QuantOracle Yield Curve Interpolation is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.015/call, status unknown (last checked 2026-09-14).
Interpolates missing or custom-maturity rates from a given set of bond/rate yield curve data points
QuantOracle: fi/yield-curve-interpolate
Returns the interpolated yield rate(s) at the requested target maturity/maturities, derived from the input yield curve data points using the specified interpolation method (e.g. linear, cubic spline, Nelson-Siegel). May include the fitted curve parameters and confidence metrics depending on the method.
POSThttps://api.quantoracle.dev/v1/fi/yield-curve-interpolateUse this endpoint when you have a set of discrete bond yields or benchmark rates and need to estimate the rate at an arbitrary or non-standard maturity. Ideal for fixed-income analytics, pricing derivatives with custom tenors, building discount curves, or preparing inputs for duration/convexity calculations where standard benchmark tenors don't match your cashflow schedule.
{
"rates": [
0.0525,
0.053,
0.051,
0.0485,
0.045,
0.044,
0.046
],
"tenors": [
0.25,
0.5,
1,
2,
5,
10,
30
],
"interpolation": "linear",
"target_tenors": [
7,
15
]
}| Field | Type | Description |
|---|---|---|
| rates | array | Array of known rates at each tenor |
| method | string | Interpolation method |
| tenors | array | Array of known tenor points (years) |
| target_tenors | array | Array of tenors to interpolate |
{
"ms": 170.61,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"method": "linear",
"target_tenors": [
7,
15
],
"interpolated_rates": [
0.0446,
0.0445
]
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