Financial Technology Laboratories, Inc. - FISA
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FISAWebAPI (1.0.0)

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Terms of Service

Calculate price, yield, accrued interest and many more analytics for fixed income securities using market specific conventions.

Calculate price, yields, accrued interest and much more for an array of fixed income security descriptions and quotes.

Authorizations:
api_key
Request Body schema: application/json
required
Array
required
object (Quote)

Defines the Quote to be used to calculate results for the provided Security.

required
object (Security)

Defines a Fixed Income Security to be calculated.

identifier
string

Identifies the security being calculated. This identifier will be returned in the CalculateResponse object.

includeDisplayValues
boolean

Determines whether or not market conventional display values should be included for all prices and yields. This is in addition to the full precision values.

includeCashFlows
boolean

Determines whether the Cash Flows are included in the results.

includeExtendedAnalytics
boolean

Determines whether the Macaulay Duration, Modified Duration, Convexity, and other extended Risk/Analytical values are included in the results.

includeAllRedemptions
boolean

Determines whether results to each of the provided redemption dates are included in the output.

Responses

Request samples

Content type
application/json
[
  • {
    }
]

Response samples

Content type
application/json
{
  • "success": true,
  • "calculateResponses": {
    },
  • "errorMessage": "string"
}

/calculatebatch

Responses

Get a settlement date for a given trade date and security type using the SIFMA recommended holiday schedule.

Authorizations:
api_key
Request Body schema: application/json
required
tradeDate
string <date>

The optional Trade Date. If tradeDate is not provided, then the current day will be used.

market
string
Enum: "us/municipal" "us/corporate" "us/agency" "us/treasury" "us/cd"

Market:

  us/municipal  - US Municipal
  us/corporate  - US Corporate
  us/agency     - US Agency
  us/treasury   - US Treasury
  us/cd         - US CD

Either market or settlementDays must be provided. If only market is specified, then the default days to settlement for the provided market is used.

settlementDays
integer

The number of business days to settlement. Either market or settlementDays must be provided. If this value is not provided, then the default days to settlement for the provided Market is used.

Responses

Request samples

Content type
application/json
{
  • "tradeDate": "2019-08-24",
  • "market": "us/municipal",
  • "settlementDays": 0
}

Response samples

Content type
application/json
{
  • "success": true,
  • "settlementDate": "2019-08-24",
  • "errorMessage": "string"
}

/getsettlementdate

Responses

Calculate price, yields, accrued interest and much more for a given fixed income security description and quote.

Authorizations:
api_key
Request Body schema: application/json
required

CalculateRequest object that includes the Security and Quote to calculate.

required
object (Quote)

Defines the Quote to be used to calculate results for the provided Security.

required
object (Security)

Defines a Fixed Income Security to be calculated.

identifier
string

Identifies the security being calculated. This identifier will be returned in the CalculateResponse object.

includeDisplayValues
boolean

Determines whether or not market conventional display values should be included for all prices and yields. This is in addition to the full precision values.

includeCashFlows
boolean

Determines whether the Cash Flows are included in the results.

includeExtendedAnalytics
boolean

Determines whether the Macaulay Duration, Modified Duration, Convexity, and other extended Risk/Analytical values are included in the results.

includeAllRedemptions
boolean

Determines whether results to each of the provided redemption dates are included in the output.

Responses

Request samples

Content type
application/json
{
  • "quote": {
    },
  • "security": {
    },
  • "identifier": "string",
  • "includeDisplayValues": true,
  • "includeCashFlows": true,
  • "includeExtendedAnalytics": true,
  • "includeAllRedemptions": true
}

Response samples

Content type
application/json
{
  • "identifier": "string",
  • "success": true,
  • "analytics": {
    },
  • "errorCode": 0,
  • "errorMessage": "string"
}

/calculate

Responses