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POST
Volatility Smile

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

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

Array of strike prices

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

2D volatility matrix [expiry_index][strike_index]

Example:
query_expiry
number
required

Expiry time for which to extract the smile

Required range: x >= 0
Example:

0.5

query_strikes
number[]
required

Array of strikes at which to evaluate the smile

Minimum array length: 1
Example:

Response

Successful Response

success
boolean
Example:

true

data
object