FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals 0.10.1

Prefix Reserved

There is a newer version of this package available.
See the version list below for details.

dotnet add package FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals --version 0.10.1

NuGet\Install-Package FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals -Version 0.10.1

This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.

<PackageReference Include="FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals" Version="0.10.1" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

paket add FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals --version 0.10.1

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals, 0.10.1"

#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.

// Install FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals as a Cake Addin
#addin nuget:?package=FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals&version=0.10.1

// Install FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals as a Cake Tool
#tool nuget:?package=FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals&version=0.10.1

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Securitized Derivatives API for Digital Portals client library for .NET

Search for securitized derivative instruments, using a criteria-based screener. The API provides also fundamental data, notation-based key figures, list of barrier types, and details regarding the underlyings, their respective barriers and related cash flows, coupon lists and derived basic interest rate information.

The screener is based on securitized derivatives-specific parameters. The result is limited to the notations that satisfy all the selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered. All identifier types used as parameters must be valid and application must have permissions for them.

Available search criteria include:

validation: filter for only active listings, by price quality and latest/previous available price dates
traded markets: filter and indicate a market priority for the validation
life cycle: important dates in and features of the life cycle of the securitized derivatives instruments
filter by issuer, country of registration of the securitized derivatives
underlying and related barriers, including level and distance, and resulting cash flows
coupon data: where applicable, occurrence and frequency of coupon payments, current interest rate range
performance and volatility
product-specific ask-based key figures (not all key figures are available for all product types):
- bonus yield, sideways yield, maximum yield based on the ask price
- agio, discount
- spread
- break even, outperformance point, parity
- delta, weekly theta, vega, implied volatility
- leverage, omega
- intrinsic value, time value

Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical sense. Therefore, the term level is used instead of price, e.g. underlying level instead of underlying price. The endpoint does not support the search for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are returned in the result.

The search can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request.

This API is fully integrated with the corresponding Quotes API, allowing access to detailed price and performance information of instruments, as well as basic security identifier cross-reference. For direct access to price histories, please refer to the Time Series API for Digital Portals.

Similar criteria based screener APIs exist for equity and fixed income instruments: See the Stocks API and the Bonds API for details.

This .NET package is automatically generated by the OpenAPI Generator project:

API version: 2
Package version: 0.10.1
Build package: com.factset.sdk.codegen.FactSetCSharpNetCoreClientCodegen

Requirements

.NET Standard >= 2.0

Installation

.NET CLI

dotnet add package FactSet.SDK.Utils
dotnet add package FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals

NuGet

nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals

Usage

Generate authentication credentials.
Setup .NET Standard 2.0 compatible environment.
Install dependencies.
Run the following:


using System;
using System.Threading.Tasks;
using FactSet.SDK.Utils.Authentication;
using FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals.Api;
using FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals.Client;
using FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals.Model;

namespace Example
{
    public static class GetSecuritizedDerivativeBarrierTypeListExample
    {
        public static async Task Main()
        {
            var config = new FactSet.SDK.SecuritizedDerivativesAPIforDigitalPortals.Client.Configuration();

            // Examples for each supported authentication method are below,
            // choose one that satisfies your use case.

            /* (Preferred) OAuth 2.0: FactSetOAuth2 */
            // See https://github.com/FactSet/enterprise-sdk#oauth-20
            // for information on how to create the app-config.json file
            // See https://github.com/FactSet/enterprise-sdk-utils-dotnet#authentication
            // for more information on using the ConfidentialClient class
            ConfidentialClient confidentialClient = await ConfidentialClient.CreateAsync("/path/to/app-config.json");
            config.OAuth2Client = confidentialClient;

            /* Basic authentication: FactSetApiKey */
            // See https://github.com/FactSet/enterprise-sdk#api-key
            // for information how to create an API key
            // config.Username = "USERNAME-SERIAL";
            // config.Password = "API-KEY";

            var apiInstance = new SecuritizedDerivativeApi(config);
            var attributes = new List<string>(); // List<string> | Limit the attributes returned in the response to the specified set. (optional) 

            try
            {
                // List of barrier types.
                InlineResponse2001 result = apiInstance.GetSecuritizedDerivativeBarrierTypeList(attributes);
                Console.WriteLine(result.ToJson());
            }
            catch (ApiException e)
            {
                Console.WriteLine("Exception when calling SecuritizedDerivativeApi.GetSecuritizedDerivativeBarrierTypeList: " + e.Message );
                Console.WriteLine("Status Code: "+ e.ErrorCode);
                Console.WriteLine(e.StackTrace);
            }
        }
    }
}

Using a Proxy

To use the API client with a HTTP proxy, setup a System.Net.WebProxy

Configuration c = new Configuration();
System.Net.WebProxy webProxy = new System.Net.WebProxy("http://myProxyUrl:80/");
webProxy.Credentials = System.Net.CredentialCache.DefaultCredentials;
c.Proxy = webProxy;

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/wealth/v1

Class	Method	HTTP request	Description
SecuritizedDerivativeApi	GetSecuritizedDerivativeBarrierTypeList	GET /securitizedDerivative/barrier/type/list	List of barrier types.
SecuritizedDerivativeApi	GetSecuritizedDerivativeGet	GET /securitizedDerivative/get	Fundamental data for a single securitized derivative.
SecuritizedDerivativeApi	GetSecuritizedDerivativeKeyFiguresNotationGet	GET /securitizedDerivative/keyFigures/notation/get	Notation-based key figures of a securitized derivative.
SecuritizedDerivativeApi	GetSecuritizedDerivativeUnderlyingList	GET /securitizedDerivative/underlying/list	List of underlyings with barrier and cash flow information.
SecuritizedDerivativeApi	PostSecuritizedDerivativeIssuerSearch	POST /securitizedDerivative/issuer/search	Search for issuers of securitized derivatives.
SecuritizedDerivativeApi	PostSecuritizedDerivativeNotationRankingIntradayList	POST /securitizedDerivative/notation/ranking/intraday/list	Ranking of securitized derivatives' notations using intraday figures.
SecuritizedDerivativeApi	PostSecuritizedDerivativeNotationScreenerSearch	POST /securitizedDerivative/notation/screener/search	Screener for securitized derivatives's notations based on securitized derivatives-specific parameters.
SecuritizedDerivativeApi	PostSecuritizedDerivativeNotationScreenerValueRangesGet	POST /securitizedDerivative/notation/screener/valueRanges/get	Possible values and value ranges for the parameters used in the endpoint `/securitizedDerivative/notation/screener/search`.

Documentation for Models

Documentation for Authorization

FactSetApiKey

Type: HTTP basic authentication

FactSetOAuth2

Type: OAuth
Flow: application
Authorization URL:
Scopes: N/A

Contributing

Please refer to the contributing guide.

Copyright

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

Product	Compatible and additional computed target framework versions.
.NET	net5.0 was computed. net5.0-windows was computed. net6.0 was computed. net6.0-android was computed. net6.0-ios was computed. net6.0-maccatalyst was computed. net6.0-macos was computed. net6.0-tvos was computed. net6.0-windows was computed. net7.0 was computed. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed.
.NET Core	netcoreapp2.0 was computed. netcoreapp2.1 was computed. netcoreapp2.2 was computed. netcoreapp3.0 was computed. netcoreapp3.1 was computed.
.NET Standard	netstandard2.0 is compatible. netstandard2.1 was computed.
.NET Framework	net461 was computed. net462 was computed. net463 was computed. net47 was computed. net471 was computed. net472 was computed. net48 was computed. net481 was computed.
MonoAndroid	monoandroid was computed.
MonoMac	monomac was computed.
MonoTouch	monotouch was computed.
Tizen	tizen40 was computed. tizen60 was computed.
Xamarin.iOS	xamarinios was computed.
Xamarin.Mac	xamarinmac was computed.
Xamarin.TVOS	xamarintvos was computed.
Xamarin.WatchOS	xamarinwatchos was computed.

Compatible target framework(s)

Included target framework(s) (in package)

Learn more about Target Frameworks and .NET Standard.

.NETStandard 2.0
- FactSet.SDK.Utils (>= 1.0.0)
- JsonSubTypes (>= 1.8.0)
- Newtonsoft.Json (>= 13.0.1)
- Polly (>= 7.2.2)
- RestSharp (>= 106.15.0)
- System.ComponentModel.Annotations (>= 5.0.0)

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version	Downloads	Last updated
0.10.2	420	8/31/2022
0.10.1	389	7/21/2022
0.10.0	421	5/24/2022
0.9.1	445	2/14/2022
0.9.0	432	2/2/2022

Refer to Changelog on GitHub source repository