FactSet Axioma Fixed Income Optimizer

Fixed Income-based portfolio optimization.

OpenAPI Specification

factset-axioma-fixed-income-optimizer-openapi.yml Raw ↑
openapi: 3.0.1
info:
  title: FactSet Axioma Fixed Income Optimizer
  description: Fixed Income-based portfolio optimization
  contact:
    name: Analytics API Support
    url: https://developer.factset.com/contact
    email: [email protected]
  license:
    name: Apache License 2.0
    url: http://www.apache.org/licenses/LICENSE-2.0.txt
  version: v3
servers:
- url: https://api.factset.com
paths:
  /analytics/engines/afi/v3/optimizations:
    post:
      tags:
      - Analytics
      - Engines
      - Optimizations
      summary: Factset Create and Run Afi Optimization
      description: "This endpoint creates and runs AFI optimization specified in the POST body parameters.\r\n            \r\nRemarks:\r\n            \r\n*\tAny settings in POST body will act as a one-time
        override over the settings saved in the strategy document."
      operationId: postAndOptimize
      parameters:
      - name: X-FactSet-Api-Long-Running-Deadline
        in: header
        description: Long running deadline in seconds.
        schema:
          type: integer
      - name: Cache-Control
        in: header
        description: Standard HTTP header.  Accepts max-stale.
        schema:
          type: string
      requestBody:
        description: Optimization Parameters
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/AFIOptimizationParametersRoot'
      responses:
        '201':
          description: >-
            Expected response, returns json if optimization is completed in a
            short span.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ObjectRoot'
        '202':
          description: Expected response, contains the poll URL in the Location header.
          headers:
            Location:
              description: URL to poll for the resulting optimization
              schema:
                type: string
                description: URL to poll for the resulting optimization
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/CalculationInfoRoot'
        '400':
          description: Invalid optimization parameters.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '401':
          description: Missing or invalid authentication.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
        '403':
          description: User is forbidden with current credentials
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '404':
          description: One or more optimization settings were unavailable.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '415':
          description: >-
            Missing/Invalid Content-Type header. Header needs to be set to
            application/json.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '429':
          description: >-
            Rate limit reached. Cancel older requests using Cancel optimization
            endpoint or wait for older requests to finish/expire.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
            Retry-After:
              description: >-
                Time to wait in seconds before making a new request as the rate
                limit has reached.
              schema:
                type: string
        '500':
          description: >-
            Server error. Log the X-DataDirect-Request-Key header to assist in
            troubleshooting.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
        '503':
          description: Request timed out. Retry the request in sometime.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
      x-are-multiple-success-responses-different: true
      x-success-response-types:
      - status-code: '202'
        response-type: CalculationInfoRoot
      - status-code: '201'
        response-type: ObjectRoot
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /analytics/engines/afi/v3/optimizations/{id}:
    put:
      tags:
      - Analytics
      - Engines
      - Optimizations
      summary: Factset Create or Update Afi Optimization and Run It.
      description: >-
        This endpoint updates and run the AFI optimization specified in the PUT
        body parameters. It also allows the creation of new AFI optimization
        with custom id.
      operationId: putAndOptimize
      parameters:
      - name: id
        in: path
        description: >-
          from url, provided from the location header in the Create and Run
          AFI optimization endpoint
        required: true
        schema:
          type: string
          description: >-
            from url, provided from the location header in the Create and Run
            AFI optimization endpoint
      - name: X-FactSet-Api-Long-Running-Deadline
        in: header
        description: Long running deadline in seconds.
        schema:
          type: integer
      - name: Cache-Control
        in: header
        description: Standard HTTP header.  Accepts max-stale.
        schema:
          type: string
      requestBody:
        description: Optimization Parameters
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/AFIOptimizationParametersRoot'
      responses:
        '201':
          description: >-
            Expected response, returns json if optimization is completed in a
            short span.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ObjectRoot'
        '202':
          description: Expected response, contains the poll URL in the Location header.
          headers:
            Location:
              description: URL to poll for the resulting optimization
              schema:
                type: string
                description: URL to poll for the resulting optimization
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/CalculationInfoRoot'
        '400':
          description: Invalid Optimization Parameters.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '401':
          description: Missing or invalid authentication.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
        '403':
          description: User is forbidden with current credentials
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '404':
          description: One or more optimization settings were unavailable.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '409':
          description: Duplicate optimization exists with same parameters.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '415':
          description: >-
            Missing/Invalid Content-Type header. Header needs to be set to
            application/json.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '429':
          description: >-
            Rate limit reached. Cancel older requests using Cancel optimization
            endpoint or wait for older requests to finish/expire.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
            Retry-After:
              description: >-
                Time to wait in seconds before making a new request as the rate
                limit has reached.
              schema:
                type: string
        '500':
          description: >-
            Server error. Log the X-DataDirect-Request-Key header to assist in
            troubleshooting.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
        '503':
          description: Request timed out. Retry the request in sometime.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
      x-are-multiple-success-responses-different: true
      x-success-response-types:
      - status-code: '202'
        response-type: CalculationInfoRoot
      - status-code: '201'
        response-type: ObjectRoot
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
    get:
      tags:
      - Analytics
      - Engines
      - Optimizations
      summary: Factset Get Afi Optimization Parameters by Id
      description: >-
        This is the endpoint that returns the optimization parameters passed for
        an optimization.
      operationId: getOptimizationParameters
      parameters:
      - name: id
        in: path
        description: >-
          from url, provided from the location header in the Create and Run
          AFI optimization endpoint
        required: true
        schema:
          type: string
          description: >-
            from url, provided from the location header in the Create and Run
            AFI optimization endpoint
      responses:
        '200':
          description: Expected response, returns the AFI optimization parameters.
          headers:
            Content-Encoding:
              description: >-
                Standard HTTP header. Header value based on Accept-Encoding
                Request header.
              schema:
                type: string
                description: >-
                  Standard HTTP header. Header value based on Accept-Encoding
                  Request header.
            Content-Type:
              description: Standard HTTP header.
              schema:
                type: string
                description: Standard HTTP header.
            Transfer-Encoding:
              description: >-
                Standard HTTP header. Header value will be set to Chunked if
                Accept-Encoding header is specified.
              schema:
                type: string
                description: >-
                  Standard HTTP header. Header value will be set to Chunked if
                  Accept-Encoding header is specified.
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/AFIOptimizationParametersRoot'
        '400':
          description: Invalid identifier provided.
          headers:
            X-DataDirect-Request-Key:
              description: FactSet's request key header.
              schema:
                type: string
                description: FactSet's request key header.
            X-FactSet-Api-Request-Key:
              description: >-
                Key to uniquely identify an Analytics API request. Only
                available after successful authentication.
              schema:
                type: string
                description: >-
                  Key to uniquely identify an Analytics API request. Only
                  available after successful authentication.
          

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