Bachelier Greeks (Basic)
curl --request POST \
--url https://api.fincept.in/quantlib/pricing/bachelier/greeks \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"forward": 102,
"strike": 105,
"risk_free_rate": 0.01,
"normal_volatility": 25,
"time_to_maturity": 1,
"option_type": "call"
}
'import requests
url = "https://api.fincept.in/quantlib/pricing/bachelier/greeks"
payload = {
"forward": 102,
"strike": 105,
"risk_free_rate": 0.01,
"normal_volatility": 25,
"time_to_maturity": 1,
"option_type": "call"
}
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({
forward: 102,
strike: 105,
risk_free_rate: 0.01,
normal_volatility: 25,
time_to_maturity: 1,
option_type: 'call'
})
};
fetch('https://api.fincept.in/quantlib/pricing/bachelier/greeks', 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/pricing/bachelier/greeks",
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([
'forward' => 102,
'strike' => 105,
'risk_free_rate' => 0.01,
'normal_volatility' => 25,
'time_to_maturity' => 1,
'option_type' => 'call'
]),
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/pricing/bachelier/greeks"
payload := strings.NewReader("{\n \"forward\": 102,\n \"strike\": 105,\n \"risk_free_rate\": 0.01,\n \"normal_volatility\": 25,\n \"time_to_maturity\": 1,\n \"option_type\": \"call\"\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/pricing/bachelier/greeks")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"forward\": 102,\n \"strike\": 105,\n \"risk_free_rate\": 0.01,\n \"normal_volatility\": 25,\n \"time_to_maturity\": 1,\n \"option_type\": \"call\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/pricing/bachelier/greeks")
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 \"forward\": 102,\n \"strike\": 105,\n \"risk_free_rate\": 0.01,\n \"normal_volatility\": 25,\n \"time_to_maturity\": 1,\n \"option_type\": \"call\"\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"forward": 102,
"strike": 105,
"risk_free_rate": 0.01,
"normal_volatility": 25,
"time_to_maturity": 1
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint costs 2 credits per request."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-pricing
Bachelier Greeks (Basic)
Calculate basic Bachelier Greeks structure, returning all input parameters including normal volatility. For complete Greeks calculations, use the /bachelier/greeks-full endpoint.
Tier: Standard (2 credits/request) [Tier: PRO, Credits: 5]
POST
/
quantlib
/
pricing
/
bachelier
/
greeks
Bachelier Greeks (Basic)
curl --request POST \
--url https://api.fincept.in/quantlib/pricing/bachelier/greeks \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"forward": 102,
"strike": 105,
"risk_free_rate": 0.01,
"normal_volatility": 25,
"time_to_maturity": 1,
"option_type": "call"
}
'import requests
url = "https://api.fincept.in/quantlib/pricing/bachelier/greeks"
payload = {
"forward": 102,
"strike": 105,
"risk_free_rate": 0.01,
"normal_volatility": 25,
"time_to_maturity": 1,
"option_type": "call"
}
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({
forward: 102,
strike: 105,
risk_free_rate: 0.01,
normal_volatility: 25,
time_to_maturity: 1,
option_type: 'call'
})
};
fetch('https://api.fincept.in/quantlib/pricing/bachelier/greeks', 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/pricing/bachelier/greeks",
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([
'forward' => 102,
'strike' => 105,
'risk_free_rate' => 0.01,
'normal_volatility' => 25,
'time_to_maturity' => 1,
'option_type' => 'call'
]),
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/pricing/bachelier/greeks"
payload := strings.NewReader("{\n \"forward\": 102,\n \"strike\": 105,\n \"risk_free_rate\": 0.01,\n \"normal_volatility\": 25,\n \"time_to_maturity\": 1,\n \"option_type\": \"call\"\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/pricing/bachelier/greeks")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"forward\": 102,\n \"strike\": 105,\n \"risk_free_rate\": 0.01,\n \"normal_volatility\": 25,\n \"time_to_maturity\": 1,\n \"option_type\": \"call\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/pricing/bachelier/greeks")
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 \"forward\": 102,\n \"strike\": 105,\n \"risk_free_rate\": 0.01,\n \"normal_volatility\": 25,\n \"time_to_maturity\": 1,\n \"option_type\": \"call\"\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"forward": 102,
"strike": 105,
"risk_free_rate": 0.01,
"normal_volatility": 25,
"time_to_maturity": 1
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint costs 2 credits per request."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Forward price of the underlying asset
Example:
102
Strike price of the option
Example:
105
Risk-free interest rate (annualized, decimal format)
Example:
0.05
Annualized normal (absolute) volatility
Example:
25
Time to expiration in years
Example:
1
Type of option
Available options:
call, put Example:
"call"
⌘I
