{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://artifacts.apis.io/fincept-in/json-schema/fincept-in-binomial-barrier-request-schema.json",
  "title": "BinomialBarrierRequest",
  "x-generated": "2026-11-07",
  "x-method": "derived",
  "x-generator": "derive-json-schema.py",
  "x-source": "openapi/fincept-in-openapi.json#/components/schemas/BinomialBarrierRequest",
  "properties": {
    "spot": {
      "type": "number",
      "title": "Spot"
    },
    "strike": {
      "type": "number",
      "title": "Strike"
    },
    "risk_free_rate": {
      "type": "number",
      "title": "Risk Free Rate"
    },
    "dividend_yield": {
      "type": "number",
      "title": "Dividend Yield",
      "default": 0.0
    },
    "volatility": {
      "type": "number",
      "title": "Volatility"
    },
    "time_to_maturity": {
      "type": "number",
      "title": "Time To Maturity"
    },
    "n_steps": {
      "type": "integer",
      "title": "N Steps",
      "default": 100
    },
    "option_type": {
      "type": "string",
      "title": "Option Type",
      "default": "call"
    },
    "barrier": {
      "type": "number",
      "title": "Barrier"
    },
    "is_knock_in": {
      "type": "boolean",
      "title": "Is Knock In"
    },
    "is_down": {
      "type": "boolean",
      "title": "Is Down"
    },
    "rebate": {
      "type": "number",
      "title": "Rebate",
      "default": 0.0
    },
    "method": {
      "type": "string",
      "title": "Method",
      "default": "CRR"
    }
  },
  "type": "object",
  "required": [
    "spot",
    "strike",
    "risk_free_rate",
    "volatility",
    "time_to_maturity",
    "barrier",
    "is_knock_in",
    "is_down"
  ]
}