Evaluate Cubic Spline Derivative
curl --request POST \
--url https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"x_data": [
0,
1,
2,
3
],
"y_data": [
0,
1,
4,
9
],
"xi": 1.5,
"bc_type": "natural"
}
'import requests
url = "https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative"
payload = {
"x_data": [0, 1, 2, 3],
"y_data": [0, 1, 4, 9],
"xi": 1.5,
"bc_type": "natural"
}
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({x_data: [0, 1, 2, 3], y_data: [0, 1, 4, 9], xi: 1.5, bc_type: 'natural'})
};
fetch('https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative', 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/numerical/interpolation/spline-derivative",
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([
'x_data' => [
0,
1,
2,
3
],
'y_data' => [
0,
1,
4,
9
],
'xi' => 1.5,
'bc_type' => 'natural'
]),
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/numerical/interpolation/spline-derivative"
payload := strings.NewReader("{\n \"x_data\": [\n 0,\n 1,\n 2,\n 3\n ],\n \"y_data\": [\n 0,\n 1,\n 4,\n 9\n ],\n \"xi\": 1.5,\n \"bc_type\": \"natural\"\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/numerical/interpolation/spline-derivative")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"x_data\": [\n 0,\n 1,\n 2,\n 3\n ],\n \"y_data\": [\n 0,\n 1,\n 4,\n 9\n ],\n \"xi\": 1.5,\n \"bc_type\": \"natural\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative")
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 \"x_data\": [\n 0,\n 1,\n 2,\n 3\n ],\n \"y_data\": [\n 0,\n 1,\n 4,\n 9\n ],\n \"xi\": 1.5,\n \"bc_type\": \"natural\"\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"xi": 1.5,
"derivative": 3
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}quantlib-numerical
Evaluate Cubic Spline Derivative
Construct a cubic spline and evaluate its derivative at a given point. The derivative of a cubic spline is a quadratic spline that is continuous (C1). Useful for computing forward rates from zero rates, implied volatility slopes, and sensitivity analysis. [Tier: BASIC, Credits: 1]
POST
/
quantlib
/
numerical
/
interpolation
/
spline-derivative
Evaluate Cubic Spline Derivative
curl --request POST \
--url https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"x_data": [
0,
1,
2,
3
],
"y_data": [
0,
1,
4,
9
],
"xi": 1.5,
"bc_type": "natural"
}
'import requests
url = "https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative"
payload = {
"x_data": [0, 1, 2, 3],
"y_data": [0, 1, 4, 9],
"xi": 1.5,
"bc_type": "natural"
}
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({x_data: [0, 1, 2, 3], y_data: [0, 1, 4, 9], xi: 1.5, bc_type: 'natural'})
};
fetch('https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative', 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/numerical/interpolation/spline-derivative",
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([
'x_data' => [
0,
1,
2,
3
],
'y_data' => [
0,
1,
4,
9
],
'xi' => 1.5,
'bc_type' => 'natural'
]),
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/numerical/interpolation/spline-derivative"
payload := strings.NewReader("{\n \"x_data\": [\n 0,\n 1,\n 2,\n 3\n ],\n \"y_data\": [\n 0,\n 1,\n 4,\n 9\n ],\n \"xi\": 1.5,\n \"bc_type\": \"natural\"\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/numerical/interpolation/spline-derivative")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"x_data\": [\n 0,\n 1,\n 2,\n 3\n ],\n \"y_data\": [\n 0,\n 1,\n 4,\n 9\n ],\n \"xi\": 1.5,\n \"bc_type\": \"natural\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/numerical/interpolation/spline-derivative")
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 \"x_data\": [\n 0,\n 1,\n 2,\n 3\n ],\n \"y_data\": [\n 0,\n 1,\n 4,\n 9\n ],\n \"xi\": 1.5,\n \"bc_type\": \"natural\"\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"xi": 1.5,
"derivative": 3
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
X coordinates of data points
Example:
[0, 1, 2, 3]
Y coordinates of data points
Example:
[0, 1, 4, 9]
Point at which to evaluate the derivative
Example:
1.5
Boundary condition type
Available options:
natural, clamped, periodic Example:
"natural"
⌘I
