Skip to main content
POST
Term Structure 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
expiries
number[]
required

Array of expiry times in years (must be strictly increasing)

Minimum array length: 2
Example:
volatilities
number[]
required

Array of volatilities corresponding to each expiry

Minimum array length: 2
Example:
query_expiry
number
required

Expiry time in years for the query (will be interpolated)

Required range: x >= 0
Example:

0.75

Response

Successful Response

success
boolean
Example:

true

data
object