quantlib-risk

Incremental Var

post/quantlib/risk/var/incremental

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/incremental
  • Auth: API key in header X-API-Key

Request body

portfolio_returnsnumber[] required
new_position_returnsnumber[] required
position_weightnumber required
confidencenumber
portfolio_valuenumber

Response

Successful Response

unknown required

Changes

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