bayesline.api.equity.RiskDatasetReferencedExposureSettings

bayesline.api.equity.RiskDatasetReferencedExposureSettings#

model 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.

Fields#

Field

Type

Required

Default

categorical_factor_groups

list[str] | None

No

None

continuous_factor_groups

list[str] | None

No

None

exposure_type

Literal[‘referenced’]

No

'referenced'

field categorical_factor_groups: list[str] | None [Optional]#

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

field continuous_factor_groups: list[str] | None [Optional]#

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

field exposure_type: Literal['referenced'] [Optional]#