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Assets / Correlation Matrix

Correlation Matrix Validation

Validate whether a matrix is an asset correlation matrix.

References

post/assets/correlation/matrix/validation

Request body

assetsinteger required

The number of assets

Response

OK

message'valid correlation matrix' | 'invalid correlation matrix - non symmetric matrix' | 'invalid correlation matrix - non positive diagonal elements' | 'invalid correlation matrix - non positive semi-definite matrix' required

Indicates whether the matrix is a valid correlation matrix

Changes

No recorded changes to this endpoint across all 10 revisions of this API.