POST v1/FvsCalculator/OverrideValue

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

Request Information

Parameters

Name Type Description Additional information
request FvsCalculatorValueRequest Container for the FvsCalculatorValueRequest 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,
  "sdkVersion": "sample string 5"
}

application/xml, text/xml

Sample:
<FvsCalculatorValueRequest 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 5</SdkVersion>
  <Duration>3</Duration>
  <Id>sample string 1</Id>
  <MarketSharpeRatio>4</MarketSharpeRatio>
  <SectorLgd>2</SectorLgd>
</FvsCalculatorValueRequest>

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.
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": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term2": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term3": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term4": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term5": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term6": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term7": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term8": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term9": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+00:00",
      "requiresSubscription": false
    },
    "term10": {
      "current": 1.1,
      "new": 1.1,
      "date": "2026-06-05T14:55:46.6830166+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,
    "sdkVersion": "sample string 5"
  }
}

application/xml, text/xml

Sample:
<FvsCalculatorValueResponse 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 5</SdkVersion>
    <d2p1:Duration>3</d2p1:Duration>
    <d2p1:Id>sample string 1</d2p1:Id>
    <d2p1:MarketSharpeRatio>4</d2p1:MarketSharpeRatio>
    <d2p1:SectorLgd>2</d2p1:SectorLgd>
  </Request>
  <FVS>1</FVS>
  <FairValueBondSpreadTermStructure>
    <Term1 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term1>
    <Term10 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term10>
    <Term2 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term2>
    <Term3 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term3>
    <Term4 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term4>
    <Term5 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term5>
    <Term6 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term6>
    <Term7 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term7>
    <Term8 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term8>
    <Term9 xmlns="">
      <Current>1.1</Current>
      <Date>2026-06-05T14:55:46.6830166+00:00</Date>
      <New>1.1</New>
      <RequiresSubscription>false</RequiresSubscription>
    </Term9>
  </FairValueBondSpreadTermStructure>
</FvsCalculatorValueResponse>