Portfolio Analytics

Portfolio Data

Return portfolio time-series data.

post/api/analytics/portfolio-data

Request

Base URL
https://api.creditbenchmark.com
Auth
HTTP bearer
TypeScript
https://skmtc.dev/creditbenchmark/apis/credit-benchmark-api/docs/api/analytics/portfolio-data/post.ts
A function with typed inputs. Its response is checked against the schema.

Request body

Example request

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

Response

Portfolio data retrieved successfully

CBIdstring[] required

Credit Benchmark entity identifiers

EffectiveDateIdinteger[] required

Effective date identifiers

CBEntityNamestring[] required

Entity names

CCRstring[] required

Aggregate credit ratings

CCR100PDMidnumber[] required

Probability of default (mid)

Example response

{
  "CBId": [
    "CB0000002619",
    "CB0000009484",
    "CB0000009810",
    "CB0000010249",
    "CB0000010457"
  ],
  "EffectiveDateId": [
    20250131,
    20250131,
    20250131,
    20250131,
    20250131
  ],
  "CBEntityName": [
    "BMO CAPITAL MARKETS CORP",
    "HILLTOP SECURITIES INC",
    "VIRTU AMERICAS LLC",
    "OPPENHEIMER & CO INC, BROKER",
    "TD AMERITRADE CLEARING INC"
  ],
  "CCR": [
    "a-",
    "bb+",
    "bb-",
    "bb",
    "a-"
  ],
  "CCR100PDMid": [
    0.0009,
    0.0051,
    0.012,
    0.0086,
    0.0011
  ]
}

Changes

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