curl --request POST \
--url https://api.fincept.in/quantlib/models/variance-gamma/price \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"S": 100,
"K": 100,
"T": 1,
"r": 0.05,
"sigma": 0.22,
"theta_vg": -0.15,
"nu": 0.25,
"q": 0
}
'import requests
url = "https://api.fincept.in/quantlib/models/variance-gamma/price"
payload = {
"S": 100,
"K": 100,
"T": 1,
"r": 0.05,
"sigma": 0.22,
"theta_vg": -0.15,
"nu": 0.25,
"q": 0
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({S: 100, K: 100, T: 1, r: 0.05, sigma: 0.22, theta_vg: -0.15, nu: 0.25, q: 0})
};
fetch('https://api.fincept.in/quantlib/models/variance-gamma/price', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/models/variance-gamma/price",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'S' => 100,
'K' => 100,
'T' => 1,
'r' => 0.05,
'sigma' => 0.22,
'theta_vg' => -0.15,
'nu' => 0.25,
'q' => 0
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/models/variance-gamma/price"
payload := strings.NewReader("{\n \"S\": 100,\n \"K\": 100,\n \"T\": 1,\n \"r\": 0.05,\n \"sigma\": 0.22,\n \"theta_vg\": -0.15,\n \"nu\": 0.25,\n \"q\": 0\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/models/variance-gamma/price")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"S\": 100,\n \"K\": 100,\n \"T\": 1,\n \"r\": 0.05,\n \"sigma\": 0.22,\n \"theta_vg\": -0.15,\n \"nu\": 0.25,\n \"q\": 0\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/models/variance-gamma/price")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"S\": 100,\n \"K\": 100,\n \"T\": 1,\n \"r\": 0.05,\n \"sigma\": 0.22,\n \"theta_vg\": -0.15,\n \"nu\": 0.25,\n \"q\": 0\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"vg_call_price": 8.73
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits. Current balance: 2 credits."
}{
"detail": [
{
"loc": [
"body",
"kappa"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Variance Gamma Option Pricing
Price European call options using the Variance Gamma (VG) model. The VG model is a pure jump process (no continuous diffusion) that effectively captures the leptokurtic (fat-tailed) and skewed nature of asset returns. It’s computationally efficient and provides excellent fits to market option prices, making it popular for equity and FX derivatives. [Tier: ENTERPRISE, Credits: 10]
curl --request POST \
--url https://api.fincept.in/quantlib/models/variance-gamma/price \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"S": 100,
"K": 100,
"T": 1,
"r": 0.05,
"sigma": 0.22,
"theta_vg": -0.15,
"nu": 0.25,
"q": 0
}
'import requests
url = "https://api.fincept.in/quantlib/models/variance-gamma/price"
payload = {
"S": 100,
"K": 100,
"T": 1,
"r": 0.05,
"sigma": 0.22,
"theta_vg": -0.15,
"nu": 0.25,
"q": 0
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({S: 100, K: 100, T: 1, r: 0.05, sigma: 0.22, theta_vg: -0.15, nu: 0.25, q: 0})
};
fetch('https://api.fincept.in/quantlib/models/variance-gamma/price', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/models/variance-gamma/price",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'S' => 100,
'K' => 100,
'T' => 1,
'r' => 0.05,
'sigma' => 0.22,
'theta_vg' => -0.15,
'nu' => 0.25,
'q' => 0
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/models/variance-gamma/price"
payload := strings.NewReader("{\n \"S\": 100,\n \"K\": 100,\n \"T\": 1,\n \"r\": 0.05,\n \"sigma\": 0.22,\n \"theta_vg\": -0.15,\n \"nu\": 0.25,\n \"q\": 0\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/models/variance-gamma/price")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"S\": 100,\n \"K\": 100,\n \"T\": 1,\n \"r\": 0.05,\n \"sigma\": 0.22,\n \"theta_vg\": -0.15,\n \"nu\": 0.25,\n \"q\": 0\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/models/variance-gamma/price")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"S\": 100,\n \"K\": 100,\n \"T\": 1,\n \"r\": 0.05,\n \"sigma\": 0.22,\n \"theta_vg\": -0.15,\n \"nu\": 0.25,\n \"q\": 0\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"vg_call_price": 8.73
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits. Current balance: 2 credits."
}{
"detail": [
{
"loc": [
"body",
"kappa"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
Current stock price
Strike price
Time to maturity in years
Risk-free rate
VG volatility parameter (controls overall volatility level)
VG drift/skewness parameter. Negative = left skew (typical for equities). Typical: -0.2 to 0
VG kurtosis parameter (controls tail heaviness). Higher = fatter tails. Typical: 0.1-0.5
Dividend yield
