bayesline.api.equity.FactorCovarianceReportSettings

model FactorCovarianceReportSettings

Settings for a factor covariance report.

Fields

Field	Type	Required	Default
factor_cov_settings	FactorCovarianceSettings	No	factory
factor_model_settings	str | int | FactorRiskModelSettings	Yes
report_type	Literal[‘factor_covariance’]	No	'factor_covariance'

field factor_cov_settings: FactorCovarianceSettings [Optional]

Settings for the factor covariance matrix forecasts.

field factor_model_settings: str | int | FactorRiskModelSettings [Required]

The factor risk model to run the report on: either inline settings or a reference (name or id) to saved factor risk model settings.

field report_type: Literal['factor_covariance'] [Optional]

Report type discriminator