CDSRequest

CompanyFinancial DataMarket DataResearchAnalyticsQuantBacktestingPortfolio ManagementMCPAI Agents

Properties

Name	Type	Description
reference_date	string
effective_date	string
maturity_date	string
notional	number
spread_bps	number
recovery_rate	number
curve_tenors	array
curve_rates	array
frequency	integer

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://artifacts.apis.io/fincept-in/json-schema/fincept-in-cdsrequest-schema.json",
  "title": "CDSRequest",
  "x-generated": "2026-11-10",
  "x-method": "derived",
  "x-generator": "derive-json-schema.py",
  "x-source": "openapi/fincept-in-quantlib-instruments-api-openapi.yml#/components/schemas/CDSRequest",
  "properties": {
    "reference_date": {
      "type": "string",
      "title": "Reference Date"
    },
    "effective_date": {
      "type": "string",
      "title": "Effective Date"
    },
    "maturity_date": {
      "type": "string",
      "title": "Maturity Date"
    },
    "notional": {
      "type": "number",
      "title": "Notional"
    },
    "spread_bps": {
      "type": "number",
      "title": "Spread Bps"
    },
    "recovery_rate": {
      "type": "number",
      "title": "Recovery Rate",
      "default": 0.4
    },
    "curve_tenors": {
      "items": {
        "type": "number"
      },
      "type": "array",
      "title": "Curve Tenors"
    },
    "curve_rates": {
      "items": {
        "type": "number"
      },
      "type": "array",
      "title": "Curve Rates"
    },
    "frequency": {
      "type": "integer",
      "title": "Frequency",
      "default": 4
    }
  },
  "type": "object",
  "required": [
    "reference_date",
    "effective_date",
    "maturity_date",
    "notional",
    "spread_bps",
    "curve_tenors",
    "curve_rates"
  ]
}

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