Pricing Module

Tier: Standard | Cost: 2 credits | Endpoints: 29 Options pricing with Black-Scholes, binomial trees, and exotic options.

Key Features

📈 Black-Scholes (European/American)
🌳 Binomial trees (CRR, JR, Tian)
🎯 Black76 (caps, floors, swaptions)
🔢 Bachelier (normal vol)
🎲 Exotic options (barrier, Asian, lookback)
📊 Complete Greeks calculation

Popular Endpoints

Black-Scholes:

POST /quantlib/pricing/black-scholes
{
  "spot": 100,
  "strike": 105,
  "rate": 0.05,
  "volatility": 0.2,
  "time_to_maturity": 0.25,
  "option_type": "call"
}

Binomial Tree:

POST /quantlib/pricing/binomial-tree
{
  "spot": 100,
  "strike": 105,
  "rate": 0.05,
  "volatility": 0.2,
  "time": 0.25,
  "steps": 100,
  "option_type": "american_call"
}

Full API Reference →