MaturityBucketPercentileBatchResponse

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://raw.githubusercontent.com/api-evangelist/moment/main/json-schema/moment-maturity-bucket-percentile-batch-response-schema.json",
  "title": "MaturityBucketPercentileBatchResponse",
  "x-generated": "2026-10-14",
  "x-method": "derived",
  "x-generator": "derive-json-schema.py",
  "x-source": "openapi/moment-live-inventory-api-openapi.yml#/components/schemas/MaturityBucketPercentileBatchResponse",
  "type": "object",
  "properties": {
    "bucket_selection": {
      "description": "The date field used for maturity bucket selection",
      "type": "string",
      "enum": [
        "maturity_date",
        "workout_date"
      ]
    },
    "percentile": {
      "description": "The percentile that was calculated",
      "type": "number"
    },
    "series": {
      "description": "The computed series, keyed by the key supplied in the request",
      "type": "object",
      "additionalProperties": {
        "$ref": "#/$defs/MaturityBucketPercentileBatchSeriesResult"
      }
    }
  },
  "$defs": {
    "MaturityBucketData": {
      "type": "object",
      "properties": {
        "ask_ytw_percentile": {
          "description": "The ask yield to worst at the specified percentile for this bucket",
          "type": [
            "number",
            "null"
          ]
        },
        "bid_ytw_percentile": {
          "description": "The bid yield to worst at the specified percentile for this bucket",
          "type": [
            "number",
            "null"
          ]
        },
        "bucket": {
          "description": "The maturity bucket range",
          "type": "string",
          "enum": [
            "1-3 mo",
            "3-6 mo",
            "6-9 mo",
            "9-12 mo",
            "1-1.5 yr",
            "1.5-2.5 yr",
            "2.5-3.5 yr",
            "3.5-4.5 yr",
            "4.5-5.5 yr",
            "5.5-6.5 yr",
            "6.5-7.5 yr",
            "7.5-8.5 yr",
            "8.5-9.5 yr",
            "9.5-10.5 yr",
            "10.5-11.5 yr",
            "11.5-12.5 yr",
            "12.5-13.5 yr",
            "13.5-14.5 yr",
            "14.5-15.5 yr",
            "15.5-16.5 yr",
            "16.5-17.5 yr",
            "17.5-18.5 yr",
            "18.5-19.5 yr",
            "19.5-20.5 yr",
            "20.5-21.5 yr",
            "21.5-22.5 yr",
            "22.5-23.5 yr",
            "23.5-24.5 yr",
            "24.5-25.5 yr",
            "25.5-26.5 yr",
            "26.5-27.5 yr",
            "27.5-28.5 yr",
            "28.5-29.5 yr",
            "29.5+ yr"
          ]
        },
        "instrument_count": {
          "description": "Number of instruments in this maturity bucket",
          "type": "integer"
        }
      },
      "title": "MaturityBucketData"
    },
    "MaturityBucketPercentileBatchSeriesResult": {
      "type": "object",
      "properties": {
        "count": {
          "description": "The total number of instruments included across all buckets in this series",
          "type": "integer"
        },
        "data": {
          "description": "Array of maturity buckets with their corresponding percentile YTW values",
          "type": "array",
          "items": {
            "$ref": "#/$defs/MaturityBucketData"
          }
        }
      },
      "title": "MaturityBucketPercentileBatchSeriesResult"
    }
  }
}