---
title: "Cross Gamma"
method: POST
path: "/quantlib/risk/sensitivities/cross-gamma"
tags: ["quantlib-risk"]
---

# Cross Gamma

`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`

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

## Request body

- CrossGammaRequest
  - `S` number
  - `K` number
  - `T` number
  - `r` number
  - `sigma` number
  - `bump` number

## Response `200`

Successful Response

- unknown

## Other responses

- `422`: Validation Error

---

[API](https://skmtc.dev/fincept/apis/fincept-api.md) · [All operations](https://skmtc.dev/fincept/apis/fincept-api/llms.txt) · [OpenAPI document](https://skmtc.dev/fincept/apis/fincept-api/revisions/e9c0076ea55a?raw)