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POST
/
quantlib
/
solver
/
bootstrap
/
curve
Bootstrap Discount Curve from Market Instruments
curl --request POST \
  --url https://finceptbackend.share.zrok.io/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"
}
'
{
  "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
      }
    ]
  }
}

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
reference_date
string<date>
required

Reference date for the curve in ISO format (YYYY-MM-DD)

Example:

"2024-01-15"

instruments
object[]
required

Array of market instruments for bootstrapping

Example:
[
{
"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
enum<string>
default:log_linear

Interpolation method for the curve

Available options:
linear,
log_linear
Example:

"log_linear"

Response

Successful Response

success
boolean
Example:

true

data
object