Moody's Forecast API
The Forecast API from Moody's — 2 operation(s) for forecast.
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OpenAPI Specification
openapi: 3.2.0
info:
title: Moodys Forecast API
version: v1
description: 'Operations tagged Forecast across 2 of this provider''s published API definitions: moodys-autocycle-api-swagger.json, moodys-municipal-api-swagger.json. Each path carries the servers of the definition it was published in.'
servers:
- url: https://api.economy.com/autocycle/v1
- url: https://api.economy.com/muni/v1
tags:
- name: Forecast
paths:
/forecast:
post:
tags:
- Forecast
summary: The forecast endpoint that takes in an array of model inputs and returns the forecast
operationId: Forecast_ForecastBatch
parameters:
- name: modelVersion
in: query
description: The monthly model version using vYYYYMM format
required: false
schema:
type: string
responses:
'200':
description: OK
content:
application/json:
schema:
type: object
text/json:
schema:
type: object
text/xml:
schema:
type: object
security:
- oauth2: []
requestBody:
content:
application/json:
schema:
type: object
text/json:
schema:
type: object
application/x-www-form-urlencoded:
schema:
type: object
description: See User Guide
required: true
servers:
- url: https://api.economy.com/autocycle/v1
/loss-forecast/{scenario}:
post:
tags:
- Forecast
summary: To Lookup forecast based on input list
operationId: Forecast_LookUpForecast
parameters:
- name: scenario
in: path
required: true
schema:
type: string
- name: lgd
in: query
required: false
schema:
type: number
format: double
- name: vintage
in: query
required: false
schema:
type: string
- name: revision
in: query
required: false
schema:
type: string
responses:
'200':
description: OK
content:
application/json:
schema:
type: object
text/json:
schema:
type: object
text/xml:
schema:
type: object
security:
- oauth2: []
requestBody:
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/MuniInfo'
text/json:
schema:
type: array
items:
$ref: '#/components/schemas/MuniInfo'
text/xml:
schema:
type: array
items:
$ref: '#/components/schemas/MuniInfo'
application/x-www-form-urlencoded:
schema:
type: array
items:
$ref: '#/components/schemas/MuniInfo'
description: List of input objects to lookup forecast
required: true
servers:
- url: https://api.economy.com/muni/v1
components:
schemas:
MuniInfo:
type: object
properties:
cusip:
description: '9 character alphanumeric code that identifies a North American financial security
for the purposes of facilitating clearing and settlement of trades'
type: string
rating:
description: Moody's rating
type: string
vintage:
description: requested vintage, defaults to current vintage
type: string
pd:
format: double
description: Probability of default
type: number
orgIds:
description: Organization Ids
type: array
items:
type: string
state:
description: State Abbrev (USPS 2-letter codes ?)
type: string
sector:
type: string
lgd:
format: double
type: number
sectors:
description: Only few OrgIds belong in multiple sectors
type: array
items:
type: string
maturityDate:
format: date-time
description: Maturity date
type: string
output:
description: Forecast information by sector and state
type: array
items:
$ref: '#/components/schemas/SectorForecast'
error:
type: string
SectorForecast:
type: object
properties:
sector:
type: string
readOnly: true
vintage:
type: string
readOnly: true
overlay:
format: int32
type: integer
readOnly: true
yq:
type: array
items:
type: string
readOnly: true
pd:
type: array
items:
format: double
type: number
readOnly: true
lr:
type: array
items:
format: double
type: number
readOnly: true
clr:
type: array
items:
format: double
type: number
readOnly: true
c_pd:
type: array
items:
format: double
type: number
readOnly: true
c_pd_lag1q:
type: array
items:
format: double
type: number
readOnly: true
c_pd_lag2q:
type: array
items:
format: double
type: number
readOnly: true
c_pd_lag3q:
type: array
items:
format: double
type: number
readOnly: true
c_pd_lag4q:
type: array
items:
format: double
type: number
readOnly: true
c_pd_lag5q:
type: array
items:
format: double
type: number
readOnly: true
securitySchemes:
oauth2:
type: oauth2
flows:
clientCredentials:
scopes: {}
tokenUrl: https://api.economy.com/autocycle/v1/oauth2/token
description: OAuth2 Client Credentials
x-refined-from:
- moodys-autocycle-api-swagger.json
- moodys-municipal-api-swagger.json