v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Assets / Correlation Matrix

Random Correlation Matrix

Generate an asset correlation matrix uniformly at random over the space of positive definite correlation matrices.

References

post/assets/correlation/matrix/random

Request body

assetsinteger required

The number of assets

simulationsinteger

The number of simulations to perform

Response

OK