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gRPC Playground

Execute gRPC service calls interactively. Requests are sent via a JSON proxy to the same service functions that back the gRPC server.

Services
AmericanService
ContractService
ConvertibleService
PortfolioService
CalibrationService
XvaService
RPC: derivfabric.v1.AmericanService/PriceAmerican
Request
Response
// Click "Send Request" to see results
grpcurl command (for terminal)
grpcurl -plaintext -d '{
  "spot": 100,
  "strike": 100,
  "rate": 0.05,
  "volatility": 0.2,
  "time": 1,
  "optionType": "put",
  "dividend": 0.02,
  "paths": 50000,
  "steps": 50,
  "basisType": "laguerre",
  "greeks": true
}' https://api.derivfabric.com derivfabric.v1.AmericanService/PriceAmerican
Proto enum reference
EnumValues
OptionType0=UNSPECIFIED, 1=CALL, 2=PUT
ExerciseStyle0=UNSPECIFIED, 1=EUROPEAN, 2=AMERICAN, 3=BERMUDAN
ModelType1=BLACK_SCHOLES, 3=HESTON, 4=SABR, 5=MERTON, 6=BATES
PricerType1=ANALYTICAL, 2=MONTE_CARLO, 3=FINITE_DIFFERENCE, 4=BINOMIAL_TREE, 6=FFT, 7=LSM, 8=BAW
BarrierType1=UP_AND_IN, 2=UP_AND_OUT, 3=DOWN_AND_IN, 4=DOWN_AND_OUT
AveragingType1=ARITHMETIC, 2=GEOMETRIC
Currency1=USD, 2=EUR, 3=GBP, 4=JPY