Historical & parametric VaR + CVaR (Expected Shortfall)

Fragmentos de código

curl "https://api.oanor.com/riskmetrics-api/v1/var" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/riskmetrics-api/v1/var", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/riskmetrics-api/v1/var");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/riskmetrics-api/v1/var",
    headers={"x-oanor-key": "oanor_test_..."}
)

Respuesta de ejemplo

Una respuesta real de este endpoint, capturada en la última comprobación de estado.

{
    "data": {
        "n": 15,
        "note": "VaR/CVaR expressed as a positive loss fraction per period at the given confidence (0.95 = 95%).",
        "metric": "var",
        "source": "RISKMETRICS",
        "confidence": 0.95,
        "var_historical": 0.0096,
        "var_parametric": 0.011716,
        "cvar_historical": 0.011
    },
    "meta": {
        "timestamp": "2026-06-10T22:56:22.438Z",
        "request_id": "c97e891c-0dca-430c-a25f-821889f7256d"
    },
    "status": "ok",
    "message": "Value-at-Risk computed",
    "success": true
}