Skip to main content
POST
Build Surface From Points

Authorizations

X-API-Key
string
header
required

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

Body

application/json
tenors
number[]
required

Array of tenor times in years for each quote

Minimum array length: 3
Example:
strikes
number[]
required

Array of strike prices for each quote

Minimum array length: 3
Example:
vols
number[]
required

Array of volatility values for each quote

Minimum array length: 3
Example:
forwards
number[]

Optional array of forward prices corresponding to each tenor

Example:
expiry_grid
number[]

Optional custom expiry grid for interpolation

Example:
strike_grid
number[]

Optional custom strike grid for interpolation

Example:

Response

Successful Response

success
boolean
Example:

true

data
object