Calculate Parametric VaR
curl --request POST \
--url https://api.fincept.in/quantlib/risk/var/parametric \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"portfolio_value": 10000000,
"volatility": 0.18,
"confidence": 0.95,
"horizon": 10
}
'import requests
url = "https://api.fincept.in/quantlib/risk/var/parametric"
payload = {
"portfolio_value": 10000000,
"volatility": 0.18,
"confidence": 0.95,
"horizon": 10
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({portfolio_value: 10000000, volatility: 0.18, confidence: 0.95, horizon: 10})
};
fetch('https://api.fincept.in/quantlib/risk/var/parametric', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/risk/var/parametric",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'portfolio_value' => 10000000,
'volatility' => 0.18,
'confidence' => 0.95,
'horizon' => 10
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/risk/var/parametric"
payload := strings.NewReader("{\n \"portfolio_value\": 10000000,\n \"volatility\": 0.18,\n \"confidence\": 0.95,\n \"horizon\": 10\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/risk/var/parametric")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"portfolio_value\": 10000000,\n \"volatility\": 0.18,\n \"confidence\": 0.95,\n \"horizon\": 10\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/var/parametric")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"portfolio_value\": 10000000,\n \"volatility\": 0.18,\n \"confidence\": 0.95,\n \"horizon\": 10\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"var": 935812.46,
"confidence": 0.95,
"horizon": 10
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-risk
Calculate Parametric VaR
Calculates Value at Risk using the parametric (variance-covariance) method. This assumes normal distribution of returns and estimates VaR using portfolio volatility and confidence level. Best suited for portfolios with normally distributed returns and linear positions. Use when you have volatility estimates and want fast calculation without historical data. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
risk
/
var
/
parametric
Calculate Parametric VaR
curl --request POST \
--url https://api.fincept.in/quantlib/risk/var/parametric \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"portfolio_value": 10000000,
"volatility": 0.18,
"confidence": 0.95,
"horizon": 10
}
'import requests
url = "https://api.fincept.in/quantlib/risk/var/parametric"
payload = {
"portfolio_value": 10000000,
"volatility": 0.18,
"confidence": 0.95,
"horizon": 10
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({portfolio_value: 10000000, volatility: 0.18, confidence: 0.95, horizon: 10})
};
fetch('https://api.fincept.in/quantlib/risk/var/parametric', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/risk/var/parametric",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'portfolio_value' => 10000000,
'volatility' => 0.18,
'confidence' => 0.95,
'horizon' => 10
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/risk/var/parametric"
payload := strings.NewReader("{\n \"portfolio_value\": 10000000,\n \"volatility\": 0.18,\n \"confidence\": 0.95,\n \"horizon\": 10\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/risk/var/parametric")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"portfolio_value\": 10000000,\n \"volatility\": 0.18,\n \"confidence\": 0.95,\n \"horizon\": 10\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/var/parametric")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"portfolio_value\": 10000000,\n \"volatility\": 0.18,\n \"confidence\": 0.95,\n \"horizon\": 10\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"var": 935812.46,
"confidence": 0.95,
"horizon": 10
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Total portfolio value in currency units
Example:
1000000
Annualized volatility (standard deviation) as a decimal (e.g., 0.20 for 20%)
Required range:
x >= 0Example:
0.2
Confidence level for VaR calculation (e.g., 0.99 for 99%)
Required range:
0.5 <= x <= 0.999Example:
0.99
Time horizon in days for VaR calculation
Required range:
x >= 1Example:
1
⌘I
