bayesline.api.equity.FactorBound#
- model FactorBound#
Min/max bounds for factor constraints.
Bounds are per unit of net nav, matching report conventions. This is ill-defined for a long/short book whose net nav is ~0; such a book rejects any enabled factor bound at solve time.
Fields# Field
Type
Required
Default
No
TrueNo
NoneNo
None