Terminal-price distribution of an asset (GBM)

Extraits de code

curl "https://api.oanor.com/montecarlo-api/v1/simulate" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/montecarlo-api/v1/simulate", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/montecarlo-api/v1/simulate");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/montecarlo-api/v1/simulate",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

Une réponse réelle de ce endpoint, capturée lors du dernier contrôle de santé.

{
    "data": {
        "seed": 12345,
        "spot": 100,
        "drift": 0.07,
        "model": "GBM",
        "paths": 10000,
        "source": "MONTECARLO",
        "terminal": {
            "max": 212.854518,
            "min": 52.286649,
            "mean": 107.42775,
            "stdev": 21.652227,
            "median": 105.211517,
            "percentiles": {
                "p5": 76.178028,
                "p10": 81.864015,
                "p25": 91.700115,
                "p50": 105.211517,
                "p75": 120.332733,
                "p90": 136.098108,
                "p95": 145.833838
            }
        },
        "volatility": 0.2,
        "horizon_years": 1,
        "probability_gain": 0.5981,
        "expected_return_pct": 7.4277
    },
    "meta": {
        "timestamp": "2026-06-10T22:56:13.916Z",
        "request_id": "baf179a2-538f-4934-a640-b1dfbcc8f92b"
    },
    "status": "ok",
    "message": "Simulation computed",
    "success": true
}