get https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/floating
This endpoint returns the term structure (for exchange listed expirations) with forward volatility calculations, for active exchange listed maturities.
RESPONSE DATA
Field | Type | Description |
---|---|---|
payload.metadata.api-version | string | Version of the API. |
payload.data[index].currency | string | The currency. |
payload.data[index].exchange | string | The name of the exchange. |
payload.data[index].timestamp | number | string | The timestamp of the term structure. |
payload.data[index].daysToExpiration | number | The remaining days before expiration. |
payload.data[index].atm | number | The at-the-money implied volatility. |
payload.data[index].fwdAtm | number | The forward at-the-money implied volatility. |