quantlib-volatility

Sabr Calibrate

post/quantlib/volatility/sabr/calibrate

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/volatility/sabr/calibrate
  • Auth: API key in header X-API-Key

Request body

forwardnumber required
expirynumber required
strikesnumber[] required
market_volsnumber[] required
betanumber nullable
weightsnumber[] nullable
methodstring

Response

Successful Response

unknown required

Changes

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