> ## 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. # QuantLib API Overview > Comprehensive guide to 18 modules, 497 endpoints, and 4 subscription tiers # QuantLib API Overview FinceptQuantLib provides **497 endpoints** across **18 specialized modules** organized into **4 subscription tiers**. This overview helps you understand module capabilities, tier requirements, and credit costs. ## Tier Structure All QuantLib endpoints require authentication and tier-appropriate access. Credits are consumed based on module tier: | Tier | Credits/Call | Modules | Endpoints | Description | | ------------ | ------------ | ------- | --------- | ------------------------------------------- | | **Free** | 0 | 2 | 65 | Core utilities and scheduling - always free | | **Basic** | 1 | 4 | 130 | Statistics, numerical methods, solvers | | **Standard** | 2 | 6 | 178 | Pricing, curves, instruments, analysis | | **Pro** | 5 | 6 | 124 | Advanced models, ML, risk, regulatory | **Free tier access** is included with every account - no subscription needed! ## Quick Navigation 0 credits 1 credit 2 credits 5 credits *** ## Free Tier (0 credits) ### Core Module (51 endpoints) Foundation of FinceptQuantLib with essential financial types and utilities. **Key Capabilities:** * **Financial Types**: Rate, Money, Currency, Tenor, Period * **Date Operations**: Business day checks, date arithmetic, tenor calculations * **Day Count Conventions**: ACT/360, ACT/365, 30/360, and more * **Business Calendars**: 50+ country calendars (US, UK, EU, India, Japan, etc.) * **Pure Functions**: Black-Scholes pricing, VaR, interpolation, GBM simulation * **Math Utilities**: Compound interest, discount factors, cashflow analysis * **Automatic Differentiation**: Forward/reverse mode AD for Greeks **Popular Endpoints:** ```bash theme={null} # Check if date is a business day POST /quantlib/core/date/is-business-day POST /quantlib/core/types/tenor/add-to-date POST /quantlib/core/pure/black-scholes POST /quantlib/core/autodiff/forward-mode ``` [View Core API Reference →](/api-reference/quantlib-core) ### Scheduling Module (14 endpoints) Generate payment schedules and manage cash flow calendars. **Key Capabilities:** * **Schedule Generation**: Fixed, floating, custom frequencies * **Business Day Adjustment**: Following, modified following, preceding * **Period Management**: Coupon periods, payment dates * **Calendar Operations**: Holiday handling, end-of-month rules **Popular Endpoints:** ```bash theme={null} POST /quantlib/scheduling/schedule POST /quantlib/scheduling/calendar-operations POST /quantlib/scheduling/period-info ``` [View Scheduling API Reference →](/api-reference/quantlib-scheduling) *** ## Basic Tier (1 credit) ### Statistics Module (52 endpoints) Comprehensive statistical distributions and time series analysis. **Key Capabilities:** * **Continuous Distributions** (PDF/CDF/PPF): Normal, Lognormal, Student-t, Chi-squared, F, Gamma, Beta, Exponential * **Discrete Distributions**: Binomial, Poisson, Negative Binomial, Hypergeometric, Geometric * **Time Series Models**: AR, MA, ARMA, ARIMA, GARCH, EGARCH, GJR-GARCH * **Statistical Tests**: Normality, stationarity, autocorrelation * **Descriptive Stats**: Mean, variance, skewness, kurtosis, quantiles **Popular Endpoints:** ```bash theme={null} POST /quantlib/statistics/normal-pdf POST /quantlib/statistics/arima POST /quantlib/statistics/garch POST /quantlib/statistics/correlation-matrix ``` [View Statistics API Reference →](/api-reference/quantlib-statistics) ### Numerical Module (28 endpoints) Advanced numerical methods for financial computations. **Key Capabilities:** * **Differentiation**: Forward, backward, central differences, Richardson extrapolation * **Integration**: Gaussian quadrature, Simpson's rule, Monte Carlo integration * **Interpolation**: Linear, cubic spline, monotone convex, Hermite * **Linear Algebra**: LU, QR, SVD, Cholesky decomposition, eigenvalues * **ODE Solvers**: Euler, Runge-Kutta, adaptive methods * **Optimization**: Newton, gradient descent, BFGS, conjugate gradient * **FFT**: Fast Fourier Transform for option pricing **Popular Endpoints:** ```bash theme={null} POST /quantlib/numerical/cubic-spline POST /quantlib/numerical/cholesky POST /quantlib/numerical/fft POST /quantlib/numerical/newton-raphson ``` [View Numerical API Reference →](/api-reference/quantlib-numerical) ### Solver Module (25 endpoints) Specialized solvers for common financial problems. **Key Capabilities:** * **Bond Analytics**: Yield to maturity, duration, convexity, DV01 * **Volatility Solvers**: Implied volatility from option prices * **Spread Calculations**: Z-spread, asset swap spread, OAS * **Curve Bootstrapping**: Build yield curves from market instruments * **Model Calibration**: Vasicek, CIR parameter fitting * **IRR Calculations**: Internal rate of return, XIRR for irregular cash flows **Popular Endpoints:** ```bash theme={null} POST /quantlib/solver/bond-yield POST /quantlib/solver/implied-volatility POST /quantlib/solver/z-spread POST /quantlib/solver/bootstrap-curve ``` [View Solver API Reference →](/api-reference/quantlib-solver) ### Economics Module (25 endpoints) Economic models and game theory applications. **Key Capabilities:** * **Production Functions**: Cobb-Douglas, CES with optimal factor allocation * **General Equilibrium**: Walrasian equilibrium solver * **Game Theory**: Nash equilibrium, fictitious play, evolutionary games * **Auction Theory**: First-price, second-price, all-pay auctions * **Utility Theory**: CARA, CRRA, Prospect Theory with loss aversion * **Welfare Economics**: Social welfare, deadweight loss **Popular Endpoints:** ```bash theme={null} POST /quantlib/economics/cobb-douglas POST /quantlib/economics/nash-equilibrium POST /quantlib/economics/auction-theory POST /quantlib/economics/utility-cara ``` [View Economics API Reference →](/api-reference/quantlib-economics) *** ## Standard Tier (2 credits) ### Analysis Module (45 endpoints) Comprehensive equity and credit analysis tools. **Key Capabilities:** * **Fundamental Analysis**: Profitability, liquidity, leverage, efficiency ratios * **Industry Analysis**: Banking, insurance, REITs, utilities-specific metrics * **Valuation Models**: DCF (FCFF, FCFE), Gordon growth, DDM, comparable * **Credit Models**: Merton, Altman Z-Score, Piotroski F-Score, Ohlson O-Score * **Factor Models**: Fama-French 3/5 factor, Carhart 4-factor * **Pro Forma**: Forecasting, scenario analysis * **Stock Screening**: Multi-criteria filtering * **Startup Valuation**: VC method, scorecard, Berkus **Popular Endpoints:** ```bash theme={null} POST /quantlib/analysis/dcf-valuation POST /quantlib/analysis/altman-z-score POST /quantlib/analysis/dupont-analysis POST /quantlib/analysis/fama-french ``` [View Analysis API Reference →](/api-reference/quantlib-analysis) ### Curves Module (28 endpoints) Yield curve construction and manipulation. **Key Capabilities:** * **Curve Types**: Zero, discount, forward, par, inflation * **Interpolation**: Linear, log-linear, cubic spline, monotone convex, Hermite, flat forward * **Curve Operations**: Parallel shift, twist, butterfly, roll down * **Parametric Models**: Nelson-Siegel, Svensson (NSS) * **Multi-Curve Framework**: OIS discounting, tenor-specific curves * **Curve Analytics**: Forward rates, discount factors, par rates **Popular Endpoints:** ```bash theme={null} POST /quantlib/curves/zero-curve POST /quantlib/curves/nelson-siegel POST /quantlib/curves/interpolate POST /quantlib/curves/parallel-shift ``` [View Curves API Reference →](/api-reference/quantlib-curves) ### Pricing Module (29 endpoints) Options and derivatives pricing with multiple models. **Key Capabilities:** * **Black-Scholes**: European/American options, all Greeks, digital options * **Black76**: Caplets, floorlets, swaptions (futures-style) * **Bachelier**: Normal volatility model, shifted lognormal * **Binomial Trees**: CRR, JR, Tian, LR methods for American options * **Exotic Options**: Barrier, Asian, lookback, spread options * **Kirk Model**: Spread option pricing * **Greeks Calculation**: Full Greeks suite including higher-order **Popular Endpoints:** ```bash theme={null} POST /quantlib/pricing/black-scholes POST /quantlib/pricing/black76-swaption POST /quantlib/pricing/binomial-tree POST /quantlib/pricing/barrier-option ``` [View Pricing API Reference →](/api-reference/quantlib-pricing) ### Instruments Module (26 endpoints) Fixed income and derivative instruments. **Key Capabilities:** * **Bonds**: Fixed coupon, floating rate, inflation-linked, zero coupon * **Interest Rate Swaps**: PV, par rate, DV01, cash flows * **FRA**: Forward rate agreements * **Money Market**: Deposits, T-bills, repos, commercial paper * **OIS**: Overnight index swaps * **Equity Derivatives**: Equity swaps, variance swaps, volatility swaps * **FX Derivatives**: FX forwards, Garman-Kohlhagen model * **Credit Derivatives**: CDS pricing and spread calculations * **Futures**: STIR futures, bond futures **Popular Endpoints:** ```bash theme={null} POST /quantlib/instruments/fixed-bond POST /quantlib/instruments/interest-rate-swap POST /quantlib/instruments/fx-forward POST /quantlib/instruments/cds ``` [View Instruments API Reference →](/api-reference/quantlib-instruments) ### Stochastic Module (36 endpoints) Stochastic processes and Monte Carlo simulation. **Key Capabilities:** * **Diffusion Processes**: GBM, Ornstein-Uhlenbeck, CIR, Vasicek, Heston * **Jump Processes**: Merton, Kou, Variance Gamma jump-diffusion * **Simulation Methods**: Euler-Maruyama, Milstein, exact simulation * **Advanced Techniques**: Multilevel Monte Carlo, Sobol sequences * **Brownian Motion**: Standard, geometric, arithmetic, bridge * **Ito Calculus**: Ito's lemma, product rule, quotient rule * **Girsanov Theorem**: Risk-neutral pricing, measure changes * **Martingale Tests**: Statistical tests for martingale property **Popular Endpoints:** ```bash theme={null} POST /quantlib/stochastic/gbm-simulation POST /quantlib/stochastic/heston-paths POST /quantlib/stochastic/sobol-sequence POST /quantlib/stochastic/ito-lemma ``` [View Stochastic API Reference →](/api-reference/quantlib-stochastic) ### Volatility Module (14 endpoints) Volatility surface modeling and smile dynamics. **Key Capabilities:** * **Surface Types**: Flat, term structure, strike grid * **SABR Model**: Implied volatility, calibration, smile, density, dynamics * **Local Volatility**: Dupire local vol, implied-to-local conversion * **Volatility Smile**: Strike interpolation, calendar spread * **ATM Volatility**: At-the-money vol calculation **Popular Endpoints:** ```bash theme={null} POST /quantlib/volatility/sabr-implied-vol POST /quantlib/volatility/sabr-calibration POST /quantlib/volatility/local-vol-dupire POST /quantlib/volatility/vol-surface ``` [View Volatility API Reference →](/api-reference/quantlib-volatility) *** ## Pro Tier (5 credits) ### Models Module (14 endpoints) Advanced pricing models for complex derivatives. **Key Capabilities:** * **Short Rate Models**: Vasicek, CIR, Hull-White, Black-Karasinski * **Stochastic Volatility**: Heston (analytical + MC), SABR dynamics * **Jump Diffusion**: Merton, Kou, Variance Gamma models * **Local Volatility**: Dupire model, implied volatility surface * **Model Calibration**: Fit models to market data (SVI, SABR) * **Simulation**: Exact and discretized path generation **Popular Endpoints:** ```bash theme={null} POST /quantlib/models/heston-price POST /quantlib/models/hull-white POST /quantlib/models/merton-jump POST /quantlib/models/svi-calibration ``` [View Models API Reference →](/api-reference/quantlib-models) ### Portfolio Module (15 endpoints) Portfolio optimization and risk parity strategies. **Key Capabilities:** * **Mean-Variance Optimization**: Minimum variance, maximum Sharpe, target return * **Efficient Frontier**: Trace complete frontier, identify tangency portfolio * **Black-Litterman**: Bayesian approach combining views with equilibrium * **Risk Parity**: Equal risk contribution (ERC), hierarchical risk parity (HRP) * **Risk Metrics**: Tracking error, information ratio, Sortino ratio, max drawdown * **Advanced Techniques**: Inverse volatility weighting, minimum CVaR * **Performance Attribution**: Factor decomposition, incremental VaR **Popular Endpoints:** ```bash theme={null} POST /quantlib/portfolio/mean-variance POST /quantlib/portfolio/efficient-frontier POST /quantlib/portfolio/black-litterman POST /quantlib/portfolio/risk-parity ``` [View Portfolio API Reference →](/api-reference/quantlib-portfolio) ### Risk Module (25 endpoints) Comprehensive risk measurement and management tools. **Key Capabilities:** * **Value at Risk**: Parametric, historical, Monte Carlo methods * **Component VaR**: Individual asset contributions to portfolio VaR * **Stress Testing**: Historical scenarios, custom shocks * **Copulas**: Gaussian, Student-t, Clayton, Frank, Gumbel, Joe * **Extreme Value Theory**: GPD, GEV, Hill estimator for tail risk * **XVA Calculations**: CVA (credit valuation adjustment), PFE (potential future exposure) * **Sensitivities**: Full Greeks, bucket delta, cross-gamma, key rate duration * **Hedging**: Optimal hedge ratios, exposure profiles * **Backtesting**: VaR model validation, traffic light tests **Popular Endpoints:** ```bash theme={null} POST /quantlib/risk/var-parametric POST /quantlib/risk/component-var POST /quantlib/risk/cva POST /quantlib/risk/stress-test ``` [View Risk API Reference →](/api-reference/quantlib-risk) ### Regulatory Module (11 endpoints) Basel III, IFRS 9, and liquidity compliance calculations. **Key Capabilities:** * **Basel III Capital**: Credit RWA, operational RWA, capital ratios * **SA-CCR**: Exposure at default (EAD), replacement cost (RC), potential future exposure (PFE) * **IFRS 9**: Expected credit loss (ECL), staging, significant increase in credit risk (SICR) * **Liquidity Ratios**: LCR (liquidity coverage ratio), NSFR (net stable funding ratio) * **Stress Testing**: Capital projections, adverse scenarios **Popular Endpoints:** ```bash theme={null} POST /quantlib/regulatory/basel-capital-ratio POST /quantlib/regulatory/sa-ccr POST /quantlib/regulatory/ifrs9-ecl POST /quantlib/regulatory/lcr ``` [View Regulatory API Reference →](/api-reference/quantlib-regulatory) ### ML Module (35 endpoints) Machine learning for credit risk, regression, and anomaly detection. **Key Capabilities:** * **Credit Scoring**: Logistic regression, WoE binning, scorecard development * **Model Validation**: Discrimination (Gini, KS), calibration (Hosmer-Lemeshow), PSI * **Regression Models**: OLS, Lasso, ElasticNet, decision trees, gradient boosting, random forest * **Credit Parameters**: PD, LGD, EAD modeling * **Clustering**: K-Means, DBSCAN, hierarchical, PCA dimension reduction * **Anomaly Detection**: Isolation forest, outlier detection * **Feature Engineering**: Technical indicators, rolling statistics, calendar features * **Preprocessing**: Scalers, outlier treatment, winsorization **Popular Endpoints:** ```bash theme={null} POST /quantlib/ml/credit-scorecard POST /quantlib/ml/gini-coefficient POST /quantlib/ml/gradient-boosting POST /quantlib/ml/isolation-forest ``` [View ML API Reference →](/api-reference/quantlib-ml) ### Physics Module (24 endpoints) Physics-inspired models and information theory for finance. **Key Capabilities:** * **Information Theory**: Shannon/Renyi/Tsallis entropy, KL/JS divergence * **Mutual Information**: Dependency measures, transfer entropy * **Statistical Mechanics**: Boltzmann distribution, Ising model, phase transitions * **Thermodynamics**: Free energy, Carnot efficiency, van der Waals equation * **Maximum Entropy**: Constrained optimization for probability distributions * **Fisher Information**: Parameter estimation, Cramér-Rao bounds **Popular Endpoints:** ```bash theme={null} POST /quantlib/physics/shannon-entropy POST /quantlib/physics/kl-divergence POST /quantlib/physics/ising-model POST /quantlib/physics/max-entropy ``` [View Physics API Reference →](/api-reference/quantlib-physics) *** ## Module Comparison ### By Complexity | Beginner | Intermediate | Advanced | Expert | | ---------- | ------------ | --------- | ---------- | | Core | Pricing | Models | Regulatory | | Scheduling | Curves | Portfolio | ML | | Statistics | Instruments | Risk | Physics | | Numerical | Analysis | | | | Solver | Stochastic | | | | Economics | Volatility | | | ### By Use Case **Options Trading:** * Core (dates, calendars) * Pricing (Black-Scholes, binomial) * Volatility (SABR, surfaces) * Models (Heston) * Risk (Greeks, hedging) **Fixed Income:** * Core (day counts) * Curves (yield curves) * Instruments (bonds, swaps) * Pricing (swaptions) * Risk (duration, convexity) **Risk Management:** * Statistics (distributions) * Risk (VaR, stress testing) * Portfolio (optimization) * Regulatory (Basel III) **Quantitative Research:** * Numerical (optimization) * Stochastic (simulation) * ML (backtesting) * Physics (information theory) ## Authentication & Access ### API Key Required All QuantLib endpoints require authentication: ```bash theme={null} curl -X POST https://api.fincept.in/quantlib/... \ -H "X-API-Key: fk_user_your_key_here" \ -H "Content-Type: application/json" ``` ### Tier Access Control Attempting to access higher-tier endpoints without appropriate subscription: ```json theme={null} { "success": false, "message": "Module 'risk' requires 'pro' plan or higher. Your current plan: 'free'.", "detail": "Upgrade your subscription to access this endpoint." } ``` **HTTP Status:** 403 Forbidden ### Insufficient Credits When your credit balance is too low: ```json theme={null} { "success": false, "message": "Insufficient credits", "detail": "This call costs 5 credits. Your balance: 2." } ``` **HTTP Status:** 402 Payment Required ## Response Format All endpoints follow consistent response structure: **Success Response:** ```json theme={null} { "success": true, "message": "Operation completed successfully", "data": { // Endpoint-specific response data } } ``` **Error Response:** ```json theme={null} { "success": false, "message": "Error summary", "detail": "Detailed error explanation" } ``` ## Rate Limits Prevent abuse while ensuring smooth operation: | Account Type | Requests/Hour | | ------------ | ------------- | | Free | 500 | | Basic | 1,000 | | Standard | 2,000 | | Pro | 5,000 | | Enterprise | Custom | ## Next Steps Register and get 350 free credits View subscription plans and credit costs Learn about API key management Browse complete endpoint documentation ## Need Help? * 📧 **Email**: [support@fincept.in](mailto:support@fincept.in) * 📚 **Documentation**: Comprehensive guides for each module * 💬 **Community**: Join our Discord for discussions * 🏢 **Enterprise**: Contact sales for custom solutions Ready to explore? Start with the [Quickstart Guide](/quickstart) or browse the [API Reference](/api-reference)!