action portfoliooptimizer_post_assets_correlation_matrix {
  label: "Correlation Matrix"
  description: "Compute the Pearson asset correlation matrix from either:  \n* The asset returns\n* The asset covariance matrix\n\nReferences\n* [Wikipedia, Correlation and Dependence](https://en.wikipedia.org/wiki/Correlation_and_dependence#Correlation_matrices)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/assets/correlation/matrix"
  encoding: json
  input: {
    type: "object"
  }
  output: {
    type: "object"
    required: ["assetsCorrelationMatrix"]
    properties: {
      assetsCorrelationMatrix: {
        type: "array"
        description: "assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j"
        items: {
          type: "array"
          items: {
            type: "number"
          }
        }
      }
    }
  }
}