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Core Module

Tier: Free | Cost: 0 credits | Endpoints: 51 Essential date handling, calendars, and financial utilities.

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Key Features

  • Business day checks (50+ calendars)
  • Date arithmetic with tenors
  • Day count conventions
  • Pure Black-Scholes pricing
  • Automatic differentiation
  • Financial type operations
Check Business Day: 
POST /quantlib/core/date/is-business-day
{"date": "2024-01-15", "calendar": "UnitedStates"}
Add Tenor: 
POST /quantlib/core/types/tenor/add-to-date
{"date": "2024-01-15", "tenor": "3M"}
Black-Scholes: 
POST /quantlib/core/pure/black-scholes
{"spot": 100, "strike": 105, "rate": 0.05, "volatility": 0.2, "time": 0.25}
Full API Reference →