quantlib-portfolio

Portfolio Risk Comprehensive

Comprehensive portfolio risk from a return history (covariance is estimated).

post/quantlib/portfolio/risk/portfolio-comprehensive

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/portfolio-comprehensive
  • Auth: API key in header X-API-Key

Request body

weightsnumber[] required
confidencenumber
risk_free_ratenumber
benchmark_returnsnumber[] nullable

Response

Successful Response

unknown required

Changes

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