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API · /bond-api

Bond Pricing API

healthy 3,011 Subscribers

Fixed-income bond maths as an API, computed locally and deterministically. The price endpoint computes a bond's price from its face value, coupon rate, yield to maturity, years to maturity and coupon frequency — Price = Σ coupon/(1+y)ᵗ + face/(1+y)ⁿ with y the periodic yield — and reports the clean price as a percent of par, the annual coupon, the current yield and whether the bond trades at a premium, discount or par. The yield endpoint inverts this, solving for the yield to maturity that matches a given market price by bisection, with the current yield. The duration endpoint computes the Macaulay duration (the cash-flow-weighted average time), the modified duration (which approximates the percent price change per 1 % yield move), the convexity and the DV01 (the price change per basis point). A zero-coupon bond is just coupon rate 0. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, fixed-income, treasury and portfolio app developers, bond-analytics and risk tools, and finance education. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 3 endpoints. This is bond analytics; for option pricing use an options API and for NPV and IRR an NPV API.

#bond #fixed-income #finance #duration #ytm #developer-tools
api.oanor.com/bond-api
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Machine-readable spec so AI agents can integrate this API.

/api/bond-api/openapi.json
/api/bond-api/llms.txt

Discovery: GET /api/index.json lists every API.

Bond Pricing API — live data on the oanor API marketplace

API health

healthy
Uptime
100.00%
Server probes · 24h
Avg latency
76 ms
Server probes · 24h
Subscribers
3,011
active
Total calls
80
last 7 days
status Full status page → · 16 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 2,000 calls / month
  • 2 requests / second
  • Hard cap (429 above quota, no overage)
  • Price & YTM endpoints
  • Deterministic, instant results
  • Single-bond calculations
  • Community support
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Starter

€15.00 /month

  • 40,000 calls / month
  • 6 requests / second
  • Hard cap (429 above quota, no overage)
  • All price/yield/duration endpoints
  • Macaulay & modified duration
  • Accrued interest & dirty price
  • Email support
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Pro

€39.00 /month

  • 250,000 calls / month
  • 20 requests / second
  • Hard cap (429 above quota, no overage)
  • Convexity & sensitivity analytics
  • Custom coupon frequencies & day-count
  • Batch bond valuation
  • Priority support
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Mega

€119.00 /month

  • 1,500,000 calls / month
  • 60 requests / second
  • Hard cap (429 above quota, no overage)
  • High-throughput portfolio pricing
  • Full yield-curve & duration suite
  • Highest rate limits
  • SLA & dedicated support
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Related APIs

Other APIs with overlapping tags.

SOFR Averages & Index API — oanor API marketplace

SOFR Averages & Index API

The SOFR term reference rates that actually price US dollar floating-rate loans and notes, live from the Federal Reserve Bank of New York's public markets API — no key, nothing stored. Now that LIBOR is gone, trillions of dollars of loans, FRNs and derivatives reference SOFR, but almost none of them reference the overnight SOFR fixing directly: they reference the New York Fed's compounded SOFR Averages (30-, 90- and 180-day) and the SOFR Index, the backward-looking term rates that turn the daily fixing into a usable loan rate. The rates endpoint returns the three averages, the SOFR Index value and a plain-language read of the term-average slope (with the overnight SOFR for context). The accrual endpoint is the operational one: give it a start and end date and it computes the realized compounded SOFR over that period straight from the SOFR Index — the exact arithmetic (Index_end / Index_start − 1, ACT/360) a loan servicer or FRN desk runs to settle an interest period, with the resulting rate and dollar interest. The history endpoint returns the averages and index as a daily time series. This is the SOFR term-rate / accrual cut — distinct from the overnight money-market benchmark board (the daily SOFR fixing, without the compounded averages or the index) and from the funding-spread stress monitor (the spreads between overnight rates, not the term reference rates).

api.oanor.com/sofraverages-api

 Bond / Fixed-Income Performance API — oanor API marketplace

Bond / Fixed-Income Performance API

What is moving across the bond market, by duration and credit, computed live from Yahoo Finance via the major fixed-income ETFs (no key, nothing stored). Bonds are the other half of every portfolio, and their moves are the cleanest read on interest rates and credit: when long Treasuries (TLT) fall, the market is pricing higher long rates; when high-yield (HYG) lags investment-grade (LQD), credit risk is being repriced. For every fixed-income ETF — Treasuries from ultra-short to 20-year-plus, investment-grade and high-yield credit, TIPS, munis, emerging-market and aggregate bonds — this measures the change on the day, the week and the month, the 52-week high and low and where the price sits in that range, tagged by category and rate sensitivity. The board endpoint returns the whole complex ranked by daily change with the gainers and losers and a category breakdown. The bond endpoint returns one ETF's performance card. The bonds endpoint lists what is covered. The fixed-income performance / bond-board cut — distinct from the government-bond-yield, yield-curve, central-bank-rate and bond-pricing-math APIs. Remember: a bond ETF's price moves inverse to its yield.

api.oanor.com/bondperformance-api

 Fed SOMA Balance Sheet API — oanor API marketplace

Fed SOMA Balance Sheet API

Live data on the Federal Reserve's balance sheet — the System Open Market Account (SOMA) — via the Federal Reserve Bank of New York's public markets API. SOMA is the portfolio of Treasury securities, agency debt and agency MBS the Fed holds, the asset side of the world's most important central-bank balance sheet, the thing that grows in QE and shrinks in QT. Get the latest weekly snapshot — total holdings and the breakdown across bills, notes and bonds, TIPS, FRNs, agency MBS, CMBS and agency debt. Pull the weekly time series back two decades to see every round of quantitative easing and tightening. Read the actual line-item securities the Fed owns — each CUSIP with its security type, maturity, coupon, par value held and share of the issue outstanding. Bucket the Treasury holdings by time to maturity, the profile that drives the pace of runoff. Live, no key, nothing stored. Distinct from money-market reference-rate, FX-rate, central-bank-policy and stock-index APIs — this is the size, composition and maturity of the Fed's actual securities portfolio. Perfect for rates, macro, fixed-income and analytics apps.

api.oanor.com/fedsoma-api

 US Treasury Auctions API — oanor API marketplace

US Treasury Auctions API

Live results and schedule of US Treasury debt auctions, served from the US Treasury's FiscalData API — no key, nothing cached. Every Treasury bill, note, bond, TIPS and FRN is sold at auction, and the results are the market's clearest read on demand for US government debt. The auctions endpoint returns the most recent auctions — bills, notes, bonds and more — each with its CUSIP, security type and term, auction and issue dates and offering amount. The results endpoint returns the recently completed auctions with the numbers that matter: the high yield or discount rate, the bid-to-cover ratio (how many dollars were bid for each dollar offered — the headline demand gauge, around 2.5 for a healthy 20-year bond), the interest rate and the price. The security endpoint returns the full detail of one auctioned security by its CUSIP. Everything is the Treasury's own published auction data, live, nothing stored. This is the Treasury-auction layer for any fixed-income, rates, macro or research app. Distinct from debt-level and yield-curve APIs — this is the auction calendar and results: what the Treasury sold, at what yield, and how strong the demand was. 3 endpoints, no key on our side.

api.oanor.com/treasuryauctions-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Bond Pricing API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Bond Pricing API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Bond Pricing API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Bond Pricing API cost?
Bond Pricing API has a free tier with 100 calls / month. Paid plans start at €15.00 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Bond Pricing API GDPR-compliant?
All requests to Bond Pricing API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

Pick an endpoint from the list on the left to see its details and try it.

Code snippets

Sign up to get an API key, then call any path under your slug.

curl https://api.oanor.com/bond-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/bond-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/bond-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/bond-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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