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POST
Calculate Asset Swap Spread

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
bond_price
number
required

Current market price of the bond

Example:

98

coupon
number
required

Annual coupon rate as a decimal

Example:

0.05

maturity
number
required

Time to maturity in years

Example:

5

base_rates
number[]
required

Array of zero rates for the discount curve

Example:
base_times
number[]
required

Array of times for the discount curve in years

Example:
face
number
default:100

Face value of the bond

Example:

100

frequency
enum<integer>
default:2

Coupon payment frequency per year

Available options:
1,
2,
4,
12
Example:

2

Response

Successful Response

success
boolean
Example:

true

data
object