finside

Finance Freemium View on RapidAPI ↗

Option pricing using advanced models such as Heston, Extended Merton, and Extended CGMY.

1 subscribers
17 endpoints
The in-depth APIMemo review for this API hasn't been published yet — the data below comes straight from the public marketplace listing.

finside endpoints

MethodEndpointDescription
cgmy
POST computeCGMYOptions
/cgmy/calculator/{optionType}/{sensitivity} 		Computes European option prices, implied volatilities, and sensitivities at every strike price for an asset that follows an extended CGMY process
GET getCGMYRange
/cgmy/parameters/parameter_ranges 		Obtains the constraints that the parameters in the post requests are required to conform to for CGMY.
POST computeCGMYDensity
/cgmy/density 		Computes probability density for an extended CGMY process
POST computeCGMYMetric
/cgmy/riskmetric 		Computes value at risk and expected shortfall for extended CGMY process
cgmyse
POST computeCGMYSEDensity
/cgmyse/density 		Computes probability density for an extended CGMY process
POST computeCGMYSEOptions
/cgmyse/calculator/{optionType}/{sensitivity} 		Computes European option prices, implied volatilities, and sensitivities at every strike price for an asset that follows an extended CGMY process
POST computeCGMYSEMetric
/cgmyse/riskmetric 		Computes value at risk and expected shortfall for extended CGMY process
GET getCGMYSERange
/cgmyse/parameters/parameter_ranges 		Obtains the constraints that the parameters in the post requests are required to conform to for CGMY.
heston
POST computeHestonDensity
/heston/density 		Computes probability density for a Heston model
GET getHestonRange
/heston/parameters/parameter_ranges 		Obtains the constraints that the parameters in the post requests are required to conform to for Heston.
POST computeHestonOptions
/heston/calculator/{optionType}/{sensitivity} 		Computes European option prices, implied volatilities, and sensitivities at every strike price for an asset that follows a Heston process
POST computeHestonMetric
/heston/riskmetric 		Computes value at risk and expected shortfall for a Heston model
merton
GET getMertonRange
/merton/parameters/parameter_ranges 		Obtains the constraints that the parameters in the post requests are required to conform to for Merton.
POST computeMertonOptions
/merton/calculator/{optionType}/{sensitivity} 		Computes European option prices, implied volatilities, and sensitivities at every strike price for an asset that follows an extended Merton process
POST computeMertonDensity
/merton/density 		Computes probability density for a Merton model
POST computeMertonMetric
/merton/riskmetric 		Computes value at risk and expected shortfall for an extended Merton model
market
GET getMarketRange
/market/parameters/parameter_ranges 		Obtains the constraints that correspond with the market.

finside pricing

PlanPriceRate limitQuotas
BASIC Free —
  • All endpoints: 0 / monthly (then $0.0100 each)
PRO $10 / month 1 / second
  • All endpoints: 10,000 / monthly (then $0.1000 each)
ULTRA $30 / month 10 / second
  • All endpoints: 100,000 / monthly (then $0.1000 each)
MEGA $100 / month —
  • All endpoints: 2,000,000 / monthly (then $0.1000 each)

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