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POST
/
quantlib
/
pricing
/
bachelier
/
shifted-lognormal
Shifted Lognormal Option Price
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/pricing/bachelier/shifted-lognormal \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "forward": 0.02,
  "strike": 0.025,
  "risk_free_rate": 0.01,
  "volatility": 0.5,
  "time_to_maturity": 2,
  "shift": 0.03,
  "option_type": "call"
}
'
{
  "success": true,
  "data": {
    "price": 0.0089,
    "shift": 0.03,
    "option_type": "call"
  }
}

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
​
forward
number
required

Forward price of the underlying asset

Example:

102

​
strike
number
required

Strike price of the 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

​
shift
number
default:0

Shift parameter for the shifted lognormal model

Example:

0.03

​
option_type
enum<string>
default:call

Type of option

Available options:
call,
put
Example:

"call"

Response

Successful calculation

​
success
boolean
Example:

true

​
data
object