Skip to main content
POST
/
quantlib
/
pricing
/
bs
/
digital-put
Black-Scholes Digital Put (Cash-or-Nothing)
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/pricing/bs/digital-put \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "spot": 100,
  "strike": 95,
  "risk_free_rate": 0.05,
  "dividend_yield": 0.02,
  "volatility": 0.25,
  "time_to_maturity": 1
}
'
{
  "success": true,
  "data": {
    "digital_put_price": 0.2845
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://finceptbackend.share.zrok.io/auth/register

Body

application/json
​
spot
number
required

Current price of the underlying asset

Example:

100

​
strike
number
required

Strike price of the digital option

Example:

105

​
risk_free_rate
number
required

Risk-free interest rate (annualized, decimal format)

Example:

0.05

​
volatility
number
required

Annualized volatility (decimal format)

Example:

0.25

​
time_to_maturity
number
required

Time to expiration in years

Example:

1

​
dividend_yield
number
default:0

Continuous dividend yield (annualized, decimal format)

Example:

0.02

Response

Successful calculation

​
success
boolean
Example:

true

​
data
object