quantlib-solver

Fwd Fut Conv

Convert between forward and futures rates (with convexity adjustment)

post/quantlib/solver/finance/forward-futures-conversion

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/forward-futures-conversion
  • Auth: API key in header X-API-Key

Request body

ratenumber required
volatilitynumber required
t1number required
t2number required
directionstring
modelstring
mean_reversionnumber

Response

Successful Response

unknown required

Changes

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