bayesline.api.equity.McapExposureReportSettings

bayesline.api.equity.McapExposureReportSettings#

model McapExposureReportSettings#

Settings for a market-cap-weighted exposure report.

Fields#

Field

Type

Required

Default

factor_model_settings

str | int | FactorRiskModelSettings

Yes

report_type

Literal[‘mcap_exposure’]

No

'mcap_exposure'

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['mcap_exposure'] [Optional]#

Report type discriminator