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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 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 endpoint across all 11 revisions of this API.