Voltrix
Voltrix is a developer-first financial intelligence API that provides institutional-grade pricing, risk analytics, and strategy evaluation across derivatives and fixed income.* Built for modern fintech applications and AI-driven systems, Voltrix enables developers to integrate advanced quantitative models—such as options pricing, Greeks, volatility analytics, and bond calculations—without…
1 subscribers
9/10 popularity
4280 ms avg latency
79% success rate
13 endpoints
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Voltrix endpoints
| Method | Endpoint | Description |
|---|---|---|
| Options | ||
| POST |
compute_option_price_v2_options_price_post /v2/options/price |
Compute the fair value of a European call or put using the selected model. **Models:** `black_scholes`, `bachelier`, `normal`, `cev`, `monte_carlo` Time to expiry is derived from… |
| POST |
compute_greeks_endpoint_v2_options_greeks_post /v2/options/greeks |
Calculate delta, gamma, vega, theta, and rho for a European option. | Greek | Measures | |-------|----------| | **delta** | Price sensitivity to spot | | **gamma** | Delta… |
| POST |
analyze_option_strategy_v2_options_strategies_post /v2/options/strategies |
Compute the payoff profile, max profit/loss, and breakevens for a multi-leg option strategy at expiry. Each leg specifies `type`, `position`, `strike`, `expiry_date`, and the… |
| POST |
compute_volatility_v2_options_volatility_post /v2/options/volatility |
**`implied` + `vol_type=log_normal`** — Newton-Raphson back-solver using Black-Scholes. Requires: `option_price`, `option_type`, `spot`, `strike`, `rate`, `settlement_date`,… |
| Calibration | ||
| POST |
calibrate_sabr_endpoint_v2_options_calibration_sabr_post /v2/options/calibration/sabr |
Fit Hagan et al. (2002) SABR parameters **(α, ρ, ν)** to a set of observed market option prices. The elasticity exponent **β** is fixed by the caller. **Algorithm:** The… |
| POST |
calibrate_svi_endpoint_v2_options_calibration_svi_post /v2/options/calibration/svi |
Fit Gatheral (2004) raw SVI parameters **(a, b, ρ, m, σ)** to observed market option prices at a single maturity or across maturities. **Algorithm:** Back-solves market prices to… |
| POST |
calibrate_cev_endpoint_v2_options_calibration_cev_post /v2/options/calibration/cev |
Fit Constant Elasticity of Variance (CEV) model parameters **(σ, β)** to observed market option prices. **Algorithm:** Back-solves market prices to Black-Scholes implied vols,… |
| Bonds | ||
| POST |
compute_bond_yield_v2_bonds_yield_post /v2/bonds/yield |
Back-solve for the yield-to-maturity (YTM) that equates the bond's theoretical dirty price to the observed clean price plus accrued interest. Uses Newton-Raphson iteration with… |
| POST |
compute_bond_sensitivity_v2_bonds_sensitivity_post /v2/bonds/sensitivity |
Compute interest-rate sensitivities for a fixed-coupon bond. | Metric | Description | |--------|-------------| | **duration** | Macaulay duration — weighted-average time to… |
| POST |
compute_bond_price_v2_bonds_price_post /v2/bonds/price |
Compute the dirty price, accrued interest, and clean price of a fixed-coupon bond given a yield-to-maturity. Coupon payment dates are generated backwards from `maturity_date` by… |
| Core Finance | ||
| POST |
compute_payment_v2_core_pmt_post /v2/core/pmt |
Compute the fixed periodic payment for a fully-amortising loan. The number of periods is derived from `start_date`, `end_date`, and `frequency` (no need to specify periods… |
| POST |
compute_net_present_value_v2_core_npv_post /v2/core/npv |
Discount a series of dated cashflows back to `settlement_date` using a flat annual discount rate. Each cashflow specifies a `date` and an `amount`. Positive amounts are inflows,… |
| Health | ||
| GET |
health_health_get /health |
|
Voltrix pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | — |
|
| PRO | $30 / month | — |
|
