Fincept Terminal · Schema
MertonModelRequest
CompanyFinancial DataMarket DataResearchAnalyticsQuantBacktestingPortfolio ManagementMCPAI Agents
Properties
| Name | Type | Description |
|---|---|---|
| S | number | |
| K | number | |
| T | number | |
| r | number | |
| sigma | number | |
| lambda_jump | number | |
| mu_jump | number | |
| sigma_jump | number | |
| q | number |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "https://artifacts.apis.io/fincept-in/json-schema/fincept-in-quantlib-api-models-merton-model-request-schema.json",
"title": "MertonModelRequest",
"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/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"
]
}
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