Calculate Cross-Gamma
curl --request POST \
--url https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"S": 105,
"K": 100,
"T": 0.75,
"r": 0.045,
"sigma": 0.22,
"bump": 0.01
}
'import requests
url = "https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma"
payload = {
"S": 105,
"K": 100,
"T": 0.75,
"r": 0.045,
"sigma": 0.22,
"bump": 0.01
}
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({S: 105, K: 100, T: 0.75, r: 0.045, sigma: 0.22, bump: 0.01})
};
fetch('https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma', 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/risk/sensitivities/cross-gamma",
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([
'S' => 105,
'K' => 100,
'T' => 0.75,
'r' => 0.045,
'sigma' => 0.22,
'bump' => 0.01
]),
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/risk/sensitivities/cross-gamma"
payload := strings.NewReader("{\n \"S\": 105,\n \"K\": 100,\n \"T\": 0.75,\n \"r\": 0.045,\n \"sigma\": 0.22,\n \"bump\": 0.01\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/risk/sensitivities/cross-gamma")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"S\": 105,\n \"K\": 100,\n \"T\": 0.75,\n \"r\": 0.045,\n \"sigma\": 0.22,\n \"bump\": 0.01\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma")
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 \"S\": 105,\n \"K\": 100,\n \"T\": 0.75,\n \"r\": 0.045,\n \"sigma\": 0.22,\n \"bump\": 0.01\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"cross_gamma": 0.0234
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-risk
Calculate Cross-Gamma
Computes mixed second-order sensitivities showing how delta changes with respect to multiple risk factors simultaneously. Important for managing complex derivatives with exposure to multiple underlyings or risk factors. Used in correlation trading and multi-asset option books. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
risk
/
sensitivities
/
cross-gamma
Calculate Cross-Gamma
curl --request POST \
--url https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"S": 105,
"K": 100,
"T": 0.75,
"r": 0.045,
"sigma": 0.22,
"bump": 0.01
}
'import requests
url = "https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma"
payload = {
"S": 105,
"K": 100,
"T": 0.75,
"r": 0.045,
"sigma": 0.22,
"bump": 0.01
}
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({S: 105, K: 100, T: 0.75, r: 0.045, sigma: 0.22, bump: 0.01})
};
fetch('https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma', 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/risk/sensitivities/cross-gamma",
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([
'S' => 105,
'K' => 100,
'T' => 0.75,
'r' => 0.045,
'sigma' => 0.22,
'bump' => 0.01
]),
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/risk/sensitivities/cross-gamma"
payload := strings.NewReader("{\n \"S\": 105,\n \"K\": 100,\n \"T\": 0.75,\n \"r\": 0.045,\n \"sigma\": 0.22,\n \"bump\": 0.01\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/risk/sensitivities/cross-gamma")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"S\": 105,\n \"K\": 100,\n \"T\": 0.75,\n \"r\": 0.045,\n \"sigma\": 0.22,\n \"bump\": 0.01\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/sensitivities/cross-gamma")
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 \"S\": 105,\n \"K\": 100,\n \"T\": 0.75,\n \"r\": 0.045,\n \"sigma\": 0.22,\n \"bump\": 0.01\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"cross_gamma": 0.0234
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"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
Current underlying price
Example:
100
Strike price
Example:
100
Time to expiration in years
Example:
1
Risk-free rate
Example:
0.05
Volatility
Example:
0.2
Bump size for finite difference calculation
Example:
0.01
⌘I
