Calculate Parallel Shift Sensitivity (DV01)
curl --request POST \
--url https://api.fincept.in/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
}
'import requests
url = "https://api.fincept.in/quantlib/risk/sensitivities/parallel-shift"
payload = {
"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
}
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({
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
})
};
fetch('https://api.fincept.in/quantlib/risk/sensitivities/parallel-shift', 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/parallel-shift",
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([
'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
]),
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/parallel-shift"
payload := strings.NewReader("{\n \"cashflows\": [\n 60,\n 60,\n 60,\n 60,\n 1060\n ],\n \"times\": [\n 1,\n 2,\n 3,\n 4,\n 5\n ],\n \"curve_rates\": [\n 0.03,\n 0.032,\n 0.034,\n 0.036,\n 0.038\n ],\n \"bump_size\": 0.0001\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/parallel-shift")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"cashflows\": [\n 60,\n 60,\n 60,\n 60,\n 1060\n ],\n \"times\": [\n 1,\n 2,\n 3,\n 4,\n 5\n ],\n \"curve_rates\": [\n 0.03,\n 0.032,\n 0.034,\n 0.036,\n 0.038\n ],\n \"bump_size\": 0.0001\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/sensitivities/parallel-shift")
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 \"cashflows\": [\n 60,\n 60,\n 60,\n 60,\n 1060\n ],\n \"times\": [\n 1,\n 2,\n 3,\n 4,\n 5\n ],\n \"curve_rates\": [\n 0.03,\n 0.032,\n 0.034,\n 0.036,\n 0.038\n ],\n \"bump_size\": 0.0001\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"parallel_shift_sensitivity": 425.5
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-risk
Calculate Parallel Shift Sensitivity (DV01)
Measures portfolio sensitivity to a parallel shift in the entire yield curve (all rates move by same amount). This is the classic DV01 metric showing dollar value change for 1 basis point parallel move. Fundamental for interest rate risk reporting and hedging with interest rate futures. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
risk
/
sensitivities
/
parallel-shift
Calculate Parallel Shift Sensitivity (DV01)
curl --request POST \
--url https://api.fincept.in/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
}
'import requests
url = "https://api.fincept.in/quantlib/risk/sensitivities/parallel-shift"
payload = {
"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
}
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({
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
})
};
fetch('https://api.fincept.in/quantlib/risk/sensitivities/parallel-shift', 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/parallel-shift",
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([
'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
]),
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/parallel-shift"
payload := strings.NewReader("{\n \"cashflows\": [\n 60,\n 60,\n 60,\n 60,\n 1060\n ],\n \"times\": [\n 1,\n 2,\n 3,\n 4,\n 5\n ],\n \"curve_rates\": [\n 0.03,\n 0.032,\n 0.034,\n 0.036,\n 0.038\n ],\n \"bump_size\": 0.0001\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/parallel-shift")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"cashflows\": [\n 60,\n 60,\n 60,\n 60,\n 1060\n ],\n \"times\": [\n 1,\n 2,\n 3,\n 4,\n 5\n ],\n \"curve_rates\": [\n 0.03,\n 0.032,\n 0.034,\n 0.036,\n 0.038\n ],\n \"bump_size\": 0.0001\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/sensitivities/parallel-shift")
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 \"cashflows\": [\n 60,\n 60,\n 60,\n 60,\n 1060\n ],\n \"times\": [\n 1,\n 2,\n 3,\n 4,\n 5\n ],\n \"curve_rates\": [\n 0.03,\n 0.032,\n 0.034,\n 0.036,\n 0.038\n ],\n \"bump_size\": 0.0001\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"parallel_shift_sensitivity": 425.5
}
}{
"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
Cashflows to value
Example:
[5, 5, 5, 105]
Time points in years
Example:
[1, 2, 3, 4]
Current discount rates
Example:
[0.02, 0.025, 0.03, 0.035]
Parallel shift amount (e.g., 0.0001 for 1bp)
Example:
0.0001
⌘I
