Institutional-grade quantitative finance APIs. Black-Scholes options pricing, portfolio optimization, Monte Carlo simulations, risk metrics (VaR, CVaR), and yield curve analysis.
/finance/options/priceBlack-Scholes and binomial tree pricing for European and American options. Returns price, delta, gamma, theta, vega, rho.
/finance/options/greeksCalculate all first and second-order Greeks for an options position.
/finance/portfolio/optimizeMean-variance optimization using Markowitz framework. Returns optimal weights, expected return, and Sharpe ratio.
/finance/risk/varCalculate VaR and CVaR at specified confidence levels using historical simulation or parametric methods.
/finance/montecarlo/simulateRun Monte Carlo price path simulations for options, portfolios, or custom payoff functions.
/finance/yield-curve/constructBootstrap a yield curve from market instruments (deposits, futures, swaps).
/finance/bonds/pricePrice fixed-income instruments: duration, convexity, yield-to-maturity, and modified duration.
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