bayesline.api.equity.RiskDatasetUnitExposureSettings#

model RiskDatasetUnitExposureSettings#

Settings for unit exposure data in a risk dataset.

This class defines settings for creating unit exposures (exposures of 1.0) for specific factors in a risk dataset.

Fields#
Field	Type	Required	Default
`align_with`	`list`[`str`] \| `None`	No	`None`
`exposure_type`	`Literal`[‘unit’]	No	`'unit'`
`factor`	`str`	Yes
`factor_group`	`str`	Yes
`factor_type`	`Literal`[‘continuous’, ‘categorical’]	No	`'continuous'`

field align_with: list[str] | None [Optional]#: Continuous factor groups whose coverage the unit exposure follows. If set, the unit exposure is 1.0 on exactly the dates and assets where any of these groups has an exposure (after forward-filling and imputation), and missing elsewhere. If None (default), the unit exposure is set on each core asset on every date it has data. Only supported for continuous unit exposures. A single group name is accepted and stored as a one-element list.

field factor_group: str [Required]#: The factor group to use for the unit exposures.

field factor_type: Literal['continuous', 'categorical'] [Optional]#: The type of factor to use for the unit exposures.