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POST
/
quantlib
/
solver
/
finance
/
forward-rate
Calculate Forward Rate from Discount Factors
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/solver/finance/forward-rate \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "df1": 0.95,
  "df2": 0.9,
  "t1": 1,
  "t2": 2,
  "compounding": "simple"
}
'
{
  "success": true,
  "data": {
    "forward_rate": 0.0556
  }
}

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
​
df1
number
required

Discount factor at time t1

Example:

0.95

​
df2
number
required

Discount factor at time t2

Example:

0.9

​
t1
number
required

Start time in years

Example:

1

​
t2
number
required

End time in years

Example:

2

​
compounding
enum<string>
default:simple

Compounding convention for the forward rate

Available options:
simple,
continuous,
annual
Example:

"simple"

Response

Successful Response

​
success
boolean
Example:

true

​
data
object