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QuantOracle Credit Spread Calculator
x402
QuantOracle Credit Spread Calculator 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).
Computes the credit spread between a corporate or structured instrument and a risk-free benchmark given bond/issuer inputs
Price / call$0.008
Success—
StatusUnknown
How this service works
QuantOracle: fi/credit-spread
Output
Returns the computed credit spread in basis points between the input bond yield and the risk-free benchmark, along with related fixed income risk metrics such as spread duration and risk premium decomposition.
Example use cases
Example prompt
“Calculate the credit spread for a 10-year investment-grade corporate bond with a yield of 5.4% against a risk-free treasury rate of 4.1%, and give me the spread in basis points along with the implied risk premium.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/fi/credit-spreadWhen to prefer
Use this endpoint when you need a fast, quantitative computation of credit spread for fixed income instruments — especially when integrating into automated bond analysis pipelines, portfolio risk workflows, or credit pricing models. Prefer this over manual calculation or generic financial data APIs when you need structured numeric output with spread duration and risk premium components ready for downstream quant analysis.
Side effects
- Invalid or missing yield inputs returns a 400 validation error
- Risk-free rate greater than bond yield may return negative spread or an error
- Unsupported maturity or rating input returns a 422 unprocessable entity
- Payment not included or insufficient USDC balance returns a 402 payment required
- Malformed JSON body returns a 400 bad request
Input
{
"bond_price": 95,
"coupon_rate": 0.05,
"maturity_years": 5,
"risk_free_curve": [
{
"rate": 0.04,
"tenor": 1
},
{
"rate": 0.042,
"tenor": 3
},
{
"rate": 0.045,
"tenor": 5
}
]
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| bond_price | number | Observed bond price |
| face_value | number | Face value of the bond |
| coupon_rate | number | Annual coupon rate |
| maturity_years | integer | Years to maturity |
| risk_free_curve | array | Risk-free yield curve points |
| payment_frequency | integer | Coupon payments per year |
Output
{
"ms": 10.91,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"z_spread_bps": 7557.53,
"benchmark_yield": 0.045,
"credit_spread_bps": 7545.34,
"yield_to_maturity": 0.7995,
"yield_to_maturity_pct": 79.9534,
"default_probability_implied": 1.2576
}Tags
x402
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