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Contract DSL

POST /api/v1/contract/price​

Price any DSL contract via Monte Carlo.

Request​

{
  "contract": { ... },
  "market": {
    "spot": 100.0,
    "rate": 0.05,
    "volatility": 0.20,
    "dividend": 0.0
  },
  "pricer": {
    "numPaths": 100000,
    "numSteps": 252
  }
}

The contract field accepts any ContractSpec variant. The market field provides pricing parameters. For multi-asset contracts, use assets and correlations instead of spot/volatility.

Response​

{
  "price": 5.234,
  "description": "BullCallSpread(SPX, 95/105)"
}

POST /api/v1/contract/describe​

Return a human-readable description of a contract without pricing it.

Request​

{
  "contract": {
    "type": "strategy",
    "strategy": "straddle",
    "underlying": "SPX",
    "strike": 100,
    "expiry": "2026-12-31"
  }
}

Response​

{
  "description": "Straddle(SPX, K=100)"
}

POST /api/v1/contract/greeks​

Price + bump-and-reprice Greeks for any DSL contract.

Response​

{
  "price": 5.234,
  "delta": 0.12,
  "gamma": 0.003,
  "vega": 15.2,
  "theta": -2.1,
  "rho": 3.4,
  "description": "BullCallSpread(SPX, 95/105)"
}

Greeks are computed by bumping spot (±1%), vol (+1%), rate (+1bp), and time (-1d).

POST /api/v1/strategy/price​

Shortcut to price a named strategy. Same as /contract/price with type: "strategy".

Request​

{
  "strategy": {
    "strategy": "iron_condor",
    "underlying": "SPX",
    "putBuy": 90,
    "putSell": 95,
    "callSell": 105,
    "callBuy": 110,
    "expiry": "2026-12-31"
  },
  "market": { "spot": 100, "rate": 0.05, "volatility": 0.20 }
}

Multi-asset example​

{
  "contract": {
    "type": "worst_of_autocall",
    "underlyings": ["AAPL", "MSFT", "GOOGL"],
    "observationDates": ["2026-06-15", "2026-12-15"],
    "callBarrier": 1.0,
    "couponBarrier": 0.8,
    "protectionBarrier": 0.6,
    "couponRate": 0.02,
    "productType": "phoenix",
    "memoryCoupon": true
  },
  "market": {
    "rate": 0.05,
    "assets": {
      "AAPL": { "spot": 180, "volatility": 0.25, "dividend": 0.005 },
      "MSFT": { "spot": 400, "volatility": 0.22, "dividend": 0.008 },
      "GOOGL": { "spot": 140, "volatility": 0.28, "dividend": 0.0 }
    },
    "correlations": [
      { "asset1": "AAPL", "asset2": "MSFT", "correlation": 0.7 },
      { "asset1": "AAPL", "asset2": "GOOGL", "correlation": 0.6 },
      { "asset1": "MSFT", "asset2": "GOOGL", "correlation": 0.65 }
    ]
  }
}