Fincept Terminal

Fincept Terminal Quantlib Models API

The quantlib-models API from Fincept Terminal — 14 operation(s) for quantlib-models.

GitHub OpenAPI

Operations 14

POST /quantlib/models/short-rate/bond-price Short Rate Bond #
POST /quantlib/models/short-rate/yield-curve Short Rate Yield #
POST /quantlib/models/short-rate/monte-carlo Short Rate Mc #
POST /quantlib/models/short-rate/bond-option Short Rate Bond Option #
POST /quantlib/models/hull-white/calibrate Hw Calibrate #
POST /quantlib/models/heston/price Heston Price #
POST /quantlib/models/heston/implied-vol Heston Iv #
POST /quantlib/models/heston/monte-carlo Heston Mc #
POST /quantlib/models/merton/price Merton Price #
POST /quantlib/models/merton/fft Merton Fft #
POST /quantlib/models/kou/price Kou Price #
POST /quantlib/models/variance-gamma/price Vg Price #
POST /quantlib/models/dupire/price Dupire Price #
POST /quantlib/models/svi/calibrate Svi Calibrate #

Specifications

⚙
OpenAPI
https://artifacts.apis.io/fincept-in/openapi/fincept-in-quantlib-models-api-openapi.yml

Schemas & Data

📊
JSONSchema
https://artifacts.apis.io/fincept-in/json-schema/fincept-in-heston-mcrequest-schema.json
📊
JSONSchema
https://artifacts.apis.io/fincept-in/json-schema/fincept-in-short-rate-mcrequest-schema.json
📊
JSONSchema
https://artifacts.apis.io/fincept-in/json-schema/fincept-in-dupire-request-schema.json
📊
JSONSchema
https://artifacts.apis.io/fincept-in/json-schema/fincept-in-heston-model-request-schema.json
📊
JSONSchema
https://artifacts.apis.io/fincept-in/json-schema/fincept-in-kou-model-request-schema.json
📊
JSONSchema
https://artifacts.apis.io/fincept-in/json-schema/fincept-in-quantlib-api-models-merton-model-request-schema.json

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OpenAPI Specification

fincept-in-quantlib-models-api-openapi.yml Raw ↑ 
openapi: 3.2.0
info:
  title: Fincept In Quantlib Models API
  version: 3.0.0
  description: 'Operations tagged quantlib-models across 2 of this provider''s published API definitions: fincept-in-openapi.json, fincept-in-openapi.json. Each path carries the servers of the definition it was published in.'
tags:
- name: quantlib-models
paths:
  /quantlib/models/short-rate/bond-price:
    post:
      tags:
      - quantlib-models
      summary: Short Rate Bond
      operationId: short_rate_bond_quantlib_models_short_rate_bond_price_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ShortRateBondRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/short-rate/yield-curve:
    post:
      tags:
      - quantlib-models
      summary: Short Rate Yield
      operationId: short_rate_yield_quantlib_models_short_rate_yield_curve_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ShortRateBondRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/short-rate/monte-carlo:
    post:
      tags:
      - quantlib-models
      summary: Short Rate Mc
      operationId: short_rate_mc_quantlib_models_short_rate_monte_carlo_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ShortRateMCRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/short-rate/bond-option:
    post:
      tags:
      - quantlib-models
      summary: Short Rate Bond Option
      operationId: short_rate_bond_option_quantlib_models_short_rate_bond_option_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ShortRateRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/hull-white/calibrate:
    post:
      tags:
      - quantlib-models
      summary: Hw Calibrate
      operationId: hw_calibrate_quantlib_models_hull_white_calibrate_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/HWCalibRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/heston/price:
    post:
      tags:
      - quantlib-models
      summary: Heston Price
      operationId: heston_price_quantlib_models_heston_price_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/HestonModelRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/heston/implied-vol:
    post:
      tags:
      - quantlib-models
      summary: Heston Iv
      operationId: heston_iv_quantlib_models_heston_implied_vol_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/HestonModelRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/heston/monte-carlo:
    post:
      tags:
      - quantlib-models
      summary: Heston Mc
      operationId: heston_mc_quantlib_models_heston_monte_carlo_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/HestonMCRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/merton/price:
    post:
      tags:
      - quantlib-models
      summary: Merton Price
      operationId: merton_price_quantlib_models_merton_price_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/quantlib_api__models__MertonModelRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/merton/fft:
    post:
      tags:
      - quantlib-models
      summary: Merton Fft
      operationId: merton_fft_quantlib_models_merton_fft_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/quantlib_api__models__MertonModelRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/kou/price:
    post:
      tags:
      - quantlib-models
      summary: Kou Price
      operationId: kou_price_quantlib_models_kou_price_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/KouModelRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/variance-gamma/price:
    post:
      tags:
      - quantlib-models
      summary: Vg Price
      operationId: vg_price_quantlib_models_variance_gamma_price_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/VGModelRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/dupire/price:
    post:
      tags:
      - quantlib-models
      summary: Dupire Price
      operationId: dupire_price_quantlib_models_dupire_price_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/DupireRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
  /quantlib/models/svi/calibrate:
    post:
      tags:
      - quantlib-models
      summary: Svi Calibrate
      operationId: svi_calibrate_quantlib_models_svi_calibrate_post
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/SVIRequest'
        required: true
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '422':
          description: Validation Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HTTPValidationError'
      security:
      - APIKeyHeader: []
components:
  schemas:
    HWCalibRequest:
      properties:
        kappa:
          type: number
          title: Kappa
          default: 0.1
        sigma:
          type: number
          title: Sigma
          default: 0.01
        r0:
          type: number
          title: R0
          default: 0.03
        market_tenors:
          items:
            type: number
          type: array
          title: Market Tenors
        market_rates:
          items:
            type: number
          type: array
          title: Market Rates
      type: object
      required:
      - market_tenors
      - market_rates
      title: HWCalibRequest
    VGModelRequest:
      properties:
        S:
          type: number
          title: S
        K:
          type: number
          title: K
        T:
          type: number
          title: T
        r:
          type: number
          title: R
        sigma:
          type: number
          title: Sigma
        theta_vg:
          type: number
          title: Theta Vg
        nu:
          type: number
          title: Nu
        q:
          type: number
          title: Q
          default: 0.0
      type: object
      required:
      - S
      - K
      - T
      - r
      - sigma
      - theta_vg
      - nu
      title: VGModelRequest
    ShortRateMCRequest:
      properties:
        model:
          type: string
          title: Model
          default: vasicek
        kappa:
          type: number
          title: Kappa
          default: 0.1
        theta:
          type: number
          title: Theta
          default: 0.05
        sigma:
          type: number
          title: Sigma
          default: 0.01
        r0:
          type: number
          title: R0
          default: 0.03
        T:
          type: number
          title: T
          default: 1.0
        n_steps:
          type: integer
          maximum: 10000.0
          minimum: 1.0
          title: N Steps
          default: 252
        n_paths:
          type: integer
          maximum: 100000.0
          minimum: 1.0
          title: N Paths
          default: 100
        seed:
          anyOf:
          - type: integer
          - type: 'null'
          title: Seed
      type: object
      title: ShortRateMCRequest
    ShortRateBondRequest:
      properties:
        model:
          type: string
          title: Model
          default: vasicek
        kappa:
          type: number
          title: Kappa
          default: 0.1
        theta:
          type: number
          title: Theta
          default: 0.05
        sigma:
          type: number
          title: Sigma
          default: 0.01
        r0:
          type: number
          title: R0
          default: 0.03
        maturities:
          items:
            type: number
          type: array
          title: Maturities
      type: object
      required:
      - maturities
      title: ShortRateBondRequest
    HTTPValidationError:
      properties:
        detail:
          items:
            $ref: '#/components/schemas/ValidationError'
          type: array
          title: Detail
      type: object
      title: HTTPValidationError
    KouModelRequest:
      properties:
        S:
          type: number
          title: S
        K:
          type: number
          title: K
        T:
          type: number
          title: T
        r:
          type: number
          title: R
        sigma:
          type: number
          title: Sigma
        lambda_jump:
          type: number
          title: Lambda Jump
        p:
          type: number
          title: P
        eta1:
          type: number
          title: Eta1
        eta2:
          type: number
          title: Eta2
        q:
          type: number
          title: Q
          default: 0.0
      type: object
      required:
      - S
      - K
      - T
      - r
      - sigma
      - lambda_jump
      - p
      - eta1
      - eta2
      title: KouModelRequest
    SVIRequest:
      properties:
        strikes:
          items:
            type: number
          type: array
          title: Strikes
        market_vols:
          items:
            type: number
          type: array
          title: Market Vols
        forward:
          type: number
          title: Forward
        T:
          type: number
          title: T
      type: object
      required:
      - strikes
      - market_vols
      - forward
      - T
      title: SVIRequest
    HestonMCRequest:
      properties:
        S0:
          type: number
          title: S0
        v0:
          type: number
          title: V0
        r:
          type: number
          title: R
        kappa:
          type: number
          title: Kappa
        theta:
          type: number
          title: Theta
        sigma_v:
          type: number
          title: Sigma V
        rho:
          type: number
          title: Rho
        strike:
          type: number
          title: Strike
        T:
          type: number
          title: T
        option_type:
          type: string
          title: Option Type
          default: call
        n_paths:
          type: integer
          maximum: 100000.0
          minimum: 1.0
          title: N Paths
          default: 10000
        n_steps:
          type: integer
          maximum: 10000.0
          minimum: 1.0
          title: N Steps
          default: 252
        seed:
          anyOf:
          - type: integer
          - type: 'null'
          title: Seed
      type: object
      required:
      - S0
      - v0
      - r
      - kappa
      - theta
      - sigma_v
      - rho
      - strike
      - T
      title: HestonMCRequest
    HestonModelRequest:
      properties:
        S0:
          type: number
          title: S0
        v0:
          type: number
          title: V0
        r:
          type: number
          title: R
        kappa:
          type: number
          title: Kappa
        theta:
          type: number
          title: Theta
        sigma_v:
          type: number
          title: Sigma V
        rho:
          type: number
          title: Rho
        strike:
          type: number
          title: Strike
        T:
          type: number
          title: T
        option_type:
          type: string
          title: Option Type
          default: call
      type: object
      required:
      - S0
      - v0
      - r
      - kappa
      - theta
      - sigma_v
      - rho
      - strike
      - T
      title: HestonModelRequest
    ValidationError:
      properties:
        loc:
          items:
            anyOf:
            - type: string
            - type: integer
          type: array
          title: Location
        msg:
          type: string
          title: Message
        type:
          type: string
          title: Error Type
      type: object
      required:
      - loc
      - msg
      - type
      title: ValidationError
    quantlib_api__models__MertonModelRequest:
      properties:
        S:
          type: number
          title: S
        K:
          type: number
          title: K
        T:
          type: number
          title: T
        r:
          type: number
          title: R
        sigma:
          type: number
          title: Sigma
        lambda_jump:
          type: number
          title: Lambda Jump
        mu_jump:
          type: number
          title: Mu Jump
        sigma_jump:
          type: number
          title: Sigma Jump
        q:
          type: number
          title: Q
          default: 0.0
      type: object
      required:
      - S
      - K
      - T
      - r
      - sigma
      - lambda_jump
      - mu_jump
      - sigma_jump
      title: MertonModelRequest
    ShortRateRequest:
      properties:
        model:
          type: string
          title: Model
          default: vasicek
        kappa:
          type: number
          title: Kappa
          default: 0.1
        theta:
          type: number
          title: Theta
          default: 0.05
        sigma:
          type: number
          title: Sigma
          default: 0.01
        r0:
          type: number
          title: R0
          default: 0.03
        T:
          type: number
          title: T
          default: 1.0
      type: object
      title: ShortRateRequest
    DupireRequest:
      properties:
        spot:
          type: number
          title: Spot
        r:
          type: number
          title: R
          default: 0.0
        q:
          type: number
          title: Q
          default: 0.0
        sigma:
          type: number
          title: Sigma
          default: 0.2
        strike:
          type: number
          title: Strike
        T:
          type: number
          title: T
        option_type:
          type: string
          title: Option Type
          default: call
        n_paths:
          type: integer
          maximum: 100000.0
          minimum: 1.0
          title: N Paths
          default: 20000
        n_steps:
          type: integer
          maximum: 10000.0
          minimum: 1.0
          title: N Steps
          default: 100
      type: object
      required:
      - spot
      - strike
      - T
      title: DupireRequest
  securitySchemes:
    APIKeyHeader:
      type: apiKey
      in: header
      name: X-API-Key
x-refined-from:
- fincept-in-openapi.json
- fincept-in-openapi.json
x-provenance:
  method: harvested
  publisher: Fincept Terminal
  source: https://api.fincept.in/openapi.json
  note: split by refine-openapis from the provider's own published document, verified by fetch (openapi/_original/*.fetch.json);
    stamped by stamp-openapi-provenance.py (roadmap#793)