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
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/i-spread"
payload = {
"bond_yield": 0.055,
"swap_rate": 0.04
}
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({bond_yield: 0.055, swap_rate: 0.04})
};
fetch('https://api.fincept.in/quantlib/solver/finance/i-spread', 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/i-spread",
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([
'bond_yield' => 0.055,
'swap_rate' => 0.04
]),
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/i-spread"
payload := strings.NewReader("{\n \"bond_yield\": 0.055,\n \"swap_rate\": 0.04\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/i-spread")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"bond_yield\": 0.055,\n \"swap_rate\": 0.04\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/i-spread")
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 \"bond_yield\": 0.055,\n \"swap_rate\": 0.04\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"i_spread": 0.015
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}{
"detail": [
{}
]
}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
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/i-spread"
payload = {
"bond_yield": 0.055,
"swap_rate": 0.04
}
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({bond_yield: 0.055, swap_rate: 0.04})
};
fetch('https://api.fincept.in/quantlib/solver/finance/i-spread', 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/i-spread",
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([
'bond_yield' => 0.055,
'swap_rate' => 0.04
]),
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/i-spread"
payload := strings.NewReader("{\n \"bond_yield\": 0.055,\n \"swap_rate\": 0.04\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/i-spread")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"bond_yield\": 0.055,\n \"swap_rate\": 0.04\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/i-spread")
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 \"bond_yield\": 0.055,\n \"swap_rate\": 0.04\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"i_spread": 0.015
}
}{
"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
