quantlib-pricing

Binomial Bermudan

post/quantlib/pricing/binomial/bermudan

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/pricing/binomial/bermudan
  • Auth: API key in header X-API-Key

Request body

spotnumber required
strikenumber required
risk_free_ratenumber required
dividend_yieldnumber
volatilitynumber required
time_to_maturitynumber required
n_stepsinteger
option_typestring
exercise_datesnumber[] required
methodstring

Response

Successful Response

unknown required

Changes

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