---
title: "CHF Capital Market Assumptions"
method: GET
path: "/markets/capital-assumptions/chf"
tags: ["Capital Market Assumptions"]
---

# CHF Capital Market Assumptions

`GET /markets/capital-assumptions/chf`

Retrieve averaged 10-year capital market assumptions (arithmetic and geometric returns, standard deviations, correlations) computed in CHF from misc. leading financial institutions and for selected asset classes.

> This endpoint requires an API key.

## Response `200`

OK

- object
  - `capitalMarketAssumptions` object, required — The capital market assumptions
    - `cmaCurrency` string, required — The capital market assumptions currency; always equal to "chf"
    - `cmaComputationDate` string, required — The capital market assumptions computation date, in format YYYY-MM-DD
    - `cmaHorizon` string, required — The capital market assumptions forecast horizon; always equal to "10 years"
    - `cmaInstitutions` string[], required — The names of the financial institutions from which capital market assumptions data have been sourced
    - `cmaReferenceDates` object, required — The reference dates of the sourced capital market assumptions
      - `earliestReferenceDate` string, required — The date of the oldest capital market assumptions data sourced, in format YYYY-MM-DD
      - `latestReferenceDate` string, required — The date of the most recent capital market assumptions data sourced, in format YYYY-MM-DD
    - `cmaAssets` object[], required — The nominal return and standard deviation capital market assumptions computed from financial institutions and for selected asset classes
      - `assetLabel` string, required — The name of the asset class
      - `assetReturn` number, required — The average forecasted annualized (geometric) nominal return over the 10-year period starting from earliestReferenceDate, in percent
      - `assetReturnLowerBound` number, required — The lowest forecasted annualized (geometric) nominal return over the 10-year period starting from earliestReferenceDate, in percent
      - `assetReturnUpperBound` number, required — The highest forecasted annualized (geometric) nominal return over the 10-year period starting from earliestReferenceDate, in percent
      - `assetStandardDeviation` number — The average forecasted annualized standard deviation over the 10-year period starting from earliestReferenceDate, in percent
      - `assetStandardDeviationLowerBound` number — The lowest forecasted annualized standard deviation over the 10-year period starting from earliestReferenceDate, in percent
      - `assetStandardDeviationUpperBound` number — The highest forecasted annualized standard deviation over the 10-year period starting from earliestReferenceDate, in percent
      - `assetArithmeticReturn` number — The average forecasted annualized (arithmetic) nominal return over the 10-year period starting from earliestReferenceDate, computed from assetReturn and assetStandardDeviation, in percent
      - `assetArithmeticReturnLowerBound` number — The lowest forecasted annualized (arithmetic) nominal return over the 10-year period starting from earliestReferenceDate, computed from assetReturnLowerBound and assetStandardDeviationLowerBound, in percent
      - `assetArithmeticReturnUpperBound` number — The highest forecasted annualized (arithmetic) nominal return over the 10-year period starting from earliestReferenceDate, computed from assetReturnUpperBound and assetStandardDeviationUpperBound, in percent
    - `cmaAssetsCorrelationMatrixLabels` string[], required — The name of the asset classes for which correlation capital market assumptions have been computed; the index of the name of an asset class in cmaAssetsCorrelationMatrixLabels correspond to the row and the column index of that asset class in cmaAssetsCorrelationMatrix, cmaAssetsCorrelationMatrixLowerBounds and cmaAssetsCorrelationMatrixUpperBounds
    - `cmaAssetsCorrelationMatrix` array[], required — cmaAssetsCorrelationMatrix[i][j] is the average forecasted correlation between the asset class i and the asset class j, possibly equal to null in case no forecast exists for this pair of asset classes
      - number[]
    - `cmaAssetsCorrelationMatrixLowerBounds` array[], required — cmaAssetsCorrelationMatrixLowerBounds[i][j] is the lowest forecasted correlation between the asset class i and the asset class j, possibly equal to null in case no forecast exists for this pair of asset classes
      - number[]
    - `cmaAssetsCorrelationMatrixUpperBounds` array[], required — cmaAssetsCorrelationMatrixUpperBounds[i][j] is the highest forecasted correlation between the asset class i and the asset class j, possibly equal to null in case no forecast exists for this pair of asset classes
      - number[]

---

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