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POST
/
quantlib
/
volatility
/
local-vol
/
constant
Constant Local Volatility
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/volatility/local-vol/constant \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "volatility": 0.2,
  "spot": 100,
  "time": 0.5
}
'
{
  "success": true,
  "data": {
    "local_vol": 0.2,
    "spot": 100,
    "time": 0.5
  }
}

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
​
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