Origin

Origin Trades API

The Trades API from Origin — 3 operation(s) for trades.

GitHub OpenAPI

Documentation

📖
Documentation
https://airbrush.originmarkets.com/v3/

Specifications

⚙
OpenAPI
https://raw.githubusercontent.com/api-evangelist/origin/refs/heads/main/openapi/origin-trades-api-openapi.yml

Other Resources

🔗
Examples
https://raw.githubusercontent.com/api-evangelist/origin/refs/heads/main/examples/origin-termsheet-fixed_rate.json
🔗
Examples
https://raw.githubusercontent.com/api-evangelist/origin/refs/heads/main/examples/origin-termsheet-floating_rate.json
🔗
Examples
https://raw.githubusercontent.com/api-evangelist/origin/refs/heads/main/examples/origin-termsheet-zero_coupon.json
🔗
APIsJSON
https://raw.githubusercontent.com/api-evangelist/origin/refs/heads/main/apis.yml

OpenAPI Specification

origin-trades-api-openapi.yml Raw ↑ 
swagger: '2.0'
info:
  title: Trades API
  description: 'Specification for fetching post trade trade data.

    This endpoint requires a valid API key and will return data based on the key.

    '
  version: 3.0.0
produces:
- application/json
tags:
- name: Trades
paths:
  /trades/:
    get:
      summary: Returns a list of JSON objects of the trades that you have access to.
      tags:
      - Trades
      parameters:
      - name: API-Key
        in: header
        description: 'A unique API key used for authentication provided by Origin.

          If the key is omitted, you will obtain this documentation page as response.

          '
        type: string
      responses:
        200:
          description: Each object in the list represents a single trade.
          schema:
            $ref: '#/definitions/TradeDataListAPIResponse'
        403:
          description: 'Permission denied as the API-Key provided is invalid.

            Be sure to copy/paste the key exactly as provided by Origin.

            If it still doesn''t work, contact Origin support.

            '
          schema:
            type: object
            properties:
              detail:
                type: string
                default: Invalid API Key
  /trades/{TradeId}/termsheet-data/:
    get:
      summary: 'Returns a JSON object containing the termsheet data for the trade with

        the given id, provided you have access to it.

        '
      tags:
      - Trades
      parameters:
      - name: API-Key
        in: header
        description: 'A unique API key used for authentication provided by Origin.

          If the key is omitted, you will obtain this documentation page as response.

          '
        type: string
      - name: TradeId
        required: true
        in: path
        description: The unique ID of the trade.
        type: integer
      responses:
        200:
          description: Each object in the list represents a single trade.
          schema:
            $ref: '#/definitions/TradeDataAPIResponse'
        403:
          description: 'Permission denied as the API-Key provided is invalid.

            Be sure to copy/paste the key exactly as provided by Origin.

            If it still doesn''t work, contact Origin support.

            '
          schema:
            type: object
            properties:
              detail:
                type: string
                default: Invalid API Key
  /trades/{TradeId}/post-trade-data/:
    get:
      summary: 'Returns a JSON object containing the post trade data for the trade with

        the given id, provided you have access to it.

        '
      tags:
      - Trades
      parameters:
      - name: API-Key
        in: header
        description: 'A unique API key used for authentication provided by Origin.

          If the key is omitted, you will obtain this documentation page as response.

          '
        type: string
      - name: TradeId
        required: true
        in: path
        description: The unique ID of the trade.
        type: integer
      responses:
        200:
          description: Each object in the list represents a single trade.
          schema:
            $ref: '#/definitions/TradeDataAPIResponse'
        403:
          description: 'Permission denied as the API-Key provided is invalid.

            Be sure to copy/paste the key exactly as provided by Origin.

            If it still doesn''t work, contact Origin support.

            '
          schema:
            type: object
            properties:
              detail:
                type: string
                default: Invalid API Key
definitions:
  Pricing:
    type: object
    properties:
      accrual_quotation_type:
        type: string
        enum:
        - CLEAN
        - DIRTY
        - NOT_APP
        description: Indicates whether acrued interest is included or excluded from prices on the transaction. Mandatory.
      all_in_issuer_spread_vs_benchmark:
        type: number
        description: The all-in issuer spread of the bond to be issued over the benchmark reference.
      benchmark_reference:
        type: string
        description: The benchmark being used as a reference security for pricing purposes. Optional for benchmark transactions with a fixed rate component.
      benchmark_reference_yield:
        type: number
        description: The yield of the benchmark being used as a reference security for pricing purposes. Optional for benchmark transactions with a fixed rate component.
      commission_percentage:
        type: number
        description: The commission percentage paid to the dealer(s) for this transaction. Mandatory if an explicit commission is being charged for this issuance.
      issue_price:
        type: number
        description: The issuance (i.e. closing date) issue price of the security expressed in percentage. For benchmark issuance this is the re-offer price. Mandatory.
      mid_swap_yield:
        type: number
        description: The yield of the benchmark being used as a reference security for pricing purposes. Optional for benchmark transactions with a fixed rate component.
      reoffer_coupon_spread:
        type: number
        description: The yield spread between the reference security/rate being used as the basis for pricing the floating rate note and the security to be issued. Mandatory for benchmark transactions with a floating rate component.
      reoffer_spread_to_benchmark:
        type: number
        description: The yield of the benchmark being used as a reference security for pricing purposes. Optional for benchmark transactions with a fixed rate component.
      reoffer_spread_to_mid_swap:
        type: number
        description: The yield of the benchmark being used as a reference security for pricing purposes. Optional for benchmark transactions with a fixed rate component.
      reoffer_yield:
        type: number
        description: The yield of the benchmark being used as a reference security for pricing purposes. Optional for benchmark transactions with a fixed rate component.
  CurrencyObject:
    type: object
    properties:
      notional:
        type: string
        description: 3 letter ISO 4127 code representing the currency of the notional. Mandatory.
        enum: &id001
        - USD
        - EUR
        - GBP
        - JPY
        - CHF
        - AUD
        - NZD
        - CAD
        - SEK
        - NOK
        - HKD
        - AED
        - AMD
        - ARS
        - BRL
        - CLP
        - CNH
        - CNY
        - COP
        - CZK
        - DKK
        - EEK
        - GEL
        - HUF
        - IDR
        - INR
        - ISK
        - KGS
        - KRW
        - KZT
        - MXN
        - MYR
        - NTD
        - PEN
        - PHP
        - PLN
        - QAR
        - RON
        - RSD
        - RUB
        - SGD
        - TRY
        - UAH
        - UYU
        - UZS
        - VND
        - ZAR
        - ZMK
      payment:
        type: string
        description: 3 letter ISO 4127 code representing the currency in which payment is to be made. Mandatory if the payment currency differs from the notional currency.
        enum: *id001
      settlement:
        type: string
        description: 3 letter ISO 4127 code representing the currency in which the issue will be settled. Mandatory if the settlement currency differs from the notional currency.
        enum: *id001
  SellingRestrictions:
    type: string
    enum:
    - 3 (c) 7
    - Reg S
    - 144A
    - RLS
  Interest:
    type: object
    properties:
      initial_stub_type:
        type: string
        enum:
        - Short First
        - Long First
        - None
        description: Indicates the type of broken/stub period. Mandatory (can be 'None' if not required) except for Zero Coupon notes.
      last_stub_type:
        type: string
        enum:
        - Short Last
        - Long Last
        - None
        description: Indicates the type of broken/stub period. Mandatory (can be 'None' if not required) except for Zero Coupon notes.
      interest_commencement_date:
        type: string
        description: Date on which the first interest accrual period begins. This is typically the settlement date, except for tap issuance where it is the interest payment date on the mother code security prior to the settlement of the tap tranche being issued. ISO 8601 date format YYYY-MM-DD. Mandatory except for Zero Coupon notes.
      first_interest_payment_date:
        type: string
        description: The first planned interest payment date. ISO 8601 date format YYYY-MM-DD. Mandatory except for Zero Coupon notes.
      change_of_interest_basis_notification_or_automatic:
        type: string
        enum:
        - Notification
        - Automatic
        description: Where the issuance is subject to a potential coupon extension, denotes whether the extension is triggered via a notification from the issuer or automatically. Mandatory for Covered Bonds with a Soft Bullet maturity type.
      periods:
        type: array
        items:
          type: object
          properties:
            amortization_yield:
              type: number
              description: Rate used to calculate the Amortised Nominal Amount or inferred from the Amortised Nominal amount compared to the par value of a Zero Coupon Note. Mandatory for MTN Zero Coupon bonds where an amortization yield is required.
            annual_interest_payment_dates:
              type: array
              items:
                type: string
              description: The annual dates on which coupon payments are intended to be made, notwithstanding any broken/stub periods or adjustments due to open business days. Mandatory unless coupon type is Zero Coupon. List of ISO 8601 dates with no year [--MM-DD, --MM-DD...]
            benchmark:
              type: string
              enum:
              - JIBAR
              - Bank Bill Rate
              - BBSW
              - NIBOR
              - HIBOR
              - TIIE
              - SARON
              - SOFR
              - €STR
              - EURIBOR
              - SONIA
              - TONAR
              - CIBOR
              - SIBOR
              - STIBOR
              - LIBOR
              - CAD-BA-CDOR
              - PRIBOR
              description: The benchmark rate used to price the floating rate coupon. Mandatory for notes with a Floating Rate component.
            benchmark_iso:
              type: string
              enum:
              - ESTR
              - BBSW
              - CDOR
              - SONA
              - SOFR
              - PRBO
              - STBO
              - JIBA
              - OTHR
              - NIBO
              - HKIO
              - LIBO
              - EURI
              - CIBO
              description: ISO 20022 BenchmarkCurveNameCode code for the benchmark rate used to price the floating rate coupon. Where an ISO code is not available for a specific benchmark rate, we will return "OTHR" - please see floating_relevant_benchmark_base_code. Mandatory for notes with a Floating Rate component.
            business_day_adjustment:
              type: string
              enum:
              - Adjusted
              - Unadjusted
              description: Specifies whether the interest period end date moves if the planned interest end date falls on a non-business day. Mandatory.
            business_day_convention:
              type: string
              enum:
              - Following
              - Preceding
              - Modified Following
              - Modified Preceding
              - Half Month Modified Following
              description: Specifies how a date is adjusted when it falls on a non-business day. Mandatory for all but Zero Coupon Notes.
            business_day_convention_iso:
              type: string
              enum:
              - FWNG
              - MODF
              - PREC
              - NEAR
              - OTHR
              description: ISO 20022 BusinessDayConventionCode code which specifies how a date is adjusted when it falls on a non-business day. Where an ISO code is not available for a specific business day convention, we will return "OTHR" - please see fixed_business_day_convention. Mandatory for all but Zero Coupon Notes.
            business_days_for_payment:
              type: array
              items:
                type: string
                enum: &id003
                - SEST
                - CLSA
                - GRAT
                - RUMO
                - FRPA
                - TWTA
                - JPTO
                - USGS
                - OTHR
                - GBLO
                - EETA
                - ATVI
                - ARBA
                - CHGE
                - BRSP
                - LULU
                - MYKL
                - NOOS
                - ILTA
                - ESMA
                - HUBU
                - IEDU
                - ITRO
                - PLWA
                - SKBR
                - PHMA
                - NZWE
                - IDJA
                - FIHE
                - PTLI
                - MXMC
                - USNY
                - SARI
                - KRSE
                - BEBR
                - TRAN
                - CNBE
                - HKHK
                - CAMO
                - LBBE
                - PAPC
                - DEFR
                - ITMI
                - CHZU
                - CZPR
                - ZAJO
                - THBA
                - AUME
                - CATO
                - NZAU
                - SGSI
                - DKCO
                - AUSY
                - NLAM
                - USCH
              description: Indicates the calendar used to determine the payment business day. Payment must be made on an open business day of the named financial centres. Mandatory.
            business_days_for_payment_iso:
              description: ISO 20022 FinancialCenterCode(s) which indicate the calendar used to determine the payment business day. Payment must be made on an open business day of the named financial centre. Where an ISO code is not available, "OTHR" will be provided - see the business_days_for_payment for the payment calendar location(s). Mandatory.
              type: array
              items:
                type: string
                enum: &id002
                - Abidjan
                - Abu Dhabi
                - Accra
                - Adamstown
                - Addis Ababa
                - Adelaide
                - Ahmedabad
                - Algiers
                - Almaty
                - Alofi
                - Amman
                - Amsterdam
                - Andorra-la-vella
                - Ankara
                - Antananarivo
                - Antwerp
                - Apia
                - Arlandastad
                - Ashgabat
                - Asmara
                - Astana
                - Asuncion
                - Athens
                - Auckland
                - Bacolod
                - Baghdad
                - Baku
                - Bamako
                - Bandar Seri Begawan
                - Bangalore
                - Bangkok
                - Bangui
                - Banja Luka
                - Banjul
                - Barcelona
                - Basle
                - Basseterre
                - Beijing
                - Beirut
                - Belfast
                - Belgrade
                - Belize City
                - Belmopan
                - Belo Horizonte
                - Berlin
                - Berne
                - Bhubaneswar
                - Bilbao
                - Bishkek
                - Bissau
                - Bogota
                - Boston
                - Brades
                - Brasilia Fed Dist
                - Bratislava
                - Brazzaville
                - Bremen
                - Bridgetown
                - Brisbane
                - Brussels
                - Bucaramanga
                - Bucharest
                - Budapest
                - Buenos Aires
                - Bujumbura
                - Cairo
                - Calgary
                - Cali
                - Campinas
                - Canberra
                - Cape Town
                - Caracas
                - Cardiff
                - Casablanca
                - Castries
                - Catania
                - Cayenne
                - Charlotte Amalie
                - Chennai (Madras)
                - Chicago
                - Chisinau
                - Chittagong
                - Christchurch
                - Cockburn Town
                - Cologne
                - Colombo
                - Conakry
                - Copenhagen
                - Cotonou
                - Dakar
                - Damascus
                - Dar es Salaam
                - Darwin
                - Des Moines
                - Dhaka
                - Dharwad
                - Dili
                - Djibouti
                - Dnipro
                - Dodoma
                - Doha
                - Douala
                - Douglas
                - Dubai
                - Dublin
                - Dunedin
                - Dushanbe
                - Dusseldorf
                - Edinburgh
                - Edmonton
                - Ekaterinburg
                - El Aaiun
                - Essen
                - Fongafale (Funafuti)
                - Fort-de-France
                - Frankfurt
                - Fredericton
                - Freetown
                - Fribourg
                - Fukuoka
                - Gaborone
                - Geneva
                - George Town
                - Georgetown
                - Gibraltar
                - Glasgow
                - Granada
                - Gravatai
                - Guangzhou
                - Guatemala
                - Gurgaon
                - Gustavia
                - Hagatna
                - Haikou
                - Halifax
                - Hamburg
                - Hamilton
                - Hanoi
                - Hanover
                - Harare
                - Havana
                - Helsinki
                - Ho Chi Minh City
                - Hobart
                - Hong Kong
                - Honiara
                - Hyderabad
                - Iloilo
                - Islamabad
                - Istanbul
                - Itziar (Deba)
                - Jaen
                - Jakarta
                - Jamestown
                - Jeddah
                - Jerusalem
                - Jinan
                - Johannesburg
                - Juba
                - Kabul
                - Kampala
                - Kanpur
                - Kansas City
                - Karachi
                - Kathmandu
                - Khartoum
                - Kiel
                - Kiev
                - Kigali
                - Kingston
                - Kingston (Norfolk Island)
                - Kingstown
                - Kinshasa
                - Kolkata
                - Kongsvinger
                - Koror
                - Kralendijk (Bonaire)
                - Krasnoyarsk
                - Kuala Lumpur
                - Kuching
                - Kuwait
                - La Libertad
                - Labuan
                - Lages
                - Lagos
                - Lahore
                - LaPaz
                - Las Palmas (Canarias)
                - Leeds
                - Libreville
                - Lilongwe
                - Lima
                - Lisbon
                - Ljubljana
                - Lome
                - London
                - Luanda
                - Lugano
                - Lusaka
                - Luxembourg
                - Macau
                - Madrid
                - Magdeburg
                - Mainz
                - Majuro
                - Makati City
                - Malabo
                - Male
                - Mamoudzou
                - Managua
                - Manama
                - Manila
                - Maputo
                - Mariehamn
                - Marigot
                - Maseru
                - Mata-Utu
                - Matara
                - Mbabane
                - Medellin
                - Melbourne
                - Mendoza
                - Mexico City
                - Milan
                - Minsk
                - Mogadishu
                - Monaco
                - Monrovia
                - Montevideo
                - Montreal
                - Moroni
                - Moscow
                - Mumbai
                - Munich
                - Murmansk
                - Muscat
                - N'Djamena
                - Nablus
                - Nagoya
                - Nairobi
                - Namur
                - Naples
                - Nassau
                - New Delhi
                - New York
                - Niamey
                - Nicosia
                - Niteroi
                - Nouakchott
                - Noumea
                - Novosibirsk
                - Nuku'alofa
                - Nuuk
                - Oranjestad
                - Oranjestad (Sint Eustatius)
                - Osaka
                - Oslo
                - Ottawa
                - Ouagudougou
                - Pago Pago
                - Palikir
                - Palma de Mallorca
                - Pamplona
                - Panama City
                - Pangkalpinang
                - Papeete
                - Paramaribo
                - Paris
                - Pasay City
                - Pasig City
                - Perth
                - Philadelphia
                - Philipsburg
                - Phnom Penh
                - Phoenix
                - Podgorica
                - Point-a-Pitre
                - Ponta Delgada
                - Popayan
                - Port Louis
                - Port Moresby
                - Port of Spain
                - Port Vila
                - Port-au-Prince
                - Porto Alegre
                - Prague
                - Praia
                - Pretoria
                - Pune
                - Pyongyang
                - Quebec City
                - Quezon City
                - Quito
                - Rabat
                - Rarotonga
                - Ras al-Khaimah
                - Recife
                - Regina
                - Reykjavik
                - Ribeirao Preto
                - Riga
                - Rio de Janeiro
                - Riyadh
                - Road Town
                - Rockhampton
                - Rome
                - Rosario
                - Roseau
                - Rostov
                - Rostov-na-Donu
                - Rotterdam
                - Rudrapur
                - Ruwi
                - Saarbrucken
                - Saint John's
                - Saint-Denis
                - Saint-Pierre
                - Saipan
                - Salt Lake City
                - Samara
                - San Francisco
                - San Jose
                - San Juan
                - San Marino
                - San Salvador
                - San Sebastian
                - Sana'a
                - Santa Cruz
                - Santa Cruz (Canarias)
                - Santiago
                - Santo Domingo
                - Sao Paulo
                - Sao Tome
                - Sapporo
                - Sarajevo
                - Seoul
                - Sepang
                - Seville
                - Shanghai
                - Shenzhen
                - Sibiu
                - Singapore
                - Skopje
                - Sofia
                - St. George's
                - St. Helier
                - St. John's
                - St. Peter Port
                - St. Petersburg
                - Stanley
                - Stockholm
                - Stuttgart
                - Surat
                - Suva
                - Sydney
                - Taguig City
                - Taipei
                - Tallinn
                - Tangerang
                - Tarawa
                - TARGET2
                - Tashkent
                - Tbilisi
                - Tegucigalpa
                - Tehran
                - Tel Aviv
                - The Bottom (Saba)
                - The Hague
                - The Settlement
                - The Valley
                - Thimphu
                - Tirana
                - Tiruchirapalli
                - Tokyo
                - Toronto
                - Torshavn
                - Tripoli
                - Tunis
                - Turin
                - U.S. Government Securities
                - Ulaanbaatar
                - Utrecht
                - Vaduz
                - Valencia
                - Valletta
                - Vancouver
                - Vatican City
                - Verona
                - Victoria
                - Vienna
                - Vienna (USA)
                - Vientiane
                - Vilnius
                - Vladivostok
                - Warsaw
                - Wellington
                - West Bank
                - West Island
                - Willemstad
                - Windhoek
                - Winnipeg
                - Yamoussoukro
                - Yangon
                - Yaounde
                - Yaren
                - Yerevan
                - Zagreb
                - Zaragoza
                - Zizur Mayor
                - Zug
                - Zurich
            day_count_fraction:
              type: string
              enum:
              - 30/360
              - 30E/360
              - 30E/360 (ISDA)
              - 360/360
              - Actual/360
              - Actual/365 (Fixed)
              - Actual/365 (Sterling)
              - Actual/Actual
              - Actual/Actual (ICMA)
              - Actual/Actual (ISDA)
              - Bond Basis
              - Eurobond Basis
              - NL/365
              description: Specifies the computation method of (accrued) interest of a fixed rate security. Mandatory.
            day_count_fraction_iso:
              type: string
              enum:
              - A004
              - A014
              - OTHR
              - A001
              - A005
              - A009
              - A008
              - A007
              - A006
              description: ISO 20022 InterestComputationMethod1Code reference codes associated with the fixed_day_count_fraction field. Where an ISO code is not available for a specific day count fraction, we will return "OTHR" - please see fixed_day_count_fraction. Mandatory.
            fixed_amount:
              type: number
              description: Amount of fixed interest that will be received per denomination. Mandatory for notes with a Fixed Rate component.
            fixed_rate:
              type: number
              description: Per annum ratio of interest paid to the principal amount of the financial instrument. Mandatory for notes with a Fixed Rate component.
            floating_basis:
              type: string
              enum:
              - €STR
              - 3mEURIBOR
              - 6mEURIBOR
              - EUR Fixed
              - EUR M/S
              - SOFR
              - 3mUSD-LIBOR
              - 6mUSD-LIBOR
              - USD Fixed
              - USD M/S
              - SONIA
              - 3mGBP-LIBOR
              - 6mGBP-LIBOR
              - GBP Fixed
              - GBP M/S
              - 3mJPY-LIBOR
              - 6mJPY-LIBOR
              - TONAR
              - JPY Fixed
              - JPY M/S
              - 3mCHF-LIBOR
              - 6mCHF-LIBOR
              - SARON
              - CHF Fixed
              - CHF M/S
              - 3mBBSW
              - 6mBBSW
              - AUD Fixed
              - AUD M/S
              - 3mSTIBOR
              - SEK Fixed
              - SEK M/S
              - 3mNIBOR
              - 6mNIBOR
              - NOK Fixed
              - NOK M/S
              - 3mCIBOR
              - 6mCIBOR
              - 3mCAD-BA-CDOR
              - CAD Fixed
              - CAD M/S
              - 3mNZD-BB
              - NZD Fixed
              - NZD M/S
              - 3mHIBOR
              - 6mHIBOR
              - HKD Fixed
              - 3mSIBOR
              - 6mSIBOR
              - SGD Fixed
              - CNH Fixed
              - CNY Fixed
              - KRW Fixed
              - 3mPRIBOR
              - 6mPRIBOR
              - CZK Fixed
              - 3mJIBAR
              - 6mJIBAR
              - ZAR Fixed
              - RON Fixed
              - RUB Fixed
              - CLP Fixed
              - AED Fixed
              - AMD Fixed
              - ARS Fixed
              - BRL Fixed
              - COP Fixed
              - DKK Fixed
              - EEK Fixed
              - GEL Fixed
              - HUF Fixed
              - IDR Fixed
              - INR Fixed
              - ISK Fixed
              - KGS Fixed
              - KZT Fixed
              - MXN Fixed
              - MYR Fixed
              - NTD Fixed
              - PEN Fixed
              - PHP Fixed
              - PLN Fixed
              - QAR Fixed
              - RSD Fixed
              - SKK Fixed
              - TRY Fixed
              - UAH Fixed
              - UYU Fixed
              - UZS Fixed
              - VND Fixed
              - ZMK Fixed
              - TIIE28D
              - UST
              - BTP
              - OAT
              - OLO
              - RAGB
              - SPGB
              - GILT
              - MBONO
              - BUND
              description: The benchmark rate and its periodicity (where applicable). Mandatory for notes with a Floating Rate component.
            floating_basis_type:
              type: string
              enum:
              - Term Rate
              - Overnight Rate
              description: Determines whether the rate used is a term rate (e.g. LIBOR) or an overnight rate (e.g. SOFR/SONIA/€STR). Mandatory for bonds with a floating rate component.
            interest_determination_manner:
              type: string
              enum:
              - Screen Rate Determination
              - ISDA Determination
              description: Whether the floating_basis for calculating the floating rate coupon will be determined via Screen Rate Determination or ISDA Determination. Mandatory for MTNs with a Floating Rate component.
            interest_fixing_reference_date:
              type: string
              enum:
              - Interest Period Starting Date
              - Interest Payment Date
              - Interest Period End Date
              - Maturity Date
              description: The reference point from which a number of days is deducted to get to the date on which the floating rate coupon is fixed. Mandatory for notes with a Floating Rate component.
            linear_interpolation:
              type: string
              description: For floating rate notes, the linear interpolation. Mandatory where linear interpolation is required.
            margin:
              type: number
              description: Margin expressed in percentage that must be added or deducted from the floating rate base index to calculate the final rate. Mandatory for notes with a Floating Rate component.
            max_interest_rate:
              type: number
              description: The maximum interest rate or 'cap' to be used when calculating the floating rate coupon. Mandatory for floating rate notes where a maximum interest rate is required.
            min_interest_rate:
              type: number
              description: The minimum interest rate or 'floor' to be used when calculating the floating rate coupon. Mandatory for floating rate notes where a minimum interest rate is required.
            number_of_days:
              type: integer
              description: For term rates, the number of business days to deduct from the floating_interest_fixing_reference_date to get to the coupon fixing date. Mandatory for notes with a Floating Rate component where the floating_basis_type is Term Rate.
            overnight_calculation_type:
              type: string
              enum:
              - Compounded Daily
              - Weighted Average
              description: The type of calculation methodology applied to overnight rates for the purposes of calculating a variable rate coupon.  Mandatory for floating rate notes whe

# --- truncated at 32 KB (89 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/origin/refs/heads/main/openapi/origin-trades-api-openapi.yml