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Fincept API

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What is Fincept?

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FinceptQuantLib

• 18 specialized modules covering the complete financial engineering spectrum
• 497+ endpoints for derivatives pricing, risk management, and portfolio analytics
• Professional-grade calculations used by financial institutions worldwide
• Real-time market data integration for live pricing and risk metrics

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What Can You Build?

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Derivatives & Options

• Price exotic options using advanced models (Black-Scholes, Heston, Monte Carlo)
• Calculate Greeks for risk management (Delta, Gamma, Vega, Theta, Rho)
• Value structured products and custom payoffs
• Model interest rate derivatives (swaps, caps, floors, swaptions)

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Fixed Income & Curves

• Build and calibrate yield curves (Nelson-Siegel, cubic splines)
• Price bonds with embedded options
• Analyze duration, convexity, and key rate durations
• Model credit spreads and default probabilities

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Risk Management

• Calculate Value at Risk (VaR) using parametric and historical methods
• Compute Credit Valuation Adjustment (CVA) and other xVA metrics
• Run stress tests and scenario analysis
• Measure portfolio risk and correlation

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Portfolio Analytics

• Optimize portfolios using mean-variance, Black-Litterman, and risk parity
• Calculate efficient frontiers and optimal asset allocation
• Analyze performance attribution and factor exposures
• Backtest trading strategies with realistic market data

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Regulatory Compliance

• Basel III capital calculations (SA-CCR, CEM, IMM)
• FRTB sensitivities and risk metrics
• Regulatory reporting and compliance checks
• Model validation and stress testing frameworks

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Machine Learning & Physics

• Apply ML models to financial data (neural networks, random forests)
• Use quantum-inspired algorithms for optimization
• Implement advanced statistical methods
• Leverage physics-based models for market dynamics

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How It Works

# 1. Register and get your API key
curl -X POST https://finceptbackend.share.zrok.io/auth/register \
  -H "Content-Type: application/json" \
  -d '{
    "username": "yourname",
    "email": "[email protected]",
    "password": "SecurePass123!"
  }'

# 2. Price a European call option
curl -X POST https://finceptbackend.share.zrok.io/quantlib/pricing/black-scholes \
  -H "X-API-Key: fk_user_your_key" \
  -H "Content-Type: application/json" \
  -d '{
    "spot": 100,
    "strike": 105,
    "rate": 0.05,
    "volatility": 0.2,
    "time_to_maturity": 0.25,
    "option_type": "call"
  }'

# 3. Get results instantly
{
  "success": true,
  "data": {
    "price": 2.456,
    "delta": 0.543,
    "gamma": 0.028,
    "vega": 0.156,
    "theta": -0.012,
    "rho": 0.089
  }
}

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Key Features

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No Installation Required

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Credit-Based Pricing

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Tiered Access

• Free Tier: Core functionality and scheduling (51+ endpoints)
• Basic Tier: Statistics, numerical methods, solvers (103+ endpoints)
• Standard Tier: Pricing, curves, instruments (155+ endpoints)
• Pro Tier: Advanced models, ML, regulatory (188+ endpoints)

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API-First Design

• RESTful architecture with consistent JSON responses
• Comprehensive OpenAPI documentation
• Interactive API playground
• Code examples in multiple languages

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Enterprise Ready

• High availability with 99.9% uptime SLA
• Scalable infrastructure handling millions of requests
• Secure authentication with API key management
• Usage analytics and monitoring

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Real-World Applications

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Hedge Funds & Asset Managers

• Price complex derivatives portfolios
• Calculate risk metrics for regulatory reporting
• Optimize asset allocation strategies
• Backtest trading algorithms

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Banks & Financial Institutions

• Value structured products for client offerings
• Compute CVA/DVA for counterparty risk
• Model interest rate and FX derivatives
• Perform stress testing and scenario analysis

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Fintech & Trading Platforms

• Integrate options pricing into trading apps
• Provide real-time Greeks to traders
• Build portfolio analytics dashboards
• Offer risk management tools to clients

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Researchers & Academics

• Test new pricing models and algorithms
• Validate theoretical results with production-grade code
• Analyze market data and financial phenomena
• Teach quantitative finance courses

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Available Modules

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Getting Started

1. Quickstart Guide - Get up and running in 5 minutes
2. Authentication - Learn about API keys and security
3. Pricing - Understand credit costs and subscription plans
4. QuantLib Overview - Explore modules and capabilities
5. API Reference - Browse complete endpoint documentation

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Support

• Documentation: Comprehensive guides and API reference
• Email Support: [email protected]
• GitHub: Report issues and request features
• Community: Join our Discord for discussions

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Base URL

https://finceptbackend.share.zrok.io

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Response Format

{
  "success": true,
  "message": "Operation completed successfully",
  "data": {
    // Response data specific to each endpoint
  }
}

{
  "success": false,
  "message": "Insufficient credits",
  "detail": "Required: 2 credits, Available: 0.5 credits"
}

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Next Steps