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v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Portfolio Analysis / Returns / Partial Moments

Lower Partial Moment

Compute the lower partial moment of a portfolio.

References

post/portfolios/analysis/returns/lower-partial-moment

Request body

minimalAcceptableReturnnumber

The constant minimal acceptable return over the considered time period; exclusive with minimalAcceptableReturns

minimalAcceptableReturnsnumber[]

minimalAcceptableReturns[t] is the minimal acceptable return at the time t; the minimalAcceptableReturns array must have the same length as all the portfolioReturns arrays or the same length minus 1 as all the portfolioValues arrays; exclusive with minimalAcceptableReturn

lowerPartialMomentOrdernumber required

The order of the lower partial moment

Response

OK