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POST
/
quantlib
/
solver
/
finance
/
implied-repo-rate
Calculate Implied Repo Rate
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/solver/finance/implied-repo-rate \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "spot": 100,
  "futures": 102,
  "time_to_expiry": 0.25,
  "income": 0.5,
  "storage_cost": 0.1
}
'
{
  "success": true,
  "data": {
    "implied_repo_rate": 0.064
  }
}

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
​
spot
number
required

Current spot price

Example:

100

​
futures
number
required

Futures price

Example:

102

​
time_to_expiry
number
required

Time to futures expiry in years

Example:

0.25

​
income
number
default:0

Present value of income (dividends, coupons) received during holding period

Example:

0.5

​
storage_cost
number
default:0

Present value of storage/carrying costs during holding period

Example:

0.1

Response

Successful Response

​
success
boolean
Example:

true

​
data
object