quantlib-instruments

Volatility Swap

post/quantlib/instruments/equity/volatility-swap

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/instruments/equity/volatility-swap
  • Auth: API key in header X-API-Key

Request body

strike_volnumber required
realized_returnsnumber[] required
notionalnumber required
annualization_factornumber

Response

Successful Response

unknown required

Changes

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