> ## Documentation Index > Fetch the complete documentation index at: https://docs.fincept.in/llms.txt > Use this file to discover all available pages before exploring further. # 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] ## OpenAPI ````yaml api-specs/solver.json post /quantlib/solver/bootstrap/curve openapi: 3.1.0 info: title: FinceptQuantLib API - Solver description: >- Solver module endpoints for FinceptQuantLib API. The Solver module (Basic Tier, 1 credit per request) provides advanced financial solvers including bond analytics (yield, duration, convexity), implied volatility calculations, spread computations (Z-spread, ASW, OAS), curve bootstrapping, interest rate conversions, and model calibration (Vasicek, CIR). Essential for fixed income analysis, derivatives pricing, and risk management. version: 3.0.0 contact: name: Fincept API Support url: https://fincept.in servers: - url: https://api.fincept.in description: Fincept API Production Server security: - APIKeyHeader: [] tags: - name: quantlib-solver description: >- Advanced financial solvers for bond analytics, implied volatility, spread calculations, and model calibration x-displayName: Solver paths: /quantlib/solver/bootstrap/curve: post: tags: - quantlib-solver summary: Bootstrap Discount Curve from Market Instruments description: >- 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] operationId: bootstrap_curve requestBody: required: true content: application/json: schema: type: object required: - reference_date - instruments properties: reference_date: type: string format: date description: Reference date for the curve in ISO format (YYYY-MM-DD) example: '2024-01-15' instruments: type: array description: Array of market instruments for bootstrapping items: type: object required: - instrument_type - rate properties: instrument_type: type: string description: Type of instrument enum: - deposit - swap - fra - future example: swap tenor: type: number description: Tenor in years (for deposits and swaps) example: 5 rate: type: number description: Market rate as a decimal example: 0.045 start: type: number description: Start time in years (for FRAs and futures) example: 1 end: type: number description: End time in years (for FRAs and futures) example: 1.25 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: type: string description: Interpolation method for the curve default: log_linear enum: - linear - log_linear example: log_linear example: 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 responses: '200': description: Successful Response content: application/json: schema: type: object properties: success: type: boolean example: true data: type: object properties: reference_date: type: string format: date description: The reference date used example: '2024-01-15' interpolation: type: string description: The interpolation method used example: log_linear instruments_count: type: integer description: Number of instruments used in bootstrapping example: 3 pillars: type: array description: Array of curve pillar points items: type: object properties: time: type: number description: Time in years discount_factor: type: number description: Discount factor at this time example: - time: 0.25 discount_factor: 0.9938 - time: 2 discount_factor: 0.9323 - time: 5 discount_factor: 0.7985 example: 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 '401': $ref: '#/components/responses/UnauthorizedError' '402': $ref: '#/components/responses/InsufficientTierError' '422': description: Validation Error content: application/json: schema: type: object properties: detail: type: array items: type: object security: - APIKeyHeader: [] components: responses: UnauthorizedError: description: Authentication information is missing or invalid content: application/json: schema: type: object properties: detail: type: string example: Invalid API key InsufficientTierError: description: API tier insufficient for this endpoint content: application/json: schema: type: object properties: detail: type: string example: Endpoint requires Basic tier or higher securitySchemes: APIKeyHeader: type: apiKey in: header name: X-API-Key description: >- API key for authentication. Get your key at https://api.fincept.in/auth/register ````