Pricing Curve Routes

The pricing curve registry route group is exposed under:

/api/v1/pricing/curves/

These routes list CurveTable registry rows through msm_pricing.api.Curve. They do not return timestamped DiscountCurvesStorage observations or compressed curve payloads.

List Curves

GET /api/v1/pricing/curves/?limit=25&offset=0&search=SOFR&curve_type=discount&index_uid=...&source=example

Query parameters:

limit: maximum rows to return, default 25, max 500
offset: zero-based row offset, default 0
search: optional contains search on unique_identifier
curve_type: optional exact curve type filter
index_uid: optional exact index uid filter
source: optional exact source filter

Response:

{
  "count": 1,
  "next": null,
  "previous": null,
  "results": [
    {
      "uid": "curve-uid",
      "unique_identifier": "USD-SOFR-3M-DISCOUNT",
      "display_name": "USD SOFR 3M Discount Curve",
      "curve_type": "discount",
      "index_uid": "index-uid",
      "interpolation_method": "log_linear_discount",
      "compounding": "compounded_annual",
      "source": "example",
      "metadata_json": {}
    }
  ]
}

The response uses the shared v1 limit-offset envelope:

{
  "count": 0,
  "next": null,
  "previous": null,
  "results": []
}

Curve Summary

GET /api/v1/pricing/curves/{uid}/summary/

Gets the reusable detail summary card payload for one pricing curve registry row by uid.

Response model: FrontEndDetailSummary

Response:

{
  "entity": {
    "id": "curve-uid",
    "type": "pricing_curve",
    "title": "USD SOFR 3M Discount Curve"
  },
  "badges": [
    {
      "key": "curve_type",
      "label": "discount",
      "tone": "info"
    }
  ],
  "inline_fields": [
    {
      "key": "uid",
      "label": "UID",
      "value": "curve-uid",
      "kind": "code",
      "icon": null
    },
    {
      "key": "unique_identifier",
      "label": "Identifier",
      "value": "USD-SOFR-3M-DISCOUNT",
      "kind": "code",
      "icon": null
    },
    {
      "key": "index_uid",
      "label": "Index UID",
      "value": "index-uid",
      "kind": "code",
      "icon": null
    }
  ],
  "highlight_fields": [
    {
      "key": "display_name",
      "label": "Display Name",
      "value": "USD SOFR 3M Discount Curve",
      "kind": "text",
      "icon": "database"
    },
    {
      "key": "curve_type",
      "label": "Curve Type",
      "value": "discount",
      "kind": "code",
      "icon": "line-chart"
    }
  ],
  "stats": [],
  "label_management": null,
  "summary_warning": null,
  "extensions": {
    "curve": {
      "uid": "curve-uid",
      "unique_identifier": "USD-SOFR-3M-DISCOUNT",
      "display_name": "USD SOFR 3M Discount Curve",
      "curve_type": "discount",
      "index_uid": "index-uid",
      "interpolation_method": "log_linear_discount",
      "compounding": "compounded_annual",
      "source": "example",
      "metadata_json": {}
    },
    "metadata_json": {}
  }
}

Returns 404 when the curve uid does not exist.

Discount Curve Nodes

GET /api/v1/pricing/curves/{uid}/discount-curve/?market_data_set=eod&valuation_date=2026-06-01T00:00:00Z

Reads discount-curve nodes for one curve through MSDataInterface.

Query parameters:

market_data_set: required pricing market-data set selector. Accepts a set uid or set key.
valuation_date: optional ISO datetime. When omitted, the endpoint returns the latest available discount-curve observation for the curve.

Response model: DiscountCurveResponse

Response:

{
  "curve_uid": "curve-uid",
  "curve_identifier": "USD-SOFR-3M-DISCOUNT",
  "curve": {
    "uid": "curve-uid",
    "unique_identifier": "USD-SOFR-3M-DISCOUNT",
    "display_name": "USD SOFR 3M Discount Curve",
    "curve_type": "discount",
    "index_uid": "index-uid",
    "interpolation_method": "log_linear_discount",
    "compounding": "compounded_annual",
    "source": "example",
    "metadata_json": {}
  },
  "market_data_set": {
    "uid": "market-data-set-uid",
    "set_key": "eod",
    "display_name": "End of day"
  },
  "binding": {
    "uid": "binding-uid",
    "concept_key": "discount_curves",
    "data_node_uid": "discount-curves-data-node-uid",
    "storage_table_identifier": "DiscountCurvesStorage"
  },
  "valuation_date": "2026-06-01T00:00:00Z",
  "effective_date": "2026-06-01T00:00:00Z",
  "request_mode": "historical",
  "nodes": [
    {
      "days_to_maturity": 28,
      "zero": 0.11
    },
    {
      "days_to_maturity": 91,
      "zero": 0.105
    }
  ]
}

When valuation_date is omitted:

{
  "valuation_date": null,
  "effective_date": "2026-06-02T00:00:00Z",
  "request_mode": "latest",
  "nodes": []
}

The endpoint returns 404 when the curve, market-data set, discount-curve binding, or requested observation does not exist.