Numerical Integration (Quadrature)
curl --request POST \
--url https://api.fincept.in/quantlib/numerical/integration/quadrature \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"func_name": "exp",
"a": 0,
"b": 1,
"method": "simpson",
"n": 100
}
'import requests
url = "https://api.fincept.in/quantlib/numerical/integration/quadrature"
payload = {
"func_name": "exp",
"a": 0,
"b": 1,
"method": "simpson",
"n": 100
}
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({func_name: 'exp', a: 0, b: 1, method: 'simpson', n: 100})
};
fetch('https://api.fincept.in/quantlib/numerical/integration/quadrature', 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/integration/quadrature",
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([
'func_name' => 'exp',
'a' => 0,
'b' => 1,
'method' => 'simpson',
'n' => 100
]),
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/integration/quadrature"
payload := strings.NewReader("{\n \"func_name\": \"exp\",\n \"a\": 0,\n \"b\": 1,\n \"method\": \"simpson\",\n \"n\": 100\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/integration/quadrature")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"func_name\": \"exp\",\n \"a\": 0,\n \"b\": 1,\n \"method\": \"simpson\",\n \"n\": 100\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/numerical/integration/quadrature")
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 \"func_name\": \"exp\",\n \"a\": 0,\n \"b\": 1,\n \"method\": \"simpson\",\n \"n\": 100\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"function": "exp",
"a": 0,
"b": 1,
"method": "simpson",
"integral": 1.7182818
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}quantlib-numerical
Numerical Integration (Quadrature)
Compute the definite integral of a built-in function over [a, b] using various quadrature methods. Supports trapezoid rule, Simpson’s rule (more accurate for smooth functions), Gauss-Legendre quadrature (optimal for polynomials), Romberg integration (adaptive Richardson extrapolation), and adaptive quadrature (automatic error control). Essential for probability calculations, pricing path-dependent options, and computing expectations. [Tier: BASIC, Credits: 1]
POST
/
quantlib
/
numerical
/
integration
/
quadrature
Numerical Integration (Quadrature)
curl --request POST \
--url https://api.fincept.in/quantlib/numerical/integration/quadrature \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"func_name": "exp",
"a": 0,
"b": 1,
"method": "simpson",
"n": 100
}
'import requests
url = "https://api.fincept.in/quantlib/numerical/integration/quadrature"
payload = {
"func_name": "exp",
"a": 0,
"b": 1,
"method": "simpson",
"n": 100
}
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({func_name: 'exp', a: 0, b: 1, method: 'simpson', n: 100})
};
fetch('https://api.fincept.in/quantlib/numerical/integration/quadrature', 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/integration/quadrature",
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([
'func_name' => 'exp',
'a' => 0,
'b' => 1,
'method' => 'simpson',
'n' => 100
]),
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/integration/quadrature"
payload := strings.NewReader("{\n \"func_name\": \"exp\",\n \"a\": 0,\n \"b\": 1,\n \"method\": \"simpson\",\n \"n\": 100\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/integration/quadrature")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"func_name\": \"exp\",\n \"a\": 0,\n \"b\": 1,\n \"method\": \"simpson\",\n \"n\": 100\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/numerical/integration/quadrature")
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 \"func_name\": \"exp\",\n \"a\": 0,\n \"b\": 1,\n \"method\": \"simpson\",\n \"n\": 100\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"function": "exp",
"a": 0,
"b": 1,
"method": "simpson",
"integral": 1.7182818
}
}{
"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
Built-in function to integrate
Available options:
exp, log, sin, cos, sqrt, tan, x2, x3 Example:
"exp"
Lower integration bound
Example:
0
Upper integration bound
Example:
1
Integration method to use
Available options:
trapezoid, simpson, gauss_legendre, romberg, adaptive Example:
"simpson"
Number of intervals/points (for trapezoid, simpson, gauss_legendre methods)
Example:
100
⌘I
