Build Surface From Points
curl --request POST \
--url https://api.fincept.in/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
]
}
'import requests
url = "https://api.fincept.in/quantlib/volatility/surface/from-points"
payload = {
"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]
}
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({
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]
})
};
fetch('https://api.fincept.in/quantlib/volatility/surface/from-points', 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/volatility/surface/from-points",
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([
'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
]
]),
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/volatility/surface/from-points"
payload := strings.NewReader("{\n \"tenors\": [\n 0.25,\n 0.25,\n 0.25,\n 0.5,\n 0.5,\n 0.5,\n 1,\n 1,\n 1\n ],\n \"strikes\": [\n 95,\n 100,\n 105,\n 95,\n 100,\n 105,\n 95,\n 100,\n 105\n ],\n \"vols\": [\n 0.26,\n 0.24,\n 0.25,\n 0.25,\n 0.23,\n 0.24,\n 0.24,\n 0.22,\n 0.23\n ],\n \"forwards\": [\n 100.5,\n 100.5,\n 100.5,\n 101,\n 101,\n 101,\n 102,\n 102,\n 102\n ]\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/volatility/surface/from-points")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"tenors\": [\n 0.25,\n 0.25,\n 0.25,\n 0.5,\n 0.5,\n 0.5,\n 1,\n 1,\n 1\n ],\n \"strikes\": [\n 95,\n 100,\n 105,\n 95,\n 100,\n 105,\n 95,\n 100,\n 105\n ],\n \"vols\": [\n 0.26,\n 0.24,\n 0.25,\n 0.25,\n 0.23,\n 0.24,\n 0.24,\n 0.22,\n 0.23\n ],\n \"forwards\": [\n 100.5,\n 100.5,\n 100.5,\n 101,\n 101,\n 101,\n 102,\n 102,\n 102\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/volatility/surface/from-points")
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 \"tenors\": [\n 0.25,\n 0.25,\n 0.25,\n 0.5,\n 0.5,\n 0.5,\n 1,\n 1,\n 1\n ],\n \"strikes\": [\n 95,\n 100,\n 105,\n 95,\n 100,\n 105,\n 95,\n 100,\n 105\n ],\n \"vols\": [\n 0.26,\n 0.24,\n 0.25,\n 0.25,\n 0.23,\n 0.24,\n 0.24,\n 0.22,\n 0.23\n ],\n \"forwards\": [\n 100.5,\n 100.5,\n 100.5,\n 101,\n 101,\n 101,\n 102,\n 102,\n 102\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"surface_built": true,
"n_points": 9
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Standard tier or higher"
}{
"detail": [
{
"loc": [
"body",
"volatility"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}quantlib-volatility
Build Surface From Points
Construct a volatility surface from scattered market quote points (tenor, strike, volatility). Useful for building surfaces from real market data where quotes are not on a regular grid. Returns confirmation of successful surface construction. Supports optional forward prices and custom interpolation grids. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
volatility
/
surface
/
from-points
Build Surface From Points
curl --request POST \
--url https://api.fincept.in/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
]
}
'import requests
url = "https://api.fincept.in/quantlib/volatility/surface/from-points"
payload = {
"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]
}
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({
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]
})
};
fetch('https://api.fincept.in/quantlib/volatility/surface/from-points', 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/volatility/surface/from-points",
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([
'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
]
]),
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/volatility/surface/from-points"
payload := strings.NewReader("{\n \"tenors\": [\n 0.25,\n 0.25,\n 0.25,\n 0.5,\n 0.5,\n 0.5,\n 1,\n 1,\n 1\n ],\n \"strikes\": [\n 95,\n 100,\n 105,\n 95,\n 100,\n 105,\n 95,\n 100,\n 105\n ],\n \"vols\": [\n 0.26,\n 0.24,\n 0.25,\n 0.25,\n 0.23,\n 0.24,\n 0.24,\n 0.22,\n 0.23\n ],\n \"forwards\": [\n 100.5,\n 100.5,\n 100.5,\n 101,\n 101,\n 101,\n 102,\n 102,\n 102\n ]\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/volatility/surface/from-points")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"tenors\": [\n 0.25,\n 0.25,\n 0.25,\n 0.5,\n 0.5,\n 0.5,\n 1,\n 1,\n 1\n ],\n \"strikes\": [\n 95,\n 100,\n 105,\n 95,\n 100,\n 105,\n 95,\n 100,\n 105\n ],\n \"vols\": [\n 0.26,\n 0.24,\n 0.25,\n 0.25,\n 0.23,\n 0.24,\n 0.24,\n 0.22,\n 0.23\n ],\n \"forwards\": [\n 100.5,\n 100.5,\n 100.5,\n 101,\n 101,\n 101,\n 102,\n 102,\n 102\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/volatility/surface/from-points")
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 \"tenors\": [\n 0.25,\n 0.25,\n 0.25,\n 0.5,\n 0.5,\n 0.5,\n 1,\n 1,\n 1\n ],\n \"strikes\": [\n 95,\n 100,\n 105,\n 95,\n 100,\n 105,\n 95,\n 100,\n 105\n ],\n \"vols\": [\n 0.26,\n 0.24,\n 0.25,\n 0.25,\n 0.23,\n 0.24,\n 0.24,\n 0.22,\n 0.23\n ],\n \"forwards\": [\n 100.5,\n 100.5,\n 100.5,\n 101,\n 101,\n 101,\n 102,\n 102,\n 102\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"surface_built": true,
"n_points": 9
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Standard tier or higher"
}{
"detail": [
{
"loc": [
"body",
"volatility"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Array of tenor times in years for each quote
Minimum array length:
3Example:
[0.25, 0.25, 0.25, 0.5, 0.5, 0.5, 1, 1, 1]
Array of strike prices for each quote
Minimum array length:
3Example:
[95, 100, 105, 95, 100, 105, 95, 100, 105]
Array of volatility values for each quote
Minimum array length:
3Example:
[
0.26,
0.24,
0.25,
0.25,
0.23,
0.24,
0.24,
0.22,
0.23
]
Optional array of forward prices corresponding to each tenor
Example:
[
100.5,
100.5,
100.5,
101,
101,
101,
102,
102,
102
]
Optional custom expiry grid for interpolation
Example:
[0.25, 0.5, 1, 2]
Optional custom strike grid for interpolation
Example:
[90, 95, 100, 105, 110]
⌘I
