Examples & Use Cases
Options Pricing Examples
Real-world options pricing workflows
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Real-world options pricing workflows
import requests
API_KEY = "fk_user_your_key"
BASE_URL = "https://api.fincept.in"
# Price European call
response = requests.post(
f"{BASE_URL}/quantlib/pricing/black-scholes",
headers={"X-API-Key": API_KEY},
json={
"spot": 100,
"strike": 105,
"rate": 0.05,
"volatility": 0.2,
"time_to_maturity": 0.25,
"option_type": "call"
}
)
result = response.json()
print(f"Price: {result['data']['price']}")
print(f"Delta: {result['data']['delta']}")
response = requests.post(
f"{BASE_URL}/quantlib/pricing/binomial-tree",
headers={"X-API-Key": API_KEY},
json={
"spot": 100,
"strike": 105,
"rate": 0.05,
"volatility": 0.2,
"time": 0.5,
"steps": 100,
"option_type": "american_put"
}
)
response = requests.post(
f"{BASE_URL}/quantlib/pricing/barrier-option",
headers={"X-API-Key": API_KEY},
json={
"spot": 100,
"strike": 105,
"barrier": 110,
"barrier_type": "up_and_out",
"rate": 0.05,
"volatility": 0.2,
"time": 0.25,
"option_type": "call"
}
)
