quantlib-ml

Gp Curve Fit

Fit yield curve using Gaussian Process regression

post/quantlib/ml/gp/curve

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/ml/gp/curve
  • Auth: API key in header X-API-Key

Request body

tenorsnumber[] required
ratesnumber[] required
query_tenorsnumber[] required
length_scalenumber
noisenumber

Response

Successful Response

unknown required

Changes

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