Calculate Bond Convexity
curl --request POST \
--url https://api.fincept.in/quantlib/solver/finance/convexity \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"face": 100,
"coupon": 0.06,
"maturity": 10,
"ytm": 0.05,
"frequency": 2
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/convexity"
payload = {
"face": 100,
"coupon": 0.06,
"maturity": 10,
"ytm": 0.05,
"frequency": 2
}
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({face: 100, coupon: 0.06, maturity: 10, ytm: 0.05, frequency: 2})
};
fetch('https://api.fincept.in/quantlib/solver/finance/convexity', 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/finance/convexity",
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([
'face' => 100,
'coupon' => 0.06,
'maturity' => 10,
'ytm' => 0.05,
'frequency' => 2
]),
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/finance/convexity"
payload := strings.NewReader("{\n \"face\": 100,\n \"coupon\": 0.06,\n \"maturity\": 10,\n \"ytm\": 0.05,\n \"frequency\": 2\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/finance/convexity")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"face\": 100,\n \"coupon\": 0.06,\n \"maturity\": 10,\n \"ytm\": 0.05,\n \"frequency\": 2\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/convexity")
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 \"face\": 100,\n \"coupon\": 0.06,\n \"maturity\": 10,\n \"ytm\": 0.05,\n \"frequency\": 2\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"convexity": 71.23
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}{
"detail": [
{}
]
}quantlib-solver
Calculate Bond Convexity
Calculate the convexity of a bond - the second derivative of bond price with respect to yield. Convexity measures the curvature of the price-yield relationship and captures the error in duration-based price estimates. Positive convexity is desirable as it means price increases more when yields fall than price decreases when yields rise by the same amount. Used for second-order hedging and portfolio optimization. [Tier: STANDARD, Credits: 2]
POST
/
quantlib
/
solver
/
finance
/
convexity
Calculate Bond Convexity
curl --request POST \
--url https://api.fincept.in/quantlib/solver/finance/convexity \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"face": 100,
"coupon": 0.06,
"maturity": 10,
"ytm": 0.05,
"frequency": 2
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/convexity"
payload = {
"face": 100,
"coupon": 0.06,
"maturity": 10,
"ytm": 0.05,
"frequency": 2
}
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({face: 100, coupon: 0.06, maturity: 10, ytm: 0.05, frequency: 2})
};
fetch('https://api.fincept.in/quantlib/solver/finance/convexity', 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/finance/convexity",
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([
'face' => 100,
'coupon' => 0.06,
'maturity' => 10,
'ytm' => 0.05,
'frequency' => 2
]),
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/finance/convexity"
payload := strings.NewReader("{\n \"face\": 100,\n \"coupon\": 0.06,\n \"maturity\": 10,\n \"ytm\": 0.05,\n \"frequency\": 2\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/finance/convexity")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"face\": 100,\n \"coupon\": 0.06,\n \"maturity\": 10,\n \"ytm\": 0.05,\n \"frequency\": 2\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/convexity")
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 \"face\": 100,\n \"coupon\": 0.06,\n \"maturity\": 10,\n \"ytm\": 0.05,\n \"frequency\": 2\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"convexity": 71.23
}
}{
"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
application/json
Annual coupon rate as a decimal
Example:
0.06
Time to maturity in years
Example:
10
Yield to maturity as a decimal
Example:
0.05
Face value of the bond
Example:
100
Coupon payment frequency per year
Available options:
1, 2, 4, 12 Example:
2
⌘I
