Guides

Code-first walkthroughs of the API, with real request/response pairs you can reproduce — and the conventions and pitfalls spelled out.

Options

Price an option in 5 lines of Python

European and American pricing with full greeks, implied volatility, and the unit conventions (theta/day, vega per point) that usually bite first.

Bonds

Bond duration, convexity and BPV over HTTP

The full analytics sheet of a fixed-rate bond in one POST — clean/dirty, accrued, YTM — and why day counts and settlement dates are where spreadsheets go wrong.

Risk

Value-at-Risk and Expected Shortfall in one call

Historical and parametric VaR side by side, portfolio mode with a positions × returns matrix, and a reproducible numpy example with byte-identical output.