quantlib-portfolio

Incremental Var

Incremental VaR (impact of adding position)

post/quantlib/portfolio/risk/incremental-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/portfolio/risk/incremental-var
  • Auth: API key in header X-API-Key

Request body

weightsnumber[] required
new_weightnumber
asset_indexinteger
confidencenumber

Response

Successful Response

unknown required

Changes

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