Calculate Par Swap Rate
curl --request POST \
--url https://api.fincept.in/quantlib/solver/finance/par-rate \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"discount_factors": [
0.98,
0.96,
0.94,
0.92,
0.9
],
"times": [
0.5,
1,
1.5,
2,
2.5
],
"frequency": 2
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/par-rate"
payload = {
"discount_factors": [0.98, 0.96, 0.94, 0.92, 0.9],
"times": [0.5, 1, 1.5, 2, 2.5],
"frequency": 2
}
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({
discount_factors: [0.98, 0.96, 0.94, 0.92, 0.9],
times: [0.5, 1, 1.5, 2, 2.5],
frequency: 2
})
};
fetch('https://api.fincept.in/quantlib/solver/finance/par-rate', 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/par-rate",
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([
'discount_factors' => [
0.98,
0.96,
0.94,
0.92,
0.9
],
'times' => [
0.5,
1,
1.5,
2,
2.5
],
'frequency' => 2
]),
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/par-rate"
payload := strings.NewReader("{\n \"discount_factors\": [\n 0.98,\n 0.96,\n 0.94,\n 0.92,\n 0.9\n ],\n \"times\": [\n 0.5,\n 1,\n 1.5,\n 2,\n 2.5\n ],\n \"frequency\": 2\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/par-rate")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"discount_factors\": [\n 0.98,\n 0.96,\n 0.94,\n 0.92,\n 0.9\n ],\n \"times\": [\n 0.5,\n 1,\n 1.5,\n 2,\n 2.5\n ],\n \"frequency\": 2\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/par-rate")
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 \"discount_factors\": [\n 0.98,\n 0.96,\n 0.94,\n 0.92,\n 0.9\n ],\n \"times\": [\n 0.5,\n 1,\n 1.5,\n 2,\n 2.5\n ],\n \"frequency\": 2\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"par_rate": 0.0427
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Basic tier or higher"
}{
"detail": [
{}
]
}quantlib-solver
Calculate Par Swap Rate
Calculate the par swap rate (also known as the swap rate) from a set of discount factors. The par rate is the fixed rate that makes the present value of fixed-leg payments equal to the present value of floating-leg payments at inception. This is the market convention for quoting interest rate swaps and is a key input for swap curve construction and valuation. [Tier: STANDARD, Credits: 2]
POST
/
quantlib
/
solver
/
finance
/
par-rate
Calculate Par Swap Rate
curl --request POST \
--url https://api.fincept.in/quantlib/solver/finance/par-rate \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"discount_factors": [
0.98,
0.96,
0.94,
0.92,
0.9
],
"times": [
0.5,
1,
1.5,
2,
2.5
],
"frequency": 2
}
'import requests
url = "https://api.fincept.in/quantlib/solver/finance/par-rate"
payload = {
"discount_factors": [0.98, 0.96, 0.94, 0.92, 0.9],
"times": [0.5, 1, 1.5, 2, 2.5],
"frequency": 2
}
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({
discount_factors: [0.98, 0.96, 0.94, 0.92, 0.9],
times: [0.5, 1, 1.5, 2, 2.5],
frequency: 2
})
};
fetch('https://api.fincept.in/quantlib/solver/finance/par-rate', 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/par-rate",
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([
'discount_factors' => [
0.98,
0.96,
0.94,
0.92,
0.9
],
'times' => [
0.5,
1,
1.5,
2,
2.5
],
'frequency' => 2
]),
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/par-rate"
payload := strings.NewReader("{\n \"discount_factors\": [\n 0.98,\n 0.96,\n 0.94,\n 0.92,\n 0.9\n ],\n \"times\": [\n 0.5,\n 1,\n 1.5,\n 2,\n 2.5\n ],\n \"frequency\": 2\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/par-rate")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"discount_factors\": [\n 0.98,\n 0.96,\n 0.94,\n 0.92,\n 0.9\n ],\n \"times\": [\n 0.5,\n 1,\n 1.5,\n 2,\n 2.5\n ],\n \"frequency\": 2\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/solver/finance/par-rate")
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 \"discount_factors\": [\n 0.98,\n 0.96,\n 0.94,\n 0.92,\n 0.9\n ],\n \"times\": [\n 0.5,\n 1,\n 1.5,\n 2,\n 2.5\n ],\n \"frequency\": 2\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"par_rate": 0.0427
}
}{
"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
