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POST
/
quantlib
/
volatility
/
surface
/
term-structure
Term Structure Volatility
curl --request POST \
  --url https://api.fincept.in/quantlib/volatility/surface/term-structure \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "expiries": [
    0.25,
    0.5,
    1,
    2
  ],
  "volatilities": [
    0.22,
    0.24,
    0.25,
    0.23
  ],
  "query_expiry": 0.75
}
'
{
  "success": true,
  "data": {
    "volatility": 0.245,
    "total_variance": 0.04501875,
    "query_expiry": 0.75
  }
}

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:
[0.25, 0.5, 1, 2]
​
volatilities
number[]
required

Array of volatilities corresponding to each expiry

Minimum array length: 2
Example:
[0.22, 0.24, 0.25, 0.23]
​
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