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POST
/
quantlib
/
solver
/
finance
/
i-spread
Calculate I-Spread
curl --request POST \
  --url https://finceptbackend.share.zrok.io/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://finceptbackend.share.zrok.io/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