action portfoliooptimizer_post_portfolio_analysis_correlation_spectrum {
  label: "Correlation Spectrum"
  description: "Compute the correlation spectrum of one or several portfolio(s).\n\nReferences\n* [Tristan Froidure, Khalid Jalalzai and Yves Choueifaty, Portfolio Rho-Representativity, International Journal of Theoretical and Applied FinanceVol. 22, No. 07, 1950034 (2019)](https://www.worldscientific.com/doi/10.1142/S0219024919500341)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/analysis/correlation-spectrum"
  encoding: json
  input: {
    type: "object"
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioCorrelationSpectrum"]
          properties: {
            portfolioCorrelationSpectrum: {
              type: "array"
              description: "The correlation spectrum of the portfolio"
              items: {
                type: "number"
              }
            }
          }
        }
      }
    }
  }
}