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POST
Heston Monte Carlo Option Pricing

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
S0
number
required

Current asset price

v0
number
required

Initial variance

r
number
required

Risk-free rate (annualized)

kappa
number
required

Variance mean reversion speed

theta
number
required

Long-term variance

sigma_v
number
required

Volatility of variance

rho
number
required

Stock-variance correlation

strike
number
required

Option strike price

T
number
required

Time to maturity in years

option_type
enum<string>
default:call

Option type

Available options:
call,
put
n_paths
integer
default:10000

Number of Monte Carlo paths. More paths = higher accuracy. Recommended: 10000+

n_steps
integer
default:252

Time steps per path (e.g., 252 for daily steps in 1 year)

seed
integer | null

Random seed for reproducibility

Response

Successfully simulated Heston option price

success
boolean
Example:

true

data
object
Example: