Calculate I-Spread

curl --request POST \
  --url https://api.fincept.in/quantlib/solver/finance/i-spread \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "bond_yield": 0.055,
  "swap_rate": 0.04
}
'

{
  "success": true,
  "data": {
    "i_spread": 0.015
  }
}

quantlib-solver

Calculate I-Spread

Calculate the I-spread (Interpolated spread) - the difference between a bond’s yield to maturity and the swap rate of equivalent maturity. The I-spread uses the swap curve as the benchmark rather than government bonds, making it more appropriate for credit analysis since swap rates better reflect interbank lending rates. Used extensively in corporate bond markets and credit default swap pricing. More stable than G-spread as it removes sovereign risk component. [Tier: STANDARD, Credits: 2]

POST

quantlib

solver

finance

i-spread

Calculate I-Spread

curl --request POST \
  --url https://api.fincept.in/quantlib/solver/finance/i-spread \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "bond_yield": 0.055,
  "swap_rate": 0.04
}
'

{
  "success": true,
  "data": {
    "i_spread": 0.015
  }
}

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_yield

number

required

Yield to maturity of the bond as a decimal

Example:

0.055

swap_rate

number

required

Interpolated swap rate of equivalent maturity as a decimal

Example:

0.04

Response

Successful Response

success

boolean

Example:

true

data

object

Show child attributes

Calculate G-Spread

Calculate Z-Spread