# QuantOracle Fixed-Income Bond Pricer

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/fixed-income/bond
- Price: $0.008/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-quantoracle-dev-2641cc7a
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_Eu5V5Ket_sT2nSJ646dn_

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability api-quantoracle-dev-2641cc7a -d '<json body>'
```

Example prompt: Price a 10-year semi-annual coupon bond with a face value of $1,000, a 5% coupon rate, and a yield to maturity of 6% — give me the price, modified duration, Macaulay duration, convexity, and DV01.

## When to prefer this

Use 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.

## Known failure modes

- Invalid or missing required fields (ytm, face, years, frequency, coupon_rate) return a 400 error
- Negative or zero face value or years may produce nonsensical results
- YTM of zero or negative may cause division errors
- Unsupported coupon frequency values may be rejected
- Payment failure via x402 protocol returns 402 Payment Required

## How this service works

QuantOracle: fixed-income/bond

## Output

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.

## Example request

```json
{
 "input": {
  "body": {
   "ytm": 0.06,
   "face": 1000,
   "years": 10,
   "frequency": 2,
   "coupon_rate": 0.05
  },
  "type": "http",
  "method": "POST",
  "bodyType": "json"
 }
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "ytm": {
   "type": "number",
   "title": "Ytm",
   "description": "Yield to maturity (annualized)"
  },
  "face": {
   "type": "number",
   "title": "Face",
   "default": 1000,
   "description": "Face/par value of the bond"
  },
  "years": {
   "type": "integer",
   "title": "Years",
   "maximum": 100,
   "minimum": 1,
   "description": "Years to maturity"
  },
  "frequency": {
   "type": "integer",
   "title": "Frequency",
   "default": 2,
   "maximum": 12,
   "minimum": 1,
   "description": "Coupon payments per year"
  },
  "coupon_rate": {
   "type": "number",
   "title": "Coupon Rate",
   "description": "Annual coupon rate (e.g. 0.05 = 5%)"
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-2641cc7a/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from api.quantoracle.dev](https://www.zero.xyz/host/api.quantoracle.dev/llms.txt)