bayesline.api.equity.HierarchyGroups

model HierarchyGroups

The hierarchy decscription for a custom nested grouping of the hierarchy.

The top level groupings will turn into factors, whereas any nested groupings will be retained for other uses (e.g. risk decomposition).

Fields

Field	Type	Required	Default	Constraints
groupings	Mapping[str, Hierarchy]	Yes
hierarchy_type	Literal[‘groups’]	No	'groups'
name	str	Yes		min_length=1

Validators

Validator	Mode	Fields
check_valid_groupings	after	groupings

field groupings: Mapping[str, Hierarchy] [Required]

A nested structure of groupings where the keys are the group names and the leaf level is a list of hierarchy codes or labels (at any level) to include for this group.

Validated by:

check_valid_groupings

field hierarchy_type: Literal['groups'] [Optional]

field name: str [Required]

The name of the hierarchy to use, e.g. ‘trbc’ or ‘continent’. If it is not given then the default hierarchy will be used.

Constraints:

• min_length = 1

validator check_valid_groupings(mode=after)

Validates:

groupings