quantlib-solver

Calibrate Vasicek

Calibrate Vasicek short rate model to zero rate curve

post/quantlib/solver/calibration/vasicek

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/solver/calibration/vasicek
  • Auth: API key in header X-API-Key

Request body

zero_ratesnumber[] required
timesnumber[] required
initial_anumber
initial_bnumber
initial_sigmanumber

Response

Successful Response

unknown required

Changes

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