Fincept Terminal · Schema
SwapRequest
CompanyFinancial DataMarket DataResearchAnalyticsQuantBacktestingPortfolio ManagementMCPAI Agents
Properties
| Name | Type | Description |
|---|---|---|
| effective_date | string | |
| maturity_date | string | |
| notional | number | |
| fixed_rate | number | |
| frequency | integer | |
| day_count | string | |
| curve_tenors | array | |
| curve_rates | array | |
| reference_date | string | |
| swap_type | string |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "https://artifacts.apis.io/fincept-in/json-schema/fincept-in-swap-request-schema.json",
"title": "SwapRequest",
"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/SwapRequest",
"properties": {
"effective_date": {
"type": "string",
"title": "Effective Date"
},
"maturity_date": {
"type": "string",
"title": "Maturity Date"
},
"notional": {
"type": "number",
"title": "Notional"
},
"fixed_rate": {
"type": "number",
"title": "Fixed Rate"
},
"frequency": {
"type": "integer",
"title": "Frequency",
"default": 2
},
"day_count": {
"type": "string",
"title": "Day Count",
"default": "ACT/365"
},
"curve_tenors": {
"items": {
"type": "number"
},
"type": "array",
"title": "Curve Tenors"
},
"curve_rates": {
"items": {
"type": "number"
},
"type": "array",
"title": "Curve Rates"
},
"reference_date": {
"type": "string",
"title": "Reference Date"
},
"swap_type": {
"type": "string",
"title": "Swap Type",
"default": "payer"
}
},
"type": "object",
"required": [
"effective_date",
"maturity_date",
"notional",
"fixed_rate",
"curve_tenors",
"curve_rates",
"reference_date"
]
}
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