@factset/sdk-securitizedderivativesapifordigitalportals

v0.40.0

Published

9 months ago

Securitized Derivatives API for Digital Portals client library for JavaScript

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Securitized Derivatives API for Digital Portals client library for JavaScript

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 TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:

API version: 4.0.0
SDK version: 0.40.0
Build package: com.factset.sdk.codegen.FactSetJavascriptClientCodegen

For more information, please visit https://developer.factset.com/contact

Requirements

Node.js >= 18

Installation

npm

npm install @factset/sdk-utils @factset/[email protected]

yarn

yarn add @factset/sdk-utils @factset/[email protected]

Usage

Generate authentication credentials.
Setup Node.js environment
1. Install and activate Node.js >=18. If you're using nvm:
```
nvm install 18
nvm use 18
```
2. (optional) Install yarn.
Install dependencies.
Run the following:

[!IMPORTANT] The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

const { ApiClient, SecuritizedDerivativeApi } = require('@factset/sdk-securitizedderivativesapifordigitalportals');
const { ConfidentialClient } = require('@factset/sdk-utils');

const apiClient = ApiClient.instance;

// 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
//
// The confidential client instance should be reused in production environments.
// See https://github.com/FactSet/enterprise-sdk-utils-typescript#authentication
// for more information on using the ConfidentialClient class
apiClient.factsetOauth2Client = new ConfidentialClient('/path/to/app-config.json');

// Basic authentication: FactSetApiKey
// See https://github.com/FactSet/enterprise-sdk#api-key
// for information how to create an API key
// const FactSetApiKey = apiClient.authentications['FactSetApiKey'];
// FactSetApiKey.username = 'USERNAME-SERIAL';
// FactSetApiKey.password = 'API-KEY';

const apiInstance = new SecuritizedDerivativeApi();
const opts = {
  'attributes': ["null"] // [String] | Limit the attributes returned in the response to the specified set.
};

// Call api endpoint
apiInstance.getSecuritizedDerivativeBarrierTypeList(opts).then(
  data => {

    console.log('API called successfully. Returned data:');
    console.log(data);
  },
  error => {
    console.error(error);
  },
);

Using a Proxy

To add a HTTP proxy for the API client, you can set the proxyUrl for the ApiClient instance:

const { ApiClient } = require('@factset/sdk-securitizedderivativesapifordigitalportals');

const apiClient = ApiClient.instance;
apiClient.setProxyUrl('http://username:[email protected]:8080');

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/wealth/v4

Class | Method | HTTP request | Description ------------ | ------------- | ------------- | ------------- securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | getSecuritizedDerivativeBarrierTypeList | GET /securitized-derivative/barrier/type/list | List of barrier types. securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | getSecuritizedDerivativeGet | GET /securitized-derivative/get | Fundamental data for a single securitized derivative. securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | getSecuritizedDerivativeKeyFiguresNotationGet | GET /securitized-derivative/key-figures/notation/get | Notation-based key figures of a securitized derivative. securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | getSecuritizedDerivativeUnderlyingList | GET /securitized-derivative/underlying/list | List of underlyings with barrier and cash flow information. securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | postSecuritizedDerivativeIssuerSearch | POST /securitized-derivative/issuer/search | Search for issuers of securitized derivatives. securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | postSecuritizedDerivativeNotationRankingIntradayList | POST /securitized-derivative/notation/ranking/intraday/list | Ranking of securitized derivatives' notations using intraday figures. securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | postSecuritizedDerivativeNotationScreenerSearch | POST /securitized-derivative/notation/screener/search | Screener for securitized derivatives's notations based on securitized derivatives-specific parameters. securitizedderivativesapifordigitalportals.SecuritizedDerivativeApi | postSecuritizedDerivativeNotationScreenerValueRangesGet | POST /securitized-derivative/notation/screener/value-ranges/get | Possible values and value ranges for the parameters used in the endpoint `/securitized-derivative/notation/screener/search`.

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Readme

Securitized Derivatives API for Digital Portals client library for JavaScript

Requirements

Installation

npm

yarn

Usage

Example Code

Using a Proxy

Documentation for API Endpoints

Documentation for Models