portfolio_credit_returns

The value ON THE CURVE of a CRA or CRI as its securitizer files it (catalog v71, #766): for each CETIP code (trimmed, upper-cased, a leading CRA- or CRI- stripped), the 13 month-ends p_end_month - 12 .. p_end_month from cvm_securit_serie, one row per (line, month), oldest first. The series is the one p_series / p_classes name (from portfolio_instruments) or the code’s only series in the window; two or more with none named is serie_ambigua. A month’s row is its informe (data_referencia = the month, the month-end value) at the highest versao. pu = valor_certificados / quantidade_certificados; paid_per_unit = (rendimentos + amortizacoes) / quantidade, NULL read as 0; factor = (pu + paid) / previous pu, 12 places, NULL on the first month or a flagged one: compound the 12 factors for the 12-month return. month_flag says why a month is unknown: serie_ambigua, mes_ausente, valor_invalido, quantidade_mudou, pu_repetido (the value of the month before carried over), queda_sem_evento_arquivado (the pu falls and nothing paid is filed: an unfiled coupon or amortization, never read as a loss), pagamento_acima_do_pu, pagamento_incompativel (a payment month whose return is outside 0.5 .. 1.5 times the median of the line’s months with no payment, or with fewer than 3 of them). A window with any flag has no return. rentabilidade is never read. It is the securitizer’s value on the curve, not a market price. At most 70 codes (13 rows each); otherwise RAISES 22023; one page, never trimmed.

Row cap. A window producing more than 1000 rows raises SQLSTATE 22023 naming this function. Nothing is trimmed to fit — PostgREST would silently cut the response at 1000 and a cut-short series is indistinguishable from one that simply ends. This function does not page — narrow the window instead.

POST /rpc/portfolio_credit_returns

portfolio_credit_returns

cURL

curl --request POST \
  --url https://zcjbtpxuhdekpwcxmepn.supabase.co/rest/v1/rpc/portfolio_credit_returns \
  --header 'Content-Type: application/json' \
  --header 'apikey: <api-key>' \
  --data '
{
  "p_codes": [
    "<string>"
  ],
  "p_end_month": "2023-12-25",
  "p_series": null,
  "p_classes": null
}
'

200

[
  {
    "line_no": 123,
    "input_code": "<string>",
    "code": "<string>",
    "numero_serie": 123,
    "classe": "<string>",
    "month": "2023-12-25",
    "data_referencia": "2023-12-25",
    "versao": 123,
    "quantidade_certificados": 123,
    "valor_certificados": 123,
    "rendimentos": 123,
    "amortizacoes": 123,
    "pu": 123,
    "paid_per_unit": 123,
    "factor": 123,
    "month_flag": "<string>",
    "taxa_juros": "<string>",
    "data_vencimento": "2023-12-25",
    "reason": "<string>"
  }
]

Authorizations

apikey · string · header · required

The publishable key (sb_publishable_…), on every request. It is NOT a JWT — sending it as Authorization: Bearer is rejected as an invalid JWT. It identifies the project, not you, and maps to the Postgres anon role.

Body

application/json

p_codes · (string | null)[] | null · required

p_end_month · string<date> | null · required

p_series · (integer<int32> | null)[] | null

Defaults to NULL::integer[].

p_classes · (string | null)[] | null

Defaults to NULL::text[].

Response

200

application/json

The result set, oldest first. An unknown id is an empty array, not a 404 and never a guessed value.

line_no · integer<int32> | null

input_code · string | null

code · string | null

numero_serie · integer<int32> | null

classe · string | null

month · string<date> | null

data_referencia · string<date> | null

versao · integer<int32> | null

quantidade_certificados · number | null

valor_certificados · number | null

rendimentos · number | null

amortizacoes · number | null

pu · number | null

paid_per_unit · number | null

factor · number | null

month_flag · string | null

taxa_juros · string | null

data_vencimento · string<date> | null

reason · string | null