---
title: "Value At Risk"
method: POST
path: "/quantlib/core/ops/var"
tags: ["quantlib-core"]
---

# Value At Risk

`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`

Calculate Value at Risk (historical or parametric)

## Request body

- QuantlibApiCoreVaRRequest
  - `method` string, required
  - `returns` number[], nullable
  - `portfolio_value` number, nullable
  - `portfolio_std` number, nullable
  - `confidence` number
  - `holding_period` integer

## Response `200`

Successful Response

- unknown

## Other responses

- `422`: Validation Error

---

[API](https://skmtc.dev/fincept/apis/fincept-api.md) · [All operations](https://skmtc.dev/fincept/apis/fincept-api/llms.txt) · [OpenAPI document](https://skmtc.dev/fincept/apis/fincept-api/revisions/e9c0076ea55a?raw)