v1 API ReferenceREST

STRATA / DEVELOPER / API REFERENCE

Strata API v1

Programmatic access to equity analytics, bond pricing, options Greeks, portfolio Value at Risk, and SEC filings. Data is served from Strata's cache — upstream provider rate limits are not consumed per API call.

Base URL: https://project-strata.wynexlabs.studioAuth: Bearer tokenFormat: JSON12 endpoints

── Authentication

Generate an API key from Account → Developer. Include it in the Authorization header on every request.

Authorization: Bearer sk_strata_live_xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

Keys are tier-scoped. Free: 100 req/day · Plus: 1,000/day · Pro: 10,000/day. Rate-limit headers (X-RateLimit-Limit, X-RateLimit-Remaining, X-RateLimit-Daily-Remaining) are returned on every response.

── Response Envelope

Every endpoint returns the same wrapper. On success error is null and data holds the payload. On error data is null and error carries a structured code + message. Check one branch; the other is always null.

// Success (HTTP 200)
{
  "data":  { ... },              // endpoint-specific payload
  "meta": {
    "asOf":   "YYYY-MM-DD",
    "source": "data source identifier",
    "cached": true | false       // present on market-data routes
  },
  "error": null
}

// Error (HTTP 4xx / 5xx)
{
  "data":  null,
  "meta":  null,
  "error": {
    "code":       "ERROR_CODE",
    "message":    "Human-readable description",
    "retryAfter": 30             // seconds, present on 429 responses
  }
}

── Quick Start

Python (requests)

import requests

API_KEY = "sk_strata_live_your_key_here"
BASE    = "https://project-strata.wynexlabs.studio/api/v1"
headers = {"Authorization": f"Bearer {API_KEY}"}

# Equity snapshot
snap = requests.get(f"{BASE}/equities/AAPL/snapshot", headers=headers).json()["data"]
print(f"AAPL  {snap['price']}  P/E {snap.get('pe', 'N/A')}")

# BSM call option
bsm = requests.post(f"{BASE}/compute/bsm", headers=headers, json={
    "S": 150, "K": 155, "r": 0.05, "sigma": 0.28, "T": 0.25, "type": "call"
}).json()["data"]
print(f"Call  {bsm['price']:.4f}  Delta {bsm['greeks']['delta']:.4f}")

JavaScript / TypeScript (fetch)

const API_KEY = "sk_strata_live_your_key_here";
const BASE    = "https://project-strata.wynexlabs.studio/api/v1";
const auth    = { Authorization: `Bearer ${API_KEY}` };

// FX rates
const { data: fx } = await fetch(`${BASE}/fx/rates?base=USD`, { headers: auth })
  .then(r => r.json());
console.log("EUR/USD:", fx.EUR);

// Bond pricing
const { data: bond } = await fetch(`${BASE}/compute/bond`, {
  method: "POST",
  headers: { ...auth, "Content-Type": "application/json" },
  body: JSON.stringify({
    faceValue: 1000, couponPct: 4.5, frequencyPerYear: 2,
    settlementDate: "2026-04-21", maturityDate: "2031-04-21", ytmPct: 4.5
  }),
}).then(r => r.json());
console.log("ModDur:", bond.risk.modifiedDuration, "DV01:", bond.risk.dv01);

── Endpoint Reference

Market Data

GET/api/v1/equities/{ticker}/snapshot

Latest price, fundamentals, and key metrics for an equity. Add ?tickers=AAPL,MSFT,NVDA for batch fetch (up to 10 symbols).

Parameters

ticker	path	string	required	Equity ticker symbol, e.g. AAPL
tickers	query	string	optional	Comma-separated list of up to 10 tickers. When provided, the path ticker is ignored.

Response

{
  "data": {
    "ticker": "AAPL",
    "price": 189.42,
    "change": 1.23,
    "changePct": 0.65,
    "marketCap": 2950000000000,
    "pe": 28.4,
    "eps": 6.67
  },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "fmp", "cached": true },
  "error": null
}

GET/api/v1/equities/{ticker}/history

Daily OHLCV price history. Served from 24-hour cache.

Parameters

ticker	path	string	required	Equity ticker symbol
period	query	string	optional	1m · 3m · 6m · 1y · 2y · 5y (default 1y)

Response

{
  "data": [
    { "date": "2026-04-18", "open": 186.1, "high": 191.5,
      "low": 185.9, "close": 189.42, "volume": 52431200 }
  ],
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "alphavantage", "cached": true },
  "error": null
}

GET/api/v1/equities/{ticker}/financials

SEC XBRL financial statements: income statement, balance sheet, cash flow — up to 20 years of history. Cached 7 days.

Parameters

ticker

path

string

required

Equity ticker symbol

Response

{
  "data": {
    "revenue":       [{ "year": 2025, "value": 394328000000 }, "..."],
    "netIncome":     [{ "year": 2025, "value": 93736000000  }, "..."],
    "totalAssets":   [{ "year": 2025, "value": 364980000000 }, "..."],
    "freeCashFlow":  [{ "year": 2025, "value": 108807000000 }, "..."]
  },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "sec-xbrl", "cached": true },
  "error": null
}

GET/api/v1/equities/search

Search equities by company name or ticker prefix.

Parameters

q

query

string

required

Search query — company name or ticker prefix

Response

{
  "data": [
    { "ticker": "AAPL", "name": "Apple Inc.", "exchange": "NASDAQ" }
  ],
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "fmp" },
  "error": null
}

Compute

POST/api/v1/compute/bsm

Black-Scholes-Merton European option pricing with full Greeks (delta, gamma, vega, theta, rho). Optionally solves implied volatility from a market price.

Parameters

S	body	number	required	Spot price
K	body	number	required	Strike price
r	body	number	required	Risk-free rate (decimal, e.g. 0.05)
sigma	body	number	required	Volatility (decimal, e.g. 0.20)
T	body	number	required	Time to expiry in years
type	body	"call" \| "put"	required	Option type
delta	body	number	optional	Continuous dividend yield (default 0)
marketPrice	body	number	optional	If provided, also returns implied volatility (Newton-Raphson)

Request Body

{
  "S": 100, "K": 100, "r": 0.05,
  "sigma": 0.20, "T": 1.0, "type": "call"
}

Response

{
  "data": {
    "price": 10.4506,
    "greeks": {
      "delta": 0.6368, "gamma": 0.01876,
      "vega": 0.3752, "theta": -0.0175, "rho": 0.5323
    },
    "inputs": { "S": 100, "K": 100, "r": 0.05, "sigma": 0.2,
                "T": 1.0, "type": "call", "delta": 0 }
  },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "strata-compute" },
  "error": null
}

POST/api/v1/compute/bond

Bond pricing and risk metrics: dirty price, YTM, modified duration, Macaulay duration, convexity, DV01. Accepts either YTM or clean price as input.

Parameters

faceValue	body	number	required	Face value (par), e.g. 100 or 1000
couponPct	body	number	required	Annual coupon rate in percent, e.g. 5 for 5%
frequencyPerYear	body	number	required	Coupon payments per year: 1 (annual), 2 (semi-annual), 4 (quarterly)
settlementDate	body	YYYY-MM-DD	required	Settlement date
maturityDate	body	YYYY-MM-DD	required	Maturity date
ytmPct	body	number	optional	Yield to maturity in percent. Provide ytmPct or cleanPrice (not both)
cleanPrice	body	number	optional	Clean price. Provide ytmPct or cleanPrice (not both)

Request Body

{
  "faceValue": 100, "couponPct": 5,
  "frequencyPerYear": 2,
  "settlementDate": "2024-06-15",
  "maturityDate": "2029-06-15",
  "ytmPct": 5
}

Response

{
  "data": {
    "price": 100.0, "ytmPct": 5.0,
    "risk": {
      "modifiedDuration": 4.33, "macaulayDuration": 4.55,
      "convexity": 24.1, "dv01": 0.04330
    }
  },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "strata-compute" },
  "error": null
}

POST/api/v1/compute/bond/scenarios

Run a bond through all named historical stress scenarios and non-parallel curve shifts in one call. No yield curve required — supply ytmPct or cleanPrice and the endpoint synthesises a flat zero curve internally. Returns base pricing plus per-scenario newPrice, priceChangePct, newYtm, deltaModDur, and pnl. Note: priceChangePct uses a flat-zero baseline — scenario rankings are reliable, but absolute values carry a small model-mixing bias for non-par bonds.

Parameters

faceValue	body	number	required	Face value (par), e.g. 100 or 1000
couponPct	body	number	required	Annual coupon rate in percent, e.g. 5 for 5%
frequencyPerYear	body	number	required	Coupon payments per year: 1 (annual), 2 (semi-annual), 4 (quarterly)
settlementDate	body	YYYY-MM-DD	required	Settlement date
maturityDate	body	YYYY-MM-DD	required	Maturity date
ytmPct	body	number	optional	Yield to maturity in percent. Provide ytmPct or cleanPrice (not both).
cleanPrice	body	number	optional	Clean price per 100 face. Provide cleanPrice or ytmPct (not both).
creditSpreadBps	body	number	optional	Credit spread in basis points added to YTM for curve construction. Default 0.
scenarioIds	body	string[]	optional	Filter to a subset. Known IDs: covid-mar-2020, taper-tantrum-2013, fed-hike-cycle-2022, lehman-2008, bull-steepener, bear-steepener, bull-flattener, bear-flattener, positive-butterfly, negative-butterfly. Omit to run all 10.

Request Body

{
  "faceValue": 100, "couponPct": 5,
  "frequencyPerYear": 2,
  "settlementDate": "2024-06-15",
  "maturityDate": "2029-06-15",
  "ytmPct": 5
}

Response

{
  "data": {
    "base": {
      "dirtyPrice": 100.0, "cleanPrice": 100.0,
      "ytmPct": 5.0, "modifiedDuration": 4.33, "accrued": 0.0
    },
    "scenarios": [
      { "id": "fed-hike-cycle-2022", "label": "Fed hike cycle 2022",
        "rateShockBps": 425, "newPrice": 83.21,
        "priceChangePct": -16.79, "newYtm": 9.25,
        "deltaModDur": -0.42, "pnl": -16.79, "pctNotional": -16.79 }
    ],
    "modelNote": "Flat-zero baseline — scenario rankings are reliable; absolute ΔPrice carries a small model-mixing bias for non-par bonds."
  },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "strata-compute" },
  "error": null
}

POST/api/v1/compute/bond/oas

Option-Adjusted Spread (OAS), option-adjusted duration (OAD) and convexity (OAC) for callable / putable bonds. Uses a Black-Derman-Toy lognormal binomial tree calibrated to the supplied zero curve. OAS is solved by bisection so the tree reprices to the market clean price; OAD/OAC are ±25bp finite differences with the tree rebuilt at each bump. At least one of callSchedule / putSchedule is required — for option-free bullets use the /spreads or /bond endpoints instead.

Parameters

faceValue	body	number	required	Face value (par)
couponPct	body	number	required	Annual coupon rate in percent
frequencyPerYear	body	number	required	Coupon payments per year: 1, 2, 4, 12
settlementDate	body	YYYY-MM-DD	required	Settlement date
maturityDate	body	YYYY-MM-DD	required	Maturity date
cleanPrice	body	number	required	Market clean price per 100 par — the target the tree reprices to
curvePoints	body	{t,zeroPct}[]	required	Zero curve (continuous compounding). Minimum 2 points, maximum 60.
callSchedule	body	{date,price}[]	optional	Call schedule (max 30 entries). At least one of callSchedule/putSchedule is required.
putSchedule	body	{date,price}[]	optional	Put schedule (max 30 entries).
sigma	body	number	optional	Lognormal short-rate vol (decimal). Default 0.15, max 0.6.
steps	body	integer	optional	BDT steps. Default ceil(ttm/dt), capped at 120.
dt	body	number	optional	BDT step length in years. Default 0.5.

Request Body

{
  "faceValue": 100, "couponPct": 5,
  "frequencyPerYear": 2,
  "settlementDate": "2024-01-15",
  "maturityDate": "2029-01-15",
  "cleanPrice": 99,
  "curvePoints": [
    { "t": 1, "zeroPct": 5 }, { "t": 5, "zeroPct": 5 }, { "t": 10, "zeroPct": 5 }
  ],
  "callSchedule": [{ "date": "2026-01-15", "price": 100 }]
}

Response

{
  "data": {
    "oasBp": 47.5,
    "oadDuration": 4.21,
    "oacConvexity": 22.8,
    "optionFreeDirtyPrice": 100.45,
    "optionAdjDirtyPrice": 99.00,
    "optionValuePct": 1.45,
    "modelInputs": { "sigma": 0.15, "steps": 10, "dt": 0.5 }
  },
  "meta": { "asOf": "2026-05-13", "source": "Bond OAS" },
  "error": null
}

POST/api/v1/compute/bond/krd

Key-Rate Durations (KRD) across the zero curve. Bumps each key tenor by 1bp using a triangular kernel, reprices the bond, and reports a partial duration per bucket. Returns krdSum and effectiveDuration so the caller can sanity-check that the buckets partition the curve correctly (sum should sit within ±10% of parallel-shift effective duration for option-free bullets on smooth curves).

Parameters

faceValue	body	number	required	Face value (par)
couponPct	body	number	required	Annual coupon rate in percent
frequencyPerYear	body	number	required	Coupon payments per year: 1, 2, 4, 12
settlementDate	body	YYYY-MM-DD	required	Settlement date
maturityDate	body	YYYY-MM-DD	required	Maturity date
curvePoints	body	{t,zeroPct}[]	required	Zero curve (continuous compounding). Minimum 2 points, maximum 60.
tenors	body	number[]	optional	Key-rate maturities in years. Default [0.5, 2, 5, 10, 30]; max 12.

Request Body

{
  "faceValue": 100, "couponPct": 5,
  "frequencyPerYear": 2,
  "settlementDate": "2024-06-15",
  "maturityDate": "2034-06-15",
  "curvePoints": [
    { "t": 0.5, "zeroPct": 4 }, { "t": 2, "zeroPct": 4 },
    { "t": 5, "zeroPct": 4 }, { "t": 10, "zeroPct": 4 }, { "t": 30, "zeroPct": 4 }
  ]
}

Response

{
  "data": {
    "keyRateDurations": [
      { "tenor": "0.5Y", "tenorYears": 0.5, "krd": 0.04, "dv01": 0.4 },
      { "tenor": "2Y",   "tenorYears": 2,   "krd": 0.65, "dv01": 6.5 },
      { "tenor": "5Y",   "tenorYears": 5,   "krd": 2.10, "dv01": 21.0 },
      { "tenor": "10Y",  "tenorYears": 10,  "krd": 4.91, "dv01": 49.1 },
      { "tenor": "30Y",  "tenorYears": 30,  "krd": 0.05, "dv01": 0.5 }
    ],
    "krdSum": 7.75,
    "effectiveDuration": 7.78
  },
  "meta": { "asOf": "2026-05-13", "source": "Bond KRD" },
  "error": null
}

POST/api/v1/compute/bond/zspread

Zero-volatility spread (Z-spread): the constant continuous spread added to the ENTIRE supplied zero curve so the discounted cashflows reprice the bond to its market clean price. Solved by bisection. Unlike a single-point G-spread, the Z-spread accounts for the full term structure. Returns zSpreadBp, accrued, dirtyPrice, and curveDirtyPrice (the zero-spread curve-implied price, for context).

Parameters

faceValue	body	number	required	Face value (par)
couponPct	body	number	required	Annual coupon rate in percent (0 for zero-coupon)
frequencyPerYear	body	number	required	Coupon payments per year: 1, 2, 4, 12
settlementDate	body	YYYY-MM-DD	required	Settlement date
maturityDate	body	YYYY-MM-DD	required	Maturity date
cleanPrice	body	number	required	Market clean price per 100
curvePoints	body	{t,zeroPct}[]	required	Zero curve (continuous compounding). Minimum 2 points, maximum 60.
dayCountConvention	body	string	optional	30/360 (default), ACT/ACT, ACT/360, ACT/365F

Request Body

{
  "faceValue": 100, "couponPct": 6,
  "frequencyPerYear": 2,
  "settlementDate": "2025-01-15",
  "maturityDate": "2030-01-15",
  "cleanPrice": 105,
  "curvePoints": [
    { "t": 0.25, "zeroPct": 4 }, { "t": 30, "zeroPct": 4 }
  ]
}

Response

{
  "data": {
    "zSpreadBp": 80.34,
    "accrued": 0,
    "dirtyPrice": 105,
    "curveDirtyPrice": 108.79,
    "ttmYears": 5
  },
  "meta": { "asOf": "2026-05-26", "source": "Z-spread" },
  "error": null
}

POST/api/v1/compute/var

Monte Carlo portfolio Value at Risk (VaR 95%/99%, CVaR, probability of loss). Up to 5,000 simulations. Uses Cholesky-correlated log-normal GBM.

Parameters

holdings	body	array	required	Array of { ticker, value, annualizedReturn, annualizedVol }
correlationMatrix	body	number[][]	optional	N×N correlation matrix (defaults to identity)
horizonMonths	body	number	optional	Investment horizon in months (default 1)
numSimulations	body	number	optional	Simulation count, capped at 5,000 (default 1,000)

Request Body

{
  "holdings": [
    { "ticker": "AAPL", "value": 50000,
      "annualizedReturn": 0.12, "annualizedVol": 0.25 },
    { "ticker": "MSFT", "value": 30000,
      "annualizedReturn": 0.11, "annualizedVol": 0.22 }
  ],
  "horizonMonths": 1,
  "numSimulations": 1000
}

Response

{
  "data": {
    "var95": -0.0342, "var99": -0.0521,
    "cvar95": -0.0443, "cvar99": -0.0612,
    "probLoss": 0.38, "medianReturn": 0.0082,
    "initialValue": 80000, "horizonMonths": 1
  },
  "meta": { "asOf": "...", "source": "strata-compute", "numSimulations": 1000 },
  "error": null
}

POST/api/v1/compute/frontier

Long-only box-constrained mean-variance efficient frontier. Solves the exact convex QP (primal active-set, not a grid-search approximation): the global minimum-variance (GMV) portfolio, the maximum-Sharpe (tangency) portfolio, and the efficient arc swept over `points` target returns. Weights are decimals summing to 1; returns/vols are annualized decimals. The covariance matrix must be symmetric positive definite.

Parameters

expectedReturns	body	number[]	required	Annualized expected returns per asset (2–50 assets)
covMatrix	body	number[][]	required	N×N annualized covariance matrix (symmetric, positive definite)
riskFreeRate	body	number	optional	Annualized risk-free rate for the tangency portfolio (decimal, default 0)
minWeight	body	number	optional	Per-asset lower bound, ≥ 0 — short-selling is not exposed (default 0)
maxWeight	body	number	optional	Per-asset upper bound in (0, 1] (default 1)
points	body	number	optional	Number of target-return samples along the frontier, 2–100 (default 25)

Request Body

{
  "expectedReturns": [0.06, 0.09, 0.14],
  "covMatrix": [
    [0.04,  0.006, 0.004],
    [0.006, 0.0225, 0.005],
    [0.004, 0.005, 0.09]
  ],
  "riskFreeRate": 0.03,
  "points": 25
}

Response

{
  "data": {
    "gmv": { "weights": [0.2877, 0.5851, 0.1272], "expectedReturn": 0.0877, "volatility": 0.1246, "sharpeRatio": 0.4601 },
    "tangency": { "weights": [0.0779, 0.6319, 0.2901], "expectedReturn": 0.1022, "volatility": 0.1393, "sharpeRatio": 0.5180 },
    "frontier": [ { "expectedReturn": 0.0877, "volatility": 0.1246, "sharpeRatio": ..., "weights": [...] }, ... ],
    "inputs": { "numAssets": 3, "riskFreeRate": 0.03, "minWeight": 0, "maxWeight": 1, "points": 25 }
  },
  "meta": { "asOf": "...", "source": "Long-only box-constrained mean-variance QP (Markowitz; primal active-set, verified)" },
  "error": null
}

POST/api/v1/compute/strategy

Multi-leg option strategy aggregation: net debit/credit, position Greeks, exact (kink-based) max profit/loss, breakevens, and the P&L-at-expiry curve. Per-leg premiums default to Black-Scholes; pass `premium` to use a market price. Unbounded payoffs return null maxPnL/minPnL with unboundedUpside/unboundedDownside flags.

Parameters

S	body	number	required	Spot price of the underlying (> 0)
r	body	number	required	Risk-free rate (decimal, e.g. 0.05)
legs	body	array	required	Array (1–12) of { type: "call"\|"put", position: "long"\|"short", K, T, sigma, contracts, premium?, dividendYield? }
contractMultiplier	body	number	optional	Shares per contract (default 100)
spotRange	body	object	optional	{ min, max, steps } for the P&L curve grid (steps 2–500)

Request Body

{
  "S": 100, "r": 0.05,
  "legs": [
    { "type": "call", "position": "long",  "K": 90,  "T": 1, "sigma": 0.20, "contracts": 1 },
    { "type": "call", "position": "short", "K": 100, "T": 1, "sigma": 0.20, "contracts": 2 },
    { "type": "call", "position": "long",  "K": 110, "T": 1, "sigma": 0.20, "contracts": 1 }
  ]
}

Response

{
  "data": {
    "netDebit": 183.84, "maxPnL": 816.16, "minPnL": -183.84,
    "unboundedUpside": false, "unboundedDownside": false,
    "breakevens": [91.84, 108.16],
    "positionGreeks": { "delta": ..., "gamma": ..., "theta": ..., "vega": ..., "rho": ... },
    "combinedPnL": [ { "S": 50, "pnl": -183.84 }, ... ],
    "contractMultiplier": 100
  },
  "meta": { "asOf": "...", "source": "Strategy aggregation (Black-Scholes-Merton legs)" },
  "error": null
}

POST/api/v1/compute/equity/dcf

2-stage FCFF DCF valuation. Two modes: auto-base (pass `ticker`, endpoint pulls FCF/debt/cash from FMP ⊕ SEC ⊕ ESEF, derives WACC from CAPM with Damodaran industry data) or manual (pass all inputs explicitly). Optional add-ons: scenarios (bull/base/bear with probability-weighted price), 2D sensitivity grid, reverseDCF mode (solves for implied growth at current price). Banks/insurers correctly route to a 'use FCFE' diagnostic. Add `?format=csv` for spreadsheet-ready output.

Parameters

ticker	body	string	optional	Auto-base mode: any field below overrides the auto-derived value. US tickers + UK/EU industrials with canonical XBRL tagging produce real DCFs end-to-end.
baseFCF	body	number	optional	Base-period free cash flow (TTM). Required in manual mode.
projectionYears	body	number	optional	Explicit forecast horizon in years (1–30, default 5).
stage1GrowthPct	body	number	optional	Stage-1 FCF growth rate (percent, default 5).
terminalGrowthPct	body	number	optional	Terminal Gordon-perpetuity growth rate (percent, default 2.5). Must be < waccPct.
waccPct	body	number	optional	Weighted average cost of capital (percent). Auto-derived from CAPM with Damodaran industry data when omitted.
sharesOutstanding	body	number	optional	Diluted shares outstanding. Required in manual mode.
netDebt	body	number	optional	Net debt = totalDebt − cash. Default 0.
currentPrice	body	number	optional	Current price per share — used for upside calc and required for reverseDCF.
mode	body	"dcf" \| "reverseDCF"	optional	Default "dcf". "reverseDCF" solves for the growth rate that produces the current market price.
scenarios	body	ScenarioCase[]	optional	Up to 10 cases with stage1Growth/terminalGrowth/wacc/probability. Returns probability-weighted price.
sensitivity	body	{ waccPct, terminalGrowthPct }	optional	2D grid of implied prices, each axis ≤15 steps (225 cells max).
format	query	"csv"	optional	When set to csv (or Accept: text/csv), returns sectioned CSV download instead of JSON.

Request Body

{
  "ticker": "AAPL",
  "scenarios": [
    { "label": "Bull", "stage1GrowthPct": 12,
      "terminalGrowthPct": 3, "waccPct": 9, "probabilityPct": 30 },
    { "label": "Base", "stage1GrowthPct": 8,
      "terminalGrowthPct": 2.5, "waccPct": 9, "probabilityPct": 50 },
    { "label": "Bear", "stage1GrowthPct": 4,
      "terminalGrowthPct": 2, "waccPct": 9, "probabilityPct": 20 }
  ]
}

Response

{
  "data": {
    "impliedPrice": 110.52,
    "currentPrice": 175.0,
    "upside": -0.369,
    "enterpriseValue": 1.68e12,
    "equityValue": 1.62e12,
    "sumPVProjectedFCFs": 4.39e11,
    "terminalValue": 1.92e12,
    "pvTerminalValue": 1.24e12,
    "netDebt": 5.47e10,
    "projectedYears": [
      { "year": 1, "fcf": 103.7e9, "pvFCF": 95.0e9 },
      ...
    ],
    "scenarios": {
      "cases": [
        { "label": "Bull", "impliedPrice": 168.2, ... },
        { "label": "Base", "impliedPrice": 110.5, ... },
        { "label": "Bear", "impliedPrice": 70.1,  ... }
      ],
      "weightedPrice": 113.4, "weightedUpside": -0.352
    },
    "inputs": { "ticker": "AAPL", "baseFCF": 9.88e10, ... }
  },
  "meta": {
    "asOf": "2026-04-27", "mode": "dcf",
    "source": "DCF 2-Stage (auto-base, SEC FY2025, Damodaran Computers/Peripherals)",
    "provenance": {
      "baseFCF": "auto-sec",
      "waccPct": "auto-damodaran",
      "sharesOutstanding": "auto-snapshot"
    },
    "secAsOf": "2025-09-27"
  },
  "error": null
}

POST/api/v1/compute/equity/wacc

Weighted Average Cost of Capital via the CAPM build-up. CoE = rf + β·ERP + CRP + size; CoD(after-tax) = (interest/debt)·(1−tax); WACC = wE·CoE + wD·CoD. Two modes: manual (pass the inputs) or auto-base (pass `ticker`, the endpoint pulls β / market cap / debt / interest from the FMP snapshot and β/ERP/tax from Damodaran industry data; any field overrides the auto value). All rates in percent. Returns the full decomposition (every scalar independently verified).

Parameters

ticker	body	string	optional	Auto-base mode: snapshot + Damodaran industry. Any field below overrides the auto value. (No SEC fallback here — use /compute/equity/dcf for the SEC chain.)
riskFreeRatePct	body	number	optional	Risk-free rate (percent). Required in manual mode.
betaLevered	body	number	optional	Levered equity beta. Required in manual mode.
equityRiskPremiumPct	body	number	optional	Equity risk premium (percent). Required in manual mode.
countryRiskPremiumPct	body	number	optional	Country risk premium (percent, default 0).
sizeRiskPremiumPct	body	number	optional	Size premium (percent, default 0).
interestExpense	body	number	optional	Annual interest expense. Required whenever totalDebt > 0 (manual mode, or auto-base when the snapshot reports debt but no interest) — otherwise the endpoint 422s rather than return a cost of debt of silently 0.
totalDebt	body	number	optional	Total debt for the pre-tax cost of debt (default 0).
taxRatePct	body	number	optional	Effective tax rate (percent, 0–100). Required in manual mode.
marketCapEquity	body	number	optional	Equity value E = price × shares (> 0). Required in manual mode.
totalDebtForWeights	body	number	optional	Debt D for the capital-structure weights (defaults to totalDebt).

Request Body

{
  "riskFreeRatePct": 4,
  "betaLevered": 1,
  "equityRiskPremiumPct": 5,
  "interestExpense": 20,
  "totalDebt": 400,
  "taxRatePct": 25,
  "marketCapEquity": 600,
  "totalDebtForWeights": 400
}

Response

{
  "data": {
    "waccPct": 6.9,
    "costOfEquityPct": 9,
    "costOfDebtPreTaxPct": 5,
    "costOfDebtAfterTaxPct": 3.75,
    "weightEquityPct": 60,
    "weightDebtPct": 40,
    "taxRatePct": 25,
    "components": { "riskFreeRatePct": 4, "betaLevered": 1, "equityRiskPremiumPct": 5,
                   "countryRiskPremiumPct": 0, "sizeRiskPremiumPct": 0 },
    "inputs": { "ticker": null, ... }
  },
  "meta": {
    "asOf": "2026-05-27",
    "source": "WACC CAPM build-up (manual)",
    "provenance": { "betaLevered": "user", "marketCapEquity": "user", ... }
  },
  "error": null
}

POST/api/v1/compute/equity/ddm

Dividend Discount Model — Gordon Growth + H-Model. Gordon P = D0·(1+gL)/(r−gL); H-Model adds the linear-decay high-growth term D0·H·(gS−gL)/(r−gL) with H = highGrowthYears/2. Returns both model values, the implied (trailing) dividend yields, and upside vs currentPrice. Manual-only (forward growth assumptions are analyst judgment). requiredReturnPct must exceed longTermGrowthPct (a 400 otherwise). All rates in percent.

Parameters

annualDividend	body	number	required	Trailing annual dividend D0 (> 0).
requiredReturnPct	body	number	required	Required return r (percent). Must be > longTermGrowthPct.
longTermGrowthPct	body	number	required	Long-run / terminal dividend growth gL (percent).
shortTermGrowthPct	body	number	optional	High-growth-phase dividend growth gS (percent, default = gL ⇒ H-model collapses to Gordon). gS > r is allowed.
highGrowthYears	body	number	optional	H-model high-growth horizon in years (default 0; H = years/2).
currentPrice	body	number	optional	Current price per share (> 0) — when supplied, returns gordon/hModel upside; otherwise upside is null.

Request Body

{
  "annualDividend": 2,
  "requiredReturnPct": 10,
  "shortTermGrowthPct": 8,
  "longTermGrowthPct": 4,
  "highGrowthYears": 10,
  "currentPrice": 30
}

Response

{
  "data": {
    "gordonValue": 34.6667,
    "hModelValue": 41.3333,
    "gordonImpliedYield": 5.7692,
    "hModelImpliedYield": 4.8387,
    "gordonUpside": 0.1556,
    "hModelUpside": 0.3778,
    "inputs": { "annualDividend": 2, "requiredReturnPct": 10, "shortTermGrowthPct": 8,
                "longTermGrowthPct": 4, "highGrowthYears": 10, "currentPrice": 30 }
  },
  "meta": {
    "asOf": "2026-05-27",
    "source": "Dividend Discount Model — Gordon Growth + H-Model (manual)"
  },
  "error": null
}

POST/api/v1/compute/forward

No-arbitrage forward pricing. kind "equity": continuous cost-of-carry F₀ = S·e^{(r−q)T}, returned with the financing-cost / dividend-income / net-carry decomposition. kind "fx": covered interest-rate parity F = S·e^{(r_d−r_f)T}, returned with forward points and % premium (negative when r_d < r_f). Single-sourced from the verified forwards engine.

Parameters

kind	body	string	required	"equity" or "fx"
S	body	number	optional	equity: spot price (> 0)
r	body	number	optional	equity: risk-free rate (decimal, e.g. 0.04)
dividendYield	body	number	optional	equity: continuous dividend yield (decimal, default 0)
spot	body	number	optional	fx: spot rate, domestic units per 1 foreign (> 0)
rDomestic	body	number	optional	fx: domestic risk-free rate (decimal)
rForeign	body	number	optional	fx: foreign risk-free rate (decimal)
T	body	number	required	Time to maturity in years (≥ 0)

Request Body

{ "kind": "fx", "spot": 1.10, "rDomestic": 0.04, "rForeign": 0.02, "T": 1 }

Response

{
  "data": {
    "kind": "fx",
    "forwardRate": 1.1222214740294314,
    "forwardPoints": 222.21,
    "pctPremium": 2.02,
    "inputs": { "spot": 1.1, "rDomestic": 0.04, "rForeign": 0.02, "T": 1 }
  },
  "meta": { "asOf": "...", "source": "Covered interest-rate parity FX forward (continuous compounding)" },
  "error": null
}

SEC Filings

GET/api/v1/filings/{ticker}

SEC EDGAR filing index for a company: 10-K, 10-Q, 8-K, DEF 14A, Form 4, and more. Cached 7 days.

Parameters

ticker	path	string	required	Equity ticker symbol
type	query	string	optional	Filter by form type, e.g. 10-K

Response

{
  "data": {
    "cik": "0000320193",
    "filings": [
      {
        "accessionNumber": "0000320193-25-000012",
        "form": "10-K",
        "filingDate": "2025-11-01",
        "reportDate": "2025-09-27",
        "primaryDocument": "aapl20250927.htm"
      }
    ]
  },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "sec-edgar", "cached": true },
  "error": null
}

FX & Rates

GET/api/v1/fx/rates

Latest exchange rates for 12 currencies (EUR, USD, GBP, JPY, CHF, CAD, AUD, SEK, NOK, DKK, HKD, SGD). ECB as primary source.

Parameters

base

query

string

optional

Base currency ISO code (default EUR)

Response

{
  "data": { "EUR": 1, "USD": 1.0892, "GBP": 0.8543, "JPY": 163.4 },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "ecb" },
  "error": null
}

GET/api/v1/fx/history

Historical daily FX rates.

Parameters

base	query	string	optional	Base currency ISO code (default EUR)
days	query	number	optional	Number of calendar days of history (default 90)

Response

{
  "data": [
    { "date": "2026-04-18", "USD": 1.0892, "GBP": 0.8543 }
  ],
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "ecb" },
  "error": null
}

GET/api/v1/rates/curves

USD Treasury zero curve (treasury.gov) and EUR AAA government bond curve (ECB SDW).

Response

{
  "data": {
    "ust": [{ "tenor": "1M", "rate": 0.0532 }, { "tenor": "2Y", "rate": 0.0487 }],
    "eur": [{ "tenor": "1Y", "rate": 0.0261 }, { "tenor": "10Y", "rate": 0.0342 }]
  },
  "meta": { "asOf": "2026-04-21T14:32:00Z", "source": "treasury.gov + ecb" },
  "error": null
}

GET/api/v1/rates/macro

Key macro rates: Fed Funds, SOFR, 2Y/5Y/10Y/30Y Treasury yields, HY and IG OAS spreads (FRED).

Response

{
  "data": {
    "indicators": {
      "fedFunds":   { "value": 4.33,  "date": "2026-04-21", "label": "Fed Funds Rate",               "unit": "%" },
      "sofr":       { "value": 4.30,  "date": "2026-04-21", "label": "Secured Overnight Financing Rate", "unit": "%" },
      "dgs2":       { "value": 4.81,  "date": "2026-04-21", "label": "2-Year Treasury Yield",        "unit": "%" },
      "dgs5":       { "value": 4.65,  "date": "2026-04-21", "label": "5-Year Treasury Yield",        "unit": "%" },
      "dgs10":      { "value": 4.52,  "date": "2026-04-21", "label": "10-Year Treasury Yield",       "unit": "%" },
      "dgs30":      { "value": 4.71,  "date": "2026-04-21", "label": "30-Year Treasury Yield",       "unit": "%" },
      "igOas":      { "value": 0.98,  "date": "2026-04-21", "label": "US IG Credit Spread (OAS)",    "unit": "bps" },
      "hySpread":   { "value": 3.12,  "date": "2026-04-21", "label": "US HY Credit Spread (OAS)",    "unit": "bps" }
    }
  },
  "meta": { "asOf": "2026-04-21", "source": "FRED", "cached": false },
  "error": null
}

── Rate Limits

Tier	Daily Limit	Per-Minute	Price
Free	100 requests	10 req/min	€0
Plus	1,000 requests	60 req/min	€15 / mo
Pro	10,000 requests	300 req/min	€39 / mo

On 429 responses, the Retry-After header indicates seconds until the rate window resets.

── Error Codes

Code	HTTP	Description
INVALID_API_KEY	401	API key is missing, invalid, or revoked
IP_PREFLIGHT_LIMIT	429	Pre-auth IP-level flood protection; retry after seconds in retryAfter
RATE_LIMIT_EXCEEDED	429	Per-minute API-key rate limit exceeded
DAILY_LIMIT_EXCEEDED	429	Daily request quota exhausted
INVALID_CONTENT_TYPE	415	POST body Content-Type must be application/json
BODY_TOO_LARGE	413	Request body exceeds the route's byte cap
ARRAY_TOO_LONG	400	Input array exceeds the route's length cap (e.g. curvePoints, scenarioIds, weights)
INVALID_BODY	400	Body is not valid JSON or is not a JSON object
MISSING_FIELDS	400	One or more required fields not supplied
INVALID_FIELDS	400	A field has an invalid type, range, or value
BAD_REQUEST	400	Invalid body or missing required field (legacy)
NOT_FOUND	404	Ticker not found or no data available
COMPUTATION_ERROR	400	Numerical solver failed to converge
INTERNAL_ERROR	500	Unexpected server error; safe to retry

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