quantlib-stochastic

Ito Lemma

Apply Ito's lemma to a stochastic path - returns the drift and diffusion of f(X) for f(x,t)=x^2

post/quantlib/stochastic/theory/ito-lemma

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/stochastic/theory/ito-lemma
  • Auth: API key in header X-API-Key

Request body

pathnumber[] required
timesnumber[] required

Response

Successful Response

unknown required

Changes

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