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Tutorials04 — Multi-factor VaR

Tutorial 04 — Multi-factor VaR

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Coming soon. Multi-factor VaR (XCCY-basis + FX-spot + vol + inflation

  • credit z-spread shocks) shipped in numeraire core v1.29-v1.31, but is not yet exposed via the hosted HTTP API. Tracking the api catch-up separately; this tutorial lands when numeraire-api ships the corresponding /risk/var/* routes.

For now: build VaR locally against the numeraire engine package (internal-only, not the cloud client). The cloud surface for this lands in the v1.3x line.