{ "openapi": "3.1.0", "info": { "title": "ferro-risk-service", "description": "Native HTTP API for the FerroRisk pricing engine", "version": "1.0.0" }, "paths": { "/health": { "get": { "tags": [ "health" ], "operationId": "getHealth", "responses": { "200": { "description": "Compatibility readiness check", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StatusResponse" } } } }, "503": { "description": "Service is draining or no valid policy is available", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/live": { "get": { "tags": [ "health" ], "operationId": "getLiveness", "responses": { "200": { "description": "Process is alive", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StatusResponse" } } } } } } }, "/openapi.json": { "get": { "tags": [ "contract" ], "operationId": "getOpenApiDocument", "responses": { "200": { "description": "OpenAPI 3.1 service contract", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": {} } } } } } }, "/ready": { "get": { "tags": [ "health" ], "operationId": "getReadiness", "responses": { "200": { "description": "Service accepts protected work under a valid policy", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StatusResponse" } } } }, "503": { "description": "Service is draining or no valid policy is available", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/analytics": { "post": { "tags": [ "pricing" ], "operationId": "fusedAnalytics", "requestBody": { "description": "FusedAnalyticsRequest encoded as JSON or morphiq.ferro_risk.v1.FusedAnalyticsRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/FusedAnalyticsRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Numerical result", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/FusedAnalyticsResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid pricing request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Capacity exhausted, funding, policy or admission temporarily unavailable, or service draining", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/analytics:batch": { "post": { "tags": [ "pricing" ], "operationId": "fusedAnalyticsBatch", "requestBody": { "description": "BatchFusedAnalyticsRequest encoded as JSON or morphiq.ferro_risk.v1.BatchFusedAnalyticsRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchFusedAnalyticsRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Ordered batch results", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchFusedAnalyticsResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid batch request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Ingress or weighted compute capacity exhausted, or funding, policy or admission temporarily unavailable", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/greeks": { "post": { "tags": [ "pricing" ], "operationId": "greeksAllTen", "requestBody": { "description": "GreeksAllTenRequest encoded as JSON or morphiq.ferro_risk.v1.GreeksAllTenRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/GreeksAllTenRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Numerical result", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/GreeksAllTenResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid pricing request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Capacity exhausted, funding, policy or admission temporarily unavailable, or service draining", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/greeks:batch": { "post": { "tags": [ "pricing" ], "operationId": "greeksAllTenBatch", "requestBody": { "description": "BatchGreeksAllTenRequest encoded as JSON or morphiq.ferro_risk.v1.BatchGreeksAllTenRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchGreeksAllTenRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Ordered batch results", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchGreeksAllTenResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid batch request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Ingress or weighted compute capacity exhausted, or funding, policy or admission temporarily unavailable", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/implied-volatility": { "post": { "tags": [ "pricing" ], "operationId": "impliedVolatility", "requestBody": { "description": "ImpliedVolatilityRequest encoded as JSON or morphiq.ferro_risk.v1.ImpliedVolatilityRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ImpliedVolatilityRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Numerical result", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ImpliedVolatilityResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid pricing request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Capacity exhausted, funding, policy or admission temporarily unavailable, or service draining", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/implied-volatility:batch": { "post": { "tags": [ "pricing" ], "operationId": "impliedVolatilityBatch", "requestBody": { "description": "BatchImpliedVolatilityRequest encoded as JSON or morphiq.ferro_risk.v1.BatchImpliedVolatilityRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchImpliedVolatilityRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Ordered batch results", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchImpliedVolatilityResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid batch request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Ingress or weighted compute capacity exhausted, or funding, policy or admission temporarily unavailable", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/price": { "post": { "tags": [ "pricing" ], "operationId": "priceOption", "requestBody": { "description": "PriceRequest encoded as JSON or morphiq.ferro_risk.v1.PriceRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/PriceRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Price calculated", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/PriceResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid pricing request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Capacity exhausted, funding, policy or admission temporarily unavailable, or service draining", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } }, "/v1/price:batch": { "post": { "tags": [ "pricing" ], "operationId": "priceOptionBatch", "requestBody": { "description": "BatchPriceRequest encoded as JSON or morphiq.ferro_risk.v1.BatchPriceRequest", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchPriceRequest" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } }, "required": true }, "responses": { "200": { "description": "Ordered batch results", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BatchPriceResponse" } }, "application/protobuf": { "schema": { "$ref": "#/components/schemas/ProtobufBody" } } } }, "400": { "description": "Malformed request", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "401": { "description": "Credential missing or not verifiable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "402": { "description": "The account's funding is spent until a top-up or the next budget period", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "403": { "description": "The account is not permitted, or its plan does not include this operation", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "406": { "description": "Response media type is not acceptable", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "408": { "description": "Request body deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "409": { "description": "The reservation expired before execution began", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "413": { "description": "Request too large", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "415": { "description": "Unsupported media type", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "422": { "description": "Invalid batch request, or work that cannot be priced under the account's limits", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "429": { "description": "Request rate or concurrent request allowance exhausted", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "500": { "description": "Pricing failure", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "503": { "description": "Ingress or weighted compute capacity exhausted, or funding, policy or admission temporarily unavailable", "headers": { "Retry-After": { "schema": { "type": "string" }, "description": "Minimum retry delay in seconds" }, "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } }, "504": { "description": "Compute deadline exceeded", "headers": { "x-request-id": { "schema": { "type": "string" }, "description": "Unique service-generated request identifier" } }, "content": { "application/problem+json": { "schema": { "$ref": "#/components/schemas/ErrorEnvelope" } } } } } } } }, "components": { "schemas": { "BatchFusedAnalyticsItemResult": { "allOf": [ { "$ref": "#/components/schemas/BatchFusedAnalyticsOutcome" }, { "type": "object", "required": [ "index" ], "properties": { "index": { "type": "integer", "format": "int32", "minimum": 0 } } } ], "description": "Ordered result with an explicit per-item failure alternative." }, "BatchFusedAnalyticsOutcome": { "oneOf": [ { "type": "object", "required": [ "result", "status" ], "properties": { "result": { "$ref": "#/components/schemas/FusedAnalyticsResult" }, "status": { "type": "string", "enum": [ "success" ] } } }, { "type": "object", "required": [ "error", "status" ], "properties": { "error": { "$ref": "#/components/schemas/ErrorBody" }, "status": { "type": "string", "enum": [ "error" ] } } } ] }, "BatchFusedAnalyticsRequest": { "type": "object", "description": "Ordered request envelope; runtime applies the pinned plan limit.", "required": [ "requests" ], "properties": { "requests": { "type": "array", "items": { "$ref": "#/components/schemas/FusedAnalyticsRequest" }, "maxItems": 1024, "minItems": 1 } }, "additionalProperties": false }, "BatchFusedAnalyticsResponse": { "type": "object", "description": "One metadata block for the entire admitted batch.", "required": [ "metadata", "results" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "results": { "type": "array", "items": { "$ref": "#/components/schemas/BatchFusedAnalyticsItemResult" } } } }, "BatchGreeksAllTenItemResult": { "allOf": [ { "$ref": "#/components/schemas/BatchGreeksAllTenOutcome" }, { "type": "object", "required": [ "index" ], "properties": { "index": { "type": "integer", "format": "int32", "minimum": 0 } } } ], "description": "Ordered result with an explicit per-item failure alternative." }, "BatchGreeksAllTenOutcome": { "oneOf": [ { "type": "object", "required": [ "result", "status" ], "properties": { "result": { "$ref": "#/components/schemas/GreeksAllTenResult" }, "status": { "type": "string", "enum": [ "success" ] } } }, { "type": "object", "required": [ "error", "status" ], "properties": { "error": { "$ref": "#/components/schemas/ErrorBody" }, "status": { "type": "string", "enum": [ "error" ] } } } ] }, "BatchGreeksAllTenRequest": { "type": "object", "description": "Ordered request envelope; runtime applies the pinned plan limit.", "required": [ "requests" ], "properties": { "requests": { "type": "array", "items": { "$ref": "#/components/schemas/GreeksAllTenRequest" }, "maxItems": 1024, "minItems": 1 } }, "additionalProperties": false }, "BatchGreeksAllTenResponse": { "type": "object", "description": "One metadata block for the entire admitted batch.", "required": [ "metadata", "results" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "results": { "type": "array", "items": { "$ref": "#/components/schemas/BatchGreeksAllTenItemResult" } } } }, "BatchImpliedVolatilityItemResult": { "allOf": [ { "$ref": "#/components/schemas/BatchImpliedVolatilityOutcome" }, { "type": "object", "required": [ "index" ], "properties": { "index": { "type": "integer", "format": "int32", "minimum": 0 } } } ], "description": "Ordered result with an explicit per-item failure alternative." }, "BatchImpliedVolatilityOutcome": { "oneOf": [ { "type": "object", "required": [ "result", "status" ], "properties": { "result": { "$ref": "#/components/schemas/ImpliedVolatilityResult" }, "status": { "type": "string", "enum": [ "success" ] } } }, { "type": "object", "required": [ "error", "status" ], "properties": { "error": { "$ref": "#/components/schemas/ErrorBody" }, "status": { "type": "string", "enum": [ "error" ] } } } ] }, "BatchImpliedVolatilityRequest": { "type": "object", "description": "Ordered request envelope; runtime applies the pinned plan limit.", "required": [ "requests" ], "properties": { "requests": { "type": "array", "items": { "$ref": "#/components/schemas/ImpliedVolatilityRequest" }, "maxItems": 1024, "minItems": 1 } }, "additionalProperties": false }, "BatchImpliedVolatilityResponse": { "type": "object", "description": "One metadata block for the entire admitted batch.", "required": [ "metadata", "results" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "results": { "type": "array", "items": { "$ref": "#/components/schemas/BatchImpliedVolatilityItemResult" } } } }, "BatchItemResult": { "allOf": [ { "$ref": "#/components/schemas/BatchOutcome" }, { "type": "object", "required": [ "index" ], "properties": { "index": { "type": "integer", "format": "int32", "minimum": 0 } } } ], "description": "Ordered result for one batch element." }, "BatchOutcome": { "oneOf": [ { "type": "object", "required": [ "result", "status" ], "properties": { "result": { "$ref": "#/components/schemas/PriceResult" }, "status": { "type": "string", "enum": [ "success" ] } } }, { "type": "object", "required": [ "error", "status" ], "properties": { "error": { "$ref": "#/components/schemas/ErrorBody" }, "status": { "type": "string", "enum": [ "error" ] } } } ], "description": "Per-item batch outcome. Structural request failures remain request-level errors." }, "BatchPriceRequest": { "type": "object", "description": "An ordered batch of option-pricing requests.", "required": [ "requests" ], "properties": { "requests": { "type": "array", "items": { "$ref": "#/components/schemas/PriceRequest" }, "maxItems": 1024, "minItems": 1 } }, "additionalProperties": false }, "BatchPriceResponse": { "type": "object", "description": "Successful response for a batch, including any per-item pricing failures.", "required": [ "metadata", "results" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "results": { "type": "array", "items": { "$ref": "#/components/schemas/BatchItemResult" } } } }, "DividendEvent": { "type": "object", "description": "One discrete cash dividend.\n\nTime is a year fraction on the same basis as `time_to_expiry_years`, not a\ncalendar date. The contract carries no calendar, day-count convention or\ntimezone, and introducing one here to express a dividend date would add a\nbasis the rest of the contract does not have and cannot validate. The\nengine's own `DividendEvent` is `ex_time_years` for the same reason.", "required": [ "ex_time_years", "cash_amount" ], "properties": { "cash_amount": { "type": "number", "format": "double", "description": "Cash amount per share, in the same currency as spot and strike." }, "ex_time_years": { "type": "number", "format": "double", "description": "Ex-dividend time as a year fraction from valuation." } }, "additionalProperties": false }, "ErrorBody": { "type": "object", "description": "Stable, machine-readable error details.", "required": [ "code", "message" ], "properties": { "code": { "type": "string" }, "field": { "type": [ "string", "null" ] }, "message": { "type": "string" } } }, "ErrorEnvelope": { "type": "object", "description": "Top-level HTTP error envelope.", "required": [ "metadata", "error" ], "properties": { "error": { "$ref": "#/components/schemas/ErrorBody" }, "metadata": { "$ref": "#/components/schemas/ResponseMetadata" } } }, "ExerciseStyle": { "type": "string", "description": "Contract exercise convention, independent of the pricing algorithm.", "enum": [ "european", "american" ] }, "FusedAnalyticsRequest": { "type": "object", "description": "A request for price and Greeks, optionally at a volatility solved from an\nobserved premium first.\n\nWith `market_price`, volatility is solved and the Greeks are evaluated at\nthe solved value — one admission, one solve, and the solved point passed\ninward as verified evidence rather than re-derived. Without it, the\nsupplied `volatility` is used and the result is the all-ten-Greeks\noperation under another name.", "required": [ "exercise_style", "pricing_model", "option_type", "spot", "strike", "time_to_expiry_years", "risk_free_rate", "dividend_yield", "volatility" ], "properties": { "dividend_schedule": { "type": "array", "items": { "$ref": "#/components/schemas/DividendEvent" }, "description": "Served only together with `market_price` (#330).", "maxItems": 16 }, "dividend_yield": { "type": "number", "format": "double" }, "exercise_style": { "$ref": "#/components/schemas/ExerciseStyle" }, "market_price": { "type": [ "number", "null" ], "format": "double", "description": "The observed premium to invert before evaluating the Greeks." }, "model_version": { "type": [ "string", "null" ] }, "option_type": { "$ref": "#/components/schemas/OptionType" }, "pricing_model": { "$ref": "#/components/schemas/PricingModel" }, "risk_free_rate": { "type": "number", "format": "double" }, "spot": { "type": "number", "format": "double" }, "strike": { "type": "number", "format": "double" }, "time_to_expiry_years": { "type": "number", "format": "double" }, "volatility": { "type": "number", "format": "double", "description": "Used only when `market_price` is absent." } }, "additionalProperties": false }, "FusedAnalyticsResponse": { "type": "object", "description": "Successful response for one fused-analytics operation.", "required": [ "metadata", "result" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "result": { "$ref": "#/components/schemas/FusedAnalyticsResult" } } }, "FusedAnalyticsResult": { "type": "object", "description": "Price, Greeks and — when a premium was supplied — the solve that produced\nthe volatility they were evaluated at.", "required": [ "price", "greeks", "pricing_model", "model_version" ], "properties": { "greeks": { "$ref": "#/components/schemas/GreeksAllTen" }, "implied_volatility": { "oneOf": [ { "type": "null" }, { "$ref": "#/components/schemas/ImpliedVolatilityResult", "description": "Present only when the request supplied `market_price`." } ] }, "model_version": { "type": "string" }, "price": { "type": "number", "format": "double" }, "pricing_model": { "$ref": "#/components/schemas/ResolvedPricingModel" } } }, "GreeksAllTen": { "type": "object", "description": "The ten Greeks, on the contract's stated bases.\n\nTime derivatives are **per year**. The engine reports them per calendar\nday, which embeds a 365-day calendar; the contract carries no calendar,\nso the service scales by the engine's own day count at this boundary and\nthe caller applies whichever convention it holds. Vega is raw `dV/dσ` per\nunit volatility, not per point. Nothing else is rescaled.", "required": [ "delta", "gamma", "theta", "vega", "rho", "vanna", "volga", "charm", "veta", "color" ], "properties": { "charm": { "type": "number", "format": "double", "description": "`d²V/(dS dt)`, **per year**." }, "color": { "type": "number", "format": "double", "description": "`d³V/(dS² dt)`, **per year**." }, "delta": { "type": "number", "format": "double", "description": "`dV/dS`." }, "gamma": { "type": "number", "format": "double", "description": "`d²V/dS²`." }, "rho": { "type": "number", "format": "double", "description": "`dV/dr`, per unit rate." }, "theta": { "type": "number", "format": "double", "description": "`dV/dt`, **per year**." }, "vanna": { "type": "number", "format": "double", "description": "`d²V/(dS dσ)`, per unit volatility." }, "vega": { "type": "number", "format": "double", "description": "`dV/dσ`, per unit volatility." }, "veta": { "type": "number", "format": "double", "description": "`d²V/(dσ dt)`, **per year** per unit volatility." }, "volga": { "type": "number", "format": "double", "description": "`d²V/dσ²`, per unit volatility squared." } } }, "GreeksAllTenRequest": { "type": "object", "description": "A request for the price and all ten Greeks at a supplied volatility.\n\nThe same shape as `PriceRequest`: the Greeks are derivatives of the\nprice, so they are a property of the same contract and the same\ncoordinates.", "required": [ "exercise_style", "pricing_model", "option_type", "spot", "strike", "time_to_expiry_years", "risk_free_rate", "dividend_yield", "volatility" ], "properties": { "dividend_schedule": { "type": "array", "items": { "$ref": "#/components/schemas/DividendEvent" }, "description": "Accepted by the wire contract, refused by this operation until the\nengine exposes schedule-aware Greeks without a premium (#330). A\nschedule is served on `FusedAnalytics` with `market_price`.", "maxItems": 16 }, "dividend_yield": { "type": "number", "format": "double" }, "exercise_style": { "$ref": "#/components/schemas/ExerciseStyle" }, "model_version": { "type": [ "string", "null" ] }, "option_type": { "$ref": "#/components/schemas/OptionType" }, "pricing_model": { "$ref": "#/components/schemas/PricingModel" }, "risk_free_rate": { "type": "number", "format": "double" }, "spot": { "type": "number", "format": "double" }, "strike": { "type": "number", "format": "double" }, "time_to_expiry_years": { "type": "number", "format": "double" }, "volatility": { "type": "number", "format": "double" } }, "additionalProperties": false }, "GreeksAllTenResponse": { "type": "object", "description": "Successful response for one all-ten-Greeks operation.", "required": [ "metadata", "result" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "result": { "$ref": "#/components/schemas/GreeksAllTenResult" } } }, "GreeksAllTenResult": { "type": "object", "description": "The price and Greeks of one contract at the volatility supplied.", "required": [ "price", "greeks", "pricing_model", "model_version" ], "properties": { "greeks": { "$ref": "#/components/schemas/GreeksAllTen" }, "model_version": { "type": "string" }, "price": { "type": "number", "format": "double" }, "pricing_model": { "$ref": "#/components/schemas/ResolvedPricingModel" } } }, "ImpliedVolatilityRequest": { "type": "object", "description": "A request to invert an observed premium into a volatility.\n\nCarries `market_price` and no `volatility`: volatility is the unknown being\nsolved for, so a request that supplied one would be asking the service to\nignore it.", "required": [ "exercise_style", "pricing_model", "option_type", "spot", "strike", "time_to_expiry_years", "risk_free_rate", "dividend_yield", "market_price" ], "properties": { "dividend_schedule": { "type": "array", "items": { "$ref": "#/components/schemas/DividendEvent" }, "maxItems": 16 }, "dividend_yield": { "type": "number", "format": "double" }, "exercise_style": { "$ref": "#/components/schemas/ExerciseStyle" }, "market_price": { "type": "number", "format": "double", "description": "The observed premium to invert." }, "model_version": { "type": [ "string", "null" ] }, "option_type": { "$ref": "#/components/schemas/OptionType" }, "pricing_model": { "$ref": "#/components/schemas/PricingModel" }, "risk_free_rate": { "type": "number", "format": "double" }, "spot": { "type": "number", "format": "double" }, "strike": { "type": "number", "format": "double" }, "time_to_expiry_years": { "type": "number", "format": "double" } }, "additionalProperties": false }, "ImpliedVolatilityResponse": { "type": "object", "description": "Successful response for one implied-volatility operation.", "required": [ "metadata", "result" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "result": { "$ref": "#/components/schemas/ImpliedVolatilityResult" } } }, "ImpliedVolatilityResult": { "type": "object", "description": "A solved implied volatility and the diagnostics that qualify it.", "required": [ "implied_volatility", "iterations", "used_fallback", "residual", "residual_basis", "pricing_model", "model_version" ], "properties": { "implied_volatility": { "type": "number", "format": "double", "description": "Decimal fraction, on the same basis as `PriceRequest.volatility`." }, "iterations": { "type": "integer", "format": "int32", "minimum": 0 }, "model_version": { "type": "string" }, "pricing_model": { "$ref": "#/components/schemas/ResolvedPricingModel" }, "residual": { "type": "number", "format": "double" }, "residual_basis": { "$ref": "#/components/schemas/ResidualBasis" }, "used_fallback": { "type": "boolean", "description": "Whether the solve left its primary path.\n\nNot a quality signal on its own: an American solve inverts by bisection\nand reports `true` for every live solve, while a Bachelier solve reports\n`false` because bisection is its canonical solver rather than a degraded\nfallback." } } }, "OptionType": { "type": "string", "description": "Option payoff direction.", "enum": [ "call", "put" ] }, "PolicyResponseMetadata": { "type": "object", "description": "Pinned policy identity and contributing record versions nested in response metadata.", "required": [ "snapshot_id", "revision", "plan", "records" ], "properties": { "plan": { "type": "string", "description": "Versioned plan reference, formatted as id@version." }, "records": { "type": "array", "items": { "type": "string" }, "description": "Contributing versioned records in resolution precedence order." }, "revision": { "type": "string", "description": "Full opaque revision, encoded as 64 lowercase hexadecimal digits." }, "snapshot_id": { "type": "string" } } }, "PriceRequest": { "type": "object", "description": "A single option-pricing request. All numeric fields are required.", "required": [ "exercise_style", "pricing_model", "option_type", "spot", "strike", "time_to_expiry_years", "risk_free_rate", "dividend_yield", "volatility" ], "properties": { "dividend_schedule": { "type": "array", "items": { "$ref": "#/components/schemas/DividendEvent" }, "description": "Discrete cash dividends within the option's life. American\nBjerksund-Stensland 2002 only; omit for continuous `dividend_yield` alone.", "maxItems": 16 }, "dividend_yield": { "type": "number", "format": "double" }, "exercise_style": { "$ref": "#/components/schemas/ExerciseStyle" }, "model_version": { "type": [ "string", "null" ], "description": "Optional algorithm-version pin. Omit to use the current version." }, "option_type": { "$ref": "#/components/schemas/OptionType" }, "pricing_model": { "$ref": "#/components/schemas/PricingModel" }, "risk_free_rate": { "type": "number", "format": "double" }, "spot": { "type": "number", "format": "double" }, "strike": { "type": "number", "format": "double" }, "time_to_expiry_years": { "type": "number", "format": "double" }, "volatility": { "type": "number", "format": "double" } }, "additionalProperties": false }, "PriceResponse": { "type": "object", "description": "Successful response for one pricing operation.", "required": [ "metadata", "result" ], "properties": { "metadata": { "$ref": "#/components/schemas/ResponseMetadata" }, "result": { "$ref": "#/components/schemas/PriceResult" } } }, "PriceResult": { "type": "object", "description": "The transport-neutral result of one pricing operation.", "required": [ "price", "exercise_style", "option_type", "pricing_model", "model_version" ], "properties": { "exercise_style": { "$ref": "#/components/schemas/ExerciseStyle" }, "model_version": { "type": "string", "description": "Stable revision of the selected pricing algorithm." }, "option_type": { "$ref": "#/components/schemas/OptionType" }, "price": { "type": "number", "format": "double" }, "pricing_model": { "$ref": "#/components/schemas/ResolvedPricingModel" } } }, "PricingModel": { "type": "string", "description": "Pricing algorithm selection. `Auto` resolves from the exercise style.", "enum": [ "auto", "black_scholes_merton", "bjerksund_stensland_2002", "bjerksund_stensland_1993" ] }, "ProtobufBody": { "type": "string", "format": "binary" }, "ResidualBasis": { "type": "string", "description": "The basis a solved residual is expressed in.\n\nThe residual is not one quantity. European and Black paths report a\nforward-normalised price residual comparable against the engine's\nconvergence threshold; Bachelier and American Bjerksund-Stensland report a\nraw option-price residual. Publishing the number without its basis would\ninvite exactly the cross-model comparison it does not support, so the basis\ntravels with it and a client that ignores this field cannot silently get it\nwrong.", "enum": [ "forward_normalised_price", "option_price" ] }, "ResolvedPricingModel": { "type": "string", "description": "Pricing algorithm selected after resolving an input request.\n\nUnlike [`PricingModel`], this output-only type cannot represent `auto`.", "x-extensible-enum": [ "black_scholes_merton", "bjerksund_stensland_2002", "bjerksund_stensland_1993" ] }, "ResponseMetadata": { "type": "object", "description": "Metadata shared by every successful response and API error.", "required": [ "request_id", "api_version", "engine_version", "units_charged", "compute_schedule_version" ], "properties": { "api_version": { "type": "string" }, "budget_period": { "type": [ "string", "null" ] }, "budget_reset_at": { "type": [ "string", "null" ], "description": "UTC end of the budget period from the pinned account snapshot, when known." }, "compute_schedule_version": { "type": "string" }, "engine_version": { "type": "string", "description": "Version of the FerroRisk service and linked pricing engine." }, "fcu_charged": { "type": [ "integer", "null" ], "format": "int64", "description": "Committed commercial charge, including on post-commit failures.\nAbsent in open development mode; zero for protected pre-commit refusals.", "minimum": 0 }, "fcu_quoted": { "type": [ "integer", "null" ], "format": "int64", "description": "Commercial quote; absent until reservation succeeds.", "minimum": 0 }, "fcu_schedule_id": { "type": [ "string", "null" ] }, "fcu_schedule_version": { "type": [ "string", "null" ] }, "policy": { "oneOf": [ { "type": "null" }, { "$ref": "#/components/schemas/PolicyResponseMetadata" } ] }, "remaining_fcu_instance_estimate": { "type": [ "integer", "null" ], "format": "int64", "description": "Instance estimate, never an authoritative account balance or authorization input.", "minimum": 0 }, "request_id": { "type": "string" }, "units_charged": { "type": "integer", "format": "int64", "minimum": 0 } } }, "StatusResponse": { "type": "object", "description": "Liveness/readiness representation.", "required": [ "status", "service", "version" ], "properties": { "service": { "type": "string" }, "status": { "type": "string" }, "version": { "type": "string" } } } } }, "tags": [ { "name": "pricing", "description": "FerroRisk pricing operations" }, { "name": "health", "description": "Service lifecycle checks" }, { "name": "contract", "description": "Machine-readable service contracts" } ], "x-ferro-risk-router-responses": [ { "condition": "unmatched_path", "contentType": "application/problem+json", "errorCode": "not_found", "headers": [ "x-request-id" ], "schema": { "$ref": "#/components/schemas/ErrorEnvelope" }, "status": 404 }, { "condition": "unsupported_method", "contentType": "application/problem+json", "errorCode": "method_not_allowed", "headers": [ "x-request-id" ], "schema": { "$ref": "#/components/schemas/ErrorEnvelope" }, "status": 405 } ] }