Calculate Zero Rate from Discount Factor

Convert a discount factor back to a zero (spot) rate for a given time period. This is the inverse operation of calculating a discount factor. Zero rates are the foundation of the yield curve and represent the pure rate of return for a specific maturity with no intermediate cash flows. Used extensively in curve construction, forward rate calculations, and derivatives pricing. [Tier: STANDARD, Credits: 2]

POST /quantlib/solver/finance/zero-rate

Calculate Zero Rate from Discount Factor

cURL

curl --request POST \
  --url https://api.fincept.in/quantlib/solver/finance/zero-rate \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "discount_factor": 0.9048,
  "t": 2,
  "compounding": "continuous"
}
'

200

{
  "success": true,
  "data": {
    "zero_rate": 0.05
  }
}

Authorizations

X-API-Key · string · header · required

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

Body

application/json

discount_factor · number · required

The discount factor (must be between 0 and 1)

Example:

0.9048

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