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POST
Hull-White Model Calibration

Authorizations

X-API-Key
string
header
required

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

Body

application/json
market_tenors
number[]
required

Array of market rate tenors in years (e.g., [0.5, 1, 2, 5, 10])

market_rates
number[]
required

Corresponding market rates (yields) for each tenor, annualized

kappa
number
default:0.1

Mean reversion speed parameter (fixed during calibration)

sigma
number
default:0.01

Volatility parameter (fixed during calibration)

r0
number
default:0.03

Initial short rate

Response

Successfully calibrated Hull-White model

success
boolean
Example:

true

data
object
Example: