Constant Local Volatility
curl --request POST \
--url https://api.fincept.in/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
}
'import requests
url = "https://api.fincept.in/quantlib/volatility/local-vol/constant"
payload = {
"volatility": 0.2,
"spot": 100,
"time": 0.5
}
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({volatility: 0.2, spot: 100, time: 0.5})
};
fetch('https://api.fincept.in/quantlib/volatility/local-vol/constant', 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/local-vol/constant",
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([
'volatility' => 0.2,
'spot' => 100,
'time' => 0.5
]),
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/local-vol/constant"
payload := strings.NewReader("{\n \"volatility\": 0.2,\n \"spot\": 100,\n \"time\": 0.5\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/local-vol/constant")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"volatility\": 0.2,\n \"spot\": 100,\n \"time\": 0.5\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/volatility/local-vol/constant")
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 \"volatility\": 0.2,\n \"spot\": 100,\n \"time\": 0.5\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"local_vol": 0.2,
"spot": 100,
"time": 0.5
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Standard tier or higher"
}{
"detail": [
{
"loc": [
"body",
"volatility"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}quantlib-volatility
Constant Local Volatility
Query a constant local volatility model that returns the same local volatility for any spot and time. Local volatility represents the instantaneous volatility at a specific spot price and time, used in local volatility models for path-dependent exotic option pricing. Simplest case for testing and model validation. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
volatility
/
local-vol
/
constant
Constant Local Volatility
curl --request POST \
--url https://api.fincept.in/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
}
'import requests
url = "https://api.fincept.in/quantlib/volatility/local-vol/constant"
payload = {
"volatility": 0.2,
"spot": 100,
"time": 0.5
}
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({volatility: 0.2, spot: 100, time: 0.5})
};
fetch('https://api.fincept.in/quantlib/volatility/local-vol/constant', 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/local-vol/constant",
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([
'volatility' => 0.2,
'spot' => 100,
'time' => 0.5
]),
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/local-vol/constant"
payload := strings.NewReader("{\n \"volatility\": 0.2,\n \"spot\": 100,\n \"time\": 0.5\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/local-vol/constant")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"volatility\": 0.2,\n \"spot\": 100,\n \"time\": 0.5\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/volatility/local-vol/constant")
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 \"volatility\": 0.2,\n \"spot\": 100,\n \"time\": 0.5\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"local_vol": 0.2,
"spot": 100,
"time": 0.5
}
}{
"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
Constant local volatility value (annualized)
Required range:
0 <= x <= 5Example:
0.2
Spot price for query (not used in constant model but required for interface)
Required range:
x >= 0Example:
100
Time for query in years (not used in constant model but required for interface)
Required range:
x >= 0Example:
0.5
⌘I
