Bond Pricer¶

Prices fixed income securities using mark-to-market (M2M) spreads provided by the user. The bond pricer applies the supplied credit spreads to discount cashflows and compute clean/dirty prices, yields, and sensitivities.

HTTP Request

POST /calculations/bond_pricer

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation uses the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the fixed income securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Pricing date in the format: `YYYYMMDD`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code.
`nlv` float	optional, default is `null` (calculated) Net liquidating value (NAV) of the portfolio.
`m2m_spreads` object	REQUIRED An object mapping security identifiers to their mark-to-market credit spreads (in basis points or decimal, depending on convention). Used to discount cashflows for pricing.

To price bonds using M2M spreads, run the following:

Curl

curl https://api.everysk.com/v2/calculations/bond_pricer \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
      "id": "port_123",
      "nlv": 1234,
      "date": "2025-04-07",
      "securities": [
          {
              "instrument_class": "BrazilianFixedIncome",
              "quantity": 1.0,
              "id": "sec_123",
              "symbol": "BRRF:KLBNA2 10405.8775",
              "label": "KLBNA2"
          }
      ],
      "base_currency": "BRL",
      "m2m_spreads": {
          "BRRF:KLBNA2 10405.8775": 0.05
          }
        }' \
  -X POST

The above call returns the following JSON object:

{
  "price": {
    "sec_123": 14439.575582697915
  }
}