DupireRequest

CompanyFinancial DataMarket DataResearchAnalyticsQuantBacktestingPortfolio ManagementMCPAI Agents

Properties

Name	Type	Description
spot	number
r	number
q	number
sigma	number
strike	number
T	number
option_type	string
n_paths	integer
n_steps	integer

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://artifacts.apis.io/fincept-in/json-schema/fincept-in-dupire-request-schema.json",
  "title": "DupireRequest",
  "x-generated": "2026-11-10",
  "x-method": "derived",
  "x-generator": "derive-json-schema.py",
  "x-source": "openapi/fincept-in-quantlib-models-api-openapi.yml#/components/schemas/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"
  ]
}

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