quantlib-risk

Es Optimization

Expected shortfall portfolio optimization

post/quantlib/risk/var/es-optimization

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/var/es-optimization
  • Auth: API key in header X-API-Key

Request body

confidencenumber
target_returnnumber nullable

Response

Successful Response

unknown required

Changes

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