# Fincept API

## Docs

- [Advanced Workflows](https://docs.fincept.in/advanced/advanced-workflows.md): Multi-step calculations and complex workflows
- [Batch Operations](https://docs.fincept.in/advanced/batch-operations.md): Efficient batch processing patterns
- [Integration Patterns](https://docs.fincept.in/advanced/integration-patterns.md): Best practices for integrating Fincept API
- [Performance Optimization](https://docs.fincept.in/advanced/performance-optimization.md): Reduce costs and improve speed
- [API Keys](https://docs.fincept.in/api-keys.md): Complete guide to API key types, management, and lifecycle
- [Altman Z-Score bankruptcy prediction](https://docs.fincept.in/api-reference/quantlib-analysis/altman-z-score-bankruptcy-prediction.md): Altman Z-Score bankruptcy prediction [Tier: STANDARD, Credits: 2]
- [Beneish M-Score (earnings manipulation detection)](https://docs.fincept.in/api-reference/quantlib-analysis/beneish-m-score-earnings-manipulation-detection.md): Beneish M-Score (earnings manipulation detection) [Tier: STANDARD, Credits: 2]
- [Berkus Method startup valuation](https://docs.fincept.in/api-reference/quantlib-analysis/berkus-method-startup-valuation.md): Berkus Method startup valuation [Tier: STANDARD, Credits: 2]
- [Calculate cost of equity (CAPM or build-up method)](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-cost-of-equity-capm-or-build-up-method.md): Calculate cost of equity (CAPM or build-up method) [Tier: STANDARD, Credits: 2]
- [Calculate credit spread from probability of default](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-credit-spread-from-probability-of-default.md): Calculate credit spread from probability of default [Tier: STANDARD, Credits: 2]
- [Calculate distance to default](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-distance-to-default.md): Calculate distance to default [Tier: STANDARD, Credits: 2]
- [Calculate Economic Value Added](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-economic-value-added.md): Calculate Economic Value Added [Tier: STANDARD, Credits: 2]
- [Calculate Residual Income](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-residual-income.md): Calculate Residual Income [Tier: STANDARD, Credits: 2]
- [Calculate terminal value (perpetuity or exit multiple)](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-terminal-value-perpetuity-or-exit-multiple.md): Calculate terminal value (perpetuity or exit multiple) [Tier: STANDARD, Credits:…
- [Calculate WACC and analyze capital structure](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-wacc-and-analyze-capital-structure.md): Calculate WACC and analyze capital structure [Tier: STANDARD, Credits: 2]
- [Calculate Weighted Average Cost of Capital](https://docs.fincept.in/api-reference/quantlib-analysis/calculate-weighted-average-cost-of-capital.md): Calculate Weighted Average Cost of Capital [Tier: STANDARD, Credits: 2]
- [Cash flow analysis (FCF, quality, coverage, sustainability)](https://docs.fincept.in/api-reference/quantlib-analysis/cash-flow-analysis-fcf-quality-coverage-sustainability.md): Cash flow analysis (FCF, quality, coverage, sustainability) [Tier: STANDARD, Cred…
- [Comparable company analysis (relative valuation multiples)](https://docs.fincept.in/api-reference/quantlib-analysis/comparable-company-analysis-relative-valuation-multiples.md): Comparable company analysis (relative valuation multiples) [Tier: STANDARD, Credi…
- [Comprehensive banking industry analysis (NIM, asset quality, efficiency, capital)](https://docs.fincept.in/api-reference/quantlib-analysis/comprehensive-banking-industry-analysis-nim-asset-quality-efficiency-capital.md): Comprehensive banking industry analysis (NIM, asset quality, efficiency, capital)…
- [Comprehensive efficiency analysis (turnover, cycles, capex)](https://docs.fincept.in/api-reference/quantlib-analysis/comprehensive-efficiency-analysis-turnover-cycles-capex.md): Comprehensive efficiency analysis (turnover, cycles, capex) [Tier: STANDARD, Cred…
- [Comprehensive insurance industry analysis (loss ratio, combined ratio, solvency)](https://docs.fincept.in/api-reference/quantlib-analysis/comprehensive-insurance-industry-analysis-loss-ratio-combined-ratio-solvency.md): Comprehensive insurance industry analysis (loss ratio, combined ratio, solvency)…
- [Comprehensive liquidity analysis (ratios, working capital, cash)](https://docs.fincept.in/api-reference/quantlib-analysis/comprehensive-liquidity-analysis-ratios-working-capital-cash.md): Comprehensive liquidity analysis (ratios, working capital, cash) [Tier: STANDARD,…
- [Comprehensive profitability analysis (margins, returns, efficiency)](https://docs.fincept.in/api-reference/quantlib-analysis/comprehensive-profitability-analysis-margins-returns-efficiency.md): Comprehensive profitability analysis (margins, returns, efficiency) [Tier: STANDA…
- [Comprehensive REIT analysis (FFO, AFFO, NAV, cap rate, dividend metrics)](https://docs.fincept.in/api-reference/quantlib-analysis/comprehensive-reit-analysis-ffo-affo-nav-cap-rate-dividend-metrics.md): Comprehensive REIT analysis (FFO, AFFO, NAV, cap rate, dividend metrics) [Tier: S…
- [Comprehensive utilities industry analysis (operating ratio, rate base, efficiency)](https://docs.fincept.in/api-reference/quantlib-analysis/comprehensive-utilities-industry-analysis-operating-ratio-rate-base-efficiency.md): Comprehensive utilities industry analysis (operating ratio, rate base, efficiency…
- [DCF valuation using FCFF](https://docs.fincept.in/api-reference/quantlib-analysis/dcf-valuation-using-fcff.md): DCF valuation using FCFF [Tier: STANDARD, Credits: 2]
- [Dividend Discount Model (single or two-stage)](https://docs.fincept.in/api-reference/quantlib-analysis/dividend-discount-model-single-or-two-stage.md): Dividend Discount Model (single or two-stage) [Tier: STANDARD, Credits: 2]
- [DuPont decomposition (3-factor and 5-factor)](https://docs.fincept.in/api-reference/quantlib-analysis/dupont-decomposition-3-factor-and-5-factor.md): DuPont decomposition (3-factor and 5-factor) [Tier: STANDARD, Credits: 2]
- [Earnings quality analysis (accruals, persistence, red flags)](https://docs.fincept.in/api-reference/quantlib-analysis/earnings-quality-analysis-accruals-persistence-red-flags.md): Earnings quality analysis (accruals, persistence, red flags) [Tier: STANDARD, Cre…
- [Expected Loss](https://docs.fincept.in/api-reference/quantlib-analysis/expected-loss.md): Expected Loss [Tier: STANDARD, Credits: 2]
- [Factor model analysis (value, size, quality, momentum, profitability factors)](https://docs.fincept.in/api-reference/quantlib-analysis/factor-model-analysis-value-size-quality-momentum-profitability-factors.md): Factor model analysis (value, size, quality, momentum, profitability factors) [Ti…
- [Find optimal capital structure (WACC minimization + trade-off)](https://docs.fincept.in/api-reference/quantlib-analysis/find-optimal-capital-structure-wacc-minimization-+-trade-off.md): Find optimal capital structure (WACC minimization + trade-off) [Tier: STANDARD, C…
- [First Chicago Method (scenario-based startup valuation)](https://docs.fincept.in/api-reference/quantlib-analysis/first-chicago-method-scenario-based-startup-valuation.md): First Chicago Method (scenario-based startup valuation) [Tier: STANDARD, Credits:…
- [Full comprehensive financial analysis (all ratios + scoring)](https://docs.fincept.in/api-reference/quantlib-analysis/full-comprehensive-financial-analysis-all-ratios-+-scoring.md): Full comprehensive financial analysis (all ratios + scoring) [Tier: STANDARD, Cre…
- [Gordon Growth Model (dividend discount)](https://docs.fincept.in/api-reference/quantlib-analysis/gordon-growth-model-dividend-discount.md): Gordon Growth Model (dividend discount) [Tier: STANDARD, Credits: 2]
- [Growth analysis (revenue, earnings, FCF, CAGR, sustainable growth)](https://docs.fincept.in/api-reference/quantlib-analysis/growth-analysis-revenue-earnings-fcf-cagr-sustainable-growth.md): Growth analysis (revenue, earnings, FCF, CAGR, sustainable growth) [Tier: STANDAR…
- [Merton structural credit model (distance to default, PD)](https://docs.fincept.in/api-reference/quantlib-analysis/merton-structural-credit-model-distance-to-default-pd.md): Merton structural credit model (distance to default, PD) [Tier: STANDARD, Credits…
- [Ohlson O-Score bankruptcy prediction](https://docs.fincept.in/api-reference/quantlib-analysis/ohlson-o-score-bankruptcy-prediction.md): Ohlson O-Score bankruptcy prediction [Tier: STANDARD, Credits: 2]
- [Ownership Dilution](https://docs.fincept.in/api-reference/quantlib-analysis/ownership-dilution.md): Ownership Dilution [Tier: STANDARD, Credits: 2]
- [Piotroski F-Score (financial strength, 0-9)](https://docs.fincept.in/api-reference/quantlib-analysis/piotroski-f-score-financial-strength-0-9.md): Piotroski F-Score (financial strength, 0-9) [Tier: STANDARD, Credits: 2]
- [Pro-forma adjustments (R&D capitalization, lease capitalization, goodwill, pension)](https://docs.fincept.in/api-reference/quantlib-analysis/pro-forma-adjustments-r&d-capitalization-lease-capitalization-goodwill-pension.md): Pro-forma adjustments (R&D capitalization, lease capitalization, goodwill, pensio…
- [Rating Pd](https://docs.fincept.in/api-reference/quantlib-analysis/rating-pd.md): Rating Pd [Tier: STANDARD, Credits: 2]
- [Residual Income valuation model](https://docs.fincept.in/api-reference/quantlib-analysis/residual-income-valuation-model.md): Residual Income valuation model [Tier: STANDARD, Credits: 2]
- [Solvency analysis (leverage, coverage, debt ratios)](https://docs.fincept.in/api-reference/quantlib-analysis/solvency-analysis-leverage-coverage-debt-ratios.md): Solvency analysis (leverage, coverage, debt ratios) [Tier: STANDARD, Credits: 2]
- [Springate S-Score bankruptcy prediction](https://docs.fincept.in/api-reference/quantlib-analysis/springate-s-score-bankruptcy-prediction.md): Springate S-Score bankruptcy prediction [Tier: STANDARD, Credits: 2]
- [Stock screening (value, quality, growth criteria)](https://docs.fincept.in/api-reference/quantlib-analysis/stock-screening-value-quality-growth-criteria.md): Stock screening (value, quality, growth criteria) [Tier: STANDARD, Credits: 2]
- [Sum-of-the-Parts valuation (segment-level EV/EBITDA and EV/Revenue)](https://docs.fincept.in/api-reference/quantlib-analysis/sum-of-the-parts-valuation-segment-level-evebitda-and-evrevenue.md): Sum-of-the-Parts valuation (segment-level EV/EBITDA and EV/Revenue) [Tier: STANDA…
- [Two-stage DCF valuation](https://docs.fincept.in/api-reference/quantlib-analysis/two-stage-dcf-valuation.md): Two-stage DCF valuation [Tier: STANDARD, Credits: 2]
- [Venture Capital method valuation](https://docs.fincept.in/api-reference/quantlib-analysis/venture-capital-method-valuation.md): Venture Capital method valuation [Tier: STANDARD, Credits: 2]
- [Zmijewski Z-Score (probit bankruptcy model)](https://docs.fincept.in/api-reference/quantlib-analysis/zmijewski-z-score-probit-bankruptcy-model.md): Zmijewski Z-Score (probit bankruptcy model) [Tier: STANDARD, Credits: 2]
- [Array Statistics](https://docs.fincept.in/api-reference/quantlib-core/array-statistics.md): Compute mean and standard deviation of an array [Tier: BASIC, Credits: 1]
- [Bivariate Normal](https://docs.fincept.in/api-reference/quantlib-core/bivariate-normal.md): Bivariate normal CDF [Tier: BASIC, Credits: 1]
- [Black Scholes](https://docs.fincept.in/api-reference/quantlib-core/black-scholes.md): Black-Scholes option price (call or put) [Tier: PRO, Credits: 5]
- [Black76](https://docs.fincept.in/api-reference/quantlib-core/black76.md): Black76 option price (call or put) [Tier: PRO, Credits: 5]
- [Chi2 Cdf](https://docs.fincept.in/api-reference/quantlib-core/chi2-cdf.md): Chi-squared CDF [Tier: BASIC, Credits: 1]
- [Chi2 Pdf](https://docs.fincept.in/api-reference/quantlib-core/chi2-pdf.md): Chi-squared PDF [Tier: BASIC, Credits: 1]
- [Cholesky Decomp](https://docs.fincept.in/api-reference/quantlib-core/cholesky-decomp.md): Cholesky decomposition of a positive definite matrix [Tier: BASIC, Credits: 1]
- [Compute Gradient](https://docs.fincept.in/api-reference/quantlib-core/compute-gradient.md): Compute gradient of a built-in function at given point(s) [Tier: STANDARD, Credit…
- [Covariance Matrix](https://docs.fincept.in/api-reference/quantlib-core/covariance-matrix.md): Compute covariance matrix from returns [Tier: BASIC, Credits: 1]
- [Day Count Fraction](https://docs.fincept.in/api-reference/quantlib-core/day-count-fraction.md): Calculate day count fraction between two dates [Tier: PRO, Credits: 5]
- [Days To Years](https://docs.fincept.in/api-reference/quantlib-core/days-to-years.md): Convert days to year fraction [Tier: FREE, Credits: 0]
- [Discount Cashflows](https://docs.fincept.in/api-reference/quantlib-core/discount-cashflows.md): Discount a series of cashflows using discount factors [Tier: STANDARD, Credits: 2]
- [Dual Eval](https://docs.fincept.in/api-reference/quantlib-core/dual-eval.md): Evaluate a function and its derivative using dual numbers (automatic differentiat…
- [Exp Dist Cdf](https://docs.fincept.in/api-reference/quantlib-core/exp-dist-cdf.md): Exponential distribution CDF [Tier: BASIC, Credits: 1]
- [Exp Dist Pdf](https://docs.fincept.in/api-reference/quantlib-core/exp-dist-pdf.md): Exponential distribution PDF [Tier: BASIC, Credits: 1]
- [Exp Dist Ppf](https://docs.fincept.in/api-reference/quantlib-core/exp-dist-ppf.md): Exponential distribution inverse CDF [Tier: BASIC, Credits: 1]
- [Fixed Coupon Period](https://docs.fincept.in/api-reference/quantlib-core/fixed-coupon-period.md): Create a fixed coupon period and return accrual and cashflow [Tier: PRO, Credits:…
- [Fixed Leg](https://docs.fincept.in/api-reference/quantlib-core/fixed-leg.md): Create a fixed-rate leg and return its cashflows [Tier: PRO, Credits: 5]
- [Float Coupon Period](https://docs.fincept.in/api-reference/quantlib-core/float-coupon-period.md): Create a floating coupon period and return accrual and cashflow [Tier: PRO, Credi…
- [Float Leg](https://docs.fincept.in/api-reference/quantlib-core/float-leg.md): Create a floating-rate leg and return its cashflows [Tier: PRO, Credits: 5]
- [Format Date Endpoint](https://docs.fincept.in/api-reference/quantlib-core/format-date-endpoint.md): Format a date string into different formats [Tier: FREE, Credits: 0]
- [Forward Rate](https://docs.fincept.in/api-reference/quantlib-core/forward-rate.md): Calculate forward rate from two discount factors [Tier: STANDARD, Credits: 2]
- [Gamma Dist Cdf](https://docs.fincept.in/api-reference/quantlib-core/gamma-dist-cdf.md): Gamma distribution CDF [Tier: BASIC, Credits: 1]
- [Gamma Dist Pdf](https://docs.fincept.in/api-reference/quantlib-core/gamma-dist-pdf.md): Gamma distribution PDF [Tier: BASIC, Credits: 1]
- [Gbm Paths](https://docs.fincept.in/api-reference/quantlib-core/gbm-paths.md): Generate Geometric Brownian Motion simulation paths [Tier: PRO, Credits: 5]
- [Interpolate](https://docs.fincept.in/api-reference/quantlib-core/interpolate.md): Interpolate a value using linear, log-linear, or cubic spline methods [Tier: BASI…
- [List Currencies](https://docs.fincept.in/api-reference/quantlib-core/list-currencies.md): List all supported currencies [Tier: FREE, Credits: 0]
- [List Frequencies](https://docs.fincept.in/api-reference/quantlib-core/list-frequencies.md): List all supported frequencies [Tier: FREE, Credits: 0]
- [Math Eval](https://docs.fincept.in/api-reference/quantlib-core/math-eval.md): Evaluate a math function (sin, cos, tan, exp, log, sqrt, etc.) [Tier: FREE, Credi…
- [Math Two Arg](https://docs.fincept.in/api-reference/quantlib-core/math-two-arg.md): Evaluate two-argument math functions (maximum, minimum, power) [Tier: FREE, Credi…
- [Money Convert](https://docs.fincept.in/api-reference/quantlib-core/money-convert.md): Convert money between currencies using a given rate [Tier: FREE, Credits: 0]
- [Money Create](https://docs.fincept.in/api-reference/quantlib-core/money-create.md): Create a Money object and return formatted value [Tier: FREE, Credits: 0]
- [Normal Cdf](https://docs.fincept.in/api-reference/quantlib-core/normal-cdf.md): Standard normal cumulative distribution function [Tier: BASIC, Credits: 1]
- [Normal Pdf](https://docs.fincept.in/api-reference/quantlib-core/normal-pdf.md): Standard normal probability density function [Tier: BASIC, Credits: 1]
- [Normal Ppf](https://docs.fincept.in/api-reference/quantlib-core/normal-ppf.md): Standard normal percent point function (inverse CDF) [Tier: BASIC, Credits: 1]
- [Normalize Rate](https://docs.fincept.in/api-reference/quantlib-core/normalize-rate.md): Normalize a rate value to decimal form [Tier: FREE, Credits: 0]
- [Normalize Vol](https://docs.fincept.in/api-reference/quantlib-core/normalize-vol.md): Normalize a volatility value [Tier: FREE, Credits: 0]
- [Notional Schedule](https://docs.fincept.in/api-reference/quantlib-core/notional-schedule.md): Generate a notional schedule (constant, linear, mortgage, bullet) [Tier: FREE, Cr…
- [Parse Date Endpoint](https://docs.fincept.in/api-reference/quantlib-core/parse-date-endpoint.md): Parse a date string into ISO format [Tier: FREE, Credits: 0]
- [Percentile](https://docs.fincept.in/api-reference/quantlib-core/percentile.md): Compute percentile of an array [Tier: BASIC, Credits: 1]
- [Rate Convert](https://docs.fincept.in/api-reference/quantlib-core/rate-convert.md): Create a Rate object and return in all units (decimal, percentage, bps) [Tier: FR…
- [Spread From Bps](https://docs.fincept.in/api-reference/quantlib-core/spread-from-bps.md): Create a Spread from basis points [Tier: FREE, Credits: 0]
- [T Cdf](https://docs.fincept.in/api-reference/quantlib-core/t-cdf.md): Student's t cumulative distribution function [Tier: BASIC, Credits: 1]
- [T Pdf](https://docs.fincept.in/api-reference/quantlib-core/t-pdf.md): Student's t probability density function [Tier: BASIC, Credits: 1]
- [T Ppf](https://docs.fincept.in/api-reference/quantlib-core/t-ppf.md): Student's t inverse CDF [Tier: BASIC, Credits: 1]
- [Taylor Expansion](https://docs.fincept.in/api-reference/quantlib-core/taylor-expansion.md): Compute Taylor series coefficients of a function around x0 [Tier: STANDARD, Credi…
- [Tenor Add To Date](https://docs.fincept.in/api-reference/quantlib-core/tenor-add-to-date.md): Add a tenor (e.g. '3M', '1Y') to a date and return the result date [Tier: FREE, C…
- [Value At Risk](https://docs.fincept.in/api-reference/quantlib-core/value-at-risk.md): Calculate Value at Risk (historical or parametric) [Tier: PRO, Credits: 5]
- [Years To Days](https://docs.fincept.in/api-reference/quantlib-core/years-to-days.md): Convert year fraction to days [Tier: FREE, Credits: 0]
- [Zero Coupon Leg](https://docs.fincept.in/api-reference/quantlib-core/zero-coupon-leg.md): Create a zero-coupon leg and return its cashflow [Tier: PRO, Credits: 5]
- [Zero Rate Convert](https://docs.fincept.in/api-reference/quantlib-core/zero-rate-convert.md): Convert between discount factor and zero rate [Tier: STANDARD, Credits: 2]
- [Build Curve](https://docs.fincept.in/api-reference/quantlib-curves/build-curve.md): Build Curve [Tier: STANDARD, Credits: 2]
- [Butterfly](https://docs.fincept.in/api-reference/quantlib-curves/butterfly.md): Butterfly [Tier: STANDARD, Credits: 2]
- [Composite Curve](https://docs.fincept.in/api-reference/quantlib-curves/composite-curve.md): Composite Curve [Tier: STANDARD, Credits: 2]
- [Constrained Fit](https://docs.fincept.in/api-reference/quantlib-curves/constrained-fit.md): Constrained Fit [Tier: STANDARD, Credits: 2]
- [Curve Points](https://docs.fincept.in/api-reference/quantlib-curves/curve-points.md): Curve Points [Tier: STANDARD, Credits: 2]
- [Discount Factor](https://docs.fincept.in/api-reference/quantlib-curves/discount-factor.md): Discount Factor [Tier: STANDARD, Credits: 2]
- [Forward Rate](https://docs.fincept.in/api-reference/quantlib-curves/forward-rate.md): Forward Rate [Tier: STANDARD, Credits: 2]
- [Inflation Bootstrap](https://docs.fincept.in/api-reference/quantlib-curves/inflation-bootstrap.md): Inflation Bootstrap [Tier: STANDARD, Credits: 2]
- [Inflation Curve Build](https://docs.fincept.in/api-reference/quantlib-curves/inflation-curve-build.md): Inflation Curve Build [Tier: STANDARD, Credits: 2]
- [Inflation Seasonality](https://docs.fincept.in/api-reference/quantlib-curves/inflation-seasonality.md): Inflation Seasonality [Tier: STANDARD, Credits: 2]
- [Instantaneous Forward](https://docs.fincept.in/api-reference/quantlib-curves/instantaneous-forward.md): Instantaneous Forward [Tier: STANDARD, Credits: 2]
- [Interpolate](https://docs.fincept.in/api-reference/quantlib-curves/interpolate.md): Interpolate [Tier: STANDARD, Credits: 2]
- [Interpolate Derivative](https://docs.fincept.in/api-reference/quantlib-curves/interpolate-derivative.md): Interpolate Derivative [Tier: STANDARD, Credits: 2]
- [Key Rate Shift](https://docs.fincept.in/api-reference/quantlib-curves/key-rate-shift.md): Key Rate Shift [Tier: STANDARD, Credits: 2]
- [Monotonicity Check](https://docs.fincept.in/api-reference/quantlib-curves/monotonicity-check.md): Monotonicity Check [Tier: STANDARD, Credits: 2]
- [Multicurve Basis](https://docs.fincept.in/api-reference/quantlib-curves/multicurve-basis.md): Multicurve Basis [Tier: STANDARD, Credits: 2]
- [Multicurve Setup](https://docs.fincept.in/api-reference/quantlib-curves/multicurve-setup.md): Multicurve Setup [Tier: STANDARD, Credits: 2]
- [Nelson Siegel Eval](https://docs.fincept.in/api-reference/quantlib-curves/nelson-siegel-eval.md): Nelson Siegel Eval [Tier: STANDARD, Credits: 2]
- [Nelson Siegel Fit](https://docs.fincept.in/api-reference/quantlib-curves/nelson-siegel-fit.md): Nelson Siegel Fit [Tier: STANDARD, Credits: 2]
- [Nss Eval](https://docs.fincept.in/api-reference/quantlib-curves/nss-eval.md): Nss Eval [Tier: STANDARD, Credits: 2]
- [Nss Fit](https://docs.fincept.in/api-reference/quantlib-curves/nss-fit.md): Nss Fit [Tier: STANDARD, Credits: 2]
- [Parallel Shift](https://docs.fincept.in/api-reference/quantlib-curves/parallel-shift.md): Parallel Shift [Tier: STANDARD, Credits: 2]
- [Proxy Curve](https://docs.fincept.in/api-reference/quantlib-curves/proxy-curve.md): Proxy Curve [Tier: STANDARD, Credits: 2]
- [Roll Curve](https://docs.fincept.in/api-reference/quantlib-curves/roll-curve.md): Roll Curve [Tier: STANDARD, Credits: 2]
- [Scaled Curve](https://docs.fincept.in/api-reference/quantlib-curves/scaled-curve.md): Scaled Curve [Tier: STANDARD, Credits: 2]
- [Smoothness Penalty](https://docs.fincept.in/api-reference/quantlib-curves/smoothness-penalty.md): Smoothness Penalty [Tier: STANDARD, Credits: 2]
- [Twist](https://docs.fincept.in/api-reference/quantlib-curves/twist.md): Twist [Tier: STANDARD, Credits: 2]
- [Zero Rate](https://docs.fincept.in/api-reference/quantlib-curves/zero-rate.md): Zero Rate [Tier: STANDARD, Credits: 2]
- [Arrow-Pratt CE Approximation](https://docs.fincept.in/api-reference/quantlib-economics/arrow-pratt-ce-approximation.md): Calculate Arrow-Pratt second-order approximation of certainty equivalent: CE ≈ μ…
- [Calculate Equilibrium Bids](https://docs.fincept.in/api-reference/quantlib-economics/calculate-equilibrium-bids.md): Calculate Bayes-Nash equilibrium bid functions for different auction formats. In…
- [CARA Utility Function](https://docs.fincept.in/api-reference/quantlib-economics/cara-utility-function.md): Evaluate Constant Absolute Risk Aversion (CARA) utility function: U(w) = -exp(-A*…
- [Certainty Equivalent](https://docs.fincept.in/api-reference/quantlib-economics/certainty-equivalent.md): Calculate the certainty equivalent (CE) of a risky lottery: the guaranteed amount…
- [CES Consumer Demand](https://docs.fincept.in/api-reference/quantlib-economics/ces-consumer-demand.md): Compute optimal consumption bundle and utility for a consumer with Constant Elast…
- [Cobb-Douglas Consumer Demand](https://docs.fincept.in/api-reference/quantlib-economics/cobb-douglas-consumer-demand.md): Compute optimal consumption bundle, utility level, expenditure, and indirect util…
- [Compute Best Responses](https://docs.fincept.in/api-reference/quantlib-economics/compute-best-responses.md): Find the best response strategy for each player given the opponent's (possibly mi…
- [Create Normal-Form Game](https://docs.fincept.in/api-reference/quantlib-economics/create-normal-form-game.md): Create a normal-form (strategic-form) game from payoff matrices and find all pure…
- [CRRA Utility Function](https://docs.fincept.in/api-reference/quantlib-economics/crra-utility-function.md): Evaluate Constant Relative Risk Aversion (CRRA) utility function: U(w) = w^(1-gam…
- [Eliminate Dominated Strategies](https://docs.fincept.in/api-reference/quantlib-economics/eliminate-dominated-strategies.md): Iteratively eliminate strictly dominated strategies to simplify the game. A strat…
- [Exchange Economy Analysis](https://docs.fincept.in/api-reference/quantlib-economics/exchange-economy-analysis.md): Analyze a 2-consumer, 2-good pure exchange economy. Computes aggregate endowments…
- [Expected Auction Revenue](https://docs.fincept.in/api-reference/quantlib-economics/expected-auction-revenue.md): Calculate theoretical expected revenue for an auction format assuming bidders' va…
- [Expected Utility Calculation](https://docs.fincept.in/api-reference/quantlib-economics/expected-utility-calculation.md): Calculate expected utility of a risky prospect (lottery) under Von Neumann-Morgen…
- [Fictitious Play Algorithm](https://docs.fincept.in/api-reference/quantlib-economics/fictitious-play-algorithm.md): Find approximate Nash equilibrium using fictitious play learning dynamics. Each p…
- [Find Mixed Nash Equilibria](https://docs.fincept.in/api-reference/quantlib-economics/find-mixed-nash-equilibria.md): Find all Nash equilibria (both pure and mixed strategy) using support enumeration…
- [Load Classic Game](https://docs.fincept.in/api-reference/quantlib-economics/load-classic-game.md): Load a well-known game from game theory and find its Nash equilibria. Available g…
- [Logarithmic Utility Function](https://docs.fincept.in/api-reference/quantlib-economics/logarithmic-utility-function.md): Evaluate logarithmic utility function: U(w) = ln(w). This is a special case of CR…
- [Monte Carlo Auction Simulation](https://docs.fincept.in/api-reference/quantlib-economics/monte-carlo-auction-simulation.md): Run large-scale Monte Carlo simulation of auctions to estimate average revenue an…
- [Prospect Theory Value Function](https://docs.fincept.in/api-reference/quantlib-economics/prospect-theory-value-function.md): Evaluate Kahneman-Tversky Prospect Theory value function with loss aversion and d…
- [Quadratic Utility Function](https://docs.fincept.in/api-reference/quantlib-economics/quadratic-utility-function.md): Evaluate quadratic utility function: U(w) = a*w - b*w^2 where a, b > 0. Returns u…
- [Risk Premium Calculation](https://docs.fincept.in/api-reference/quantlib-economics/risk-premium-calculation.md): Calculate the risk premium of a risky lottery: the amount an individual would pay…
- [Run Auction](https://docs.fincept.in/api-reference/quantlib-economics/run-auction.md): Simulate an auction with given bidder valuations. Supports first-price sealed-bid…
- [Stochastic Dominance Test](https://docs.fincept.in/api-reference/quantlib-economics/stochastic-dominance-test.md): Check if lottery A stochastically dominates lottery B. First-order stochastic dom…
- [Verify Nash Equilibrium](https://docs.fincept.in/api-reference/quantlib-economics/verify-nash-equilibrium.md): Check whether a given strategy profile (possibly mixed) is a Nash equilibrium. A…
- [Walrasian Equilibrium Solver](https://docs.fincept.in/api-reference/quantlib-economics/walrasian-equilibrium-solver.md): Find competitive equilibrium prices and allocations in a 2-consumer, 2-good excha…
- [Bond Fixed Analytics](https://docs.fincept.in/api-reference/quantlib-instruments/bond-fixed-analytics.md): Bond Fixed Analytics [Tier: PRO, Credits: 5]
- [Bond Fixed Cashflows](https://docs.fincept.in/api-reference/quantlib-instruments/bond-fixed-cashflows.md): Bond Fixed Cashflows [Tier: PRO, Credits: 5]
- [Bond Fixed Price](https://docs.fincept.in/api-reference/quantlib-instruments/bond-fixed-price.md): Bond Fixed Price [Tier: PRO, Credits: 5]
- [Bond Fixed Yield](https://docs.fincept.in/api-reference/quantlib-instruments/bond-fixed-yield.md): Bond Fixed Yield [Tier: PRO, Credits: 5]
- [Bond Future Ctd](https://docs.fincept.in/api-reference/quantlib-instruments/bond-future-ctd.md): Bond Future Ctd [Tier: PRO, Credits: 5]
- [Cds Hazard Rate](https://docs.fincept.in/api-reference/quantlib-instruments/cds-hazard-rate.md): Cds Hazard Rate [Tier: PRO, Credits: 5]
- [Cds Value](https://docs.fincept.in/api-reference/quantlib-instruments/cds-value.md): Cds Value [Tier: PRO, Credits: 5]
- [Commodity Future](https://docs.fincept.in/api-reference/quantlib-instruments/commodity-future.md): Commodity Future [Tier: PRO, Credits: 5]
- [Deposit Value](https://docs.fincept.in/api-reference/quantlib-instruments/deposit-value.md): Deposit Value [Tier: PRO, Credits: 5]
- [Fra Break Even](https://docs.fincept.in/api-reference/quantlib-instruments/fra-break-even.md): Fra Break Even [Tier: PRO, Credits: 5]
- [Fra Value](https://docs.fincept.in/api-reference/quantlib-instruments/fra-value.md): Fra Value [Tier: PRO, Credits: 5]
- [Fx Forward](https://docs.fincept.in/api-reference/quantlib-instruments/fx-forward.md): Fx Forward [Tier: PRO, Credits: 5]
- [Fx Garman Kohlhagen](https://docs.fincept.in/api-reference/quantlib-instruments/fx-garman-kohlhagen.md): Fx Garman Kohlhagen [Tier: PRO, Credits: 5]
- [Inflation Linked Bond](https://docs.fincept.in/api-reference/quantlib-instruments/inflation-linked-bond.md): Inflation Linked Bond [Tier: PRO, Credits: 5]
- [Irs Dv01](https://docs.fincept.in/api-reference/quantlib-instruments/irs-dv01.md): Irs Dv01 [Tier: PRO, Credits: 5]
- [Irs Par Rate](https://docs.fincept.in/api-reference/quantlib-instruments/irs-par-rate.md): Irs Par Rate [Tier: PRO, Credits: 5]
- [Irs Value](https://docs.fincept.in/api-reference/quantlib-instruments/irs-value.md): Irs Value [Tier: PRO, Credits: 5]
- [Ois Build Curve](https://docs.fincept.in/api-reference/quantlib-instruments/ois-build-curve.md): Ois Build Curve [Tier: PRO, Credits: 5]
- [Ois Value](https://docs.fincept.in/api-reference/quantlib-instruments/ois-value.md): Ois Value [Tier: PRO, Credits: 5]
- [Repo Value](https://docs.fincept.in/api-reference/quantlib-instruments/repo-value.md): Repo Value [Tier: PRO, Credits: 5]
- [Stir Future](https://docs.fincept.in/api-reference/quantlib-instruments/stir-future.md): Stir Future [Tier: PRO, Credits: 5]
- [Survival Probability](https://docs.fincept.in/api-reference/quantlib-instruments/survival-probability.md): Survival Probability [Tier: PRO, Credits: 5]
- [Tbill Value](https://docs.fincept.in/api-reference/quantlib-instruments/tbill-value.md): Tbill Value [Tier: PRO, Credits: 5]
- [Variance Swap](https://docs.fincept.in/api-reference/quantlib-instruments/variance-swap.md): Variance Swap [Tier: PRO, Credits: 5]
- [Volatility Swap](https://docs.fincept.in/api-reference/quantlib-instruments/volatility-swap.md): Volatility Swap [Tier: PRO, Credits: 5]
- [Zero Coupon Price](https://docs.fincept.in/api-reference/quantlib-instruments/zero-coupon-price.md): Zero Coupon Price [Tier: PRO, Credits: 5]
- [Build Credit Scorecard](https://docs.fincept.in/api-reference/quantlib-ml/build-credit-scorecard.md): Develops a complete credit scorecard from features using WoE binning and logistic…
- [Calendar Features](https://docs.fincept.in/api-reference/quantlib-ml/calendar-features.md): Extracts calendar-based features from dates: day of week, day of month, month, qu…
- [Classification Evaluation Metrics](https://docs.fincept.in/api-reference/quantlib-ml/classification-evaluation-metrics.md): Calculates classification metrics: accuracy, precision, recall, and F1-score. Ess…
- [Credit Model Performance Evaluation](https://docs.fincept.in/api-reference/quantlib-ml/credit-model-performance-evaluation.md): Comprehensive credit model performance metrics including AUC, KS statistic, Gini…
- [Credit Rating Migration Analysis](https://docs.fincept.in/api-reference/quantlib-ml/credit-rating-migration-analysis.md): Estimates credit rating transition probabilities and projects multi-period migrat…
- [Cross-Sectional Transformations](https://docs.fincept.in/api-reference/quantlib-ml/cross-sectional-transformations.md): Applies cross-sectional transformations: z-score normalization, ranking, percenti…
- [Data Scaling (Z-Score, MinMax, Robust)](https://docs.fincept.in/api-reference/quantlib-ml/data-scaling-z-score-minmax-robust.md): Scales features to improve model performance. Z-score for normal distributions, M…
- [DBSCAN Clustering](https://docs.fincept.in/api-reference/quantlib-ml/dbscan-clustering.md): Density-based clustering that finds arbitrarily shaped clusters and identifies ou…
- [Discrimination Metrics for Credit Models](https://docs.fincept.in/api-reference/quantlib-ml/discrimination-metrics-for-credit-models.md): Calculates comprehensive discrimination metrics including Gini coefficient, KS st…
- [Ensemble Regression (Random Forest, Gradient Boosting)](https://docs.fincept.in/api-reference/quantlib-ml/ensemble-regression-random-forest-gradient-boosting.md): Fits ensemble regression models for maximum predictive accuracy. Random Forest fo…
- [Exposure at Default (EAD) Model](https://docs.fincept.in/api-reference/quantlib-ml/exposure-at-default-ead-model.md): Specialized regression for modeling Exposure at Default in credit risk. Estimates…
- [Financial Ratio Features](https://docs.fincept.in/api-reference/quantlib-ml/financial-ratio-features.md): Computes financial ratio features from raw financial statement data. Automaticall…
- [Full Calibration Report](https://docs.fincept.in/api-reference/quantlib-ml/full-calibration-report.md): Comprehensive calibration metrics including Brier score, Hosmer-Lemeshow test, an…
- [Full Discrimination Report](https://docs.fincept.in/api-reference/quantlib-ml/full-discrimination-report.md): Complete discrimination analysis including AUC-ROC, Gini, KS statistic, accuracy…
- [Hierarchical Clustering](https://docs.fincept.in/api-reference/quantlib-ml/hierarchical-clustering.md): Agglomerative hierarchical clustering that builds a tree of clusters. Supports mu…
- [Isolation Forest Anomaly Detection](https://docs.fincept.in/api-reference/quantlib-ml/isolation-forest-anomaly-detection.md): Detects anomalies using isolation forest algorithm. Identifies outliers as points…
- [K-Means Clustering](https://docs.fincept.in/api-reference/quantlib-ml/k-means-clustering.md): Partitions data into K clusters using centroids. Useful for customer segmentation…
- [Lag and Lead Features](https://docs.fincept.in/api-reference/quantlib-ml/lag-and-lead-features.md): Generates lagged features, lead features, returns, and log returns for time serie…
- [Linear Regression (OLS, Lasso, ElasticNet)](https://docs.fincept.in/api-reference/quantlib-ml/linear-regression-ols-lasso-elasticnet.md): Fits linear regression models with optional regularization. Supports OLS for inte…
- [Logistic Regression for Credit Scoring](https://docs.fincept.in/api-reference/quantlib-ml/logistic-regression-for-credit-scoring.md): Fits a logistic regression model for binary classification, commonly used for cre…
- [Loss Given Default (LGD) Model](https://docs.fincept.in/api-reference/quantlib-ml/loss-given-default-lgd-model.md): Beta regression model for Loss Given Default, bounded between 0 and 1. Essential…
- [Model Interpretability Analysis](https://docs.fincept.in/api-reference/quantlib-ml/model-interpretability-analysis.md): Analyzes model interpretability using permutation importance and partial dependen…
- [Model Probability Calibration](https://docs.fincept.in/api-reference/quantlib-ml/model-probability-calibration.md): Calibrates model probabilities using Platt scaling or isotonic regression to ensu…
- [Outlier Detection](https://docs.fincept.in/api-reference/quantlib-ml/outlier-detection.md): Detects outliers using statistical methods: Z-score (distance from mean), IQR (in…
- [Population Stability Index (PSI)](https://docs.fincept.in/api-reference/quantlib-ml/population-stability-index-psi.md): Calculates Population Stability Index (PSI) and Characteristic Stability Index (C…
- [Power Transformations (Box-Cox, Yeo-Johnson)](https://docs.fincept.in/api-reference/quantlib-ml/power-transformations-box-cox-yeo-johnson.md): Applies power transformations to make data more Gaussian-like. Box-Cox for positi…
- [Principal Component Analysis (PCA)](https://docs.fincept.in/api-reference/quantlib-ml/principal-component-analysis-pca.md): Reduces dimensionality while preserving variance. Transforms data into orthogonal…
- [Regression Evaluation Metrics](https://docs.fincept.in/api-reference/quantlib-ml/regression-evaluation-metrics.md): Calculates comprehensive regression metrics: R-squared, MSE (Mean Squared Error),…
- [Rolling Window Statistics](https://docs.fincept.in/api-reference/quantlib-ml/rolling-window-statistics.md): Calculates rolling window statistics: mean, standard deviation, skewness, kurtosi…
- [Stationarity Transformations](https://docs.fincept.in/api-reference/quantlib-ml/stationarity-transformations.md): Transforms time series to achieve stationarity using differencing, log returns, o…
- [Technical Indicators](https://docs.fincept.in/api-reference/quantlib-ml/technical-indicators.md): Calculates technical indicators for financial time series: RSI, EMA, MACD, Bollin…
- [Time Series Feature Importance](https://docs.fincept.in/api-reference/quantlib-ml/time-series-feature-importance.md): Analyzes feature importance for time series using sequential forward selection. I…
- [Tree-Based Regression (Decision Tree, Gradient Boosting)](https://docs.fincept.in/api-reference/quantlib-ml/tree-based-regression-decision-tree-gradient-boosting.md): Fits tree-based regression models. Decision trees for interpretability and non-li…
- [Weight of Evidence (WoE) Binning](https://docs.fincept.in/api-reference/quantlib-ml/weight-of-evidence-woe-binning.md): Transforms continuous features into Weight of Evidence values for credit scorecar…
- [Winsorization](https://docs.fincept.in/api-reference/quantlib-ml/winsorization.md): Clips extreme values to specified percentiles to reduce outlier impact while pres…
- [Dupire Local Volatility Model](https://docs.fincept.in/api-reference/quantlib-models/dupire-local-volatility-model.md): Price European options using the Dupire local volatility model. Local volatility…
- [Heston Implied Volatility](https://docs.fincept.in/api-reference/quantlib-models/heston-implied-volatility.md): Calculate Black-Scholes implied volatility from Heston model prices. This endpoin…
- [Heston Model Option Pricing (Analytical)](https://docs.fincept.in/api-reference/quantlib-models/heston-model-option-pricing-analytical.md): Price European options using the Heston stochastic volatility model with analytic…
- [Heston Monte Carlo Option Pricing](https://docs.fincept.in/api-reference/quantlib-models/heston-monte-carlo-option-pricing.md): Price options using Monte Carlo simulation with the Heston stochastic volatility…
- [Hull-White Model Calibration](https://docs.fincept.in/api-reference/quantlib-models/hull-white-model-calibration.md): Calibrate a Hull-White short rate model to match market yield curve data. The Hul…
- [Kou Double Exponential Jump Model](https://docs.fincept.in/api-reference/quantlib-models/kou-double-exponential-jump-model.md): Price European call options using the Kou double exponential jump-diffusion model…
- [Merton Jump-Diffusion Option Pricing](https://docs.fincept.in/api-reference/quantlib-models/merton-jump-diffusion-option-pricing.md): Price European call options using the Merton jump-diffusion model. This model ext…
- [Merton Model FFT Pricing](https://docs.fincept.in/api-reference/quantlib-models/merton-model-fft-pricing.md): Price options using Fast Fourier Transform (FFT) methods for the Merton jump-diff…
- [Short Rate Bond Option Pricing](https://docs.fincept.in/api-reference/quantlib-models/short-rate-bond-option-pricing.md): Price European call and put options on zero-coupon bonds using short rate models.…
- [Short Rate Bond Pricing](https://docs.fincept.in/api-reference/quantlib-models/short-rate-bond-pricing.md): Calculate zero-coupon bond prices using short rate models (Vasicek, CIR, or Hull-…
- [Short Rate Monte Carlo Simulation](https://docs.fincept.in/api-reference/quantlib-models/short-rate-monte-carlo-simulation.md): Simulate short rate paths using Monte Carlo methods with Vasicek, CIR, or Hull-Wh…
- [Short Rate Yield Curve](https://docs.fincept.in/api-reference/quantlib-models/short-rate-yield-curve.md): Generate a yield curve from a short rate model (Vasicek or CIR). The yield curve…
- [SVI Volatility Surface Calibration](https://docs.fincept.in/api-reference/quantlib-models/svi-volatility-surface-calibration.md): Calibrate the Stochastic Volatility Inspired (SVI) parametric model to market imp…
- [Variance Gamma Option Pricing](https://docs.fincept.in/api-reference/quantlib-models/variance-gamma-option-pricing.md): Price European call options using the Variance Gamma (VG) model. The VG model is…
- [Compute Matrix Inverse](https://docs.fincept.in/api-reference/quantlib-numerical/compute-matrix-inverse.md): Compute the inverse of a square non-singular matrix A such that A × A⁻¹ = I (iden…
- [Compute Numerical Derivative](https://docs.fincept.in/api-reference/quantlib-numerical/compute-numerical-derivative.md): Calculate the numerical derivative of a built-in function at a given point using…
- [Compute Numerical Gradient](https://docs.fincept.in/api-reference/quantlib-numerical/compute-numerical-gradient.md): Calculate the gradient (vector of partial derivatives) of a multi-variable functi…
- [Compute Numerical Hessian Matrix](https://docs.fincept.in/api-reference/quantlib-numerical/compute-numerical-hessian-matrix.md): Calculate the Hessian matrix (matrix of second-order partial derivatives) of a mu…
- [Evaluate Cubic Spline at Multiple Points](https://docs.fincept.in/api-reference/quantlib-numerical/evaluate-cubic-spline-at-multiple-points.md): Construct a cubic spline from data points and evaluate it at multiple query point…
- [Evaluate Cubic Spline Derivative](https://docs.fincept.in/api-reference/quantlib-numerical/evaluate-cubic-spline-derivative.md): Construct a cubic spline and evaluate its derivative at a given point. The deriva…
- [Fast Fourier Transform (Forward)](https://docs.fincept.in/api-reference/quantlib-numerical/fast-fourier-transform-forward.md): Compute the Fast Fourier Transform of real-valued data, converting from time/spat…
- [FFT-based Convolution](https://docs.fincept.in/api-reference/quantlib-numerical/fft-based-convolution.md): Convolve two sequences using FFT, which is more efficient than direct convolution…
- [Find Root of Scalar Function](https://docs.fincept.in/api-reference/quantlib-numerical/find-root-of-scalar-function.md): Find a root (zero) of a scalar function f(x) in the interval [a, b] where f(a) an…
- [Find Root of System of Equations](https://docs.fincept.in/api-reference/quantlib-numerical/find-root-of-system-of-equations.md): Find a solution to a system of nonlinear equations F(x) = 0 where F and x are vec…
- [Find Root Using Newton's Method](https://docs.fincept.in/api-reference/quantlib-numerical/find-root-using-newtons-method.md): Find a root of f(x) = 0 using Newton's method (also called Newton-Raphson), which…
- [Interpolate Value](https://docs.fincept.in/api-reference/quantlib-numerical/interpolate-value.md): Interpolate a value at a given point using various methods. Supports linear (fast…
- [Inverse Fast Fourier Transform](https://docs.fincept.in/api-reference/quantlib-numerical/inverse-fast-fourier-transform.md): Compute the inverse FFT to transform frequency domain data back to time/spatial d…
- [Matrix Decomposition](https://docs.fincept.in/api-reference/quantlib-numerical/matrix-decomposition.md): Decompose a matrix using various methods: LU decomposition (A = LU, for solving l…
- [Matrix Multiplication](https://docs.fincept.in/api-reference/quantlib-numerical/matrix-multiplication.md): Multiply two matrices A and B to compute C = A × B. Matrix dimensions must be com…
- [Matrix Transpose](https://docs.fincept.in/api-reference/quantlib-numerical/matrix-transpose.md): Transpose a matrix A to get A^T where A^T[i,j] = A[j,i]. Converts m×n matrix to n…
- [Matrix-Vector Multiplication](https://docs.fincept.in/api-reference/quantlib-numerical/matrix-vector-multiplication.md): Multiply a matrix A by a vector x to compute y = A × x. Essential for linear tran…
- [Minimize Multi-Variable Function](https://docs.fincept.in/api-reference/quantlib-numerical/minimize-multi-variable-function.md): Find the minimum of a multi-variable function f(x) where x is a vector. Supports…
- [Monte Carlo Integration](https://docs.fincept.in/api-reference/quantlib-numerical/monte-carlo-integration.md): Estimate the integral of a function over a hyper-rectangle using Monte Carlo samp…
- [Nonlinear Least Squares Fitting](https://docs.fincept.in/api-reference/quantlib-numerical/nonlinear-least-squares-fitting.md): Fit a nonlinear parametric model to data by minimizing the sum of squared residua…
- [Numerical Integration (Quadrature)](https://docs.fincept.in/api-reference/quantlib-numerical/numerical-integration-quadrature.md): Compute the definite integral of a built-in function over [a, b] using various qu…
- [Solve Least Squares Problem](https://docs.fincept.in/api-reference/quantlib-numerical/solve-least-squares-problem.md): Solve the least squares problem: minimize ||Ax - b||² to find x that best fits th…
- [Solve Linear System Ax = b](https://docs.fincept.in/api-reference/quantlib-numerical/solve-linear-system-ax-=-b.md): Solve the linear system Ax = b for x, where A is a square matrix and b is a vecto…
- [Solve Ordinary Differential Equation (ODE)](https://docs.fincept.in/api-reference/quantlib-numerical/solve-ordinary-differential-equation-ode.md): Solve an initial value problem (IVP) for a system of ordinary differential equati…
- [Stratified Sampling Integration](https://docs.fincept.in/api-reference/quantlib-numerical/stratified-sampling-integration.md): Perform stratified sampling integration, which divides the integration domain int…
- [Vector Dot Product](https://docs.fincept.in/api-reference/quantlib-numerical/vector-dot-product.md): Compute the dot product (inner product) of two vectors: a · b = Σ(a_i × b_i). Ret…
- [Vector Norm (p-Norm)](https://docs.fincept.in/api-reference/quantlib-numerical/vector-norm-p-norm.md): Compute the p-norm of a vector: ||v||_p = (Σ|v_i|^p)^(1/p). Common cases: p=1 (Ma…
- [Vector Outer Product](https://docs.fincept.in/api-reference/quantlib-numerical/vector-outer-product.md): Compute the outer product of two vectors a and b to produce matrix C where C[i,j]…
- [Calculate 2D Ising Model Critical Temperature](https://docs.fincept.in/api-reference/quantlib-physics/calculate-2d-ising-model-critical-temperature.md): Calculates the exact critical temperature for the 2D Ising model on a square latt…
- [Calculate Boltzmann Distribution Properties](https://docs.fincept.in/api-reference/quantlib-physics/calculate-boltzmann-distribution-properties.md): Calculates properties of a Boltzmann distribution given energy levels and tempera…
- [Calculate Carnot Cycle Properties](https://docs.fincept.in/api-reference/quantlib-physics/calculate-carnot-cycle-properties.md): Calculates properties of an ideal Carnot heat engine cycle operating between hot…
- [Calculate Clausius-Clapeyron Equation](https://docs.fincept.in/api-reference/quantlib-physics/calculate-clausius-clapeyron-equation.md): Calculates dP/dT along a phase transition curve using the Clausius-Clapeyron equa…
- [Calculate Conditional Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-conditional-entropy.md): Calculates the conditional entropy H(Y|X) from a joint probability distribution,…
- [Calculate Cross Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-cross-entropy.md): Calculates the cross entropy between two probability distributions P and Q, measu…
- [Calculate Differential Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-differential-entropy.md): Calculates the differential entropy for continuous probability distributions (Gau…
- [Calculate Fisher Information](https://docs.fincept.in/api-reference/quantlib-physics/calculate-fisher-information.md): Calculates the Fisher information, which measures the amount of information that…
- [Calculate Ideal Gas Thermodynamic Properties](https://docs.fincept.in/api-reference/quantlib-physics/calculate-ideal-gas-thermodynamic-properties.md): Calculates thermodynamic properties of an ideal gas: entropy and internal energy.…
- [Calculate Jensen-Shannon Divergence](https://docs.fincept.in/api-reference/quantlib-physics/calculate-jensen-shannon-divergence.md): Calculates the Jensen-Shannon (JS) divergence between two probability distributio…
- [Calculate Joint Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-joint-entropy.md): Calculates the joint entropy of two random variables from their joint probability…
- [Calculate Joule-Thomson Coefficient](https://docs.fincept.in/api-reference/quantlib-physics/calculate-joule-thomson-coefficient.md): Calculates the Joule-Thomson coefficient μ_JT = (∂T/∂P)_H, which describes the te…
- [Calculate Kullback-Leibler Divergence](https://docs.fincept.in/api-reference/quantlib-physics/calculate-kullback-leibler-divergence.md): Calculates the Kullback-Leibler (KL) divergence from distribution Q to P, measuri…
- [Calculate Markov Chain Entropy Rate](https://docs.fincept.in/api-reference/quantlib-physics/calculate-markov-chain-entropy-rate.md): Calculates the entropy rate of a Markov chain, measuring the long-run average unc…
- [Calculate Maximum Entropy Distribution](https://docs.fincept.in/api-reference/quantlib-physics/calculate-maximum-entropy-distribution.md): Computes the maximum entropy probability distribution subject to given moment con…
- [Calculate Mutual Information](https://docs.fincept.in/api-reference/quantlib-physics/calculate-mutual-information.md): Calculates the mutual information I(X;Y) between two random variables, measuring…
- [Calculate Renyi Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-renyi-entropy.md): Calculates the Renyi entropy, a generalization of Shannon entropy parameterized b…
- [Calculate Shannon Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-shannon-entropy.md): Calculates the Shannon entropy of a discrete probability distribution, measuring…
- [Calculate Thermodynamic Free Energy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-thermodynamic-free-energy.md): Calculates various forms of thermodynamic free energy: Gibbs free energy (G), Hel…
- [Calculate Transfer Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-transfer-entropy.md): Calculates the transfer entropy from time series X to Y, measuring the reduction…
- [Calculate Tsallis Entropy](https://docs.fincept.in/api-reference/quantlib-physics/calculate-tsallis-entropy.md): Calculates the Tsallis entropy, a non-extensive generalization of Shannon entropy…
- [Calculate Van der Waals Gas Properties](https://docs.fincept.in/api-reference/quantlib-physics/calculate-van-der-waals-gas-properties.md): Calculates properties of a Van der Waals gas, a real gas model that includes mole…
- [Get Maxwell Thermodynamic Relations](https://docs.fincept.in/api-reference/quantlib-physics/get-maxwell-thermodynamic-relations.md): Returns the four Maxwell relations, which are equalities between partial derivati…
- [Simulate Ising Model](https://docs.fincept.in/api-reference/quantlib-physics/simulate-ising-model.md): Simulates a 2D Ising model using Metropolis-Hastings Monte Carlo sampling. The Is…
- [Black-Litterman Equilibrium Returns](https://docs.fincept.in/api-reference/quantlib-portfolio/black-litterman-equilibrium-returns.md): Computes market equilibrium (implied) returns using reverse optimization from mar…
- [Black-Litterman Posterior Returns & Weights](https://docs.fincept.in/api-reference/quantlib-portfolio/black-litterman-posterior-returns-&-weights.md): Computes posterior (updated) returns by combining market equilibrium with investo…
- [Comprehensive Portfolio Risk Analysis](https://docs.fincept.in/api-reference/quantlib-portfolio/comprehensive-portfolio-risk-analysis.md): Performs comprehensive risk analysis of a portfolio including volatility, downsid…
- [Comprehensive Portfolio Risk Assessment](https://docs.fincept.in/api-reference/quantlib-portfolio/comprehensive-portfolio-risk-assessment.md): Performs an extensive portfolio risk analysis using historical returns data. Calc…
- [Efficient Frontier](https://docs.fincept.in/api-reference/quantlib-portfolio/efficient-frontier.md): Traces the complete efficient frontier by computing portfolios at different retur…
- [Incremental Value at Risk](https://docs.fincept.in/api-reference/quantlib-portfolio/incremental-value-at-risk.md): Calculates the incremental VaR, which measures the change in portfolio VaR from a…
- [Inverse Volatility Weights](https://docs.fincept.in/api-reference/quantlib-portfolio/inverse-volatility-weights.md): Computes portfolio weights inversely proportional to asset volatilities. This sim…
- [Maximum Sharpe Ratio Portfolio](https://docs.fincept.in/api-reference/quantlib-portfolio/maximum-sharpe-ratio-portfolio.md): Constructs the maximum Sharpe ratio portfolio, also known as the tangency portfol…
- [Minimum Variance Portfolio](https://docs.fincept.in/api-reference/quantlib-portfolio/minimum-variance-portfolio.md): Constructs the minimum variance portfolio (MVP) that minimizes portfolio volatili…
- [Portfolio Conditional Value at Risk (CVaR)](https://docs.fincept.in/api-reference/quantlib-portfolio/portfolio-conditional-value-at-risk-cvar.md): Calculates portfolio Conditional Value at Risk (CVaR), also known as Expected Sho…
- [Portfolio Risk-Adjusted Performance Ratios](https://docs.fincept.in/api-reference/quantlib-portfolio/portfolio-risk-adjusted-performance-ratios.md): Calculates key risk-adjusted performance ratios including Sharpe ratio, Sortino r…
- [Portfolio Value at Risk (VaR)](https://docs.fincept.in/api-reference/quantlib-portfolio/portfolio-value-at-risk-var.md): Calculates portfolio Value at Risk (VaR) - the maximum expected loss over a given…
- [Risk Contribution Analysis](https://docs.fincept.in/api-reference/quantlib-portfolio/risk-contribution-analysis.md): Decomposes portfolio risk into individual asset contributions. Calculates absolut…
- [Risk Parity Portfolio](https://docs.fincept.in/api-reference/quantlib-portfolio/risk-parity-portfolio.md): Constructs portfolios where each asset contributes equally to total portfolio ris…
- [Target Return Portfolio](https://docs.fincept.in/api-reference/quantlib-portfolio/target-return-portfolio.md): Constructs a portfolio that achieves a specified target return with minimum varia…
- [Bachelier Full Greeks Suite](https://docs.fincept.in/api-reference/quantlib-pricing/bachelier-full-greeks-suite.md): Calculate complete suite of Bachelier Greeks including price and all major risk s…
- [Bachelier Greeks (Basic)](https://docs.fincept.in/api-reference/quantlib-pricing/bachelier-greeks-basic.md): Calculate basic Bachelier Greeks structure, returning all input parameters includ…
- [Bachelier Implied Volatility](https://docs.fincept.in/api-reference/quantlib-pricing/bachelier-implied-volatility.md): Calculate implied normal (absolute) volatility from market option price using the…
- [Bachelier Option Price](https://docs.fincept.in/api-reference/quantlib-pricing/bachelier-option-price.md): Calculate option price using the Bachelier (normal) model. This model assumes abs…
- [Basket Option Price (Levy Approximation)](https://docs.fincept.in/api-reference/quantlib-pricing/basket-option-price-levy-approximation.md): Price a basket call option using Levy's moment-matching approximation. A basket o…
- [Binomial Tree American Option](https://docs.fincept.in/api-reference/quantlib-pricing/binomial-tree-american-option.md): Price American options using binomial tree methods. American options can be exerc…
- [Binomial Tree Barrier Option](https://docs.fincept.in/api-reference/quantlib-pricing/binomial-tree-barrier-option.md): Price barrier options using binomial trees. Barrier options activate (knock-in) o…
- [Binomial Tree Bermudan Option](https://docs.fincept.in/api-reference/quantlib-pricing/binomial-tree-bermudan-option.md): Price Bermudan options using binomial trees. Bermudan options can be exercised on…
- [Binomial Tree European Option](https://docs.fincept.in/api-reference/quantlib-pricing/binomial-tree-european-option.md): Price European options using binomial tree methods. Binomial trees discretize tim…
- [Black-Scholes Asset-or-Nothing Call](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-asset-or-nothing-call.md): Price an asset-or-nothing call option that delivers one unit of the underlying as…
- [Black-Scholes Asset-or-Nothing Put](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-asset-or-nothing-put.md): Price an asset-or-nothing put option that delivers one unit of the underlying ass…
- [Black-Scholes Digital Call (Cash-or-Nothing)](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-digital-call-cash-or-nothing.md): Price a digital (binary) call option that pays a fixed amount (typically $1) if t…
- [Black-Scholes Digital Put (Cash-or-Nothing)](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-digital-put-cash-or-nothing.md): Price a digital (binary) put option that pays a fixed amount (typically $1) if th…
- [Black-Scholes Full Greeks Suite](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-full-greeks-suite.md): Calculate complete suite of Black-Scholes Greeks including price and all first-or…
- [Black-Scholes Greeks (Basic)](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-greeks-basic.md): Calculate basic Black-Scholes Greeks including higher-order sensitivities (vanna…
- [Black-Scholes Implied Volatility](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-implied-volatility.md): Calculate implied volatility from a market option price using the Black-Scholes m…
- [Black-Scholes Option Price](https://docs.fincept.in/api-reference/quantlib-pricing/black-scholes-option-price.md): Calculate European option price using the Black-Scholes model. This is the fundam…
- [Black76 Caplet Price](https://docs.fincept.in/api-reference/quantlib-pricing/black76-caplet-price.md): Price an interest rate caplet using the Black76 model. A caplet is a call option…
- [Black76 Floorlet Price](https://docs.fincept.in/api-reference/quantlib-pricing/black76-floorlet-price.md): Price an interest rate floorlet using the Black76 model. A floorlet is a put opti…
- [Black76 Full Greeks Suite](https://docs.fincept.in/api-reference/quantlib-pricing/black76-full-greeks-suite.md): Calculate complete suite of Black76 Greeks for options on futures and forwards. R…
- [Black76 Greeks (Basic)](https://docs.fincept.in/api-reference/quantlib-pricing/black76-greeks-basic.md): Calculate basic Black76 Greeks structure, returning all input parameters. For com…
- [Black76 Implied Volatility](https://docs.fincept.in/api-reference/quantlib-pricing/black76-implied-volatility.md): Calculate implied volatility from market price of futures options using the Black…
- [Black76 Option Price](https://docs.fincept.in/api-reference/quantlib-pricing/black76-option-price.md): Calculate option price using the Black76 model, which is used for pricing options…
- [Black76 Swaption Price](https://docs.fincept.in/api-reference/quantlib-pricing/black76-swaption-price.md): Price a European swaption using the Black76 model. A swaption is an option to ent…
- [Kirk Spread Option Greeks](https://docs.fincept.in/api-reference/quantlib-pricing/kirk-spread-option-greeks.md): Calculate Greeks for spread options using Kirk's approximation. Returns all avail…
- [Kirk Spread Option Price](https://docs.fincept.in/api-reference/quantlib-pricing/kirk-spread-option-price.md): Price a spread option using Kirk's approximation. A spread option has payoff base…
- [Margrabe Exchange Option Price](https://docs.fincept.in/api-reference/quantlib-pricing/margrabe-exchange-option-price.md): Price an exchange option using Margrabe's formula. An exchange option gives the r…
- [Shifted Lognormal Option Price](https://docs.fincept.in/api-reference/quantlib-pricing/shifted-lognormal-option-price.md): Price options using the shifted lognormal model, which applies a shift parameter…
- [Volatility Conversion (Lognormal ↔ Normal)](https://docs.fincept.in/api-reference/quantlib-pricing/volatility-conversion-lognormal-↔-normal.md): Convert between lognormal (Black-Scholes) volatility and normal (Bachelier) volat…
- [Assess IFRS 9 Impairment Stage](https://docs.fincept.in/api-reference/quantlib-regulatory/assess-ifrs-9-impairment-stage.md): Determines the IFRS 9 impairment stage (Stage 1, 2, or 3) for a financial asset b…
- [Calculate 12-Month Expected Credit Loss](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-12-month-expected-credit-loss.md): Calculates 12-month Expected Credit Loss (ECL) for Stage 1 financial assets under…
- [Calculate Basel III Capital Ratios](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-basel-iii-capital-ratios.md): Calculates all Basel III regulatory capital ratios including CET1 (Common Equity…
- [Calculate Credit Risk-Weighted Assets](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-credit-risk-weighted-assets.md): Calculates credit risk-weighted assets (RWA) using either the Standardized Approa…
- [Calculate Lifetime Expected Credit Loss](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-lifetime-expected-credit-loss.md): Calculates Lifetime Expected Credit Loss (ECL) for Stage 2 and Stage 3 financial…
- [Calculate Liquidity Coverage Ratio](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-liquidity-coverage-ratio.md): Calculates the Basel III Liquidity Coverage Ratio (LCR), which measures a bank's…
- [Calculate Net Stable Funding Ratio](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-net-stable-funding-ratio.md): Calculates the Basel III Net Stable Funding Ratio (NSFR), which measures the stab…
- [Calculate Operational Risk RWA](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-operational-risk-rwa.md): Calculates operational risk-weighted assets (RWA) using the Basic Indicator Appro…
- [Calculate SA-CCR Exposure at Default](https://docs.fincept.in/api-reference/quantlib-regulatory/calculate-sa-ccr-exposure-at-default.md): Calculates Exposure at Default (EAD) for derivative contracts using the Standardi…
- [Project Capital Ratios Under Stress](https://docs.fincept.in/api-reference/quantlib-regulatory/project-capital-ratios-under-stress.md): Projects capital ratios over multiple quarters under stress scenarios (e.g., CCAR…
- [Test for Significant Increase in Credit Risk](https://docs.fincept.in/api-reference/quantlib-regulatory/test-for-significant-increase-in-credit-risk.md): Determines whether a financial asset has experienced a Significant Increase in Cr…
- [Backtest VaR Model](https://docs.fincept.in/api-reference/quantlib-risk/backtest-var-model.md): Validates VaR model accuracy by comparing VaR estimates against actual realized l…
- [Calculate Bucket Delta (DV01 by Tenor)](https://docs.fincept.in/api-reference/quantlib-risk/calculate-bucket-delta-dv01-by-tenor.md): Computes sensitivity to interest rate changes at specific maturity buckets (e.g.,…
- [Calculate Component VaR](https://docs.fincept.in/api-reference/quantlib-risk/calculate-component-var.md): Calculates the contribution of each portfolio component (asset or risk factor) to…
- [Calculate Cross-Gamma](https://docs.fincept.in/api-reference/quantlib-risk/calculate-cross-gamma.md): Computes mixed second-order sensitivities showing how delta changes with respect…
- [Calculate Exposure Profile (EPE and PFE)](https://docs.fincept.in/api-reference/quantlib-risk/calculate-exposure-profile-epe-and-pfe.md): Generates both Expected Positive Exposure (EPE) and Potential Future Exposure (PF…
- [Calculate Full Greeks Suite](https://docs.fincept.in/api-reference/quantlib-risk/calculate-full-greeks-suite.md): Computes complete set of option Greeks including first-order (delta, vega, theta,…
- [Calculate Historical VaR](https://docs.fincept.in/api-reference/quantlib-risk/calculate-historical-var.md): Calculates Value at Risk using the historical simulation method. This approach us…
- [Calculate Incremental VaR](https://docs.fincept.in/api-reference/quantlib-risk/calculate-incremental-var.md): Calculates how much portfolio VaR increases when adding a new position. This meas…
- [Calculate Key Rate Durations](https://docs.fincept.in/api-reference/quantlib-risk/calculate-key-rate-durations.md): Measures sensitivity to changes in specific points (key rates) along the yield cu…
- [Calculate Marginal VaR](https://docs.fincept.in/api-reference/quantlib-risk/calculate-marginal-var.md): Calculates the rate of change in portfolio VaR for a small increase in position s…
- [Calculate Optimal Hedge Ratio](https://docs.fincept.in/api-reference/quantlib-risk/calculate-optimal-hedge-ratio.md): Computes the minimum variance hedge ratio - the optimal proportion of hedging ins…
- [Calculate Parallel Shift Sensitivity (DV01)](https://docs.fincept.in/api-reference/quantlib-risk/calculate-parallel-shift-sensitivity-dv01.md): Measures portfolio sensitivity to a parallel shift in the entire yield curve (all…
- [Calculate Parametric VaR](https://docs.fincept.in/api-reference/quantlib-risk/calculate-parametric-var.md): Calculates Value at Risk using the parametric (variance-covariance) method. This…
- [Calculate Tail Dependence Coefficient](https://docs.fincept.in/api-reference/quantlib-risk/calculate-tail-dependence-coefficient.md): Measures the probability that two assets experience extreme losses simultaneously…
- [Calculate Twist Sensitivity (Steepening/Flattening)](https://docs.fincept.in/api-reference/quantlib-risk/calculate-twist-sensitivity-steepeningflattening.md): Measures sensitivity to yield curve steepening or flattening - short rates decrea…
- [Comprehensive Tail Risk Analysis](https://docs.fincept.in/api-reference/quantlib-risk/comprehensive-tail-risk-analysis.md): Performs a complete suite of tail risk metrics including CVaR (Expected Shortfall…
- [Correlation Stress Testing](https://docs.fincept.in/api-reference/quantlib-risk/correlation-stress-testing.md): Stress tests correlation matrices under extreme scenarios. Models correlation bre…
- [Create Custom Stress Scenario](https://docs.fincept.in/api-reference/quantlib-risk/create-custom-stress-scenario.md): Builds a custom stress testing scenario by defining shocks to risk factors. Used…
- [Credit Valuation Adjustment (CVA)](https://docs.fincept.in/api-reference/quantlib-risk/credit-valuation-adjustment-cva.md): Calculates the Credit Valuation Adjustment - the market value of counterparty cre…
- [Expected Shortfall Portfolio Optimization](https://docs.fincept.in/api-reference/quantlib-risk/expected-shortfall-portfolio-optimization.md): Calculates Conditional Value at Risk (CVaR / Expected Shortfall) for each asset i…
- [Generalized Extreme Value (GEV) Distribution](https://docs.fincept.in/api-reference/quantlib-risk/generalized-extreme-value-gev-distribution.md): Fits a Generalized Extreme Value distribution to block maxima (e.g., maximum annu…
- [Generalized Pareto Distribution (GPD) - Peaks Over Threshold](https://docs.fincept.in/api-reference/quantlib-risk/generalized-pareto-distribution-gpd--peaks-over-threshold.md): Fits a Generalized Pareto Distribution to extreme tail events using the Peaks Ove…
- [Generate Copula Samples](https://docs.fincept.in/api-reference/quantlib-risk/generate-copula-samples.md): Generates correlated random samples using various copula models (Gaussian, Studen…
- [Hill Estimator for Tail Index](https://docs.fincept.in/api-reference/quantlib-risk/hill-estimator-for-tail-index.md): Estimates the tail index (shape parameter) using the Hill estimator, a simple non…
- [Potential Future Exposure (PFE)](https://docs.fincept.in/api-reference/quantlib-risk/potential-future-exposure-pfe.md): Calculates Potential Future Exposure profile - a high quantile (typically 95th pe…
- [Add Business Days](https://docs.fincept.in/api-reference/quantlib-scheduling/add-business-days.md): Add a specified number of business days to a date, automatically skipping weekend…
- [Adjust Date](https://docs.fincept.in/api-reference/quantlib-scheduling/adjust-date.md): Adjust a date to a valid business day according to a specified business day conve…
- [Batch Adjust](https://docs.fincept.in/api-reference/quantlib-scheduling/batch-adjust.md): Adjust multiple dates to valid business days in a single request using the same a…
- [Batch Year Fraction](https://docs.fincept.in/api-reference/quantlib-scheduling/batch-year-fraction.md): Calculate year fractions for multiple date pairs in a single request using the sa…
- [Business Days Between](https://docs.fincept.in/api-reference/quantlib-scheduling/business-days-between.md): Count the number of business days between two dates, excluding weekends and holid…
- [Day Count](https://docs.fincept.in/api-reference/quantlib-scheduling/day-count.md): Calculate the raw day count (numerator) between two dates according to a specifie…
- [Generate Schedule](https://docs.fincept.in/api-reference/quantlib-scheduling/generate-schedule.md): Generate a complete payment or accrual schedule for financial instruments such as…
- [Is Business Day](https://docs.fincept.in/api-reference/quantlib-scheduling/is-business-day.md): Check if a date is a business day according to a specific calendar. Returns wheth…
- [List Adjustment Methods](https://docs.fincept.in/api-reference/quantlib-scheduling/list-adjustment-methods.md): Retrieve a list of all supported business day adjustment methods. These methods d…
- [List Calendars](https://docs.fincept.in/api-reference/quantlib-scheduling/list-calendars.md): Retrieve a list of all supported business day calendars. Each calendar includes c…
- [List Conventions](https://docs.fincept.in/api-reference/quantlib-scheduling/list-conventions.md): Retrieve a list of all supported day count conventions. Day count conventions def…
- [Next Business Day](https://docs.fincept.in/api-reference/quantlib-scheduling/next-business-day.md): Get the next business day following a given date. If the input date is already a…
- [Previous Business Day](https://docs.fincept.in/api-reference/quantlib-scheduling/previous-business-day.md): Get the previous business day before a given date. If the input date is already a…
- [Year Fraction](https://docs.fincept.in/api-reference/quantlib-scheduling/year-fraction.md): Calculate the year fraction between two dates using a specified day count convent…
- [Bootstrap Discount Curve from Market Instruments](https://docs.fincept.in/api-reference/quantlib-solver/bootstrap-discount-curve-from-market-instruments.md): Bootstrap a complete discount curve from market instruments (deposits, FRAs, futu…
- [Calculate Asset Swap Spread](https://docs.fincept.in/api-reference/quantlib-solver/calculate-asset-swap-spread.md): Calculate the asset swap spread - the spread over LIBOR/SOFR that makes an asset…
- [Calculate Basis](https://docs.fincept.in/api-reference/quantlib-solver/calculate-basis.md): Calculate the basis - the difference between the spot price and the futures price…
- [Calculate Black-Scholes Implied Volatility](https://docs.fincept.in/api-reference/quantlib-solver/calculate-black-scholes-implied-volatility.md): Solve for the implied volatility from a given option price using the Black-Schole…
- [Calculate Black76 Implied Volatility](https://docs.fincept.in/api-reference/quantlib-solver/calculate-black76-implied-volatility.md): Solve for the implied volatility from a given option price using the Black76 mode…
- [Calculate Bond Convexity](https://docs.fincept.in/api-reference/quantlib-solver/calculate-bond-convexity.md): Calculate the convexity of a bond - the second derivative of bond price with resp…
- [Calculate Bond Yield to Maturity](https://docs.fincept.in/api-reference/quantlib-solver/calculate-bond-yield-to-maturity.md): Solve for the yield to maturity (YTM) of a bond given its market price, coupon ra…
- [Calculate Convexity Adjustment](https://docs.fincept.in/api-reference/quantlib-solver/calculate-convexity-adjustment.md): Calculate the convexity adjustment for converting between forward rates and futur…
- [Calculate Cost of Carry](https://docs.fincept.in/api-reference/quantlib-solver/calculate-cost-of-carry.md): Calculate the annualized cost of carry - the net cost of holding the underlying a…
- [Calculate Discount Factor from Rate](https://docs.fincept.in/api-reference/quantlib-solver/calculate-discount-factor-from-rate.md): Convert an interest rate to a discount factor for a given time period. Discount f…
- [Calculate Extended IRR (XIRR)](https://docs.fincept.in/api-reference/quantlib-solver/calculate-extended-irr-xirr.md): Calculate the Extended Internal Rate of Return for cash flows occurring at irregu…
- [Calculate Forward Rate from Discount Factors](https://docs.fincept.in/api-reference/quantlib-solver/calculate-forward-rate-from-discount-factors.md): Calculate the forward interest rate between two future time periods using their d…
- [Calculate G-Spread](https://docs.fincept.in/api-reference/quantlib-solver/calculate-g-spread.md): Calculate the G-spread (Government spread) - the difference between a bond's yiel…
- [Calculate I-Spread](https://docs.fincept.in/api-reference/quantlib-solver/calculate-i-spread.md): Calculate the I-spread (Interpolated spread) - the difference between a bond's yi…
- [Calculate Implied Repo Rate](https://docs.fincept.in/api-reference/quantlib-solver/calculate-implied-repo-rate.md): Calculate the implied repo rate from spot and futures prices. The implied repo ra…
- [Calculate Internal Rate of Return (IRR)](https://docs.fincept.in/api-reference/quantlib-solver/calculate-internal-rate-of-return-irr.md): Calculate the Internal Rate of Return - the discount rate that makes the net pres…
- [Calculate Macaulay Duration](https://docs.fincept.in/api-reference/quantlib-solver/calculate-macaulay-duration.md): Calculate the Macaulay duration of a bond - the weighted average time to receive…
- [Calculate Modified Duration](https://docs.fincept.in/api-reference/quantlib-solver/calculate-modified-duration.md): Calculate the modified duration of a bond - an approximation of the percentage pr…
- [Calculate Option-Adjusted Spread (OAS)](https://docs.fincept.in/api-reference/quantlib-solver/calculate-option-adjusted-spread-oas.md): Calculate the Option-Adjusted Spread - the constant spread over the risk-free cur…
- [Calculate Par Swap Rate](https://docs.fincept.in/api-reference/quantlib-solver/calculate-par-swap-rate.md): Calculate the par swap rate (also known as the swap rate) from a set of discount…
- [Calculate PV01 (DV01)](https://docs.fincept.in/api-reference/quantlib-solver/calculate-pv01-dv01.md): Calculate the PV01 (Present Value of a Basis Point), also known as DV01 (Dollar V…
- [Calculate Z-Spread](https://docs.fincept.in/api-reference/quantlib-solver/calculate-z-spread.md): Calculate the Z-spread (Zero-volatility spread) - the constant spread that, when…
- [Calculate Zero Rate from Discount Factor](https://docs.fincept.in/api-reference/quantlib-solver/calculate-zero-rate-from-discount-factor.md): Convert a discount factor back to a zero (spot) rate for a given time period. Thi…
- [Calibrate Vasicek Short Rate Model](https://docs.fincept.in/api-reference/quantlib-solver/calibrate-vasicek-short-rate-model.md): Calibrate the Vasicek short rate model parameters (a, b, sigma) to match an obser…
- [Convert Between Forward and Futures Rates](https://docs.fincept.in/api-reference/quantlib-solver/convert-between-forward-and-futures-rates.md): Convert between forward rates and futures rates accounting for the convexity adju…
- [Ar Fit](https://docs.fincept.in/api-reference/quantlib-statistics/ar-fit.md): Fit an AR(p) model to data [Tier: STANDARD, Credits: 2]
- [Ar Forecast](https://docs.fincept.in/api-reference/quantlib-statistics/ar-forecast.md): Fit AR(p) and forecast N steps ahead [Tier: STANDARD, Credits: 2]
- [Arima Fit](https://docs.fincept.in/api-reference/quantlib-statistics/arima-fit.md): Fit an ARIMA(p,d,q) model to data [Tier: STANDARD, Credits: 2]
- [Arima Forecast](https://docs.fincept.in/api-reference/quantlib-statistics/arima-forecast.md): Fit ARIMA(p,d,q) and forecast N steps ahead [Tier: STANDARD, Credits: 2]
- [Beta Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/beta-cdf.md): Evaluate Beta CDF at x [Tier: BASIC, Credits: 1]
- [Beta Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/beta-pdf.md): Evaluate Beta PDF at x [Tier: BASIC, Credits: 1]
- [Beta Properties](https://docs.fincept.in/api-reference/quantlib-statistics/beta-properties.md): Get properties of a Beta distribution [Tier: BASIC, Credits: 1]
- [Binomial Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/binomial-cdf.md): Evaluate Binomial CDF at k [Tier: BASIC, Credits: 1]
- [Binomial Pmf](https://docs.fincept.in/api-reference/quantlib-statistics/binomial-pmf.md): Evaluate Binomial PMF at k [Tier: BASIC, Credits: 1]
- [Binomial Properties](https://docs.fincept.in/api-reference/quantlib-statistics/binomial-properties.md): Get properties of a Binomial distribution [Tier: BASIC, Credits: 1]
- [Chi2 Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/chi2-cdf.md): Evaluate Chi-Squared CDF at x [Tier: BASIC, Credits: 1]
- [Chi2 Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/chi2-pdf.md): Evaluate Chi-Squared PDF at x [Tier: BASIC, Credits: 1]
- [Chi2 Properties](https://docs.fincept.in/api-reference/quantlib-statistics/chi2-properties.md): Get properties of a Chi-Squared distribution [Tier: BASIC, Credits: 1]
- [Egarch Fit](https://docs.fincept.in/api-reference/quantlib-statistics/egarch-fit.md): Fit an EGARCH(p,q) model to returns data [Tier: STANDARD, Credits: 2]
- [Exp Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/exp-cdf.md): Evaluate Exponential CDF at x [Tier: BASIC, Credits: 1]
- [Exp Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/exp-pdf.md): Evaluate Exponential PDF at x [Tier: BASIC, Credits: 1]
- [Exp Ppf](https://docs.fincept.in/api-reference/quantlib-statistics/exp-ppf.md): Evaluate Exponential inverse CDF [Tier: BASIC, Credits: 1]
- [Exp Properties](https://docs.fincept.in/api-reference/quantlib-statistics/exp-properties.md): Get properties of an Exponential distribution [Tier: BASIC, Credits: 1]
- [F Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/f-pdf.md): Evaluate F distribution PDF at x [Tier: BASIC, Credits: 1]
- [F Properties](https://docs.fincept.in/api-reference/quantlib-statistics/f-properties.md): Get properties of an F distribution [Tier: BASIC, Credits: 1]
- [Gamma Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/gamma-cdf.md): Evaluate Gamma CDF at x [Tier: BASIC, Credits: 1]
- [Gamma Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/gamma-pdf.md): Evaluate Gamma PDF at x [Tier: BASIC, Credits: 1]
- [Gamma Properties](https://docs.fincept.in/api-reference/quantlib-statistics/gamma-properties.md): Get properties of a Gamma distribution [Tier: BASIC, Credits: 1]
- [Garch Fit](https://docs.fincept.in/api-reference/quantlib-statistics/garch-fit.md): Fit a GARCH(p,q) model to returns data [Tier: STANDARD, Credits: 2]
- [Garch Forecast](https://docs.fincept.in/api-reference/quantlib-statistics/garch-forecast.md): Fit GARCH(p,q) and forecast volatility N steps ahead [Tier: STANDARD, Credits: 2]
- [Geometric Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/geometric-cdf.md): Evaluate Geometric CDF at k [Tier: BASIC, Credits: 1]
- [Geometric Pmf](https://docs.fincept.in/api-reference/quantlib-statistics/geometric-pmf.md): Evaluate Geometric PMF at k [Tier: BASIC, Credits: 1]
- [Geometric Ppf](https://docs.fincept.in/api-reference/quantlib-statistics/geometric-ppf.md): Evaluate Geometric inverse CDF [Tier: BASIC, Credits: 1]
- [Geometric Properties](https://docs.fincept.in/api-reference/quantlib-statistics/geometric-properties.md): Get properties of a Geometric distribution [Tier: BASIC, Credits: 1]
- [Gjr Garch Fit](https://docs.fincept.in/api-reference/quantlib-statistics/gjr-garch-fit.md): Fit a GJR-GARCH(p,q) model (asymmetric GARCH) to returns data [Tier: STANDARD, Cr…
- [Hypergeometric Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/hypergeometric-cdf.md): Evaluate Hypergeometric CDF at k [Tier: BASIC, Credits: 1]
- [Hypergeometric Pmf](https://docs.fincept.in/api-reference/quantlib-statistics/hypergeometric-pmf.md): Evaluate Hypergeometric PMF at k [Tier: BASIC, Credits: 1]
- [Hypergeometric Properties](https://docs.fincept.in/api-reference/quantlib-statistics/hypergeometric-properties.md): Get properties of a Hypergeometric distribution [Tier: BASIC, Credits: 1]
- [Lognormal Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/lognormal-cdf.md): Evaluate Lognormal CDF at x [Tier: BASIC, Credits: 1]
- [Lognormal Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/lognormal-pdf.md): Evaluate Lognormal PDF at x [Tier: BASIC, Credits: 1]
- [Lognormal Ppf](https://docs.fincept.in/api-reference/quantlib-statistics/lognormal-ppf.md): Evaluate Lognormal inverse CDF [Tier: BASIC, Credits: 1]
- [Lognormal Properties](https://docs.fincept.in/api-reference/quantlib-statistics/lognormal-properties.md): Get properties of a Lognormal distribution [Tier: BASIC, Credits: 1]
- [Ma Fit](https://docs.fincept.in/api-reference/quantlib-statistics/ma-fit.md): Fit an MA(q) model to data [Tier: STANDARD, Credits: 2]
- [Negbinomial Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/negbinomial-cdf.md): Evaluate Negative Binomial CDF at k [Tier: BASIC, Credits: 1]
- [Negbinomial Pmf](https://docs.fincept.in/api-reference/quantlib-statistics/negbinomial-pmf.md): Evaluate Negative Binomial PMF at k [Tier: BASIC, Credits: 1]
- [Negbinomial Properties](https://docs.fincept.in/api-reference/quantlib-statistics/negbinomial-properties.md): Get properties of a Negative Binomial distribution [Tier: BASIC, Credits: 1]
- [Normal Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/normal-cdf.md): Evaluate Normal CDF at x [Tier: BASIC, Credits: 1]
- [Normal Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/normal-pdf.md): Evaluate Normal PDF at x [Tier: BASIC, Credits: 1]
- [Normal Ppf](https://docs.fincept.in/api-reference/quantlib-statistics/normal-ppf.md): Evaluate Normal inverse CDF (percent point function) [Tier: BASIC, Credits: 1]
- [Normal Properties](https://docs.fincept.in/api-reference/quantlib-statistics/normal-properties.md): Get properties of a Normal distribution (mean, variance, std, entropy, skewness,…
- [Poisson Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/poisson-cdf.md): Evaluate Poisson CDF at k [Tier: BASIC, Credits: 1]
- [Poisson Pmf](https://docs.fincept.in/api-reference/quantlib-statistics/poisson-pmf.md): Evaluate Poisson PMF at k [Tier: BASIC, Credits: 1]
- [Poisson Properties](https://docs.fincept.in/api-reference/quantlib-statistics/poisson-properties.md): Get properties of a Poisson distribution [Tier: BASIC, Credits: 1]
- [Probability Generating Function](https://docs.fincept.in/api-reference/quantlib-statistics/probability-generating-function.md): Evaluate probability generating function for binomial, poisson, or geometric [Tie…
- [Studentt Cdf](https://docs.fincept.in/api-reference/quantlib-statistics/studentt-cdf.md): Evaluate Student's t CDF at x [Tier: BASIC, Credits: 1]
- [Studentt Pdf](https://docs.fincept.in/api-reference/quantlib-statistics/studentt-pdf.md): Evaluate Student's t PDF at x [Tier: BASIC, Credits: 1]
- [Studentt Properties](https://docs.fincept.in/api-reference/quantlib-statistics/studentt-properties.md): Get properties of a Student's t distribution [Tier: BASIC, Credits: 1]
- [Antithetic Samples](https://docs.fincept.in/api-reference/quantlib-stochastic/antithetic-samples.md): Antithetic Samples [Tier: PRO, Credits: 5]
- [Apply Ito's lemma to a stochastic path](https://docs.fincept.in/api-reference/quantlib-stochastic/apply-itos-lemma-to-a-stochastic-path.md): Apply Ito's lemma to a stochastic path [Tier: PRO, Credits: 5]
- [Brownian Bridge Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/brownian-bridge-simulate.md): Brownian Bridge Simulate [Tier: PRO, Credits: 5]
- [Cir Bond Price](https://docs.fincept.in/api-reference/quantlib-stochastic/cir-bond-price.md): Cir Bond Price [Tier: PRO, Credits: 5]
- [Cir Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/cir-simulate.md): Cir Simulate [Tier: PRO, Credits: 5]
- [Correlated Bm Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/correlated-bm-simulate.md): Correlated Bm Simulate [Tier: PRO, Credits: 5]
- [Correlated Normals](https://docs.fincept.in/api-reference/quantlib-stochastic/correlated-normals.md): Correlated Normals [Tier: PRO, Credits: 5]
- [Covariation](https://docs.fincept.in/api-reference/quantlib-stochastic/covariation.md): Covariation [Tier: PRO, Credits: 5]
- [Euler-Maruyama SDE simulation (general drift-diffusion)](https://docs.fincept.in/api-reference/quantlib-stochastic/euler-maruyama-sde-simulation-general-drift-diffusion.md): Euler-Maruyama SDE simulation (general drift-diffusion) [Tier: PRO, Credits: 5]
- [Exact Cir](https://docs.fincept.in/api-reference/quantlib-stochastic/exact-cir.md): Exact Cir [Tier: PRO, Credits: 5]
- [Exact Gbm](https://docs.fincept.in/api-reference/quantlib-stochastic/exact-gbm.md): Exact Gbm [Tier: PRO, Credits: 5]
- [Exact Ou](https://docs.fincept.in/api-reference/quantlib-stochastic/exact-ou.md): Exact Ou [Tier: PRO, Credits: 5]
- [Exact simulation of Heston stochastic volatility model](https://docs.fincept.in/api-reference/quantlib-stochastic/exact-simulation-of-heston-stochastic-volatility-model.md): Exact simulation of Heston stochastic volatility model [Tier: PRO, Credits: 5]
- [Gbm Properties](https://docs.fincept.in/api-reference/quantlib-stochastic/gbm-properties.md): Gbm Properties [Tier: PRO, Credits: 5]
- [Gbm Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/gbm-simulate.md): Gbm Simulate [Tier: PRO, Credits: 5]
- [Heston Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/heston-simulate.md): Heston Simulate [Tier: PRO, Credits: 5]
- [Ito product rule d(XY)](https://docs.fincept.in/api-reference/quantlib-stochastic/ito-product-rule-dxy.md): Ito product rule d(XY) [Tier: PRO, Credits: 5]
- [Martingale Test](https://docs.fincept.in/api-reference/quantlib-stochastic/martingale-test.md): Martingale Test [Tier: PRO, Credits: 5]
- [Merton Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/merton-simulate.md): Merton Simulate [Tier: PRO, Credits: 5]
- [Milstein SDE simulation (higher-order correction)](https://docs.fincept.in/api-reference/quantlib-stochastic/milstein-sde-simulation-higher-order-correction.md): Milstein SDE simulation (higher-order correction) [Tier: PRO, Credits: 5]
- [Multi-dimensional Euler-Maruyama SDE simulation](https://docs.fincept.in/api-reference/quantlib-stochastic/multi-dimensional-euler-maruyama-sde-simulation.md): Multi-dimensional Euler-Maruyama SDE simulation [Tier: PRO, Credits: 5]
- [Multi-dimensional Milstein simulation](https://docs.fincept.in/api-reference/quantlib-stochastic/multi-dimensional-milstein-simulation.md): Multi-dimensional Milstein simulation [Tier: PRO, Credits: 5]
- [Multilevel Monte Carlo estimation](https://docs.fincept.in/api-reference/quantlib-stochastic/multilevel-monte-carlo-estimation.md): Multilevel Monte Carlo estimation [Tier: PRO, Credits: 5]
- [Multivariate Normal](https://docs.fincept.in/api-reference/quantlib-stochastic/multivariate-normal.md): Multivariate Normal [Tier: PRO, Credits: 5]
- [Ou Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/ou-simulate.md): Ou Simulate [Tier: PRO, Credits: 5]
- [Poisson Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/poisson-simulate.md): Poisson Simulate [Tier: PRO, Credits: 5]
- [Quadratic Variation](https://docs.fincept.in/api-reference/quantlib-stochastic/quadratic-variation.md): Quadratic Variation [Tier: PRO, Credits: 5]
- [Risk Neutral Drift](https://docs.fincept.in/api-reference/quantlib-stochastic/risk-neutral-drift.md): Risk Neutral Drift [Tier: PRO, Credits: 5]
- [Sample from jump process distributions](https://docs.fincept.in/api-reference/quantlib-stochastic/sample-from-jump-process-distributions.md): Sample from jump process distributions [Tier: PRO, Credits: 5]
- [Sample from various distributions](https://docs.fincept.in/api-reference/quantlib-stochastic/sample-from-various-distributions.md): Sample from various distributions [Tier: PRO, Credits: 5]
- [Simulate under risk-neutral measure (Girsanov transform)](https://docs.fincept.in/api-reference/quantlib-stochastic/simulate-under-risk-neutral-measure-girsanov-transform.md): Simulate under risk-neutral measure (Girsanov transform) [Tier: PRO, Credits: 5]
- [Sobol Sequence](https://docs.fincept.in/api-reference/quantlib-stochastic/sobol-sequence.md): Sobol Sequence [Tier: PRO, Credits: 5]
- [Vasicek Bond Price](https://docs.fincept.in/api-reference/quantlib-stochastic/vasicek-bond-price.md): Vasicek Bond Price [Tier: PRO, Credits: 5]
- [Vasicek Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/vasicek-simulate.md): Vasicek Simulate [Tier: PRO, Credits: 5]
- [Vg Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/vg-simulate.md): Vg Simulate [Tier: PRO, Credits: 5]
- [Wiener Simulate](https://docs.fincept.in/api-reference/quantlib-stochastic/wiener-simulate.md): Wiener Simulate [Tier: PRO, Credits: 5]
- [Build Surface From Points](https://docs.fincept.in/api-reference/quantlib-volatility/build-surface-from-points.md): Construct a volatility surface from scattered market quote points (tenor, strike,…
- [Calibrate SABR Model](https://docs.fincept.in/api-reference/quantlib-volatility/calibrate-sabr-model.md): Calibrate SABR model parameters (alpha, beta, rho, nu) to match market volatiliti…
- [Constant Local Volatility](https://docs.fincept.in/api-reference/quantlib-volatility/constant-local-volatility.md): Query a constant local volatility model that returns the same local volatility fo…
- [Flat Volatility Surface](https://docs.fincept.in/api-reference/quantlib-volatility/flat-volatility-surface.md): Query a flat (constant) volatility surface that returns the same volatility for a…
- [Implied to Local Volatility Conversion](https://docs.fincept.in/api-reference/quantlib-volatility/implied-to-local-volatility-conversion.md): Convert implied volatility to local volatility using the Dupire formula. Calculat…
- [SABR Implied Volatility](https://docs.fincept.in/api-reference/quantlib-volatility/sabr-implied-volatility.md): Calculate implied volatility using the SABR (Stochastic Alpha Beta Rho) model. SA…
- [SABR Normal Volatility](https://docs.fincept.in/api-reference/quantlib-volatility/sabr-normal-volatility.md): Calculate normal (Bachelier) implied volatility using the SABR model. Normal vola…
- [SABR Probability Density](https://docs.fincept.in/api-reference/quantlib-volatility/sabr-probability-density.md): Calculate the risk-neutral probability density function implied by SABR parameter…
- [SABR Smile Dynamics](https://docs.fincept.in/api-reference/quantlib-volatility/sabr-smile-dynamics.md): Analyze SABR smile dynamics under forward price movements. Calculates sticky-stri…
- [SABR Volatility Smile](https://docs.fincept.in/api-reference/quantlib-volatility/sabr-volatility-smile.md): Generate a complete SABR volatility smile across multiple strikes for a given exp…
- [Term Structure Volatility](https://docs.fincept.in/api-reference/quantlib-volatility/term-structure-volatility.md): Query a term structure (expiry-dependent) volatility surface where volatility var…
- [Total Variance from Surface](https://docs.fincept.in/api-reference/quantlib-volatility/total-variance-from-surface.md): Query total variance (volatility^2 * time) from a volatility surface at a specifi…
- [Volatility Smile](https://docs.fincept.in/api-reference/quantlib-volatility/volatility-smile.md): Extract the volatility smile (volatility vs strike) for a specific expiry from a…
- [Volatility Surface Grid](https://docs.fincept.in/api-reference/quantlib-volatility/volatility-surface-grid.md): Query a full volatility surface defined on a 2D grid of expiries and strikes. Use…
- [Authentication](https://docs.fincept.in/authentication.md): Secure API access with API keys, MFA, and session management
- [Billing FAQ](https://docs.fincept.in/billing-faq.md): Frequently asked questions about billing, payments, and refunds
- [Credit System](https://docs.fincept.in/credit-system.md): How credits work, deduction logic, and balance management
- [Error Handling](https://docs.fincept.in/error-handling.md): Complete guide to error codes, handling strategies, and troubleshooting
- [Fixed Income Examples](https://docs.fincept.in/examples/fixed-income-examples.md): Bond pricing and yield curve examples
- [Options Pricing Examples](https://docs.fincept.in/examples/options-pricing-examples.md): Real-world options pricing workflows
- [Portfolio Optimization Examples](https://docs.fincept.in/examples/portfolio-optimization-examples.md): Portfolio construction workflows
- [Regulatory Compliance Examples](https://docs.fincept.in/examples/regulatory-compliance-examples.md): Basel III, IFRS 9 workflows
- [Risk Management Examples](https://docs.fincept.in/examples/risk-management-examples.md): VaR, stress testing workflows
- [Introduction](https://docs.fincept.in/introduction.md): Professional quantitative finance library accessible via REST API
- [Multi-Factor Authentication](https://docs.fincept.in/mfa-setup.md): Set up and manage MFA for enhanced account security
- [Analysis Module](https://docs.fincept.in/modules/analysis-module.md): Equity/credit analysis - Standard tier
- [Core Module](https://docs.fincept.in/modules/core-module.md): Dates, calendars, financial types - FREE tier
- [Curves Module](https://docs.fincept.in/modules/curves-module.md): Yield curves - Standard tier
- [Economics Module](https://docs.fincept.in/modules/economics-module.md): Economic models - Basic tier
- [Instruments Module](https://docs.fincept.in/modules/instruments-module.md): Bonds, swaps, derivatives - Standard tier
- [ML Module](https://docs.fincept.in/modules/ml-module.md): Machine learning - Pro tier
- [Models Module](https://docs.fincept.in/modules/models-module.md): Advanced pricing models - Pro tier
- [Numerical Module](https://docs.fincept.in/modules/numerical-module.md): Numerical methods - Basic tier
- [Physics Module](https://docs.fincept.in/modules/physics-module.md): Information theory - Pro tier
- [Portfolio Module](https://docs.fincept.in/modules/portfolio-module.md): Portfolio optimization - Pro tier
- [Pricing Module](https://docs.fincept.in/modules/pricing-module.md): Options and derivatives pricing - Standard tier
- [Regulatory Module](https://docs.fincept.in/modules/regulatory-module.md): Basel III, IFRS 9 - Pro tier
- [Risk Module](https://docs.fincept.in/modules/risk-module.md): VaR, stress testing, CVA - Pro tier
- [Scheduling Module](https://docs.fincept.in/modules/scheduling-module.md): Cash flow schedules and payment dates - FREE tier
- [Solver Module](https://docs.fincept.in/modules/solver-module.md): Bond yield, implied vol solvers - Basic tier
- [Statistics Module](https://docs.fincept.in/modules/statistics-module.md): Distributions and time series - Basic tier
- [Stochastic Module](https://docs.fincept.in/modules/stochastic-module.md): Stochastic processes - Standard tier
- [Volatility Module](https://docs.fincept.in/modules/volatility-module.md): Vol surfaces, SABR - Standard tier
- [Pricing](https://docs.fincept.in/pricing.md): Credit-based pricing with transparent costs and flexible subscription plans
- [QuantLib API Overview](https://docs.fincept.in/quantlib-overview.md): Comprehensive guide to 18 modules, 497 endpoints, and 4 subscription tiers
- [Quickstart](https://docs.fincept.in/quickstart.md): Get started with FinceptQuantLib API in 5 minutes
- [Rate Limits](https://docs.fincept.in/rate-limits.md): Understanding and working with API rate limits
- [Response Format](https://docs.fincept.in/response-format.md): Standard JSON response structure and data types
- [Security Best Practices](https://docs.fincept.in/security-best-practices.md): Comprehensive security guidelines for protecting your API keys and account
- [Subscription Plans](https://docs.fincept.in/subscription-plans.md): Monthly subscription tiers, features, and one-time credit packages
- [Tier System](https://docs.fincept.in/tier-system.md): Understanding tier access control and module organization
- [What is Fincept?](https://docs.fincept.in/what-is-fincept.md): About Fincept Corporation and the FinceptQuantLib API

## OpenAPI Specs

- [openapi](https://docs.fincept.in/openapi.json)
- [volatility](https://docs.fincept.in/api-specs/volatility.json)
- [stochastic](https://docs.fincept.in/api-specs/stochastic.json)
- [statistics](https://docs.fincept.in/api-specs/statistics.json)
- [solver](https://docs.fincept.in/api-specs/solver.json)
- [scheduling](https://docs.fincept.in/api-specs/scheduling.json)
- [risk](https://docs.fincept.in/api-specs/risk.json)
- [regulatory](https://docs.fincept.in/api-specs/regulatory.json)
- [pricing](https://docs.fincept.in/api-specs/pricing.json)
- [portfolio](https://docs.fincept.in/api-specs/portfolio.json)
- [physics](https://docs.fincept.in/api-specs/physics.json)
- [numerical](https://docs.fincept.in/api-specs/numerical.json)
- [models](https://docs.fincept.in/api-specs/models.json)
- [ml](https://docs.fincept.in/api-specs/ml.json)
- [instruments](https://docs.fincept.in/api-specs/instruments.json)
- [economics](https://docs.fincept.in/api-specs/economics.json)
- [curves](https://docs.fincept.in/api-specs/curves.json)
- [core](https://docs.fincept.in/api-specs/core.json)
- [base](https://docs.fincept.in/api-specs/base.json)
- [analysis](https://docs.fincept.in/api-specs/analysis.json)
- [full-openapi](https://docs.fincept.in/full-openapi.json)