quantlib-risk

Cross Gamma

Cross-gamma (mixed second-order sensitivities: spot vs vol)

post/quantlib/risk/sensitivities/cross-gamma

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/risk/sensitivities/cross-gamma
  • Auth: API key in header X-API-Key

Request body

Snumber
Knumber
Tnumber
rnumber
sigmanumber
bumpnumber

Response

Successful Response

unknown required

Changes

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