Financial derivatives pricing, as an API

# Price a 5-year fixed rate bond
curl -X POST https://api.quantra.io/price-fixed-rate-bond \
  -H "X-API-Key: YOUR_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "pricing": {
      "as_of_date": "2025-06-15",
      "curves": [{
        "id": "discount",
        "day_counter": "Actual365Fixed",
        "interpolator": "LogLinear",
        "bootstrap_trait": "Discount",
        "points": [
          { "point_type": "DepositHelper", "point": { "rate": 0.043, ... } },
          { "point_type": "SwapHelper",    "point": { "rate": 0.035, ... } }
        ]
      }]
    },
    "bonds": [{
      "fixed_rate_bond": {
        "face_amount": 1000000,
        "rate": 0.045,
        "schedule": { "effective_date": "2025-01-15", "termination_date": "2030-01-15", ... }
      },
      "discounting_curve": "discount"
    }]
  }'

# Response
{
  "bonds": [{
    "npv": 1032876.54,
    "clean_price": 103.29,
    "dirty_price": 105.17,
    "yield": 0.0389,
    "macaulay_duration": 4.31,
    "convexity": 21.42
  }]
}

import requests

API_KEY = "YOUR_API_KEY"
BASE    = "https://api.quantra.io"

# Build the request — same JSON schema as the REST API
request = {
    "pricing": {
        "as_of_date": "2025-06-15",
        "curves": [{
            "id": "discount",
            "day_counter": "Actual365Fixed",
            "interpolator": "LogLinear",
            "bootstrap_trait": "Discount",
            "points": [...]  # deposit + swap helpers
        }]
    },
    "bonds": [{
        "fixed_rate_bond": {
            "face_amount": 1_000_000,
            "rate": 0.045,
            "schedule": { ... }
        },
        "discounting_curve": "discount"
    }]
}

resp = requests.post(
    f"{BASE}/price-fixed-rate-bond",
    json=request,
    headers={"X-API-Key": API_KEY}
)

bond = resp.json()["bonds"][0]
print(f"NPV:      ${bond['npv']:,.2f}")
print(f"Duration: {bond['macaulay_duration']:.2f}")
print(f"Yield:    {bond['yield']:.4f}")