quantlib-analysis

Merton Model

Merton structural credit model (distance to default, PD)

post/quantlib/analysis/valuation/credit/merton-model

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/analysis/valuation/credit/merton-model
  • Auth: API key in header X-API-Key

Request body

equity_valuenumber required
debt_facenumber required
risk_free_ratenumber required
equity_volatilitynumber required
maturitynumber

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.