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POST
SABR Smile Dynamics

Authorizations

X-API-Key
string
header
required

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

Body

application/json
forward
number
required

Current forward price of the underlying

Required range: x >= 0
Example:

100

expiry
number
required

Time to expiry in years

Required range: x >= 0
Example:

1

alpha
number
required

SABR alpha parameter

Required range: x >= 0
Example:

0.25

beta
number
required

SABR beta parameter

Required range: 0 <= x <= 1
Example:

0.5

rho
number
required

SABR rho parameter

Required range: -1 <= x <= 1
Example:

-0.2

nu
number
required

SABR nu parameter

Required range: x >= 0
Example:

0.3

strike
number
required

Strike price for volatility evaluation

Required range: x >= 0
Example:

100

forward_shift
number
default:0.01

Change in forward price (e.g., 0.01 for +1 unit, -0.01 for -1 unit)

Example:

1

Response

Successful Response

success
boolean
Example:

true

data
object