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POST
/
quantlib
/
volatility
/
surface
/
flat
Flat Volatility Surface
curl --request POST \
  --url https://api.fincept.in/quantlib/volatility/surface/flat \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "volatility": 0.25,
  "query_expiry": 1,
  "query_strike": 100
}
'
{
  "success": true,
  "data": {
    "volatility": 0.25,
    "total_variance": 0.0625,
    "expiry": 1,
    "strike": 100
  }
}

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 volatility value (annualized, e.g., 0.20 for 20%)

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

0.25

​
query_expiry
number
required

Time to expiry in years for the query point

Required range: x >= 0
Example:

1

​
query_strike
number
required

Strike price for the query point

Required range: x >= 0
Example:

100

Response

Successful Response

​
success
boolean
Example:

true

​
data
object