quantlib-curves

Cross Currency Basis

Build cross-currency basis curve and query basis spreads

post/quantlib/curves/cross-currency-basis

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/curves/cross-currency-basis
  • Auth: API key in header X-API-Key

Request body

reference_datestring required
domestic_currencystring required
foreign_currencystring required
tenorsnumber[] required
basis_spreads_bpsnumber[] required
query_tenorsnumber[] required

Response

Successful Response

unknown required

Changes

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