bayesline.api.equity.FactorExposureConstraint

model FactorExposureConstraint

Portfolio-level factor exposure bounds.

Fields

Field	Type	Required	Default
bounds	dict[str, FactorBound]	Yes
enabled	bool	No	True
kind	Literal[‘factor_exposure’]	No	'factor_exposure'
space	Literal[‘total’, ‘active’]	No	'total'

field bounds: dict[str, FactorBound] [Required]

Bounds keyed by factor name, either qualified as group.factor or bare when the bare name is unique across the model’s factor groups.

field enabled: bool [Optional]

Whether this constraint is applied to the optimization problem.

field kind: Literal['factor_exposure'] [Optional]

field space: Literal['total', 'active'] [Optional]

Whether the bounds apply to the portfolio’s factor exposures (total) or to its exposures in excess of its benchmark’s (active).