Kiann_Options_SABR
Use the below github with a little bit of example python code on how it can be used : https://github.com/kiann00/option_Pricing_Analytics/blob/main/rapidAPI_option_sabr_example1
81 subscribers
6 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_SABR endpoints
| Method | Endpoint | Description |
|---|---|---|
| GET |
sabr_log /sabr_log |
This is the implementation of the SABR model (z-shift) under the Lognormal volatility mode, with the parameters as follows: K_ : strike, fwd_ : forward, shift_ : z-shift, time_ :… |
| GET |
sabr_Norm /sabr_Norm |
This is the implementation of the SABR model (z-shift) under the normal volatility mode, with the parameters as follows: K_ : strike, fwd_ : forward, shift_ : z-shift, time_ :… |
| GET |
sabr_calib /sabr_calib |
A simplistic least-error fit to retrieve sabr parameters given arrays of (lognormal)vols and strikes. Note that, it does not explicitly calibrate to ATMF vols. Params as per… |
| GET |
sabr_hist /sabr_hist |
This function pulls out the latest 5 time-stamp snapshot of the SABR calibrated parameters. There are choices of either 'btc' or 'eth'. The data returns, amongst, the… |
| GET |
local_hist /local_hist |
This function pulls out the latest 5 time-stamp snapshot of the 3-degree polynomial calibrated parameters, for local-Volatility model across the strike and expiry axis. There are… |
| GET |
funcOne /funcOne |
Testing function for the SABR module |
Kiann_Options_SABR pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | 1 / hour |
|
| PRO | $10 / month | 10 / hour |
|
| ULTRA | $20 / month | 10 / hour |
|
