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POST
/
quantlib
/
risk
/
xva
/
pfe
Potential Future Exposure (PFE)
curl --request POST \
  --url https://api.fincept.in/quantlib/risk/xva/pfe \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "exposure_paths": [
    [
      100000,
      125000,
      145000,
      138000,
      155000
    ],
    [
      100000,
      98000,
      115000,
      132000,
      140000
    ],
    [
      100000,
      110000,
      105000,
      125000,
      135000
    ],
    [
      100000,
      92000,
      88000,
      95000,
      105000
    ]
  ]
}
'
{
  "success": true,
  "data": {
    "pfe_profile": [
      100000,
      123750,
      143500,
      137100,
      153500
    ]
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
exposure_paths
number[][]
required

Simulated exposure paths over time (Monte Carlo simulations)

Example:
[
  [100000, 105000, 98000],
  [100000, 102000, 107000]
]

Response

PFE profile

​
success
boolean
Example:

true

​
data
object