Kiann_Options_Exotics
Options exotic pricers mainly along closed-form terminal distribution class, such as Digital-Options, Barrier Options and 1st gen FX KIKO options. Utilize the other function/API, Kiann_Options_SABR, to obtain implied-volatility for ITM/OTM options where you want to have proper volatility skew.
2 subscribers
2 endpoints
The in-depth APIMemo review for this API hasn't been published yet —
the data below comes straight from the public marketplace listing.
Kiann_Options_Exotics endpoints
| Method | Endpoint | Description |
|---|---|---|
| GET |
European Option /European |
This function prices a terminal distribution-style options, i.e. of Vanilla Call and Digital Options, single-currency. The parameters are as follows : strike_ : strike of the… |
| GET |
Barrier_Option /Barrier |
Generic Option to Price a one-barrier Knock-In/Out stype option, with possible Digital Features. Uses only Implied Volatility, and the necessary volatility surface needs to be an… |
Kiann_Options_Exotics pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | 20 / hour |
|
| PRO | $10 / month | 10 / hour |
|
