Calculate Discount Factor from Rate

Convert an interest rate to a discount factor for a given time period. Discount factors are fundamental to all present value calculations. Supports multiple compounding conventions: continuous (e^(-rt)), simple (1/(1+rt)), and annual (1/(1+r)^t). Essential for discounting cash flows, bond pricing, and yield curve construction. [Tier: STANDARD, Credits: 2]

POST /quantlib/solver/finance/discount-factor

Calculate Discount Factor from Rate

cURL

curl --request POST \
  --url https://api.fincept.in/quantlib/solver/finance/discount-factor \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "rate": 0.05,
  "t": 2,
  "compounding": "continuous"
}
'

200

{
  "success": true,
  "data": {
    "discount_factor": 0.9048
  }
}

Authorizations

X-API-Key · string · header · required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

rate · number · required

Interest rate as a decimal

Example:

0.05

t · number · required

Time period in years

Example:

2

compounding · enum<string> · default: continuous

Compounding convention

Available options: simple, continuous, annual

Example:

"continuous"

Response

200

application/json

Successful Response

success · boolean

Example:

true

data · object

Show child attributes