{"activeVersionTag":"latest","latestAvailableVersionTag":"latest","collection":{"info":{"_postman_id":"12a57867-9f41-4183-b12a-161dab8901d5","name":"PortfolioScience RiskAPI®","description":"# Description\nPortfolioScience RiskAPI Enterprise. Detailed service documentation is located here:\n \nhttps://www.portfolioscience.com/enterprise-support-login\n\n# Overview\nRiskAPI is a cloud-based risk analysis service delivered as a dynamic, distributed API. Financial services, sell-side, and buy-side entities use RiskAPI to access the PortfolioScience proprietary Risk Analysis Engine in order to rapidly implement and offer robust risk analysis functionality.\n\n# Authentication\nAccess requires an active RiskAPI Enterprise license and credentials. Credentials (username, password, API Key, plus client certificate) are submitted to the login call to generate a bearer token, used for all subsequent requests.\n\nThe bearer-token is submitted as an additional parameter, called **token**, via the request body.\n\n# Parameters Overview\nFunctional inputs are submitted as query parameters (documented per API call, below), while content inputs (symbols, quantities, time series, input prices, spreads, etc.) and modal inputs (base currency, period. etc.) are submitted via the request body. \n\nThese parameters are passed in as json-formatted values and arrays and represent the primary content and modal inputs to the API.\n\n# \n\n#### Symbol and quantity parameters\nThese parameters are used for any calculation requiring a collection of just symbols, symbols and quantities, or two sets of symbols and quantities (such as with correlation, beta, etc.):\n\n**Symbol** - String array of symbols\n\n**Quantity** - Double array of quantities\n\n**Symbol1** - String array of symbols\n\n**Quantity1** - Double array of quantities\n\n**Symbol2** - String array of symbols\n\n**Quantity2** - Double array of quantities\n\n# \n\n#### Sensitivity and stress test parameters\nThese parameters are used for any calculation requiring a collection of associated underlying prices, implied volatilities, market prices or individualized shocks:\n\n**Spot** - Double array of underlying asset prices\n\n**Vols** - Double array of implied volatilities\n\n**Prices** - Double array of market prices\n\n**Stresses** - Double array of per-position stress values\n\n**IndexStresses** - Double array of per-index stress values\n\n**Spreads** - Double array of credit spreads\n\n# \n\n\n#### Custom Data Import Parameters\n\n**Dates** - String array of time series dates (formatted as \"mm/dd/yyyy\")\n\n**Values** - Double array of time series values\n\n# \n\n\n#### Modal Parameters\nThese parameters are used to control generalized calculation behavior such as base currency, and period:\n\n**FX** - String representing the ISO base currency code of the calculation (default = \"USD\")\n\n**Period** - String (D,W,M) representing the periodicity of the historical returns used in a given calculation (default=\"D\")\n\n**SampleRate** - Integer which defines the business-day frequency of return observations used with calculations utilizing historical data (default = 1)\n\n**Sliding** - Boolean that determines if price observations are sampled simply by taking price observations every \"samplerate\" days apart, producing n/samplerate observations (sliding = false) or as a sliding window (sliding = true), producing n observations, where n = the number of daily price observations in a given time series. If SampleRate > 1, the system will use time series data with each price observation spaced SampleRate business days apart.\n\n**Backfill** - Boolean which determines if, for a given time series of historical data, missing return observations between a given calculation's start date and the first real historical return observation will be filled in with values of zero (default = true).\n\n**UnrollSplits** - Boolean which determines if splits that occurred after the applicable end date are to be unapplied. If SplitUnroll = true, any equity splits and distributions that took place after the calculation end date will be rolled back. As a result, historical pre-split quantities will work as if the split (or dividend) never took place (currently available for US Equities only).\n\n# \n\n# Error Codes\nStandard REST error 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