QuantOracle FX Carry Trade Calculator is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-15).
Computes FX carry trade P&L, spot/carry returns, levered returns, annualized total return, and breakeven depreciation for a currency position given entry/exit prices and interest rate differentials.
QuantOracle: fx/carry-trade
Returns a JSON object with: P&L in dollar amount, spot return percentage, carry return percentage, total return percentage, levered return percentage, annualized total return, and the breakeven depreciation percentage — decomposing exactly how much of the trade's performance came from spot movement vs the interest rate differential.
POSThttps://api.quantoracle.dev/v1/fx/carry-tradeUse this endpoint when you need a full decomposition of an FX carry trade's return profile — separating spot and carry contributions, computing leverage effect, and annualizing returns — rather than a simple spot FX gain/loss calculator. Ideal for quantitative traders, portfolio analysts, or AI agents modeling currency strategies with interest rate differentials.
{
"leverage": 2,
"notional": 50000,
"spot_exit": 1.26,
"spot_entry": 1.25,
"holding_period_days": 30,
"borrow_currency_rate": 0.02,
"invest_currency_rate": 0.05
}| Field | Type | Description |
|---|---|---|
| leverage | number | Leverage multiplier |
| notional | number | Notional trade amount |
| spot_exit | number | Spot rate at exit |
| spot_entry | number | Spot rate at entry |
| holding_period_days | integer | Holding period in days |
| borrow_currency_rate | number | Interest rate of the funding (borrow) currency |
| invest_currency_rate | number | Interest rate of the investment currency |
{
"ms": 13.58,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"pnl_amount": 1046.58,
"spot_return_pct": 0.8,
"carry_return_pct": 0.2466,
"total_return_pct": 1.0466,
"levered_return_pct": 2.0932,
"annualized_total_return": 12.7333,
"breakeven_depreciation_pct": 0.2466
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