Skip to main content
POST
Calculate Parallel Shift Sensitivity (DV01)

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

Cashflows to value

Example:
times
number[]
required

Time points in years

Example:
curve_rates
number[]
required

Current discount rates

Example:
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