quantlib-solver

Convexity Adj

Calculate convexity adjustment for futures/forward rates

post/quantlib/solver/finance/convexity-adjustment

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/finance/convexity-adjustment
  • Auth: API key in header X-API-Key

Request body

forward_ratenumber required
volatilitynumber required
t1number required
t2number required
modelstring
mean_reversionnumber

Response

Successful Response

unknown required

Changes

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