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Assets / Covariance Matrix

Covariance Matrix Validation

Validate whether a matrix is a covariance matrix.

References

post/assets/covariance/matrix/validation

Request body

assetsinteger required

The number of assets

Response

OK

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

Indicates whether the matrix is a valid covariance matrix

Changes

No recorded changes to this endpoint across all 11 revisions of this API.