POST v1/FvsCalculator/OverridePercent

Recalculate the Fvs Term Structure and Fair Value Spread using percent changes.

Request Information

Parameters

Name Type Description Additional information
request FvsCalculatorPercentRequest Container for the FvsCalculatorAssetValueRequest input parameters.

Define this parameter in the request body.

Request body formats

application/json, text/json

Sample:
{
  "id": "sample string 1",
  "sectorLgd": 2.0,
  "duration": 3.0,
  "marketSharpeRatio": 4.0,
  "isInstrumentId": false,
  "sdkVersion": "sample string 6"
}

application/xml, text/xml

Sample:
<FvsCalculatorPercentRequest xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://schemas.datacontract.org/2004/07/MA.CreditEdge.Web.Api.Contract.Messages.FvsCalculator">
  <SdkVersion xmlns="">sample string 6</SdkVersion>
  <Duration>3</Duration>
  <Id>sample string 1</Id>
  <MarketSharpeRatio>4</MarketSharpeRatio>
  <SectorLgd>2</SectorLgd>
  <isInstrumentId>false</isInstrumentId>
</FvsCalculatorPercentRequest>

Parameter Information

Parameter Name: request

Property Type Description
Id String The unique id, cusip, or isin for the bond.
SectorLgd Decimal The Sector LGD for the bond.
Duration Decimal The duration of the bond.
MarketSharpeRatio Decimal The market sharpe ratio for the bond.
isInstrumentId Boolean Whether or not the Id is already an instrument id. This field can be left blank if Id is a cusip or isin.
SdkVersion String If the client is using the SDK, the version number will be passed along with the request. This field is optional.

Response Information

Response body formats

application/json, text/json

Sample:
{
  "fvs": 1.0,
  "fairValueBondSpreadTermStructure": {
    "term1": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term2": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term3": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term4": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term5": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term6": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term7": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term8": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term9": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    },
    "term10": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:54:07.6724165+00:00",
      "requiresSubscription": false
    }
  },
  "errorOccurred": false,
  "errorMessages": [
    "sample string 1",
    "sample string 2",
    "sample string 3"
  ],
  "request": {
    "id": "sample string 1",
    "sectorLgd": 2.0,
    "duration": 3.0,
    "marketSharpeRatio": 4.0,
    "isInstrumentId": false,
    "sdkVersion": "sample string 6"
  }
}

application/xml, text/xml

Sample:
<FvsCalculatorPercentResponse xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://schemas.datacontract.org/2004/07/MA.CreditEdge.Web.Api.Contract.Messages.FvsCalculator">
  <ErrorMessages xmlns:d2p1="http://schemas.microsoft.com/2003/10/Serialization/Arrays" xmlns="">
    <d2p1:string>sample string 1</d2p1:string>
    <d2p1:string>sample string 2</d2p1:string>
    <d2p1:string>sample string 3</d2p1:string>
  </ErrorMessages>
  <ErrorOccurred xmlns="">false</ErrorOccurred>
  <Request xmlns:d2p1="http://schemas.datacontract.org/2004/07/MA.CreditEdge.Web.Api.Contract.Messages.FvsCalculator" xmlns="">
    <SdkVersion>sample string 6</SdkVersion>
    <d2p1:Duration>3</d2p1:Duration>
    <d2p1:Id>sample string 1</d2p1:Id>
    <d2p1:MarketSharpeRatio>4</d2p1:MarketSharpeRatio>
    <d2p1:SectorLgd>2</d2p1:SectorLgd>
    <d2p1:isInstrumentId>false</d2p1:isInstrumentId>
  </Request>
  <FVS>1</FVS>
  <FairValueBondSpreadTermStructure>
    <Term1 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term1>
    <Term10 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term10>
    <Term2 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term2>
    <Term3 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term3>
    <Term4 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term4>
    <Term5 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term5>
    <Term6 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term6>
    <Term7 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term7>
    <Term8 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term8>
    <Term9 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:54:07.6724165+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term9>
  </FairValueBondSpreadTermStructure>
</FvsCalculatorPercentResponse>