{"uid":"cap_h2Sa9Zqxi5aIzUB0yHiNo","slug":"api-quantoracle-dev-1639caa6","name":"QuantOracle Credit Spread Calculator","description":"QuantOracle: fi/credit-spread","url":"https://api.quantoracle.dev/v1/fi/credit-spread","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"bond_price":{"type":"number","title":"Bond Price","description":"Observed bond price"},"face_value":{"type":"number","title":"Face Value","default":1000,"description":"Face value of the bond"},"coupon_rate":{"type":"number","title":"Coupon Rate","description":"Annual coupon rate"},"maturity_years":{"type":"integer","title":"Maturity Years","description":"Years to maturity"},"risk_free_curve":{"type":"array","items":{"type":"object","title":"CurvePoint","required":["tenor","rate"],"properties":{"rate":{"type":"number","title":"Rate","description":"Interest rate at this tenor"},"tenor":{"type":"number","title":"Tenor","description":"Maturity in years"}}},"title":"Risk Free Curve","description":"Risk-free yield curve points"},"payment_frequency":{"type":"integer","title":"Payment Frequency","default":2,"description":"Coupon payments per year"}}},"responseSchema":null,"example":{"request":{"bond_price":95,"coupon_rate":0.05,"maturity_years":5,"risk_free_curve":[{"rate":0.04,"tenor":1},{"rate":0.042,"tenor":3},{"rate":0.045,"tenor":5}]},"response":{"ms":10.91,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","powered_by":"QuantOracle"},"z_spread_bps":7557.53,"benchmark_yield":0.045,"credit_spread_bps":7545.34,"yield_to_maturity":0.7995,"yield_to_maturity_pct":79.9534,"default_probability_implied":1.2576}},"exampleRequest":{"bond_price":95,"coupon_rate":0.05,"maturity_years":5,"risk_free_curve":[{"rate":0.04,"tenor":1},{"rate":0.042,"tenor":3},{"rate":0.045,"tenor":5}]},"tags":["x402"],"displayCostAmount":"0.008","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.008/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.008","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.008","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_yPXeZWeu8xDc12NVI9oMu","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.008","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes the credit spread between a corporate or structured instrument and a risk-free benchmark given bond/issuer inputs","exampleAgentPrompt":"Calculate the credit spread for a 10-year investment-grade corporate bond with a yield of 5.4% against a risk-free treasury rate of 4.1%, and give me the spread in basis points along with the implied risk premium.","exampleUseCases":null,"resultDescription":"Returns the computed credit spread in basis points between the input bond yield and the risk-free benchmark, along with related fixed income risk metrics such as spread duration and risk premium decomposition.","failureModes":["Invalid or missing yield inputs returns a 400 validation error","Risk-free rate greater than bond yield may return negative spread or an error","Unsupported maturity or rating input returns a 422 unprocessable entity","Payment not included or insufficient USDC balance returns a 402 payment required","Malformed JSON body returns a 400 bad request"],"whenToPreferThis":"Use this endpoint when you need a fast, quantitative computation of credit spread for fixed income instruments — especially when integrating into automated bond analysis pipelines, portfolio risk workflows, or credit pricing models. Prefer this over manual calculation or generic financial data APIs when you need structured numeric output with spread duration and risk premium components ready for downstream quant analysis.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T00:48:04.847Z","isFirstParty":false}