Calibration Statistics

Data

Published by: Pricing Kernel LLP
Categories: Capital Markets, Banking, Science & Statistics, Business and Finance
Date added: 1/22/2013
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This data contains the calibration statistics for the data sets produced by Pricing Kernel. We publish calibration statistics on all of our datasets to enable our customers to evaluate the quality of the calibration process and therefore of the resultant data. This is essential if you want to use our data for risk management purposes but also very important for other uses like back testing of strategies and price discovery.

Service root URL

https://api.datamarket.azure.com/pricingkernel/Calibration_Statistics/v1/

This service supports both fixed and flexible query. Some queries may include required input parameters. (learn more about query types)

Statistics

Input parameters:

Name Sample values Type Required
Class String
ID Int32
Instrument String
Security String
TimeStamp DateTime

Results:

Name Type
Average Double
Class String
ID Int32
Instrument String
Number Int32
Security String
StandardDeviation Double
TimeStamp DateTime
Users are free to download this data to assess the quality of Pricing Kernel LLP's data offerings.
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  • Calibration Helpsheet

    Document describing the calibration process to assist in asssessing the quality of the model and resultant data.

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