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POST
/
quantlib
/
risk
/
sensitivities
/
parallel-shift
Calculate Parallel Shift Sensitivity (DV01)
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/risk/sensitivities/parallel-shift \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "cashflows": [
    60,
    60,
    60,
    60,
    1060
  ],
  "times": [
    1,
    2,
    3,
    4,
    5
  ],
  "curve_rates": [
    0.03,
    0.032,
    0.034,
    0.036,
    0.038
  ],
  "bump_size": 0.0001
}
'
{
  "success": true,
  "data": {
    "parallel_shift_sensitivity": 425.5
  }
}

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
​
cashflows
number[]
required

Cashflows to value

Example:
[5, 5, 5, 105]
​
times
number[]
required

Time points in years

Example:
[1, 2, 3, 4]
​
curve_rates
number[]
required

Current discount rates

Example:
[0.02, 0.025, 0.03, 0.035]
​
bump_size
number
default:0.0001

Parallel shift amount (e.g., 0.0001 for 1bp)

Example:

0.0001

Response

Parallel shift sensitivity (DV01)

​
success
boolean
Example:

true

​
data
object