quantlib-risk

Full Greeks

Full Greeks calculation (delta, gamma, vega, theta, rho, vanna, volga)

post/quantlib/risk/sensitivities/greeks

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/greeks
  • Auth: API key in header X-API-Key

Request body

Snumber
Knumber
Tnumber
rnumber
sigmanumber
qnumber

Response

Successful Response

unknown required

Changes

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