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POST
Calculate Key Rate Durations

Authorizations

X-API-Key
string
header
required

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

Body

application/json
cashflows
number[]
required

Bond cashflows (coupon payments and principal)

Example:
times
number[]
required

Time points (in years) when cashflows occur

Example:
curve_rates
number[]
required

Current yield curve rates at each time point

Example:
bump_size
number
default:0.0001

Rate bump size for sensitivity calculation

Example:

0.0001

Response

Key rate durations

success
boolean
Example:

true

data
object