Back to Home
Quantitative Finance

Finance API

Institutional-grade quantitative finance APIs. Black-Scholes options pricing, portfolio optimization, Monte Carlo simulations, risk metrics (VaR, CVaR), and yield curve analysis.

API Endpoints

POST
/finance/options/price

Options Pricing

Black-Scholes and binomial tree pricing for European and American options. Returns price, delta, gamma, theta, vega, rho.

POST
/finance/options/greeks

Options Greeks

Calculate all first and second-order Greeks for an options position.

POST
/finance/portfolio/optimize

Portfolio Optimization

Mean-variance optimization using Markowitz framework. Returns optimal weights, expected return, and Sharpe ratio.

POST
/finance/risk/var

Value at Risk

Calculate VaR and CVaR at specified confidence levels using historical simulation or parametric methods.

POST
/finance/montecarlo/simulate

Monte Carlo Simulation

Run Monte Carlo price path simulations for options, portfolios, or custom payoff functions.

GET
/finance/yield-curve/construct

Yield Curve Construction

Bootstrap a yield curve from market instruments (deposits, futures, swaps).

POST
/finance/bonds/price

Bond Pricing

Price fixed-income instruments: duration, convexity, yield-to-maturity, and modified duration.

Start building with Finance

Free tier includes 1,500 requests/month. No credit card required.