quantlib-pricing

Kirk Spread Price

post/quantlib/pricing/kirk/spread-price

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/kirk/spread-price
  • Auth: API key in header X-API-Key

Request body

F1number required
F2number required
strikenumber required
risk_free_ratenumber required
sigma1number required
sigma2number required
rhonumber required
time_to_maturitynumber required
option_typestring

Response

Successful Response

unknown required

Changes

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