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QuantOracle Barrier Option Pricer
x402
QuantOracle Barrier Option Pricer is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.008/call, status unknown (last checked 2026-09-14).
Prices barrier options (knock-in/knock-out) with full Greeks, comparing against vanilla option price and computing the discount
Price / call$0.008
Success—
StatusUnknown
How this service works
QuantOracle: derivatives/barrier-option
Output
Returns the fair value price of the barrier option, the equivalent vanilla option price, the discount versus vanilla (as a ratio), barrier level, barrier type, and server computation time in milliseconds.
Example use cases
Example prompt
“Price a down-and-out call barrier option where the spot is 100, strike is 105, barrier is 90, 6 months to expiry, 5% risk-free rate, 0% dividend yield, and 20% volatility — and tell me how much cheaper it is versus the plain vanilla equivalent.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/derivatives/barrier-optionWhen to prefer
Use this endpoint when you need to price a single European-style barrier option (knock-in or knock-out, call or put) and want both the barrier price and a comparison against the vanilla equivalent. Ideal for structured product valuation, exotic derivatives desks, or risk analysis workflows that need fast, on-demand barrier pricing without running a local quant library.
Side effects
- Invalid barrier_type enum value returns a 400 error
- Barrier level placed beyond spot in invalid direction for the selected barrier type
- Zero or negative time to expiry (T <= 0) causes computation error
- Missing required fields (S, K, H, T, sigma) returns validation error
- Extreme volatility or rate values may cause numerical instability
- Payment not attached or insufficient USDC balance returns 402
Input
{
"input": {
"body": {
"H": 90,
"K": 105,
"S": 100,
"T": 0.5,
"q": 0,
"r": 0.05,
"type": "call",
"sigma": 0.2,
"rebate": 0,
"barrier_type": "down-out"
},
"type": "http",
"method": "POST",
"bodyType": "json"
}
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| H | number | Barrier level |
| K | number | Strike price |
| S | number | Spot price of the underlying asset |
| T | number | Time to expiration in years |
| q | number | Continuous dividend yield |
| r | number | Risk-free interest rate (annualized) |
| type | string | Option type |
| sigma | number | Volatility (annualized) |
| rebate | number | Rebate paid if barrier is hit (for out) or not hit (for in) |
| barrier_type | string | Barrier type: up/down + in/out |
Output
{
"ms": 9.02,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"price": 3.6634,
"barrier": 90,
"barrier_type": "down-out",
"vanilla_price": 4.5817,
"discount_vs_vanilla": 0.9183
}Tags
x402
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