• API Endpoints that enable you to access the robust capabilities of FinTools, to price and analyze a wide range of financial instruments, including options, exotics, futures, indices, and bonds.
  • Cloud-native computing that seamlessly integrates into your environment.
  • Save on development and infrastructure costs with a solution that scales to your needs.

It also enables the use of FinTools Functions with spreadsheet software that can make API calls.

Available APIs

  • BarrierBS

    Calculates the theoretical price of barrier options using the Black-Scholes model. Barrier options are a type of exotic option where the payoff depends on whether the underlying asset’s price reaches a certain barrier level.

  • BinBarrierBS

    Provides pricing for barrier options using a binomial model. This method evaluates options by constructing a binomial tree to model possible price movements of the underlying asset.

  • Bonds

    Computes the price and yield of bonds, taking into account factors like coupon rate, maturity date, and market interest rates. This function helps in the valuation of fixed-income securities.

  • ChaffeeDiscount

    Implements Chaffee’s model to calculate the discount for lack of marketability (DLOM), which is used to estimate the reduction in value of an asset that is not readily marketable.

  • FinnertyDiscount2002

    Applies the 2002 Finnerty model to calculate the DLOM. This model uses option pricing theory to estimate the discount based on the cost of hedging against marketability risk.

  • FinnertyDiscount2012

    Updates the Finnerty model to the 2012 version, refining the DLOM calculation by incorporating more recent data and adjustments to the original methodology.

  • IngersollDiscount

    Calculates the DLOM based on the Ingersoll model, which considers the impact of restricted stock on the valuation of closely held companies.

  • LongstaffDiscount

    Uses the Longstaff model to determine the DLOM, which incorporates simulation techniques to account for marketability restrictions over time.

  • OptionsBin

    Prices options using the binomial model, which builds a binomial tree to model the underlying asset’s possible price movements and calculates option prices by working backwards through the tree.

  • OptionsBS

    Implements the Black-Scholes model to price European-style options. It calculates theoretical values for call and put options based on inputs like the underlying asset price, strike price, volatility, time to expiration, and risk-free interest rate.

  • OptionsFutures

    Provides pricing for options on futures contracts using the Black model, an extension of the Black-Scholes model tailored for futures options.

  • OptionsLattice-EB

    Prices employee stock options using a lattice model. This function incorporates various features specific to employee stock options, such as vesting periods and early exercise behavior.

  • PriceService

    A general-purpose pricing service for various financial instruments, allowing users to input parameters and obtain pricing information for options, bonds, and other securities.

  • TSR-Generic

    Calculates the Total Shareholder Return (TSR) for a given stock, considering both price appreciation and dividends over a specified period.

  • VolaClose

    Computes historical volatility based on closing prices of the underlying asset. This measure is useful for assessing the asset’s price fluctuations over time.

  • VolatilityNormality

    Evaluates the normality of volatility distributions. This function helps in testing if the volatility follows a normal distribution, which is a key assumption in many financial models.

  • VolatilityPrice

    Calculates the implied volatility from the market price of an option. Implied volatility represents the market’s expectation of the underlying asset’s future volatility.