Fincept Terminal Quantlib Portfolio API
The quantlib-portfolio API from Fincept Terminal — 15 operation(s) for quantlib-portfolio.
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OpenAPI Specification
openapi: 3.2.0
info:
title: Fincept In Quantlib Portfolio API
version: 3.0.0
description: 'Operations tagged quantlib-portfolio across 2 of this provider''s published API definitions: fincept-in-openapi.json, fincept-in-openapi.json. Each path carries the servers of the definition it was published in.'
tags:
- name: quantlib-portfolio
paths:
/quantlib/portfolio/optimize/min-variance:
post:
tags:
- quantlib-portfolio
summary: Min Variance
operationId: min_variance_quantlib_portfolio_optimize_min_variance_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/OptimizationRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/optimize/max-sharpe:
post:
tags:
- quantlib-portfolio
summary: Max Sharpe
operationId: max_sharpe_quantlib_portfolio_optimize_max_sharpe_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/OptimizationRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/optimize/target-return:
post:
tags:
- quantlib-portfolio
summary: Target Return
operationId: target_return_quantlib_portfolio_optimize_target_return_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/TargetReturnRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/optimize/efficient-frontier:
post:
tags:
- quantlib-portfolio
summary: Efficient Frontier
operationId: efficient_frontier_quantlib_portfolio_optimize_efficient_frontier_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/EfficientFrontierRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/black-litterman/equilibrium:
post:
tags:
- quantlib-portfolio
summary: Bl Equilibrium
operationId: bl_equilibrium_quantlib_portfolio_black_litterman_equilibrium_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/BlackLittermanRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/black-litterman/posterior:
post:
tags:
- quantlib-portfolio
summary: Bl Posterior
operationId: bl_posterior_quantlib_portfolio_black_litterman_posterior_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/BlackLittermanRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk-parity:
post:
tags:
- quantlib-portfolio
summary: Risk Parity
operationId: risk_parity_quantlib_portfolio_risk_parity_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/RiskParityRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/comprehensive:
post:
tags:
- quantlib-portfolio
summary: Portfolio Risk
operationId: portfolio_risk_quantlib_portfolio_risk_comprehensive_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PortfolioRiskRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/var:
post:
tags:
- quantlib-portfolio
summary: Portfolio Var
operationId: portfolio_var_quantlib_portfolio_risk_var_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/quantlib_api__portfolio__VaRRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/cvar:
post:
tags:
- quantlib-portfolio
summary: Portfolio Cvar
operationId: portfolio_cvar_quantlib_portfolio_risk_cvar_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/quantlib_api__portfolio__VaRRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/contribution:
post:
tags:
- quantlib-portfolio
summary: Risk Contribution
operationId: risk_contribution_quantlib_portfolio_risk_contribution_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/RiskContribRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/ratios:
post:
tags:
- quantlib-portfolio
summary: Risk Ratios
operationId: risk_ratios_quantlib_portfolio_risk_ratios_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/RatioRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/incremental-var:
post:
tags:
- quantlib-portfolio
summary: Incremental Var
description: Incremental VaR (impact of adding position)
operationId: incremental_var_quantlib_portfolio_risk_incremental_var_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/quantlib_api__portfolio__IncrementalVaRRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/inverse-volatility:
post:
tags:
- quantlib-portfolio
summary: Inverse Vol Weights
description: Inverse volatility portfolio weights
operationId: inverse_vol_weights_quantlib_portfolio_risk_inverse_volatility_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/InverseVolRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
/quantlib/portfolio/risk/portfolio-comprehensive:
post:
tags:
- quantlib-portfolio
summary: Portfolio Risk Comprehensive
description: Comprehensive portfolio risk from a return history (covariance is estimated).
operationId: portfolio_risk_comprehensive_quantlib_portfolio_risk_portfolio_comprehensive_post
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/ReturnsRiskRequest'
required: true
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
security:
- APIKeyHeader: []
components:
schemas:
RatioRequest:
properties:
returns:
items:
type: number
type: array
title: Returns
rf_rate:
type: number
title: Rf Rate
default: 0.0
benchmark_returns:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Benchmark Returns
target_return:
type: number
title: Target Return
default: 0.0
type: object
required:
- returns
title: RatioRequest
BlackLittermanRequest:
properties:
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
market_caps:
items:
type: number
type: array
title: Market Caps
risk_aversion:
type: number
title: Risk Aversion
default: 2.5
views:
anyOf:
- items:
additionalProperties: true
type: object
type: array
- type: 'null'
title: Views
type: object
required:
- covariance_matrix
- market_caps
title: BlackLittermanRequest
ReturnsRiskRequest:
properties:
returns:
items:
items:
type: number
type: array
type: array
title: Returns
weights:
items:
type: number
type: array
title: Weights
confidence:
type: number
title: Confidence
default: 0.95
risk_free_rate:
type: number
title: Risk Free Rate
default: 0.0
benchmark_returns:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Benchmark Returns
type: object
required:
- returns
- weights
title: ReturnsRiskRequest
InverseVolRequest:
properties:
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
type: object
required:
- covariance_matrix
title: InverseVolRequest
RiskContribRequest:
properties:
weights:
items:
type: number
type: array
title: Weights
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
type: object
required:
- weights
- covariance_matrix
title: RiskContribRequest
RiskParityRequest:
properties:
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
method:
type: string
title: Method
default: risk_parity
type: object
required:
- covariance_matrix
title: RiskParityRequest
PortfolioRiskRequest:
properties:
weights:
items:
type: number
type: array
title: Weights
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
returns:
anyOf:
- items:
items:
type: number
type: array
type: array
- type: 'null'
title: Returns
benchmark_returns:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Benchmark Returns
rf_rate:
type: number
title: Rf Rate
default: 0.0
risk_free_rate:
anyOf:
- type: number
- type: 'null'
title: Risk Free Rate
type: object
required:
- weights
- covariance_matrix
title: PortfolioRiskRequest
HTTPValidationError:
properties:
detail:
items:
$ref: '#/components/schemas/ValidationError'
type: array
title: Detail
type: object
title: HTTPValidationError
quantlib_api__portfolio__IncrementalVaRRequest:
properties:
weights:
items:
type: number
type: array
title: Weights
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
new_weight:
type: number
title: New Weight
default: 0.05
asset_index:
type: integer
title: Asset Index
default: 0
confidence:
type: number
title: Confidence
default: 0.95
type: object
required:
- weights
- covariance_matrix
title: IncrementalVaRRequest
OptimizationRequest:
properties:
expected_returns:
items:
type: number
type: array
title: Expected Returns
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
rf_rate:
type: number
title: Rf Rate
default: 0.0
min_weights:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Min Weights
max_weights:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Max Weights
type: object
required:
- expected_returns
- covariance_matrix
title: OptimizationRequest
quantlib_api__portfolio__VaRRequest:
properties:
weights:
items:
type: number
type: array
title: Weights
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
confidence:
type: number
title: Confidence
default: 0.95
horizon:
type: number
title: Horizon
default: 1.0
portfolio_value:
type: number
title: Portfolio Value
default: 1000000.0
method:
type: string
title: Method
default: parametric
type: object
required:
- weights
- covariance_matrix
title: VaRRequest
ValidationError:
properties:
loc:
items:
anyOf:
- type: string
- type: integer
type: array
title: Location
msg:
type: string
title: Message
type:
type: string
title: Error Type
type: object
required:
- loc
- msg
- type
title: ValidationError
TargetReturnRequest:
properties:
expected_returns:
items:
type: number
type: array
title: Expected Returns
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
target_return:
type: number
title: Target Return
min_weights:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Min Weights
max_weights:
anyOf:
- items:
type: number
type: array
- type: 'null'
title: Max Weights
type: object
required:
- expected_returns
- covariance_matrix
- target_return
title: TargetReturnRequest
EfficientFrontierRequest:
properties:
expected_returns:
items:
type: number
type: array
title: Expected Returns
covariance_matrix:
items:
items:
type: number
type: array
type: array
title: Covariance Matrix
n_points:
type: integer
title: N Points
default: 50
type: object
required:
- expected_returns
- covariance_matrix
title: EfficientFrontierRequest
securitySchemes:
APIKeyHeader:
type: apiKey
in: header
name: X-API-Key
x-refined-from:
- fincept-in-openapi.json
- fincept-in-openapi.json
x-provenance:
method: harvested
publisher: Fincept Terminal
source: https://api.fincept.in/openapi.json
note: split by refine-openapis from the provider's own published document, verified by fetch (openapi/_original/*.fetch.json);
stamped by stamp-openapi-provenance.py (roadmap#793)