Calculate Cost of Carry
curl --request POST \
--url https://api.fincept.in/quantlib/solver/finance/carry \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"spot": 100,
"futures": 102.5,
"time_to_expiry": 0.5
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/carry"
payload = {
"spot": 100,
"futures": 102.5,
"time_to_expiry": 0.5
}
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({spot: 100, futures: 102.5, time_to_expiry: 0.5})
};
fetch('https://api.fincept.in/quantlib/solver/finance/carry', 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/carry",
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([
'spot' => 100,
'futures' => 102.5,
'time_to_expiry' => 0.5
]),
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/carry"
payload := strings.NewReader("{\n \"spot\": 100,\n \"futures\": 102.5,\n \"time_to_expiry\": 0.5\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/carry")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"spot\": 100,\n \"futures\": 102.5,\n \"time_to_expiry\": 0.5\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/carry")
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 \"spot\": 100,\n \"futures\": 102.5,\n \"time_to_expiry\": 0.5\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"carry": 0.0494
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}{
"detail": [
{}
]
}quantlib-solver
Calculate Cost of Carry
Calculate the annualized cost of carry - the net cost of holding the underlying asset until futures expiry. Cost of carry includes financing costs, storage costs, and income (dividends, coupons). The relationship is: Futures = Spot × e^(carry × time). Understanding carry is essential for futures pricing, cash-and-carry arbitrage, and basis trading strategies. The sign indicates contango (positive) or backwardation (negative). [Tier: STANDARD, Credits: 2]
POST
/
quantlib
/
solver
/
finance
/
carry
Calculate Cost of Carry
curl --request POST \
--url https://api.fincept.in/quantlib/solver/finance/carry \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"spot": 100,
"futures": 102.5,
"time_to_expiry": 0.5
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/carry"
payload = {
"spot": 100,
"futures": 102.5,
"time_to_expiry": 0.5
}
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({spot: 100, futures: 102.5, time_to_expiry: 0.5})
};
fetch('https://api.fincept.in/quantlib/solver/finance/carry', 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/carry",
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([
'spot' => 100,
'futures' => 102.5,
'time_to_expiry' => 0.5
]),
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/carry"
payload := strings.NewReader("{\n \"spot\": 100,\n \"futures\": 102.5,\n \"time_to_expiry\": 0.5\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/carry")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"spot\": 100,\n \"futures\": 102.5,\n \"time_to_expiry\": 0.5\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/carry")
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 \"spot\": 100,\n \"futures\": 102.5,\n \"time_to_expiry\": 0.5\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"carry": 0.0494
}
}{
"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
⌘I
