v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Assets / Correlation Matrix

Correlation Matrix Validation

Validate whether a matrix is an asset correlation matrix.

References

Wikipedia, Correlation and Dependence

post/assets/correlation/matrix/validation

Request body

assetsinteger required

The number of assets

Response

message'valid correlation matrix' | 'invalid correlation matrix - non symmetric matrix' | 'invalid correlation matrix - non positive diagonal elements' | 'invalid correlation matrix - non positive semi-definite matrix' required

Indicates whether the matrix is a valid correlation matrix