Cap Implied Volatility Surface Data Feed API
A dataset by FinPricing
Pricing available upon request
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| Expiry | Strike | SampleHead | SampleHead | |
|---|---|---|---|---|
| 1 | 5 years | 50 | Value | Value |
| 2 | 5 years | 50 | Value | Value |
Volume
| 26.8 million | records |
Use Cases
Geography
Asia
(1)
Japan
Europe
(23)
Austria
Belgium
Bulgaria
Croatia
Estonia
Finland
France
Germany
Greece
Ireland
Italy
Latvia
Liechtenstein
Lithuania
Luxembourg
Malta
Netherlands
Norway
Portugal
Slovenia
Spain
Ukraine
United Kingdom
North America
(2)
Canada
United States of America
Oceania
(1)
Australia
Categories
Data Attributes
| Attribute | Example | Description |
|---|---|---|
| Expiry | 5 years | The expiration of Cap |
| Strike | 50 | The relative strike of option |
History
5 years of history data
Product Description
FinPricing uses SABR model to construct cap/floor implied volitivity surfaces that is very granular so that users can directly apply linear interpolation without arbitrage.
Suitable Company Sizes
Small Business
Medium-sized Business
Enterprise
Pricing
Free sample available
| License | Starts at |
|---|---|
| One-off purchase | Not available |
| Monthly license | Not available |
| Yearly license | Available |
| Usage-based | Not available |
Quality
Self-reported by the provider
Delivery
Methods
S3 Bucket
SFTP
Email
UI Export
REST API
SOAP API
Streaming API
Feed API
Frequency
secondly
minutely
hourly
daily
weekly
monthly
quarterly
yearly
real-time
on-demand
Format
.bin
.json
.xml
.csv
.xls
.sql
.txt
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