Examples
可直接複製貼上、針對 https://calc.dev.emrgex.com 執行的範例。所有利率均為小數(0.10 = 10%),
價格以每 100 面額計,日期採用 ISO 格式。
Price a stored bond by yield
curl -s https://calc.dev.emrgex.com/v1/quotes -H 'content-type: application/json' -d '{
"quotes": [
{ "instrument_id": "MH12034", "input_kind": "yield", "input_value": 0.10,
"settlement_date": "2026-06-09", "options": { "round": 6 } }
]
}'
Solve a yield from a clean price
curl -s https://calc.dev.emrgex.com/v1/quotes -H 'content-type: application/json' -d '{
"quotes": [
{ "instrument_id": "MH12034", "input_kind": "clean_price", "input_value": 107.85,
"settlement_date": "2026-06-09", "options": { "round": 6 } }
]
}'
Price an ad-hoc bond
curl -s https://calc.dev.emrgex.com/v1/quotes -H 'content-type: application/json' -d '{
"instruments": [
{ "id": "B1", "rate_type": "NOMINAL", "day_count": "ACT/ACT.ICMA", "coupon_type": "FIXED",
"frequency": 2, "start": "2020-01-15", "maturity": "2030-01-15",
"coupon_rate": 0.06, "face_value": 100 }
],
"quotes": [
{ "instrument_id": "B1", "input_kind": "clean_price", "input_value": 95.5,
"settlement_date": "2024-06-18", "options": { "round": 6 } }
]
}'
Settlement cash for a trade size
curl -s https://calc.dev.emrgex.com/v1/quotes -H 'content-type: application/json' -d '{
"quotes": [
{ "instrument_id": "MH12034", "input_kind": "yield", "input_value": 0.10,
"amount_kind": "nominal", "amount_value": 1000000,
"settlement_date": "2026-06-09", "options": { "round": 6 } }
]
}'
結果會新增一個 amounts 區塊(clean_amount、accrued_amount、dirty_amount = 交割
現金、quantity)。
Batch — price many at once
curl -s https://calc.dev.emrgex.com/v1/quotes -H 'content-type: application/json' -d '{
"quotes": [
{ "instrument_id": "MH12034", "input_kind": "yield", "input_value": 0.10, "settlement_date": "2026-06-09" },
{ "instrument_id": "MH12034", "input_kind": "yield", "input_value": 0.11, "settlement_date": "2026-06-09" },
{ "instrument_id": "MH12034", "input_kind": "clean_price", "input_value": 105.0, "settlement_date": "2026-06-09" }
]
}'
每一筆報價會各自回傳自己的 status;任何一筆失敗都不會影響其餘報價。
Callable bond — yield-to-worst
以價格為可贖回債券(callable bond)報價,並要求取得最差收益率:
... "input_kind": "clean_price", "input_value": 101.5, "options": { "yield_worst": true } ...
結果中的 metrics.yield_to_worst 為 min(到期收益率與每一個贖回收益率中的最小值)。
Index-linked bond (Brazil NTN-B, Mexico UDIBONO)
透過 index_ratio 提供估值時點所公布的指數名目本金(VNA);每一項貨幣輸出都會
乘以 index_ratio/100:
... "options": { "index_ratio": 4250.123456, "round": 6 } ...
形態類指標(yield、duration、convexity)為無單位指標,不受影響。
Regional conventions
| Market | Typical convention |
|---|---|
| Brazil (LTN / NTN-F) | day_count: BUS/252(營業日,ANBIMA 行事曆) |
| Mexico (Bonos M / CETES) | NOMINAL / AT_MATURITY,搭配對應的 ACT 基準 |
| Dominican Rep. (MoH bonds) | day_count: ACT/ACT.DRMH + discount_day_count: ACT/ACT.ICMA |
在已儲存的目錄中,這些慣例皆已預先設定;對於臨時(ad-hoc)債券,請於工具(instrument)上自行設定。詳見 Conventions。
:::tip Going fast
對於大型批次,請省略 with_cashflows(回應更小、更快),並送出單一個大型
批次,而非多筆單一請求。
:::