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Cap Implied Volatility Surface Data Feed API

A dataset by FinPricing
Pricing available upon request Get a Quote
Expiry Strike SampleHead SampleHead
1 5 years 50 Value Value
2 5 years 50 Value Value
Request Data Sample
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Cap Implied Volatility Surface Data Feed API

Volume

26.8 million records

Use Cases

Risk Management
Portfolio Valuation
Asset Management
Pricing Analytics
Portfolio Management

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
match quotes

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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>5 years Historical

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