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POST
Merton Model FFT 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
S
number
required

Current stock price

K
number
required

Reference strike price (FFT computes prices for a range around this)

T
number
required

Time to maturity in years

r
number
required

Risk-free rate

sigma
number
required

Diffusion volatility

lambda_jump
number
required

Jump intensity

mu_jump
number
required

Mean log-jump size

sigma_jump
number
required

Jump size volatility

q
number
default:0

Dividend yield

Response

Successfully computed FFT option prices

success
boolean
Example:

true

data
object
Example: