Calculate G-Spread

Calculate the G-spread (Government spread) - the difference between a bond’s yield to maturity and the yield of a comparable-maturity government bond. This is the simplest spread measure and represents the additional yield investors demand for credit risk and liquidity risk relative to risk-free government securities. Widely used for corporate bond analysis and relative value assessment. Expressed in basis points. [Tier: STANDARD, Credits: 2]

POST /quantlib/solver/finance/g-spread

Calculate G-Spread

cURL

curl --request POST \
  --url https://api.fincept.in/quantlib/solver/finance/g-spread \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "bond_yield": 0.055,
  "govt_yield": 0.035
}
'

200

{
  "success": true,
  "data": {
    "g_spread": 0.02
  }
}

Authorizations

X-API-Key · string · header · required

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

Body

application/json

bond_yield · number · required

Yield to maturity of the bond as a decimal

Example:

0.055

govt_yield · number · required

Yield of the comparable government bond as a decimal

Example:

0.035

Response

200

application/json

Successful Response

success · boolean

Example:

true

data · object

Show child attributes