Variance

v1.0.0

Compute the variance of one or several asset(s) from either:

The asset returns
The asset covariance matrix
The asset volatility(ies)

References

Input

{
  "type": "object"
}

Output

{
  "type": "object",
  "required": [
    "assets"
  ],
  "properties": {
    "assets": {
      "type": "array",
      "items": {
        "type": "object",
        "required": [
          "assetVariance"
        ],
        "properties": {
          "assetVariance": {
            "type": "number",
            "description": "The variance of the asset"
          }
        }
      }
    }
  }
}