Fincept Terminal Quantlib Volatility API
The quantlib-volatility API from Fincept Terminal — 14 operation(s) for quantlib-volatility.
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OpenAPI Specification
openapi: 3.2.0
info:
title: Fincept In Quantlib Volatility API
version: 3.0.0
description: 'Operations tagged quantlib-volatility 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-volatility
paths:
/quantlib/volatility/surface/flat:
post:
tags:
- quantlib-volatility
summary: Flat Volatility
operationId: flat_volatility_quantlib_volatility_surface_flat_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/FlatVolRequest'
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/volatility/surface/term-structure:
post:
tags:
- quantlib-volatility
summary: Term Structure Vol
operationId: term_structure_vol_quantlib_volatility_surface_term_structure_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/TermStructureVolRequest'
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/volatility/surface/grid:
post:
tags:
- quantlib-volatility
summary: Surface Grid Query
operationId: surface_grid_query_quantlib_volatility_surface_grid_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SurfaceGridRequest'
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/volatility/surface/smile:
post:
tags:
- quantlib-volatility
summary: Surface Smile
operationId: surface_smile_quantlib_volatility_surface_smile_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SmileRequest'
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/volatility/surface/total-variance:
post:
tags:
- quantlib-volatility
summary: Surface Total Variance
operationId: surface_total_variance_quantlib_volatility_surface_total_variance_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/TotalVarianceRequest'
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/volatility/surface/from-points:
post:
tags:
- quantlib-volatility
summary: Surface From Points
operationId: surface_from_points_quantlib_volatility_surface_from_points_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SurfaceFromPointsRequest'
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/volatility/sabr/implied-vol:
post:
tags:
- quantlib-volatility
summary: Sabr Implied Vol
operationId: sabr_implied_vol_quantlib_volatility_sabr_implied_vol_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SABRVolRequest'
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/volatility/sabr/normal-vol:
post:
tags:
- quantlib-volatility
summary: Sabr Normal Vol
operationId: sabr_normal_vol_quantlib_volatility_sabr_normal_vol_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SABRNormalVolRequest'
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/volatility/sabr/smile:
post:
tags:
- quantlib-volatility
summary: Sabr Smile
operationId: sabr_smile_quantlib_volatility_sabr_smile_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SABRSmileRequest'
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/volatility/sabr/calibrate:
post:
tags:
- quantlib-volatility
summary: Sabr Calibrate
operationId: sabr_calibrate_quantlib_volatility_sabr_calibrate_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SABRCalibrateRequest'
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/volatility/sabr/density:
post:
tags:
- quantlib-volatility
summary: Sabr Density
operationId: sabr_density_quantlib_volatility_sabr_density_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SABRDensityRequest'
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/volatility/sabr/dynamics:
post:
tags:
- quantlib-volatility
summary: Sabr Dynamics
operationId: sabr_dynamics_quantlib_volatility_sabr_dynamics_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/SABRDynamicsRequest'
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/volatility/local-vol/constant:
post:
tags:
- quantlib-volatility
summary: Local Vol Constant
operationId: local_vol_constant_quantlib_volatility_local_vol_constant_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/LocalVolConstRequest'
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/volatility/local-vol/implied-to-local:
post:
tags:
- quantlib-volatility
summary: Implied To Local
operationId: implied_to_local_quantlib_volatility_local_vol_implied_to_local_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/ImpliedToLocalRequest'
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:
LocalVolConstRequest:
properties:
volatility:
type: number
title: Volatility
spot:
type: number
title: Spot
time:
type: number
title: Time
type: object
required:
- volatility
- spot
- time
title: LocalVolConstRequest
SABRDynamicsRequest:
properties:
forward:
type: number
title: Forward
expiry:
type: number
title: Expiry
alpha:
type: number
title: Alpha
beta:
type: number
title: Beta
rho:
type: number
title: Rho
nu:
type: number
title: Nu
strike:
type: number
title: Strike
forward_shift:
type: number
title: Forward Shift
default: 0.01
type: object
required:
- forward
- expiry
- alpha
- beta
- rho
- nu
- strike
title: SABRDynamicsRequest
SABRSmileRequest:
properties:
forward:
type: number
title: Forward
expiry:
type: number
title: Expiry
alpha:
type: number
title: Alpha
beta:
type: number
title: Beta
rho:
type: number
title: Rho
nu:
type: number
title: Nu
strikes:
items:
type: number
type: array
title: Strikes
type: object
required:
- forward
- expiry
- alpha
- beta
- rho
- nu
- strikes
title: SABRSmileRequest
SmileRequest:
properties:
expiries:
items:
type: number
type: array
title: Expiries
strikes:
items:
type: number
type: array
title: Strikes
vol_matrix:
items:
items:
type: number
type: array
type: array
title: Vol Matrix
query_expiry:
type: number
title: Query Expiry
query_strikes:
items:
type: number
type: array
title: Query Strikes
type: object
required:
- expiries
- strikes
- vol_matrix
- query_expiry
- query_strikes
title: SmileRequest
SABRCalibrateRequest:
properties:
forward:
type: number
title: Forward
expiry:
type: number
title: Expiry
strikes:
items:
type: number
type: array
title: Strikes
market_vols:
items:
type: number
type: array
title: Market Vols
beta:
anyOf:
- type: number
- type: 'null'
title: Beta
weights:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Weights
method:
type: string
title: Method
default: least_squares
type: object
required:
- forward
- expiry
- strikes
- market_vols
title: SABRCalibrateRequest
FlatVolRequest:
properties:
volatility:
type: number
title: Volatility
query_expiry:
type: number
title: Query Expiry
query_strike:
type: number
title: Query Strike
type: object
required:
- volatility
- query_expiry
- query_strike
title: FlatVolRequest
SurfaceFromPointsRequest:
properties:
tenors:
items:
type: number
type: array
title: Tenors
strikes:
items:
type: number
type: array
title: Strikes
vols:
items:
type: number
type: array
title: Vols
forwards:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Forwards
expiry_grid:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Expiry Grid
strike_grid:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Strike Grid
type: object
required:
- tenors
- strikes
- vols
title: SurfaceFromPointsRequest
HTTPValidationError:
properties:
detail:
items:
$ref: '#/components/schemas/ValidationError'
type: array
title: Detail
type: object
title: HTTPValidationError
ImpliedToLocalRequest:
properties:
spot:
type: number
title: Spot
rate:
type: number
title: Rate
strike:
type: number
title: Strike
expiry:
type: number
title: Expiry
implied_vol:
type: number
title: Implied Vol
dk:
type: number
title: Dk
default: 0.01
dt:
type: number
title: Dt
default: 0.01
type: object
required:
- spot
- rate
- strike
- expiry
- implied_vol
title: ImpliedToLocalRequest
TermStructureVolRequest:
properties:
expiries:
items:
type: number
type: array
title: Expiries
volatilities:
items:
type: number
type: array
title: Volatilities
query_expiry:
type: number
title: Query Expiry
type: object
required:
- expiries
- volatilities
- query_expiry
title: TermStructureVolRequest
SABRVolRequest:
properties:
forward:
type: number
title: Forward
strike:
type: number
title: Strike
expiry:
type: number
title: Expiry
alpha:
type: number
title: Alpha
beta:
type: number
title: Beta
rho:
type: number
title: Rho
nu:
type: number
title: Nu
type: object
required:
- forward
- strike
- expiry
- alpha
- beta
- rho
- nu
title: SABRVolRequest
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
SABRDensityRequest:
properties:
forward:
type: number
title: Forward
expiry:
type: number
title: Expiry
alpha:
type: number
title: Alpha
beta:
type: number
title: Beta
rho:
type: number
title: Rho
nu:
type: number
title: Nu
strikes:
items:
type: number
type: array
title: Strikes
type: object
required:
- forward
- expiry
- alpha
- beta
- rho
- nu
- strikes
title: SABRDensityRequest
SABRNormalVolRequest:
properties:
forward:
type: number
title: Forward
strike:
type: number
title: Strike
expiry:
type: number
title: Expiry
alpha:
type: number
title: Alpha
beta:
type: number
title: Beta
rho:
type: number
title: Rho
nu:
type: number
title: Nu
type: object
required:
- forward
- strike
- expiry
- alpha
- beta
- rho
- nu
title: SABRNormalVolRequest
TotalVarianceRequest:
properties:
expiries:
items:
type: number
type: array
title: Expiries
strikes:
items:
type: number
type: array
title: Strikes
vol_matrix:
items:
items:
type: number
type: array
type: array
title: Vol Matrix
query_expiry:
type: number
title: Query Expiry
query_strike:
type: number
title: Query Strike
type: object
required:
- expiries
- strikes
- vol_matrix
- query_expiry
- query_strike
title: TotalVarianceRequest
SurfaceGridRequest:
properties:
expiries:
items:
type: number
type: array
title: Expiries
strikes:
items:
type: number
type: array
title: Strikes
vol_matrix:
items:
items:
type: number
type: array
type: array
title: Vol Matrix
query_expiry:
type: number
title: Query Expiry
query_strike:
type: number
title: Query Strike
type: object
required:
- expiries
- strikes
- vol_matrix
- query_expiry
- query_strike
title: SurfaceGridRequest
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)