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POST
Correlation Stress Testing

Authorizations

X-API-Key
string
header
required

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

Body

application/json
correlation_matrix
number[][]
required

Baseline correlation matrix (must be symmetric positive semi-definite)

Example:
stress_type
enum<string>
default:crisis

Type of correlation stress scenario

Available options:
crisis,
decorrelation,
sign_flip
Example:

"crisis"

Response

Stressed correlation matrix

success
boolean
Example:

true

data
object