Optimise

List Sets

GET /optimise/constraint-sets

Responses

Status	Meaning	Body
200	Successful Response	ConstraintSetCollection

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Validate

POST /optimise/constraint-sets/validate

Request body: ConstraintSet

Responses

Status	Meaning	Body
200	Successful Response	ValidationReport

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Get Set

GET /optimise/constraint-sets/{set_id}

Parameters

Name	In	Type	Required	Description
set_id	path	string	yes	Letters, digits, dash and underscore; up to 64.

Responses

Status	Meaning	Body
200	Successful Response	ConstraintSet

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Put Set

PUT /optimise/constraint-sets/{set_id}

Parameters

Name	In	Type	Required	Description
set_id	path	string	yes	Letters, digits, dash and underscore; up to 64.

Request body: ConstraintSet

Responses

Status	Meaning	Body
200	Successful Response	SavedConstraintSet

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Delete Set

DELETE /optimise/constraint-sets/{set_id}

Parameters

Name	In	Type	Required	Description
set_id	path	string	yes	Letters, digits, dash and underscore; up to 64.

Responses

Status	Meaning	Body
204	Successful Response

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Types

GET /optimise/constraint-types

Responses

Status	Meaning	Body
200	Successful Response	ConstraintTypes

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Submit Run

POST /optimise/runs

Request body: OptimisationRunRequest

Responses

Status	Meaning	Body
202	Successful Response	OptimisationJobStatus

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Run

GET /optimise/runs/{run_id}

A completed optimisation run: the payload its job answered with, each weight row carrying its name's reference columns as of the date the target's weights were taken.

Parameters

Name	In	Type	Required	Description
run_id	path	string	yes	Letters, digits, dash and underscore; up to 64.
reference_fields	query	string or null	no	Reference columns to put on each row, comma-separated, such as 'name,sector,country_domicile', each as it stood on the row's date. Leave out for the name, asset class, sector and country; give an empty value for none. GET /data/fields lists the reference columns.

Responses

Status	Meaning	Body
200	Successful Response	OptimisationRunResult

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Exposures

GET /optimise/runs/{run_id}/exposures

Parameters

Name	In	Type	Required	Description
run_id	path	string	yes	Letters, digits, dash and underscore; up to 64.

Responses

Status	Meaning	Body
200	Successful Response	ExposuresView

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Frontier

GET /optimise/runs/{run_id}/frontier

Parameters

Name	In	Type	Required	Description
run_id	path	string	yes	Letters, digits, dash and underscore; up to 64.
risk_free_rate	query	number	no	Rate the tangency point is measured against.
reference_fields	query	string or null	no	Reference columns to put on each row, comma-separated, such as 'name,sector,country_domicile', each as it stood on the row's date. Leave out for the name, asset class, sector and country; give an empty value for none. GET /data/fields lists the reference columns.

Responses

Status	Meaning	Body
200	Successful Response	FrontierView

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.