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Some of the most useful series are not published anywhere. They are computed from inputs that are, and every one is marked sourceTier: "financialdatapi_derived" so it is never mistaken for a publisher’s own figure.

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What is computed

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Calling it

Identical to any other series. There is no separate endpoint, because a derived series is an observation like any other.
To see only publisher figures, filter on tier:

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Inherited constraints

A derived series is only as good as its inputs, and it inherits their limits rather than smoothing over them. Availability. A real policy rate needs both a policy rate and a CPI print. Where either is missing, the derived series is missing too, not estimated. Timing. The derived row is dated to the later of its inputs. A real rate combining a daily policy rate with a monthly CPI moves at monthly frequency. Revisions. When an input is revised, the derived series is recomputed. Store releaseDate for point in time work.
Eligibility for derived series is assessed on the derived row itself, not inherited from its inputs. A derived row built from stale inputs is marked stale.