QuantOracle Fixed-Income Bond 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 a fixed-income bond and returns key risk metrics including price, yield to maturity, duration, convexity, and DV01
QuantOracle: fixed-income/bond
Returns the computed bond price, DV01 (dollar value of a basis point), Macaulay duration, modified duration, convexity, and the premium or discount relative to face value, along with computation time in milliseconds.
POSThttps://api.quantoracle.dev/v1/fixed-income/bondUse this endpoint when you need fast, precise fixed-income analytics — bond pricing, interest rate sensitivity (DV01, duration), and convexity — for a single bond. Ideal for portfolio risk management, scenario analysis, or trade pricing where you know the bond's coupon rate, face value, maturity, and yield.
{
"input": {
"body": {
"ytm": 0.06,
"face": 1000,
"years": 10,
"frequency": 2,
"coupon_rate": 0.05
},
"type": "http",
"method": "POST",
"bodyType": "json"
}
}| Field | Type | Description |
|---|---|---|
| ytm | number | Yield to maturity (annualized) |
| face | number | Face/par value of the bond |
| years | integer | Years to maturity |
| frequency | integer | Coupon payments per year |
| coupon_rate | number | Annual coupon rate (e.g. 0.05 = 5%) |
{
"ms": 39.67,
"dv01": 0.7095,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"price": 925.6126,
"convexity": 71.7854,
"premium_discount": -74.3874,
"macaulay_duration": 7.895,
"modified_duration": 7.665
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