quantlib-instruments

Irs Dv01

post/quantlib/instruments/swap/irs/dv01

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/swap/irs/dv01
  • Auth: API key in header X-API-Key

Request body

effective_datestring required
maturity_datestring required
notionalnumber required
fixed_ratenumber required
frequencyinteger
day_countstring
curve_tenorsnumber[] required
curve_ratesnumber[] required
reference_datestring required
swap_typestring

Response

Successful Response

unknown required

Changes

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