v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Assets / Covariance Matrix

Covariance Matrix Validation

Validate whether a matrix is a covariance matrix.

References

Wikipedia, Covariance Matrix

post/assets/covariance/matrix/validation

Request body

assetsinteger required

The number of assets

Response

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

Indicates whether the matrix is a valid covariance matrix