Skip to main content
POST
/
quantlib
/
ml
/
regression
/
lgd
Loss Given Default (LGD) Model
curl --request POST \
  --url https://api.fincept.in/quantlib/ml/regression/lgd \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "X": [
    [
      80000,
      1,
      5000
    ],
    [
      120000,
      0,
      3000
    ],
    [
      50000,
      1,
      7000
    ]
  ],
  "y": [
    0.25,
    0.65,
    0.18
  ],
  "predict_X": [
    [
      95000,
      1,
      4500
    ]
  ]
}
'
{
  "success": true,
  "data": {
    "predictions": [
      0.22
    ]
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
X
number[][]
required

Features (collateral value, seniority, recovery costs, etc.)

Example:
[
  [80000, 1, 5000],
  [120000, 0, 3000],
  [50000, 1, 7000]
]
​
y
number[]
required

LGD values (0-1, proportion of loss)

Example:
[0.25, 0.65, 0.18]
​
predict_X
number[][]

Optional features for LGD prediction

Example:
[[95000, 1, 4500]]

Response

LGD model results

​
success
boolean
Example:

true

​
data
object