About Curves and Surfaces

Curves and Surfaces related data can only be retrieved using the EndpointRequestDefinition at the Delivery layer.

Currently the library does not support specific definitions for curves and surfaces at the Content layer level.

An example is provided below as follows:

 var etiSurface = new JObject()
 {
     ["surfaceTag"] = "myEti",
     ["underlyingType"] = "Eti",
     ["underlyingDefinition"] = new JObject()
     {
         ["instrumentCode"] = "BNPP.PA"
     },
     ["surfaceParameters"] = new JObject()
     {
         ["priceSide"] = "Mid",
         ["volatilityModel"] = "SSVI",
         ["xAxis"] = "Date",
         ["yAxis"] = "Moneyness"
     },
     ["surfaceLayout"] = new JObject()
     {
         ["format"] = "Matrix",
         ["yPointCount"] = 10
     }
 };

 var fxSurface = new JObject()
 {
     ["surfaceTag"] = "myFx",
     ["underlyingType"] = "Fx",
     ["underlyingDefinition"] = new JObject()
     {
         ["fxCrossCode"] = "EURUSD"
     },
     ["surfaceParameters"] = new JObject()
     {
         ["calculationDate"] = "2018-08-20T00:00:00Z",
         ["returnAtm"] = true,
         ["xAxis"] = "Date",
         ["yAxis"] = "Strike"
     },
     ["surfaceLayout"] = new JObject()
     {
         ["format"] = "Matrix"
     }
 };

 var requestDetails = new JObject()
 {
     ["universe"] = new JArray(etiSurface, fxSurface)
 };

 var response = EndpointRequest.Definition(intradayEndpoint)
                               .Method(EndpointRequest.Method.POST)
                               .BodyParameters(requestDetails)
                               .GetData();