FX Correlation Matrix
fx_correlationPearson correlation of daily log-returns vs USD across a basket. Cells banded strong_positive/positive/neutral/negative/strong_negative. Treasury/risk workflow for understanding multi-currency exposure.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "fx_correlation"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| basket | No | g10 | |
| horizon_days | No |