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POST
Constant Local Volatility

Authorizations

X-API-Key
string
header
required

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

Body

application/json
volatility
number
required

Constant local volatility value (annualized)

Required range: 0 <= x <= 5
Example:

0.2

spot
number
required

Spot price for query (not used in constant model but required for interface)

Required range: x >= 0
Example:

100

time
number
required

Time for query in years (not used in constant model but required for interface)

Required range: x >= 0
Example:

0.5

Response

Successful Response

success
boolean
Example:

true

data
object