curl --request POST \
--url https://api.fincept.in/quantlib/solver/bootstrap/curve \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"reference_date": "2024-01-15",
"instruments": [
{
"instrument_type": "deposit",
"tenor": 0.25,
"rate": 0.025
},
{
"instrument_type": "swap",
"tenor": 2,
"rate": 0.035
},
{
"instrument_type": "swap",
"tenor": 5,
"rate": 0.045
}
],
"interpolation": "log_linear"
}
'import requests
url = "https://api.fincept.in/quantlib/solver/bootstrap/curve"
payload = {
"reference_date": "2024-01-15",
"instruments": [
{
"instrument_type": "deposit",
"tenor": 0.25,
"rate": 0.025
},
{
"instrument_type": "swap",
"tenor": 2,
"rate": 0.035
},
{
"instrument_type": "swap",
"tenor": 5,
"rate": 0.045
}
],
"interpolation": "log_linear"
}
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({
reference_date: '2024-01-15',
instruments: [
{instrument_type: 'deposit', tenor: 0.25, rate: 0.025},
{instrument_type: 'swap', tenor: 2, rate: 0.035},
{instrument_type: 'swap', tenor: 5, rate: 0.045}
],
interpolation: 'log_linear'
})
};
fetch('https://api.fincept.in/quantlib/solver/bootstrap/curve', 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/solver/bootstrap/curve",
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([
'reference_date' => '2024-01-15',
'instruments' => [
[
'instrument_type' => 'deposit',
'tenor' => 0.25,
'rate' => 0.025
],
[
'instrument_type' => 'swap',
'tenor' => 2,
'rate' => 0.035
],
[
'instrument_type' => 'swap',
'tenor' => 5,
'rate' => 0.045
]
],
'interpolation' => 'log_linear'
]),
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/solver/bootstrap/curve"
payload := strings.NewReader("{\n \"reference_date\": \"2024-01-15\",\n \"instruments\": [\n {\n \"instrument_type\": \"deposit\",\n \"tenor\": 0.25,\n \"rate\": 0.025\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 2,\n \"rate\": 0.035\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 5,\n \"rate\": 0.045\n }\n ],\n \"interpolation\": \"log_linear\"\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/solver/bootstrap/curve")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"reference_date\": \"2024-01-15\",\n \"instruments\": [\n {\n \"instrument_type\": \"deposit\",\n \"tenor\": 0.25,\n \"rate\": 0.025\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 2,\n \"rate\": 0.035\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 5,\n \"rate\": 0.045\n }\n ],\n \"interpolation\": \"log_linear\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/bootstrap/curve")
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 \"reference_date\": \"2024-01-15\",\n \"instruments\": [\n {\n \"instrument_type\": \"deposit\",\n \"tenor\": 0.25,\n \"rate\": 0.025\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 2,\n \"rate\": 0.035\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 5,\n \"rate\": 0.045\n }\n ],\n \"interpolation\": \"log_linear\"\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"reference_date": "2024-01-15",
"interpolation": "log_linear",
"instruments_count": 3,
"pillars": [
{
"time": 0.25,
"discount_factor": 0.9938
},
{
"time": 2,
"discount_factor": 0.9323
},
{
"time": 5,
"discount_factor": 0.7985
}
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}{
"detail": [
{}
]
}Bootstrap Discount Curve from Market Instruments
Bootstrap a complete discount curve from market instruments (deposits, FRAs, futures, swaps). Bootstrapping is the process of constructing a zero-coupon yield curve from the prices of coupon-bearing instruments. The algorithm solves iteratively for discount factors at each pillar point that reprice the input instruments exactly. Supports multiple interpolation methods (linear, log-linear). Essential for derivatives pricing, risk management, and curve construction. Output includes discount factors at all curve pillars. [Tier: PRO, Credits: 5]
curl --request POST \
--url https://api.fincept.in/quantlib/solver/bootstrap/curve \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"reference_date": "2024-01-15",
"instruments": [
{
"instrument_type": "deposit",
"tenor": 0.25,
"rate": 0.025
},
{
"instrument_type": "swap",
"tenor": 2,
"rate": 0.035
},
{
"instrument_type": "swap",
"tenor": 5,
"rate": 0.045
}
],
"interpolation": "log_linear"
}
'import requests
url = "https://api.fincept.in/quantlib/solver/bootstrap/curve"
payload = {
"reference_date": "2024-01-15",
"instruments": [
{
"instrument_type": "deposit",
"tenor": 0.25,
"rate": 0.025
},
{
"instrument_type": "swap",
"tenor": 2,
"rate": 0.035
},
{
"instrument_type": "swap",
"tenor": 5,
"rate": 0.045
}
],
"interpolation": "log_linear"
}
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({
reference_date: '2024-01-15',
instruments: [
{instrument_type: 'deposit', tenor: 0.25, rate: 0.025},
{instrument_type: 'swap', tenor: 2, rate: 0.035},
{instrument_type: 'swap', tenor: 5, rate: 0.045}
],
interpolation: 'log_linear'
})
};
fetch('https://api.fincept.in/quantlib/solver/bootstrap/curve', 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/solver/bootstrap/curve",
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([
'reference_date' => '2024-01-15',
'instruments' => [
[
'instrument_type' => 'deposit',
'tenor' => 0.25,
'rate' => 0.025
],
[
'instrument_type' => 'swap',
'tenor' => 2,
'rate' => 0.035
],
[
'instrument_type' => 'swap',
'tenor' => 5,
'rate' => 0.045
]
],
'interpolation' => 'log_linear'
]),
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/solver/bootstrap/curve"
payload := strings.NewReader("{\n \"reference_date\": \"2024-01-15\",\n \"instruments\": [\n {\n \"instrument_type\": \"deposit\",\n \"tenor\": 0.25,\n \"rate\": 0.025\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 2,\n \"rate\": 0.035\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 5,\n \"rate\": 0.045\n }\n ],\n \"interpolation\": \"log_linear\"\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/solver/bootstrap/curve")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"reference_date\": \"2024-01-15\",\n \"instruments\": [\n {\n \"instrument_type\": \"deposit\",\n \"tenor\": 0.25,\n \"rate\": 0.025\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 2,\n \"rate\": 0.035\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 5,\n \"rate\": 0.045\n }\n ],\n \"interpolation\": \"log_linear\"\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/bootstrap/curve")
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 \"reference_date\": \"2024-01-15\",\n \"instruments\": [\n {\n \"instrument_type\": \"deposit\",\n \"tenor\": 0.25,\n \"rate\": 0.025\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 2,\n \"rate\": 0.035\n },\n {\n \"instrument_type\": \"swap\",\n \"tenor\": 5,\n \"rate\": 0.045\n }\n ],\n \"interpolation\": \"log_linear\"\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"reference_date": "2024-01-15",
"interpolation": "log_linear",
"instruments_count": 3,
"pillars": [
{
"time": 0.25,
"discount_factor": 0.9938
},
{
"time": 2,
"discount_factor": 0.9323
},
{
"time": 5,
"discount_factor": 0.7985
}
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}{
"detail": [
{}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
Reference date for the curve in ISO format (YYYY-MM-DD)
"2024-01-15"
Array of market instruments for bootstrapping
Show child attributes
Show child attributes
[
{
"instrument_type": "deposit",
"tenor": 0.25,
"rate": 0.025
},
{
"instrument_type": "swap",
"tenor": 2,
"rate": 0.035
},
{
"instrument_type": "swap",
"tenor": 5,
"rate": 0.045
}
]
Interpolation method for the curve
linear, log_linear "log_linear"
