quantlib-pricing

Black76 Swaption

post/quantlib/pricing/black76/swaption

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/black76/swaption
  • Auth: API key in header X-API-Key

Request body

forward_swap_ratenumber required
strikenumber required
annuitynumber required
volatilitynumber required
t_expirynumber required
is_payerboolean
notionalnumber

Response

Successful Response

unknown required

Changes

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