Hii, I am trying to calculate options greeks. I have successfully got the formulas working. I just want to know how do I get interest rate programmatically instead of hardcoding it.
NSE uses 10% as interest rate in all their theoretical calculations. However, the market pegs the interest to the term MIBOR rates(at least, that is what I've noticed).
If you're are looking for the interest rate on an API feed, I don't know if any service that provides it.
Sensibull has this document on the option math.
NSE uses 10% as interest rate in all their theoretical calculations. However, the market pegs the interest to the term MIBOR rates(at least, that is what I've noticed).
If you're are looking for the interest rate on an API feed, I don't know if any service that provides it.
Thanks