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": "2025-01-15",
      "curves": [{ "id": "USD_SOFR", "points": [...] }]
    },
    "bonds": [{
      "face_amount": 1000000,
      "coupon_rate": 0.045,
      "maturity": "2030-01-15"
    }]
  }'

# Response
{
  "npv": 1023456.78,
  "clean_price": 102.35,
  "yield": 0.0412,
  "duration": 4.23,
  "convexity": 21.56
}

from quantra import Client

client = Client(api_key="YOUR_API_KEY")

# Price a 5-year fixed rate bond
result = client.price_fixed_rate_bond(
    as_of_date="2025-01-15",
    face_amount=1_000_000,
    coupon_rate=0.045,
    maturity="2030-01-15",
    curve="USD_SOFR"
)

print(f"NPV: ${result.npv:,.2f}")
print(f"Duration: {result.duration:.2f}")

# Output:
# NPV: $1,023,456.78
# Duration: 4.23