--- title: "List ABF tranches" url: "https://console.9fin.com/apis/abf-service/versions/a79a8be2-dd41-4541-904d-592dc9ccf46e/operations/list_abf_tranches_v0_abf_tranches_get" --- > Full API specification: https://console.9fin.com/apis/abf-service/versions/a79a8be2-dd41-4541-904d-592dc9ccf46e.md # List ABF tranches `GET` `/v0/abf/tranches` Operation ID: `list_abf_tranches_v0_abf_tranches_get` List ABF tranches. Every tranche of every deal, most recently priced first by default, with a deal's tranches together and in seniority order. Join to `/v0/abf/deals` on `deal_code`, or pass `deal_code__eq` for a single deal. **Paging.** Follow `next_cursor` rather than raising `limit`: pass it back as `cursor` with every other parameter unchanged, and stop when it is `null`. A single response is only a prefix of the full result, so tranches past `limit` are unreachable without the cursor. **Syncing.** `since` filters on the deal's change time, so page to the end with `next_cursor` and then replace the tranches you hold for each deal in the response. See `since` for why replacing — and only after the last page — is what makes a deleted tranche detectable. ## Query parameters - `since` (optional) - Only include tranches of deals changed at or after this timestamp, taken from `deals.latest_updated_at` on `/v0/abf/feed-summary`. A value with no offset is read as UTC, and the bound is inclusive. A **deal-level** window: a changed deal is returned with all of its tranches, and a deleted tranche shows only as its absence. Page to the last page, then **replace** the tranches you hold for each deal — merging keeps deleted ones, and replacing page by page drops any deal that straddles a boundary. - `until` (optional) - Upper bound for the `since` window, inclusive. Ignored unless `since` is also supplied, and must not be earlier than it. - `sort_by` (string, optional) - Sort order, as `{field}__{asc|desc}`. One field only. Sortable fields: `tranche_name`, `tranche_size`, `pricing_date`. Sorting by `pricing_date` keeps each deal's tranches together and in seniority order; the other fields rank tranches across all deals. - `limit` (optional) - Maximum tranches to return. Use `next_cursor` to reach the rest rather than raising this. - `cursor` (optional) - Opaque keyset-pagination cursor from a prior page. - `tranche_name__eq` (optional) - Filter tranche_name where the value is equal to the given value. - `tranche_name__neq` (optional) - Filter tranche_name where the value is not equal to the given value. - `tranche_name__contains` (optional) - Filter tranche_name where the value contains the given value. - `tranche_name__in` (optional) - Comma-separated tranche names to include. At most 50 values. - `tranche_size__eq` (optional) - Filter tranche_size where the value is equal to the given value. - `tranche_size__neq` (optional) - Filter tranche_size where the value is not equal to the given value. - `tranche_size__gt` (optional) - Filter tranche_size where the value is greater than the given value. - `tranche_size__gte` (optional) - Filter tranche_size where the value is greater or equal to the given value. - `tranche_size__lt` (optional) - Filter tranche_size where the value is less than the given value. - `tranche_size__lte` (optional) - Filter tranche_size where the value is less or equal to the given value. - `tranche_size__in` (optional) - Comma-separated tranche sizes to include. At most 50 values. - `isin_reg_s__eq` (optional) - Filter isin_reg_s where the value is equal to the given value. - `isin_reg_s__neq` (optional) - Filter isin_reg_s where the value is not equal to the given value. - `isin_reg_s__contains` (optional) - Filter isin_reg_s where the value contains the given value. - `isin_reg_s__in` (optional) - Filter isin_reg_s where the value is in the given list. - `isin_reg_s__isnull` (optional) - Filter isin_reg_s to rows where the value is NULL (true) or is not NULL (false). - `isin_144a__eq` (optional) - Filter isin_144a where the value is equal to the given value. - `isin_144a__neq` (optional) - Filter isin_144a where the value is not equal to the given value. - `isin_144a__contains` (optional) - Filter isin_144a where the value contains the given value. - `isin_144a__in` (optional) - Filter isin_144a where the value is in the given list. - `isin_144a__isnull` (optional) - Filter isin_144a to rows where the value is NULL (true) or is not NULL (false). - `coupon__eq` (optional) - Filter coupon where the value is equal to the given value. - `coupon__neq` (optional) - Filter coupon where the value is not equal to the given value. - `coupon__gt` (optional) - Filter coupon where the value is greater than the given value. - `coupon__gte` (optional) - Filter coupon where the value is greater or equal to the given value. - `coupon__lt` (optional) - Filter coupon where the value is less than the given value. - `coupon__lte` (optional) - Filter coupon where the value is less or equal to the given value. - `coupon__in` (optional) - Filter coupon where the value is in the given list. - `coupon__isnull` (optional) - Filter coupon to rows where the value is NULL (true) or is not NULL (false). - `discount_margin__eq` (optional) - Filter discount_margin where the value is equal to the given value. - `discount_margin__neq` (optional) - Filter discount_margin where the value is not equal to the given value. - `discount_margin__gt` (optional) - Filter discount_margin where the value is greater than the given value. - `discount_margin__gte` (optional) - Filter discount_margin where the value is greater or equal to the given value. - `discount_margin__lt` (optional) - Filter discount_margin where the value is less than the given value. - `discount_margin__lte` (optional) - Filter discount_margin where the value is less or equal to the given value. - `discount_margin__in` (optional) - Filter discount_margin where the value is in the given list. - `discount_margin__isnull` (optional) - Filter discount_margin to rows where the value is NULL (true) or is not NULL (false). - `price__eq` (optional) - Filter price where the value is equal to the given value. - `price__neq` (optional) - Filter price where the value is not equal to the given value. - `price__gt` (optional) - Filter price where the value is greater than the given value. - `price__gte` (optional) - Filter price where the value is greater or equal to the given value. - `price__lt` (optional) - Filter price where the value is less than the given value. - `price__lte` (optional) - Filter price where the value is less or equal to the given value. - `price__in` (optional) - Filter price where the value is in the given list. - `price__isnull` (optional) - Filter price to rows where the value is NULL (true) or is not NULL (false). - `weighted_average_life__eq` (optional) - Filter weighted_average_life where the value is equal to the given value. - `weighted_average_life__neq` (optional) - Filter weighted_average_life where the value is not equal to the given value. - `weighted_average_life__gt` (optional) - Filter weighted_average_life where the value is greater than the given value. - `weighted_average_life__gte` (optional) - Filter weighted_average_life where the value is greater or equal to the given value. - `weighted_average_life__lt` (optional) - Filter weighted_average_life where the value is less than the given value. - `weighted_average_life__lte` (optional) - Filter weighted_average_life where the value is less or equal to the given value. - `weighted_average_life__in` (optional) - Filter weighted_average_life where the value is in the given list. - `weighted_average_life__isnull` (optional) - Filter weighted_average_life to rows where the value is NULL (true) or is not NULL (false). - `credit_enhancement__eq` (optional) - Filter credit_enhancement where the value is equal to the given value. - `credit_enhancement__neq` (optional) - Filter credit_enhancement where the value is not equal to the given value. - `credit_enhancement__gt` (optional) - Filter credit_enhancement where the value is greater than the given value. - `credit_enhancement__gte` (optional) - Filter credit_enhancement where the value is greater or equal to the given value. - `credit_enhancement__lt` (optional) - Filter credit_enhancement where the value is less than the given value. - `credit_enhancement__lte` (optional) - Filter credit_enhancement where the value is less or equal to the given value. - `credit_enhancement__in` (optional) - Filter credit_enhancement where the value is in the given list. - `credit_enhancement__isnull` (optional) - Filter credit_enhancement to rows where the value is NULL (true) or is not NULL (false). - `other_rating__eq` (optional) - Filter other_rating where the value is equal to the given value. - `other_rating__neq` (optional) - Filter other_rating where the value is not equal to the given value. - `other_rating__contains` (optional) - Filter other_rating where the value contains the given value. - `other_rating__in` (optional) - Filter other_rating where the value is in the given list. - `other_rating__isnull` (optional) - Filter other_rating to rows where the value is NULL (true) or is not NULL (false). - `currency__eq` (optional) - Filter currency where the value is equal to the given value. - `currency__neq` (optional) - Filter currency where the value is not equal to the given value. - `currency__contains` (optional) - Filter currency where the value contains the given value. - `currency__in` (optional) - Comma-separated currency codes to include. At most 50 values. - `coupon_type__eq` (optional) - Filter coupon_type where the value is equal to the given value. - `coupon_type__neq` (optional) - Filter coupon_type where the value is not equal to the given value. - `coupon_type__contains` (optional) - Filter coupon_type where the value contains the given value. - `coupon_type__in` (optional) - Comma-separated coupon types to include. At most 50 values. - `benchmark__eq` (optional) - Filter benchmark where the value is equal to the given value. - `benchmark__neq` (optional) - Filter benchmark where the value is not equal to the given value. - `benchmark__contains` (optional) - Filter benchmark where the value contains the given value. - `benchmark__in` (optional) - Comma-separated benchmarks to include. At most 50 values. - `status__eq` (optional) - Filter status where the value is equal to the given value. - `status__neq` (optional) - Filter status where the value is not equal to the given value. - `status__contains` (optional) - Filter status where the value contains the given value. - `status__in` (optional) - Comma-separated tranche statuses to include. At most 50 values. - `moodys_rating__eq` (optional) - Filter moodys_rating where the value is equal to the given value. - `moodys_rating__neq` (optional) - Filter moodys_rating where the value is not equal to the given value. - `moodys_rating__contains` (optional) - Filter moodys_rating where the value contains the given value. - `moodys_rating__in` (optional) - Filter moodys_rating where the value is in the given list. - `s_and_p_rating__eq` (optional) - Filter s_and_p_rating where the value is equal to the given value. - `s_and_p_rating__neq` (optional) - Filter s_and_p_rating where the value is not equal to the given value. - `s_and_p_rating__contains` (optional) - Filter s_and_p_rating where the value contains the given value. - `s_and_p_rating__in` (optional) - Filter s_and_p_rating where the value is in the given list. - `fitch_rating__eq` (optional) - Filter fitch_rating where the value is equal to the given value. - `fitch_rating__neq` (optional) - Filter fitch_rating where the value is not equal to the given value. - `fitch_rating__contains` (optional) - Filter fitch_rating where the value contains the given value. - `fitch_rating__in` (optional) - Filter fitch_rating where the value is in the given list. - `dbrs_rating__eq` (optional) - Filter dbrs_rating where the value is equal to the given value. - `dbrs_rating__neq` (optional) - Filter dbrs_rating where the value is not equal to the given value. - `dbrs_rating__contains` (optional) - Filter dbrs_rating where the value contains the given value. - `dbrs_rating__in` (optional) - Filter dbrs_rating where the value is in the given list. - `deal_code__eq` (optional) - Filter deal_code where the value is equal to the given value. - `deal_code__neq` (optional) - Filter deal_code where the value is not equal to the given value. - `deal_code__contains` (optional) - Filter deal_code where the value contains the given value. - `deal_code__in` (optional) - Comma-separated deal codes to include. At most 50 values. - `pricing_date__eq` (optional) - Filter pricing_date where the value is equal to the given value. - `pricing_date__neq` (optional) - Filter pricing_date where the value is not equal to the given value. - `pricing_date__gt` (optional) - Filter pricing_date where the value is greater than the given value. - `pricing_date__gte` (optional) - Filter pricing_date where the value is greater or equal to the given value. - `pricing_date__lt` (optional) - Filter pricing_date where the value is less than the given value. - `pricing_date__lte` (optional) - Filter pricing_date where the value is less or equal to the given value. - `pricing_date__in` (optional) - Comma-separated pricing dates to include. At most 50 values. ## Responses - `200` - Successful Response - `400` - Malformed filter, sort or cursor parameter, or an inverted `since`/`until` window. - `403` - Forbidden (the request did not arrive via the API gateway). - `422` - Validation Error - `500` - Unexpected server error. - `503` - Service unavailable (e.g. database down). ## OpenAPI definition ```yaml openapi: 3.1.0 info: title: 9fin ABF API version: 0.1.6 servers: - description: Production environment url: https://api.9fin.com paths: /v0/abf/tranches: get: description: >- List ABF tranches. Every tranche of every deal, most recently priced first by default, with a deal's tranches together and in seniority order. Join to `/v0/abf/deals` on `deal_code`, or pass `deal_code__eq` for a single deal. **Paging.** Follow `next_cursor` rather than raising `limit`: pass it back as `cursor` with every other parameter unchanged, and stop when it is `null`. A single response is only a prefix of the full result, so tranches past `limit` are unreachable without the cursor. **Syncing.** `since` filters on the deal's change time, so page to the end with `next_cursor` and then replace the tranches you hold for each deal in the response. See `since` for why replacing — and only after the last page — is what makes a deleted tranche detectable. operationId: list_abf_tranches_v0_abf_tranches_get parameters: - description: >- Only include tranches of deals changed at or after this timestamp, taken from `deals.latest_updated_at` on `/v0/abf/feed-summary`. A value with no offset is read as UTC, and the bound is inclusive. A **deal-level** window: a changed deal is returned with all of its tranches, and a deleted tranche shows only as its absence. Page to the last page, then **replace** the tranches you hold for each deal — merging keeps deleted ones, and replacing page by page drops any deal that straddles a boundary. in: query name: since required: false schema: anyOf: - format: date-time type: string - type: "null" default: null description: >- Only include tranches of deals changed at or after this timestamp, taken from `deals.latest_updated_at` on `/v0/abf/feed-summary`. A value with no offset is read as UTC, and the bound is inclusive. A **deal-level** window: a changed deal is returned with all of its tranches, and a deleted tranche shows only as its absence. Page to the last page, then **replace** the tranches you hold for each deal — merging keeps deleted ones, and replacing page by page drops any deal that straddles a boundary. examples: - 2026-08-21T09:14:02Z title: Since - description: Upper bound for the `since` window, inclusive. Ignored unless `since` is also supplied, and must not be earlier than it. in: query name: until required: false schema: anyOf: - format: date-time type: string - type: "null" default: null description: Upper bound for the `since` window, inclusive. Ignored unless `since` is also supplied, and must not be earlier than it. title: Until - description: "Sort order, as `{field}__{asc|desc}`. One field only. Sortable fields: `tranche_name`, `tranche_size`, `pricing_date`. Sorting by `pricing_date` keeps each deal's tranches together and in seniority order; the other fields rank tranches across all deals." in: query name: sort_by required: false schema: default: pricing_date__desc description: "Sort order, as `{field}__{asc|desc}`. One field only. Sortable fields: `tranche_name`, `tranche_size`, `pricing_date`. Sorting by `pricing_date` keeps each deal's tranches together and in seniority order; the other fields rank tranches across all deals." title: Sort By type: string - description: Maximum tranches to return. Use `next_cursor` to reach the rest rather than raising this. in: query name: limit required: false schema: anyOf: - maximum: 200 minimum: 1 type: integer - type: "null" default: 50 description: Maximum tranches to return. Use `next_cursor` to reach the rest rather than raising this. title: Limit - description: Opaque keyset-pagination cursor from a prior page. in: query name: cursor required: false schema: anyOf: - type: string - type: "null" default: null description: Opaque keyset-pagination cursor from a prior page. title: Cursor - description: Filter tranche_name where the value is equal to the given value. in: query name: tranche_name__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter tranche_name where the value is equal to the given value. title: Tranche Name Eq - description: Filter tranche_name where the value is not equal to the given value. in: query name: tranche_name__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter tranche_name where the value is not equal to the given value. title: Tranche Name Neq - description: Filter tranche_name where the value contains the given value. in: query name: tranche_name__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter tranche_name where the value contains the given value. title: Tranche Name Contains - description: Comma-separated tranche names to include. At most 50 values. in: query name: tranche_name__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated tranche names to include. At most 50 values. title: Tranche Name In - description: Filter tranche_size where the value is equal to the given value. in: query name: tranche_size__eq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter tranche_size where the value is equal to the given value. title: Tranche Size Eq - description: Filter tranche_size where the value is not equal to the given value. in: query name: tranche_size__neq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter tranche_size where the value is not equal to the given value. title: Tranche Size Neq - description: Filter tranche_size where the value is greater than the given value. in: query name: tranche_size__gt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter tranche_size where the value is greater than the given value. title: Tranche Size Gt - description: Filter tranche_size where the value is greater or equal to the given value. in: query name: tranche_size__gte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter tranche_size where the value is greater or equal to the given value. title: Tranche Size Gte - description: Filter tranche_size where the value is less than the given value. in: query name: tranche_size__lt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter tranche_size where the value is less than the given value. title: Tranche Size Lt - description: Filter tranche_size where the value is less or equal to the given value. in: query name: tranche_size__lte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter tranche_size where the value is less or equal to the given value. title: Tranche Size Lte - description: Comma-separated tranche sizes to include. At most 50 values. in: query name: tranche_size__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated tranche sizes to include. At most 50 values. title: Tranche Size In - description: Filter isin_reg_s where the value is equal to the given value. in: query name: isin_reg_s__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_reg_s where the value is equal to the given value. title: Isin Reg S Eq - description: Filter isin_reg_s where the value is not equal to the given value. in: query name: isin_reg_s__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_reg_s where the value is not equal to the given value. title: Isin Reg S Neq - description: Filter isin_reg_s where the value contains the given value. in: query name: isin_reg_s__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_reg_s where the value contains the given value. title: Isin Reg S Contains - description: Filter isin_reg_s where the value is in the given list. in: query name: isin_reg_s__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_reg_s where the value is in the given list. title: Isin Reg S In - description: Filter isin_reg_s to rows where the value is NULL (true) or is not NULL (false). in: query name: isin_reg_s__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter isin_reg_s to rows where the value is NULL (true) or is not NULL (false). title: Isin Reg S Isnull - description: Filter isin_144a where the value is equal to the given value. in: query name: isin_144a__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_144a where the value is equal to the given value. title: Isin 144A Eq - description: Filter isin_144a where the value is not equal to the given value. in: query name: isin_144a__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_144a where the value is not equal to the given value. title: Isin 144A Neq - description: Filter isin_144a where the value contains the given value. in: query name: isin_144a__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_144a where the value contains the given value. title: Isin 144A Contains - description: Filter isin_144a where the value is in the given list. in: query name: isin_144a__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter isin_144a where the value is in the given list. title: Isin 144A In - description: Filter isin_144a to rows where the value is NULL (true) or is not NULL (false). in: query name: isin_144a__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter isin_144a to rows where the value is NULL (true) or is not NULL (false). title: Isin 144A Isnull - description: Filter coupon where the value is equal to the given value. in: query name: coupon__eq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter coupon where the value is equal to the given value. title: Coupon Eq - description: Filter coupon where the value is not equal to the given value. in: query name: coupon__neq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter coupon where the value is not equal to the given value. title: Coupon Neq - description: Filter coupon where the value is greater than the given value. in: query name: coupon__gt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter coupon where the value is greater than the given value. title: Coupon Gt - description: Filter coupon where the value is greater or equal to the given value. in: query name: coupon__gte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter coupon where the value is greater or equal to the given value. title: Coupon Gte - description: Filter coupon where the value is less than the given value. in: query name: coupon__lt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter coupon where the value is less than the given value. title: Coupon Lt - description: Filter coupon where the value is less or equal to the given value. in: query name: coupon__lte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter coupon where the value is less or equal to the given value. title: Coupon Lte - description: Filter coupon where the value is in the given list. in: query name: coupon__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter coupon where the value is in the given list. title: Coupon In - description: Filter coupon to rows where the value is NULL (true) or is not NULL (false). in: query name: coupon__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter coupon to rows where the value is NULL (true) or is not NULL (false). title: Coupon Isnull - description: Filter discount_margin where the value is equal to the given value. in: query name: discount_margin__eq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter discount_margin where the value is equal to the given value. title: Discount Margin Eq - description: Filter discount_margin where the value is not equal to the given value. in: query name: discount_margin__neq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter discount_margin where the value is not equal to the given value. title: Discount Margin Neq - description: Filter discount_margin where the value is greater than the given value. in: query name: discount_margin__gt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter discount_margin where the value is greater than the given value. title: Discount Margin Gt - description: Filter discount_margin where the value is greater or equal to the given value. in: query name: discount_margin__gte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter discount_margin where the value is greater or equal to the given value. title: Discount Margin Gte - description: Filter discount_margin where the value is less than the given value. in: query name: discount_margin__lt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter discount_margin where the value is less than the given value. title: Discount Margin Lt - description: Filter discount_margin where the value is less or equal to the given value. in: query name: discount_margin__lte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter discount_margin where the value is less or equal to the given value. title: Discount Margin Lte - description: Filter discount_margin where the value is in the given list. in: query name: discount_margin__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter discount_margin where the value is in the given list. title: Discount Margin In - description: Filter discount_margin to rows where the value is NULL (true) or is not NULL (false). in: query name: discount_margin__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter discount_margin to rows where the value is NULL (true) or is not NULL (false). title: Discount Margin Isnull - description: Filter price where the value is equal to the given value. in: query name: price__eq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter price where the value is equal to the given value. title: Price Eq - description: Filter price where the value is not equal to the given value. in: query name: price__neq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter price where the value is not equal to the given value. title: Price Neq - description: Filter price where the value is greater than the given value. in: query name: price__gt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter price where the value is greater than the given value. title: Price Gt - description: Filter price where the value is greater or equal to the given value. in: query name: price__gte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter price where the value is greater or equal to the given value. title: Price Gte - description: Filter price where the value is less than the given value. in: query name: price__lt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter price where the value is less than the given value. title: Price Lt - description: Filter price where the value is less or equal to the given value. in: query name: price__lte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter price where the value is less or equal to the given value. title: Price Lte - description: Filter price where the value is in the given list. in: query name: price__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter price where the value is in the given list. title: Price In - description: Filter price to rows where the value is NULL (true) or is not NULL (false). in: query name: price__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter price to rows where the value is NULL (true) or is not NULL (false). title: Price Isnull - description: Filter weighted_average_life where the value is equal to the given value. in: query name: weighted_average_life__eq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter weighted_average_life where the value is equal to the given value. title: Weighted Average Life Eq - description: Filter weighted_average_life where the value is not equal to the given value. in: query name: weighted_average_life__neq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter weighted_average_life where the value is not equal to the given value. title: Weighted Average Life Neq - description: Filter weighted_average_life where the value is greater than the given value. in: query name: weighted_average_life__gt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter weighted_average_life where the value is greater than the given value. title: Weighted Average Life Gt - description: Filter weighted_average_life where the value is greater or equal to the given value. in: query name: weighted_average_life__gte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter weighted_average_life where the value is greater or equal to the given value. title: Weighted Average Life Gte - description: Filter weighted_average_life where the value is less than the given value. in: query name: weighted_average_life__lt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter weighted_average_life where the value is less than the given value. title: Weighted Average Life Lt - description: Filter weighted_average_life where the value is less or equal to the given value. in: query name: weighted_average_life__lte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter weighted_average_life where the value is less or equal to the given value. title: Weighted Average Life Lte - description: Filter weighted_average_life where the value is in the given list. in: query name: weighted_average_life__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter weighted_average_life where the value is in the given list. title: Weighted Average Life In - description: Filter weighted_average_life to rows where the value is NULL (true) or is not NULL (false). in: query name: weighted_average_life__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter weighted_average_life to rows where the value is NULL (true) or is not NULL (false). title: Weighted Average Life Isnull - description: Filter credit_enhancement where the value is equal to the given value. in: query name: credit_enhancement__eq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter credit_enhancement where the value is equal to the given value. title: Credit Enhancement Eq - description: Filter credit_enhancement where the value is not equal to the given value. in: query name: credit_enhancement__neq required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter credit_enhancement where the value is not equal to the given value. title: Credit Enhancement Neq - description: Filter credit_enhancement where the value is greater than the given value. in: query name: credit_enhancement__gt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter credit_enhancement where the value is greater than the given value. title: Credit Enhancement Gt - description: Filter credit_enhancement where the value is greater or equal to the given value. in: query name: credit_enhancement__gte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter credit_enhancement where the value is greater or equal to the given value. title: Credit Enhancement Gte - description: Filter credit_enhancement where the value is less than the given value. in: query name: credit_enhancement__lt required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter credit_enhancement where the value is less than the given value. title: Credit Enhancement Lt - description: Filter credit_enhancement where the value is less or equal to the given value. in: query name: credit_enhancement__lte required: false schema: anyOf: - type: number - pattern: ^(?!^[-+.]*$)[+-]?0*\d*\.?\d*$ type: string - type: "null" default: null description: Filter credit_enhancement where the value is less or equal to the given value. title: Credit Enhancement Lte - description: Filter credit_enhancement where the value is in the given list. in: query name: credit_enhancement__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter credit_enhancement where the value is in the given list. title: Credit Enhancement In - description: Filter credit_enhancement to rows where the value is NULL (true) or is not NULL (false). in: query name: credit_enhancement__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter credit_enhancement to rows where the value is NULL (true) or is not NULL (false). title: Credit Enhancement Isnull - description: Filter other_rating where the value is equal to the given value. in: query name: other_rating__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter other_rating where the value is equal to the given value. title: Other Rating Eq - description: Filter other_rating where the value is not equal to the given value. in: query name: other_rating__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter other_rating where the value is not equal to the given value. title: Other Rating Neq - description: Filter other_rating where the value contains the given value. in: query name: other_rating__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter other_rating where the value contains the given value. title: Other Rating Contains - description: Filter other_rating where the value is in the given list. in: query name: other_rating__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter other_rating where the value is in the given list. title: Other Rating In - description: Filter other_rating to rows where the value is NULL (true) or is not NULL (false). in: query name: other_rating__isnull required: false schema: anyOf: - type: boolean - type: "null" default: null description: Filter other_rating to rows where the value is NULL (true) or is not NULL (false). title: Other Rating Isnull - description: Filter currency where the value is equal to the given value. in: query name: currency__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter currency where the value is equal to the given value. title: Currency Eq - description: Filter currency where the value is not equal to the given value. in: query name: currency__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter currency where the value is not equal to the given value. title: Currency Neq - description: Filter currency where the value contains the given value. in: query name: currency__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter currency where the value contains the given value. title: Currency Contains - description: Comma-separated currency codes to include. At most 50 values. in: query name: currency__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated currency codes to include. At most 50 values. title: Currency In - description: Filter coupon_type where the value is equal to the given value. in: query name: coupon_type__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter coupon_type where the value is equal to the given value. title: Coupon Type Eq - description: Filter coupon_type where the value is not equal to the given value. in: query name: coupon_type__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter coupon_type where the value is not equal to the given value. title: Coupon Type Neq - description: Filter coupon_type where the value contains the given value. in: query name: coupon_type__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter coupon_type where the value contains the given value. title: Coupon Type Contains - description: Comma-separated coupon types to include. At most 50 values. in: query name: coupon_type__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated coupon types to include. At most 50 values. title: Coupon Type In - description: Filter benchmark where the value is equal to the given value. in: query name: benchmark__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter benchmark where the value is equal to the given value. title: Benchmark Eq - description: Filter benchmark where the value is not equal to the given value. in: query name: benchmark__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter benchmark where the value is not equal to the given value. title: Benchmark Neq - description: Filter benchmark where the value contains the given value. in: query name: benchmark__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter benchmark where the value contains the given value. title: Benchmark Contains - description: Comma-separated benchmarks to include. At most 50 values. in: query name: benchmark__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated benchmarks to include. At most 50 values. title: Benchmark In - description: Filter status where the value is equal to the given value. in: query name: status__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter status where the value is equal to the given value. title: Status Eq - description: Filter status where the value is not equal to the given value. in: query name: status__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter status where the value is not equal to the given value. title: Status Neq - description: Filter status where the value contains the given value. in: query name: status__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter status where the value contains the given value. title: Status Contains - description: Comma-separated tranche statuses to include. At most 50 values. in: query name: status__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated tranche statuses to include. At most 50 values. title: Status In - description: Filter moodys_rating where the value is equal to the given value. in: query name: moodys_rating__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter moodys_rating where the value is equal to the given value. title: Moodys Rating Eq - description: Filter moodys_rating where the value is not equal to the given value. in: query name: moodys_rating__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter moodys_rating where the value is not equal to the given value. title: Moodys Rating Neq - description: Filter moodys_rating where the value contains the given value. in: query name: moodys_rating__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter moodys_rating where the value contains the given value. title: Moodys Rating Contains - description: Filter moodys_rating where the value is in the given list. in: query name: moodys_rating__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter moodys_rating where the value is in the given list. title: Moodys Rating In - description: Filter s_and_p_rating where the value is equal to the given value. in: query name: s_and_p_rating__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter s_and_p_rating where the value is equal to the given value. title: S And P Rating Eq - description: Filter s_and_p_rating where the value is not equal to the given value. in: query name: s_and_p_rating__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter s_and_p_rating where the value is not equal to the given value. title: S And P Rating Neq - description: Filter s_and_p_rating where the value contains the given value. in: query name: s_and_p_rating__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter s_and_p_rating where the value contains the given value. title: S And P Rating Contains - description: Filter s_and_p_rating where the value is in the given list. in: query name: s_and_p_rating__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter s_and_p_rating where the value is in the given list. title: S And P Rating In - description: Filter fitch_rating where the value is equal to the given value. in: query name: fitch_rating__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter fitch_rating where the value is equal to the given value. title: Fitch Rating Eq - description: Filter fitch_rating where the value is not equal to the given value. in: query name: fitch_rating__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter fitch_rating where the value is not equal to the given value. title: Fitch Rating Neq - description: Filter fitch_rating where the value contains the given value. in: query name: fitch_rating__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter fitch_rating where the value contains the given value. title: Fitch Rating Contains - description: Filter fitch_rating where the value is in the given list. in: query name: fitch_rating__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter fitch_rating where the value is in the given list. title: Fitch Rating In - description: Filter dbrs_rating where the value is equal to the given value. in: query name: dbrs_rating__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter dbrs_rating where the value is equal to the given value. title: Dbrs Rating Eq - description: Filter dbrs_rating where the value is not equal to the given value. in: query name: dbrs_rating__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter dbrs_rating where the value is not equal to the given value. title: Dbrs Rating Neq - description: Filter dbrs_rating where the value contains the given value. in: query name: dbrs_rating__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter dbrs_rating where the value contains the given value. title: Dbrs Rating Contains - description: Filter dbrs_rating where the value is in the given list. in: query name: dbrs_rating__in required: false schema: anyOf: - type: string - type: "null" default: null description: Filter dbrs_rating where the value is in the given list. title: Dbrs Rating In - description: Filter deal_code where the value is equal to the given value. in: query name: deal_code__eq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter deal_code where the value is equal to the given value. title: Deal Code Eq - description: Filter deal_code where the value is not equal to the given value. in: query name: deal_code__neq required: false schema: anyOf: - type: string - type: "null" default: null description: Filter deal_code where the value is not equal to the given value. title: Deal Code Neq - description: Filter deal_code where the value contains the given value. in: query name: deal_code__contains required: false schema: anyOf: - type: string - type: "null" default: null description: Filter deal_code where the value contains the given value. title: Deal Code Contains - description: Comma-separated deal codes to include. At most 50 values. in: query name: deal_code__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated deal codes to include. At most 50 values. title: Deal Code In - description: Filter pricing_date where the value is equal to the given value. in: query name: pricing_date__eq required: false schema: anyOf: - format: date type: string - type: "null" default: null description: Filter pricing_date where the value is equal to the given value. title: Pricing Date Eq - description: Filter pricing_date where the value is not equal to the given value. in: query name: pricing_date__neq required: false schema: anyOf: - format: date type: string - type: "null" default: null description: Filter pricing_date where the value is not equal to the given value. title: Pricing Date Neq - description: Filter pricing_date where the value is greater than the given value. in: query name: pricing_date__gt required: false schema: anyOf: - format: date type: string - type: "null" default: null description: Filter pricing_date where the value is greater than the given value. title: Pricing Date Gt - description: Filter pricing_date where the value is greater or equal to the given value. in: query name: pricing_date__gte required: false schema: anyOf: - format: date type: string - type: "null" default: null description: Filter pricing_date where the value is greater or equal to the given value. title: Pricing Date Gte - description: Filter pricing_date where the value is less than the given value. in: query name: pricing_date__lt required: false schema: anyOf: - format: date type: string - type: "null" default: null description: Filter pricing_date where the value is less than the given value. title: Pricing Date Lt - description: Filter pricing_date where the value is less or equal to the given value. in: query name: pricing_date__lte required: false schema: anyOf: - format: date type: string - type: "null" default: null description: Filter pricing_date where the value is less or equal to the given value. title: Pricing Date Lte - description: Comma-separated pricing dates to include. At most 50 values. in: query name: pricing_date__in required: false schema: anyOf: - type: string - type: "null" default: null description: Comma-separated pricing dates to include. At most 50 values. title: Pricing Date In responses: "200": content: application/json: schema: $ref: "#/components/schemas/AbfTranches" description: Successful Response "400": content: application/json: schema: $ref: "#/components/schemas/ErrorResponse" description: Malformed filter, sort or cursor parameter, or an inverted `since`/`until` window. "403": content: application/json: schema: $ref: "#/components/schemas/ErrorResponse" description: Forbidden (the request did not arrive via the API gateway). "422": content: application/json: schema: $ref: "#/components/schemas/HTTPValidationError" description: Validation Error "500": content: application/json: schema: $ref: "#/components/schemas/InternalServerErrorResponse" description: Unexpected server error. "503": content: application/json: schema: $ref: "#/components/schemas/ErrorResponse" description: Service unavailable (e.g. database down). security: - HTTPBearer: [] summary: List ABF tranches tags: - Tranches security: - HTTPBearer: [] components: schemas: AbfTranches: description: A page of ABF tranches. properties: items: description: Tranches matching the request, in the requested `sort_by` order. items: $ref: "#/components/schemas/AbfTranche" title: Items type: array next_cursor: anyOf: - type: string - type: "null" description: Pass as `cursor` to fetch the page after this one, keeping every other parameter the same — a cursor is only valid for the filters and sort that produced it. `null` means this is the last page. title: Next Cursor required: - items - next_cursor title: AbfTranches type: object ErrorResponse: description: Standard error body returned when a request cannot be served. examples: - error_code: forbidden message: The request did not arrive via the API gateway. trace_id: 202bde256c7d446f9623efdc96286c5d - error_code: service_unavailable message: Database is not available trace_id: c2416d52c6d14c8e831aad792407442c properties: error_code: title: Error Code type: string message: title: Message type: string trace_id: anyOf: - type: string - type: "null" title: Trace Id required: - error_code - message title: ErrorResponse type: object HTTPValidationError: properties: detail: items: $ref: "#/components/schemas/ValidationError" title: Detail type: array title: HTTPValidationError type: object InternalServerErrorResponse: properties: error_code: examples: - internal_server_error title: Error Code type: string message: examples: - An unexpected error occurred. title: Message type: string trace_id: anyOf: - type: string - type: "null" examples: - e7dfd20231374d308f04655eb0538be4 title: Trace Id required: - error_code - message - trace_id title: InternalServerErrorResponse type: object AbfTranche: description: A tranche of an ABF deal, from the deal's most recent version. examples: - benchmark: EURIBOR 3M coupon: 5.25 coupon_type: Floating credit_enhancement: 12.5 currency: EUR deal_code: ABCD1234 discount_margin: 145 isin_reg_s: XS1234567890 moodys_rating: Aaa price: 100 s_and_p_rating: AAA status: Priced tranche_name: Class A tranche_size: 400000000 weighted_average_life: 2.9 properties: benchmark: anyOf: - type: string - type: "null" description: Reference rate for a floating coupon. Null when not floating. title: Benchmark coupon: anyOf: - type: number - type: "null" description: Coupon rate, percent. Null when none. title: Coupon coupon_type: description: Coupon type, e.g. `Fixed`, `Floating`. title: Coupon Type type: string credit_enhancement: anyOf: - type: number - type: "null" description: Credit enhancement, percent. Null when not published. title: Credit Enhancement currency: description: ISO currency code of the tranche. title: Currency type: string dbrs_rating: anyOf: - type: string - type: "null" description: DBRS rating. Null when unrated. title: Dbrs Rating deal_code: description: Identifier of the deal this tranche belongs to, matching `deal_code` on `/v0/abf/deals`. Use it to join the two. title: Deal Code type: string discount_margin: anyOf: - type: number - type: "null" description: Discount margin over the benchmark, basis points. Null when none. title: Discount Margin fitch_rating: anyOf: - type: string - type: "null" description: Fitch rating. Null when unrated. title: Fitch Rating isin_144a: anyOf: - type: string - type: "null" description: Rule 144A ISIN. Null when the tranche has no 144A listing. title: Isin 144A isin_reg_s: anyOf: - type: string - type: "null" description: Reg S ISIN. Null when the tranche has no Reg S listing. title: Isin Reg S moodys_rating: anyOf: - type: string - type: "null" description: Moody's rating. Null when unrated. title: Moodys Rating other_rating: anyOf: - type: string - type: "null" description: Rating from an agency outside the four above. Null when none. title: Other Rating price: anyOf: - type: number - type: "null" description: Issue price. Null when not priced. title: Price s_and_p_rating: anyOf: - type: string - type: "null" description: S&P rating. Null when unrated. title: S And P Rating status: anyOf: - type: string - type: "null" description: Tranche status, e.g. `Priced`. Null when not yet set. title: Status tranche_name: description: Tranche name, e.g. `Class A`. title: Tranche Name type: string tranche_size: description: Size of the tranche. Amount in full currency units (not millions). title: Tranche Size type: number weighted_average_life: anyOf: - type: number - type: "null" description: Weighted average life (WAL), years. Null when not published. title: Weighted Average Life required: - deal_code - tranche_name - isin_reg_s - isin_144a - tranche_size - currency - coupon - coupon_type - benchmark - discount_margin - price - weighted_average_life - credit_enhancement - status - moodys_rating - s_and_p_rating - fitch_rating - dbrs_rating - other_rating title: AbfTranche type: object ValidationError: properties: ctx: title: Context type: object input: title: Input loc: items: anyOf: - type: string - type: integer title: Location type: array msg: title: Message type: string type: title: Error Type type: string required: - loc - msg - type title: ValidationError type: object securitySchemes: HTTPBearer: bearerFormat: JWT scheme: bearer type: http ```