# QuantOracle Yield Curve Interpolation

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/fi/yield-curve-interpolate
- Price: $0.015/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-870ca42e
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_1AA_pN1fplZd3MsH7wwiO

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-870ca42e -d '<json body>'
```

Example prompt: I have Treasury yield data at 3M, 6M, 1Y, 2Y, 5Y, 10Y, and 30Y maturities with rates 5.25%, 5.30%, 5.10%, 4.85%, 4.50%, 4.40%, and 4.60% respectively — can you interpolate the yield curve using cubic spline to get me the rate at 7 years and 15 years?

## When to prefer this

Use 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.

## Known failure modes

- Insufficient data points to fit the chosen interpolation model — returns error requesting more curve nodes
- Target maturity outside the range of provided data points (extrapolation beyond bounds) — may return error or flagged extrapolated value
- Non-monotonic or inconsistent input rates causing ill-conditioned fitting — returns validation error
- Malformed maturity/rate input arrays (mismatched lengths) — returns 400 bad request
- Unsupported interpolation method specified — returns error with supported methods list

## How this service works

QuantOracle: fi/yield-curve-interpolate

## Output

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.

## Example request

```json
{
 "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
 ]
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "rates": {
   "type": "array",
   "items": {
    "type": "number"
   },
   "title": "Rates",
   "description": "Array of known rates at each tenor"
  },
  "method": {
   "enum": [
    "linear",
    "cubic",
    "nelson_siegel"
   ],
   "type": "string",
   "title": "Method",
   "default": "linear",
   "description": "Interpolation method"
  },
  "tenors": {
   "type": "array",
   "items": {
    "type": "number"
   },
   "title": "Tenors",
   "description": "Array of known tenor points (years)"
  },
  "target_tenors": {
   "type": "array",
   "items": {
    "type": "number"
   },
   "title": "Target Tenors",
   "description": "Array of tenors to interpolate"
  }
 }
}
```

## More

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