Skip to main content
POST
Calculate Z-Spread

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
price
number
required

Current market price of the bond

Example:

98.5

cashflows
number[]
required

Array of bond cash flows (coupons and principal)

Example:
times
number[]
required

Array of payment times in years

Example:
base_rates
number[]
required

Array of zero rates (spot rates) at each payment time as decimals

Example:

Response

Successful Response

success
boolean
Example:

true

data
object