quantlib-models

Heston Mc

post/quantlib/models/heston/monte-carlo

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/models/heston/monte-carlo
  • Auth: API key in header X-API-Key

Request body

S0number required
v0number required
rnumber required
kappanumber required
thetanumber required
sigma_vnumber required
rhonumber required
strikenumber required
Tnumber required
option_typestring
n_pathsinteger
n_stepsinteger
seedinteger nullable

Response

Successful Response

unknown required

Changes

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