quantlib-risk

Xva Cva

post/quantlib/risk/xva/cva

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/xva/cva
  • Auth: API key in header X-API-Key

Request body

counterparty_spreadnumber required
recovery_ratenumber
own_spreadnumber nullable
own_recoverynumber
funding_spreadnumber nullable
time_pointsnumber[] nullable

Response

Successful Response

unknown required

Changes

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