CRcreditbenchmark
Analytics

Custom Aggregate

Return aggregate trend metrics.

post/api/analytics/custom-aggregate

Request

Request body

Example request

{
  "Parameters": {
    "portfolio": {
      "name": "Example Portfolio"
    }
  }
}

Response

Custom aggregate calculation successful

CBSectorstring[] required

Values of the grouping column (matches facet_column parameter, e.g., CBSector)

EffectiveDateIdinteger[] required

Effective date identifiers

EntityCountinteger[] required

Number of entities in each group

CCRPD100Mid_lognumber[] required

Log-transformed PD values

CCRPD100Midnumber[] required

Aggregate probability of default (mid)

CCRPD100Mid_indexnumber[] required

PD index value (relative to first date)

CCRstring[] required

Aggregate credit ratings

Example response

{
  "CBSector": [
    "Financial Services",
    "Financial Services",
    "Financial Services",
    "Financial Services",
    "Financial Services"
  ],
  "EffectiveDateId": [
    20230131,
    20230228,
    20230331,
    20230428,
    20230531
  ],
  "EntityCount": [
    10,
    10,
    10,
    10,
    10
  ],
  "CCRPD100Mid_log": [
    -5.6594,
    -5.6594,
    -5.672,
    -5.6071,
    -5.5814
  ],
  "CCRPD100Mid": [
    0.0035,
    0.0035,
    0.0034,
    0.0037,
    0.0038
  ],
  "CCRPD100Mid_index": [
    0,
    0,
    -0.0125,
    0.0537,
    0.0812
  ],
  "CCR": [
    "bbb-",
    "bbb-",
    "bbb-",
    "bbb-",
    "bbb-"
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.