> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# Introduction

> Professional quantitative finance library accessible via REST API

# Fincept API

Welcome to **Fincept API** - your gateway to professional-grade quantitative finance through a simple REST interface.

## What is Fincept?

Fincept provides institutional-quality financial analytics and quantitative finance capabilities through an easy-to-use API. No complex installations, no dependency management - just HTTP requests to powerful financial tools.

### FinceptQuantLib

At the core of Fincept API is **FinceptQuantLib** - a comprehensive quantitative finance library with:

* **18 specialized modules** covering the complete financial engineering spectrum
* **497+ endpoints** for derivatives pricing, risk management, and portfolio analytics
* **Professional-grade calculations** used by financial institutions worldwide
* **Real-time market data integration** for live pricing and risk metrics

## What Can You Build?

### Derivatives & Options

* Price exotic options using advanced models (Black-Scholes, Heston, Monte Carlo)
* Calculate Greeks for risk management (Delta, Gamma, Vega, Theta, Rho)
* Value structured products and custom payoffs
* Model interest rate derivatives (swaps, caps, floors, swaptions)

### Fixed Income & Curves

* Build and calibrate yield curves (Nelson-Siegel, cubic splines)
* Price bonds with embedded options
* Analyze duration, convexity, and key rate durations
* Model credit spreads and default probabilities

### Risk Management

* Calculate Value at Risk (VaR) using parametric and historical methods
* Compute Credit Valuation Adjustment (CVA) and other xVA metrics
* Run stress tests and scenario analysis
* Measure portfolio risk and correlation

### Portfolio Analytics

* Optimize portfolios using mean-variance, Black-Litterman, and risk parity
* Calculate efficient frontiers and optimal asset allocation
* Analyze performance attribution and factor exposures
* Backtest trading strategies with realistic market data

### Regulatory Compliance

* Basel III capital calculations (SA-CCR, CEM, IMM)
* FRTB sensitivities and risk metrics
* Regulatory reporting and compliance checks
* Model validation and stress testing frameworks

### Machine Learning & Physics

* Apply ML models to financial data (neural networks, random forests)
* Use quantum-inspired algorithms for optimization
* Implement advanced statistical methods
* Leverage physics-based models for market dynamics

## How It Works

```bash theme={null}
# 1. Register and get your API key
curl -X POST https://api.fincept.in/auth/register \
  -H "Content-Type: application/json" \
  -d '{
    "username": "yourname",
    "email": "your@email.com",
    "password": "SecurePass123!"
  }'

# 2. Price a European call option
curl -X POST https://api.fincept.in/quantlib/pricing/black-scholes \
  -H "X-API-Key: fk_user_your_key" \
  -H "Content-Type: application/json" \
  -d '{
    "spot": 100,
    "strike": 105,
    "rate": 0.05,
    "volatility": 0.2,
    "time_to_maturity": 0.25,
    "option_type": "call"
  }'

# 3. Get results instantly
{
  "success": true,
  "data": {
    "price": 2.456,
    "delta": 0.543,
    "gamma": 0.028,
    "vega": 0.156,
    "theta": -0.012,
    "rho": 0.089
  }
}
```

## Key Features

### No Installation Required

Access professional financial libraries without installing dependencies, managing versions, or dealing with compilation issues.

### Credit-Based Pricing

Pay only for what you use. Credits are deducted per API call, with transparent pricing and no hidden fees.

### Tiered Access

* **Free Tier**: Core functionality and scheduling (51+ endpoints)
* **Basic Tier**: Statistics, numerical methods, solvers (103+ endpoints)
* **Standard Tier**: Pricing, curves, instruments (155+ endpoints)
* **Pro Tier**: Advanced models, ML, regulatory (188+ endpoints)

### API-First Design

* RESTful architecture with consistent JSON responses
* Comprehensive OpenAPI documentation
* Interactive API playground
* Code examples in multiple languages

### Enterprise Ready

* High availability with 99.9% uptime SLA
* Scalable infrastructure handling millions of requests
* Secure authentication with API key management
* Usage analytics and monitoring

## Real-World Applications

### Hedge Funds & Asset Managers

* Price complex derivatives portfolios
* Calculate risk metrics for regulatory reporting
* Optimize asset allocation strategies
* Backtest trading algorithms

### Banks & Financial Institutions

* Value structured products for client offerings
* Compute CVA/DVA for counterparty risk
* Model interest rate and FX derivatives
* Perform stress testing and scenario analysis

### Fintech & Trading Platforms

* Integrate options pricing into trading apps
* Provide real-time Greeks to traders
* Build portfolio analytics dashboards
* Offer risk management tools to clients

### Researchers & Academics

* Test new pricing models and algorithms
* Validate theoretical results with production-grade code
* Analyze market data and financial phenomena
* Teach quantitative finance courses

## Available Modules

FinceptQuantLib includes 18 specialized modules:

| Module          | Description                               | Tier     |
| --------------- | ----------------------------------------- | -------- |
| **Core**        | Date handling, calendars, day counters    | Free     |
| **Scheduling**  | Cash flow schedules, payment dates        | Free     |
| **Statistics**  | Distributions, moments, hypothesis tests  | Basic    |
| **Numerical**   | Root finding, optimization, interpolation | Basic    |
| **Solver**      | Linear/nonlinear equation solvers         | Basic    |
| **Economics**   | Economic indicators and models            | Basic    |
| **Analysis**    | Time series, regression, factor analysis  | Standard |
| **Curves**      | Yield curves, volatility surfaces         | Standard |
| **Pricing**     | Options, bonds, derivatives pricing       | Standard |
| **Instruments** | Financial instruments library             | Standard |
| **Stochastic**  | Random processes, Monte Carlo             | Standard |
| **Volatility**  | Volatility modeling and forecasting       | Standard |
| **Models**      | Hull-White, Heston, CIR, SABR             | Pro      |
| **Portfolio**   | Optimization, allocation, rebalancing     | Pro      |
| **Risk**        | VaR, CVA, stress testing                  | Pro      |
| **Regulatory**  | Basel III, FRTB calculations              | Pro      |
| **ML**          | Neural networks, random forests           | Pro      |
| **Physics**     | Quantum-inspired algorithms               | Pro      |

## Getting Started

1. **[Quickstart Guide](/quickstart)** - Get up and running in 5 minutes
2. **[Authentication](/authentication)** - Learn about API keys and security
3. **[Pricing](/pricing)** - Understand credit costs and subscription plans
4. **[QuantLib Overview](/quantlib-overview)** - Explore modules and capabilities
5. **[API Reference](/api-reference)** - Browse complete endpoint documentation

## Support

* **Documentation**: Comprehensive guides and API reference
* **Email Support**: [support@fincept.in](mailto:support@fincept.in)
* **GitHub**: Report issues and request features
* **Community**: Join our Discord for discussions

## Base URL

```
https://api.fincept.in
```

All API endpoints are relative to this base URL.

## Response Format

All endpoints return standardized JSON responses:

```json theme={null}
{
  "success": true,
  "message": "Operation completed successfully",
  "data": {
    // Response data specific to each endpoint
  }
}
```

Error responses include detailed error information:

```json theme={null}
{
  "success": false,
  "message": "Insufficient credits",
  "detail": "Required: 2 credits, Available: 0.5 credits"
}
```

## Next Steps

Ready to start building? Follow our [Quickstart Guide](/quickstart) to make your first API call in minutes.

Need help choosing the right tier? Check our [Pricing Page](/pricing) for detailed plan comparisons.

Want to explore capabilities? Browse the [QuantLib Overview](/quantlib-overview) for module-specific documentation.