: number
            max:
              type: number
            avg:
              type: number
            avg_with_cash:
              type: number
          example:
            min: 4.9
            max: 5.1
            avg: 5
        yield_to_maturity:
          type:
          - object
          - 'null'
          description: Yield to maturity statistics for the portfolio, when available.
          properties:
            min:
              type: number
            max:
              type: number
            avg:
              type: number
            avg_with_cash:
              type: number
          example:
            min: 4.9
            max: 5.1
            avg: 5
        sp_rating:
          type:
          - object
          - 'null'
          description: The S&P rating statistics for the portfolio, when available.
          properties:
            min:
              type:
              - string
              - 'null'
            max:
              type:
              - string
              - 'null'
            avg:
              type:
              - string
              - 'null'
          example:
            min: BBB
            max: AA
            avg: A
        coupon:
          type:
          - object
          - 'null'
          description: The coupon statistics for the portfolio, when available.
          properties:
            min:
              type: number
            max:
              type: number
            avg:
              type: number
          example:
            min: 1.25
            max: 9
            avg: 3.75
        duration:
          type:
          - object
          - 'null'
          description: The (modified) duration statistics for the portfolio, when available.
          properties:
            min:
              type: number
            max:
              type: number
            avg:
              type: number
          example:
            min: 1
            max: 5
            avg: 3
        maturity_years:
          type:
          - object
          - 'null'
          description: The time to maturity statistics (in years) for the portfolio, when available.
          properties:
            min:
              type: number
            max:
              type: number
            avg:
              type: number
          example:
            min: 0.1
            max: 5
            avg: 3
        cashflows:
          description: The cashflows for the portfolio, when available. Split into yearly, monthly and all cashflows, as well as by type (coupon or principal). All cashflow amounts are in USD.
          type: object
          properties:
            yearly:
              type: array
              items:
                $ref: '#/components/schemas/CashFlowEvent'
              example:
              - date: '2024-01-01'
                payment: 123
                type: coupon
              - date: '2024-01-01'
                payment: 10000
                type: principal
              - date: '2025-01-01'
                payment: 222.33
                type: coupon
              - date: '2025-01-01'
                payment: 10000
                type: principal
            monthly:
              type: array
              items:
                $ref: '#/components/schemas/CashFlowEvent'
              example:
              - date: '2024-01-01'
                payment: 123
                type: coupon
              - date: '2024-01-01'
                payment: 1000
                type: principal
              - date: '2025-02-01'
                payment: 222.33
                type: coupon
              - date: '2025-02-01'
                payment: 1000
                type: principal
            all:
              type: array
              items:
                $ref: '#/components/schemas/CashFlowEvent'
              example:
              - date: '2024-01-07'
                amount: 123
                type: coupon
              - date: '2024-01-11'
                amount: 10000
                type: principal
              - date: '2025-02-22'
                amount: 222.33
                type: coupon
              - date: '2025-03-01'
                amount: 10000
                type: principal
    PositionSize:
      type: object
      title: Size
      description: The size of the position, with a specified `type` indicating how the size is represented. Par sizes represent the size of the position in face value; most corporate bonds have a face value of $1000. Currently, only par sizes are supported.
      properties:
        value:
          type: number
          example: 10000
        type:
          type: string
          enum:
          - par
          default: par
      required:
      - value
      - type
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
x-provenance:
  method: searched
  source: https://docs.moment.com/reference
  harvested: '2026-10-14'
  tool: harvest-readme-openapi.py
  note: Assembled verbatim from the OpenAPI definition ReadMe embeds in each operation page of the provider's developer portal; paths and components merged by API title, nothing authored.
  assembled_from:
  - https://docs.moment.com/reference/getmarkupcalculator-1.md
  - https://docs.moment.com/reference/getyieldgrid.md
  - https://docs.moment.com/reference/postportfoliostats.md
  - https://docs.moment.com/reference/pricetoyield-1.md
  merge:
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    deduped: 6
    conflicts_kept_first: 0