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POST
Calculate Incremental 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
portfolio_returns
number[]
required

Historical returns of the existing portfolio

Example:
new_position_returns
number[]
required

Historical returns of the position to be added

Example:
position_weight
number
required

Weight of new position as fraction of total portfolio value

Required range: 0 <= x <= 1
Example:

0.1

confidence
number
default:0.99
Example:

0.99

portfolio_value
number
default:1000000
Example:

1000000

Response

Successful incremental VaR calculation

success
boolean
Example:

true

data
object