action portfoliooptimizer_post_assets_covariance_matrix {
  label: "Covariance Matrix"
  description: "Compute the covariance matrix of assets from either:  \n* The asset correlation matrix and their volatilities (i.e., standard deviations)\n* The asset correlation matrix and their variances\n* The asset returns\n\nReferences\n* [Wikipedia, Covariance Matrix](https://en.wikipedia.org/wiki/Covariance_matrix)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/assets/covariance/matrix"
  encoding: json
  input: {
    type: "object"
  }
  output: {
    type: "object"
    required: ["assetsCovarianceMatrix"]
    properties: {
      assetsCovarianceMatrix: {
        type: "array"
        description: "assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j"
        items: {
          type: "array"
          items: {
            type: "number"
          }
        }
      }
    }
  }
}