bootstrap_curve
Build and sample interest-rate curves from market data or stored references, returning pillar summaries and sampled grid values for pricing and risk analysis.
Instructions
Bootstrap curves on the engine and sample them (POST /bootstrap-curves).
Args:
curves: items are TermStructure objects, build_curve results
({curve, indices}) or {"session": "<name>"} references
to a stored curve or market.
as_of: YYYY-MM-DD valuation date (pricing.as_of_date).
queries: CurveQuerySpec objects or build_query results.
indices: extra IndexDef objects or {"session": name} refs;
indices carried by build_curve results are added automatically.
Identical duplicates are sent once; conflicting ids are rejected.
calendar_overrides: per-request holiday corrections (engine >= 0.7.0).
request_id: optional X-Request-Id.
The echoed request is the fully RESOLVED body. summary lists per
curve {id, pillars, first_grid_date, last_grid_date, measures}; the
sampled values are in response.results[].series.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | Yes | ||
| curves | Yes | ||
| indices | No | ||
| queries | Yes | ||
| request_id | No | ||
| calendar_overrides | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||