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POST
/
quantlib
/
volatility
/
surface
/
from-points
Build Surface From Points
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/volatility/surface/from-points \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "tenors": [
    0.25,
    0.25,
    0.25,
    0.5,
    0.5,
    0.5,
    1,
    1,
    1
  ],
  "strikes": [
    95,
    100,
    105,
    95,
    100,
    105,
    95,
    100,
    105
  ],
  "vols": [
    0.26,
    0.24,
    0.25,
    0.25,
    0.23,
    0.24,
    0.24,
    0.22,
    0.23
  ],
  "forwards": [
    100.5,
    100.5,
    100.5,
    101,
    101,
    101,
    102,
    102,
    102
  ]
}
'
{
  "success": true,
  "data": {
    "surface_built": true,
    "n_points": 9
  }
}

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
​
tenors
number[]
required

Array of tenor times in years for each quote

Minimum array length: 3
Example:
[0.25, 0.25, 0.25, 0.5, 0.5, 0.5, 1, 1, 1]
​
strikes
number[]
required

Array of strike prices for each quote

Minimum array length: 3
Example:
[95, 100, 105, 95, 100, 105, 95, 100, 105]
​
vols
number[]
required

Array of volatility values for each quote

Minimum array length: 3
Example:
[
  0.26,
  0.24,
  0.25,
  0.25,
  0.23,
  0.24,
  0.24,
  0.22,
  0.23
]
​
forwards
number[]

Optional array of forward prices corresponding to each tenor

Example:
[
  100.5,
  100.5,
  100.5,
  101,
  101,
  101,
  102,
  102,
  102
]
​
expiry_grid
number[]

Optional custom expiry grid for interpolation

Example:
[0.25, 0.5, 1, 2]
​
strike_grid
number[]

Optional custom strike grid for interpolation

Example:
[90, 95, 100, 105, 110]

Response

Successful Response

​
success
boolean
Example:

true

​
data
object