/v1/var
Historical & parametric VaR + CVaR (Expected Shortfall)
Probeer het live
10 gratis calls per dag — geen registratie, geen API-key. Loopt via de oanor-gateway.
Het werkt. Haal een API-key op en gebruik hem in je project.
Verkrijg een API-sleutelCodefragmenten
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_..."}
)
Voorbeeldrespons
Een echte respons van dit endpoint, vastgelegd bij de laatste health check.
{
"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
}