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POST
/
quantlib
/
pricing
/
bachelier
/
vol-conversion
Volatility Conversion (Lognormal ↔ Normal)
curl --request POST \
  --url https://api.fincept.in/quantlib/pricing/bachelier/vol-conversion \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "volatility": 0.25,
  "forward": 102,
  "strike": 105,
  "time_to_maturity": 1,
  "direction": "lognormal_to_normal"
}
'
{
  "success": true,
  "data": {
    "normal_volatility": 25.5,
    "lognormal_volatility": 0.25,
    "direction": "lognormal_to_normal"
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
volatility
number
required

Input volatility to convert (format depends on direction)

Example:

0.25

​
forward
number
required

Forward price of the underlying asset

Example:

102

​
strike
number
required

Strike price

Example:

105

​
time_to_maturity
number
required

Time to expiration in years

Example:

1

​
direction
enum<string>
default:lognormal_to_normal

Direction of volatility conversion

Available options:
lognormal_to_normal,
normal_to_lognormal
Example:

"lognormal_to_normal"

Response

Successful conversion

​
success
boolean
Example:

true

​
data
object