quantlib-risk

Optimal Hedge

Optimal hedge ratio (minimum variance)

post/quantlib/risk/portfolio-risk/optimal-hedge

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/risk/portfolio-risk/optimal-hedge
  • Auth: API key in header X-API-Key

Request body

portfolio_deltanumber required
hedge_deltanumber required
portfolio_gammanumber
hedge_gammanumber
target_deltanumber
target_gammanumber

Response

Successful Response

unknown required

Changes

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