Loss Given Default (LGD) Model
curl --request POST \
--url https://api.fincept.in/quantlib/ml/regression/lgd \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"X": [
[
80000,
1,
5000
],
[
120000,
0,
3000
],
[
50000,
1,
7000
]
],
"y": [
0.25,
0.65,
0.18
],
"predict_X": [
[
95000,
1,
4500
]
]
}
'import requests
url = "https://api.fincept.in/quantlib/ml/regression/lgd"
payload = {
"X": [[80000, 1, 5000], [120000, 0, 3000], [50000, 1, 7000]],
"y": [0.25, 0.65, 0.18],
"predict_X": [[95000, 1, 4500]]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
X: [[80000, 1, 5000], [120000, 0, 3000], [50000, 1, 7000]],
y: [0.25, 0.65, 0.18],
predict_X: [[95000, 1, 4500]]
})
};
fetch('https://api.fincept.in/quantlib/ml/regression/lgd', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/ml/regression/lgd",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'X' => [
[
80000,
1,
5000
],
[
120000,
0,
3000
],
[
50000,
1,
7000
]
],
'y' => [
0.25,
0.65,
0.18
],
'predict_X' => [
[
95000,
1,
4500
]
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/ml/regression/lgd"
payload := strings.NewReader("{\n \"X\": [\n [\n 80000,\n 1,\n 5000\n ],\n [\n 120000,\n 0,\n 3000\n ],\n [\n 50000,\n 1,\n 7000\n ]\n ],\n \"y\": [\n 0.25,\n 0.65,\n 0.18\n ],\n \"predict_X\": [\n [\n 95000,\n 1,\n 4500\n ]\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/ml/regression/lgd")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"X\": [\n [\n 80000,\n 1,\n 5000\n ],\n [\n 120000,\n 0,\n 3000\n ],\n [\n 50000,\n 1,\n 7000\n ]\n ],\n \"y\": [\n 0.25,\n 0.65,\n 0.18\n ],\n \"predict_X\": [\n [\n 95000,\n 1,\n 4500\n ]\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/regression/lgd")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"X\": [\n [\n 80000,\n 1,\n 5000\n ],\n [\n 120000,\n 0,\n 3000\n ],\n [\n 50000,\n 1,\n 7000\n ]\n ],\n \"y\": [\n 0.25,\n 0.65,\n 0.18\n ],\n \"predict_X\": [\n [\n 95000,\n 1,\n 4500\n ]\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"predictions": [
0.22
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-ml
Loss Given Default (LGD) Model
Beta regression model for Loss Given Default, bounded between 0 and 1. Essential for Basel IRB capital calculations and IFRS 9 expected credit loss estimation. Models the proportion of exposure lost when default occurs. [Tier: ENTERPRISE, Credits: 10]
POST
/
quantlib
/
ml
/
regression
/
lgd
Loss Given Default (LGD) Model
curl --request POST \
--url https://api.fincept.in/quantlib/ml/regression/lgd \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"X": [
[
80000,
1,
5000
],
[
120000,
0,
3000
],
[
50000,
1,
7000
]
],
"y": [
0.25,
0.65,
0.18
],
"predict_X": [
[
95000,
1,
4500
]
]
}
'import requests
url = "https://api.fincept.in/quantlib/ml/regression/lgd"
payload = {
"X": [[80000, 1, 5000], [120000, 0, 3000], [50000, 1, 7000]],
"y": [0.25, 0.65, 0.18],
"predict_X": [[95000, 1, 4500]]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
X: [[80000, 1, 5000], [120000, 0, 3000], [50000, 1, 7000]],
y: [0.25, 0.65, 0.18],
predict_X: [[95000, 1, 4500]]
})
};
fetch('https://api.fincept.in/quantlib/ml/regression/lgd', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/ml/regression/lgd",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'X' => [
[
80000,
1,
5000
],
[
120000,
0,
3000
],
[
50000,
1,
7000
]
],
'y' => [
0.25,
0.65,
0.18
],
'predict_X' => [
[
95000,
1,
4500
]
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/ml/regression/lgd"
payload := strings.NewReader("{\n \"X\": [\n [\n 80000,\n 1,\n 5000\n ],\n [\n 120000,\n 0,\n 3000\n ],\n [\n 50000,\n 1,\n 7000\n ]\n ],\n \"y\": [\n 0.25,\n 0.65,\n 0.18\n ],\n \"predict_X\": [\n [\n 95000,\n 1,\n 4500\n ]\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/ml/regression/lgd")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"X\": [\n [\n 80000,\n 1,\n 5000\n ],\n [\n 120000,\n 0,\n 3000\n ],\n [\n 50000,\n 1,\n 7000\n ]\n ],\n \"y\": [\n 0.25,\n 0.65,\n 0.18\n ],\n \"predict_X\": [\n [\n 95000,\n 1,\n 4500\n ]\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/regression/lgd")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"X\": [\n [\n 80000,\n 1,\n 5000\n ],\n [\n 120000,\n 0,\n 3000\n ],\n [\n 50000,\n 1,\n 7000\n ]\n ],\n \"y\": [\n 0.25,\n 0.65,\n 0.18\n ],\n \"predict_X\": [\n [\n 95000,\n 1,\n 4500\n ]\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"predictions": [
0.22
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Features (collateral value, seniority, recovery costs, etc.)
Example:
[
[80000, 1, 5000],
[120000, 0, 3000],
[50000, 1, 7000]
]
LGD values (0-1, proportion of loss)
Example:
[0.25, 0.65, 0.18]
Optional features for LGD prediction
Example:
[[95000, 1, 4500]]
⌘I
