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POST
/
quantlib
/
solver
/
finance
/
pv01
Calculate PV01 (DV01)
curl --request POST \
  --url https://api.fincept.in/quantlib/solver/finance/pv01 \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "notional": 1000000,
  "discount_factors": [
    0.98,
    0.96,
    0.94,
    0.92,
    0.9
  ],
  "times": [
    0.5,
    1,
    1.5,
    2,
    2.5
  ],
  "frequency": 2
}
'
{
  "success": true,
  "data": {
    "pv01": 112.45
  }
}

Authorizations

​
X-API-Key
string
header
required

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

Body

application/json
​
notional
number
required

Notional amount of the position

Example:

1000000

​
discount_factors
number[]
required

Array of discount factors at each payment time

Example:
[0.98, 0.96, 0.94, 0.92, 0.9]
​
times
number[]
required

Array of payment times in years

Example:
[0.5, 1, 1.5, 2, 2.5]
​
frequency
enum<integer>
default:2

Payment frequency per year

Available options:
1,
2,
4,
12
Example:

2

Response

Successful Response

​
success
boolean
Example:

true

​
data
object