ZeqDerivatives — Options Pricing

Options pricing using Black-Scholes and binomial models computed via the HULYAS solver. Greeks (delta, gamma, theta, vega, rho) at each Zeqond.

Endpoint	POST /api/finance/derivatives/price
Auth	api-key
Rate limit	30/min
Category	finance

Parameters

Name	Type	Required	Description
type	string	Yes	'call' or 'put'.
spotPrice	number	Yes	Current asset price.
strikePrice	number	Yes	Strike price.
timeToExpiry	number	Yes	Time to expiry in years.
volatility	number	Yes	Implied volatility.
riskFreeRate	number	No	Risk-free rate. Default: 0.05.

Returns

{ price, delta, gamma, theta, vega, rho, impliedVol, model }

Example

curl -sS -X POST \
  -H "Authorization: Bearer zsm_..." \
  -H "Content-Type: application/json" \
  -d '{
  "type": "<type>",
  "spotPrice": 0,
  "strikePrice": 0,
  "timeToExpiry": 0,
  "volatility": 0,
  "riskFreeRate": 0.05
}' \
  "https://zeqsdk.com/api/finance/derivatives/price"

This protocol is a named building block — one of the operations you compose inside a state contract. Call it directly with the request above, or invoke it from a contract that fires on your machine's clock. Browse the whole library at GET /api/protocols; fetch this one at GET /api/protocols/zeq-derivatives.