bayesline.api.equity.PortfolioStressTestMeasureSettings

pydantic model bayesline.api.equity.PortfolioStressTestMeasureSettings

Settings for portfolio stress test measure.

This class defines settings for a portfolio stress test measure, which provides portfolio stress test calculations.

Show JSON schema

{
   "title": "PortfolioStressTestMeasureSettings",
   "description": "Settings for portfolio stress test measure.\n\nThis class defines settings for a portfolio stress test measure,\nwhich provides portfolio stress test calculations.",
   "type": "object",
   "properties": {
      "type": {
         "const": "PortfolioStressTest",
         "default": "PortfolioStressTest",
         "title": "Type",
         "type": "string"
      },
      "shock_size": {
         "default": 0.1,
         "description": "The size of the shock to apply.",
         "title": "Shock Size",
         "type": "number"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• shock_size (float)

• type (Literal['PortfolioStressTest'])

field type: Literal['PortfolioStressTest'] = 'PortfolioStressTest'

field shock_size: float = 0.1

The size of the shock to apply.

property columns: list[str]

Get the column names for this measure.

Returns

list[str]

The column names for this measure.