Skip to main content
POST
Short Rate Yield Curve

Authorizations

X-API-Key
string
header
required

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

Body

application/json
maturities
number[]
required

Maturities in years where yields are calculated

model
enum<string>
default:vasicek

Short rate model to use for yield curve generation

Available options:
vasicek,
cir
kappa
number
default:0.1

Mean reversion speed (annualized). Controls how quickly rates revert to long-term mean

theta
number
default:0.05

Long-term mean rate (annualized). The equilibrium rate level

sigma
number
default:0.01

Rate volatility (annualized). Higher values produce steeper curves

r0
number
default:0.03

Initial short rate (annualized). Starting point of the curve

Response

Successfully generated yield curve

success
boolean
Example:

true

data
object
Example: