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POST
Calculate Historical VaR

Authorizations

X-API-Key
string
header
required

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

Body

application/json
returns
number[]
required

Historical returns as decimals (e.g., 0.01 for 1% return)

Minimum array length: 100
Example:
confidence
number
default:0.99

Confidence level for VaR calculation

Required range: 0.5 <= x <= 0.999
Example:

0.99

portfolio_value
number
default:1000000

Total portfolio value in currency units

Example:

1000000

Response

Successful VaR calculation

success
boolean
Example:

true

data
object