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POST
Short Rate Monte Carlo Simulation

Authorizations

X-API-Key
string
header
required

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