bayesline.api.equity.FactorExposureConstraint

model FactorExposureConstraint

Portfolio-level factor exposure bounds.

Fields

Field	Type	Required	Default
bounds	dict[str, FactorBound]	Yes
enabled	bool	No	True
kind	Literal[‘factor_exposure’]	No	'factor_exposure'

field bounds: dict[str, FactorBound] [Required]

field enabled: bool [Optional]

Whether this constraint is applied to the optimization problem.

field kind: Literal['factor_exposure'] [Optional]