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POST
/
quantlib
/
models
/
short-rate
/
monte-carlo
Short Rate Monte Carlo Simulation
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/models/short-rate/monte-carlo \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "model": "hull_white",
  "kappa": 0.18,
  "theta": 0.045,
  "sigma": 0.01,
  "r0": 0.035,
  "T": 2,
  "n_steps": 504,
  "n_paths": 10000,
  "seed": 42
}
'
{
  "success": true,
  "data": {
    "model": "hull_white",
    "n_paths": 10000,
    "mean_terminal_rate": 0.0448,
    "min_terminal": 0.0012,
    "max_terminal": 0.0921
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://finceptbackend.share.zrok.io/auth/register

Body

application/json
​
model
enum<string>
default:vasicek

Short rate model for path simulation

Available options:
vasicek,
cir,
hull_white
​
kappa
number
default:0.1

Mean reversion speed

​
theta
number
default:0.05

Long-term mean rate

​
sigma
number
default:0.01

Rate volatility

​
r0
number
default:0.03

Initial short rate

​
T
number
default:1

Simulation horizon in years

​
n_steps
integer
default:252

Number of time steps (e.g., 252 for daily steps in one year)

​
n_paths
integer
default:100

Number of Monte Carlo paths to simulate. More paths = higher accuracy but slower computation

​
seed
integer | null

Random seed for reproducibility. Leave null for random results

Response

Successfully simulated rate paths

​
success
boolean
Example:

true

​
data
object
Example:
{
  "model": "hull_white",
  "n_paths": 10000,
  "mean_terminal_rate": 0.0448,
  "min_terminal": 0.0012,
  "max_terminal": 0.0921
}