quantlib-core

Value At Risk

Calculate Value at Risk (historical or parametric)

post/quantlib/core/ops/var

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/core/ops/var
  • Auth: API key in header X-API-Key

Request body

methodstring required
returnsnumber[] nullable
portfolio_valuenumber nullable
portfolio_stdnumber nullable
confidencenumber
holding_periodinteger

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.