Generate Copula Samples
curl --request POST \
--url https://api.fincept.in/quantlib/risk/copula/sample \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"copula_type": "clayton",
"correlation": 2.5,
"n_samples": 5000,
"seed": 123
}
'import requests
url = "https://api.fincept.in/quantlib/risk/copula/sample"
payload = {
"copula_type": "clayton",
"correlation": 2.5,
"n_samples": 5000,
"seed": 123
}
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({copula_type: 'clayton', correlation: 2.5, n_samples: 5000, seed: 123})
};
fetch('https://api.fincept.in/quantlib/risk/copula/sample', 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/copula/sample",
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([
'copula_type' => 'clayton',
'correlation' => 2.5,
'n_samples' => 5000,
'seed' => 123
]),
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/copula/sample"
payload := strings.NewReader("{\n \"copula_type\": \"clayton\",\n \"correlation\": 2.5,\n \"n_samples\": 5000,\n \"seed\": 123\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/copula/sample")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"copula_type\": \"clayton\",\n \"correlation\": 2.5,\n \"n_samples\": 5000,\n \"seed\": 123\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/copula/sample")
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 \"copula_type\": \"clayton\",\n \"correlation\": 2.5,\n \"n_samples\": 5000,\n \"seed\": 123\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"copula": "clayton",
"n_samples": 5000,
"tail_dependence": {
"upper": 0,
"lower": 0.714
},
"sample_preview": [
[
0.234,
0.567
],
[
0.891,
0.123
],
[
0.456,
0.789
]
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-risk
Generate Copula Samples
Generates correlated random samples using various copula models (Gaussian, Student-t, Clayton, Frank, Gumbel, Joe). Copulas model dependency structures between variables while preserving marginal distributions. Essential for multivariate risk modeling, credit portfolio modeling, and Monte Carlo simulations where correlation matters. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
risk
/
copula
/
sample
Generate Copula Samples
curl --request POST \
--url https://api.fincept.in/quantlib/risk/copula/sample \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"copula_type": "clayton",
"correlation": 2.5,
"n_samples": 5000,
"seed": 123
}
'import requests
url = "https://api.fincept.in/quantlib/risk/copula/sample"
payload = {
"copula_type": "clayton",
"correlation": 2.5,
"n_samples": 5000,
"seed": 123
}
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({copula_type: 'clayton', correlation: 2.5, n_samples: 5000, seed: 123})
};
fetch('https://api.fincept.in/quantlib/risk/copula/sample', 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/copula/sample",
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([
'copula_type' => 'clayton',
'correlation' => 2.5,
'n_samples' => 5000,
'seed' => 123
]),
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/copula/sample"
payload := strings.NewReader("{\n \"copula_type\": \"clayton\",\n \"correlation\": 2.5,\n \"n_samples\": 5000,\n \"seed\": 123\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/copula/sample")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"copula_type\": \"clayton\",\n \"correlation\": 2.5,\n \"n_samples\": 5000,\n \"seed\": 123\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/copula/sample")
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 \"copula_type\": \"clayton\",\n \"correlation\": 2.5,\n \"n_samples\": 5000,\n \"seed\": 123\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"copula": "clayton",
"n_samples": 5000,
"tail_dependence": {
"upper": 0,
"lower": 0.714
},
"sample_preview": [
[
0.234,
0.567
],
[
0.891,
0.123
],
[
0.456,
0.789
]
]
}
}{
"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
Type of copula to use
Available options:
gaussian, student_t, clayton, frank, gumbel, joe Example:
"student_t"
Correlation parameter (for Gaussian/Student-t) or theta parameter (for Archimedean copulas)
Required range:
-0.99 <= x <= 0.99Example:
0.5
Degrees of freedom for Student-t copula (required if copula_type is student_t)
Required range:
x >= 2Example:
5
Number of samples to generate
Required range:
x >= 100Example:
1000
Random seed for reproducibility
Example:
42
⌘I
