bayesline.api.equity.RiskDatasetReferencedExposureSettings

pydantic model bayesline.api.equity.RiskDatasetReferencedExposureSettings

Settings for referenced exposure data in a risk dataset.

This class defines settings for using exposure data from a reference dataset, allowing selective copying of continuous and categorical factor groups.

Show JSON schema

{
   "title": "RiskDatasetReferencedExposureSettings",
   "description": "Settings for referenced exposure data in a risk dataset.\n\nThis class defines settings for using exposure data from a reference dataset,\nallowing selective copying of continuous and categorical factor groups.",
   "type": "object",
   "properties": {
      "exposure_type": {
         "const": "referenced",
         "default": "referenced",
         "title": "Exposure Type",
         "type": "string"
      },
      "continuous_factor_groups": {
         "anyOf": [
            {
               "items": {
                  "type": "string"
               },
               "type": "array"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The continuous factor groups from the reference dataset to carry over. If None (default), all continuous factor groups are carried over.",
         "title": "Continuous Factor Groups"
      },
      "categorical_factor_groups": {
         "anyOf": [
            {
               "items": {
                  "type": "string"
               },
               "type": "array"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The categorical factor groups from the reference dataset to carry over. If None (default), all categorical factor groups are carried over.",
         "title": "Categorical Factor Groups"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• categorical_factor_groups (list[str] | None)

• continuous_factor_groups (list[str] | None)

• exposure_type (Literal['referenced'])

Validators:

• _ensure_list » categorical_factor_groups

• _ensure_list » continuous_factor_groups

field exposure_type: Literal['referenced'] = 'referenced'

field continuous_factor_groups: list[str] | None = None

The continuous factor groups from the reference dataset to carry over. If None (default), all continuous factor groups are carried over.

Validated by:

• _ensure_list

field categorical_factor_groups: list[str] | None = None

The categorical factor groups from the reference dataset to carry over. If None (default), all categorical factor groups are carried over.

Validated by:

• _ensure_list