Value swap fixed leg pv

derivatives.swap_fixed_leg_pv

ProductionBounded custom (Class B)Deterministicstrictfastv1.0.0

No network

Overview

Calculate bounded deterministic swap fixed leg pv over explicit ordered cash-flow arrays with closed schemas, deterministic decimal arithmetic, bounded counts, and no hidden market-data lookup.

We provide bounded swap arithmetic that preserves audit identities.

Reliability

DERIVATIVE_INPUT_INVALID and ITEM_LIMIT_EXCEEDED identify closed-domain or bound failures.

Context footprint

One batch replaces per-swap orchestration loops. A successful call costs 1 execution credit.

When to use it

When one fixed coupon rate must be applied to explicit period notionals, year fractions, and discount factors.

When coupons are floating rather than a single fixed rate, or the schedule still needs to be generated.

Scope

Note

Calculate bounded deterministic swap fixed leg pv for one explicit leg or one ordered bounded swap set, preserving identifiers and deterministic input order without market-data or schedule inference.

Non-goals

Does not construct schedules or curves.
Does not fetch rates, cash flows, or currencies.

Properties

IdempotentRetry safeStreaming supportedFile input supportedRequires external service

Capabilities

math

Cost & billing

Flat rate per invocation

MetercallsBillable onsuccessCost per call1 credit

File handling

Accepts file_refProduces file_refMax input64 KB

How we handle your data

Sensitive input, safe output

What this means

This skill may receive sensitive content, but it does not target sensitive data and returns only a structured non-sensitive result.

Squillify guarantees

Runs inside Squillify
This skill runs inside Squillify.
Payloads are not sent to an external service by this skill.
Squillify does not permanently store submitted payloads.
Telemetry records metadata only, not submitted content.
Submitted payloads are not used for training.
Submitted payloads are not reviewed by humans.
This skill does not target sensitive data.
The response does not contain submitted content.

Your responsibility

Squillify does not determine whether submitted content is sensitive. Your application is responsible for deciding what data it is allowed to submit. Your application is responsible for securing the response.

Read the Microskill Data Handling Policy

Input schema

Field	Type	Required	Description
periods	array	Yes	From 1 through 10,000 closed fixed-coupon period objects in payment order.
fixedRate	string	Yes	Signed finite plain-decimal fixed coupon rate.
notionalExchanges	array	Yes	From 0 through 2 closed discounted notional-exchange objects.

Output schema

Field	Type	Required	Description
presentValue	string	Yes	Total coupon plus notional-exchange present value.
couponPresentValue	string	Yes	Present value of ordered coupon or cash-flow rows.
exchangePresentValue	string	Yes	Present value of explicit notional exchanges.
count	integer	Yes	Number of coupon or cash-flow rows valued.

API contract

POST /v1/execute

curl

curl -sS -X POST "$BASE/v1/execute" -H "Authorization: Bearer $KEY" -H 'Content-Type: application/json' -d '{"skillKey":"derivatives.swap_fixed_leg_pv","input":{"periods":[{"notional":"1000","yearFraction":"0.5","discountFactor":"0.99"}],"fixedRate":"0.04","notionalExchanges":[]}}'

Integrations

TypeScript SDK

import { Squillify } from "@squillify/sdk";

const sq = new Squillify({ apiKey: process.env.SQUILLIFY_API_KEY });

const { output } = await sq.execute("derivatives.swap_fixed_leg_pv", {"fixedRate":"0.04","notionalExchanges":[],"periods":[{"notional":"1000","yearFraction":"0.5","discountFactor":"0.99"}]});

Errors

Code	HTTP	Retryable	Description
VALIDATION_ERROR	400	No	The request payload failed schema validation.
UNAUTHORIZED	401	No	Missing or invalid API key.
SKILL_NOT_ACCESSIBLE	403	No	The API key is not granted access to this skill.
SKILL_NOT_AVAILABLE_FOR_PLAN	403	No	This skill is not included in your current plan.
PLAN_ELIGIBILITY_UNAVAILABLE	503	Yes	Plan eligibility could not be decided. Retry after backoff.
SKILL_NOT_FOUND	404	No	The requested skill or version does not exist.
TENANT_RATE_LIMITED	429	Yes	Request rate limit exceeded. Retry after backoff.
QUOTA_EXCEEDED	429	Yes	Plan quota exhausted. Retryable once the quota period resets.
EXECUTION_TIMEOUT	504	Yes	Execution exceeded the allowed time budget.
DERIVATIVE_INPUT_INVALID	400	No	The request payload failed this skill's input validation.
ITEM_LIMIT_EXCEEDED	429	No	A size, quota, rate, or time limit was exceeded.

Other limits

Limit	Value
Recommended inline bytes	32 KiB

Limitations

Does not construct schedules or curves.
Does not fetch rates, cash flows, or currencies.
Unbounded books or implicit market data.

How to call

POST /v1/execute (requires authentication)

Request bodyjson

{
  "skillKey": "derivatives.swap_fixed_leg_pv",
  "input": {
    "fixedRate": "0.04",
    "notionalExchanges": [],
    "periods": [
      {
        "notional": "1000",
        "yearFraction": "0.5",
        "discountFactor": "0.99"
      }
    ]
  }
}

Examples

Verified vector

Inputjson

{
  "fixedRate": "0.04",
  "notionalExchanges": [],
  "periods": [
    {
      "notional": "1000",
      "yearFraction": "0.5",
      "discountFactor": "0.99"
    }
  ]
}

Expected outputjson

{
  "couponPresentValue": "19.8",
  "presentValue": "19.8",
  "count": 1,
  "exchangePresentValue": "0"
}

Tip

Independent W19 vector.

Repeated vector