POportfoliooptimizer
Assets / Correlation Matrix

Correlation Matrix Bounds

Compute the lower bounds and the upper bounds of an asset correlation matrix associated to a selected group of assets, as described in the first reference.

References

post/assets/correlation/matrix/bounds

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/assets/correlation/matrix/bounds
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required
assetsGroupinteger[] required

assetsGroup[k] is the index of the (k+1)-th asset belonging to the selected group of assets

Response

OK

Changes

No recorded changes to this operation across all 22 revisions of this API.