bayesline.api.equity.HVaRMeasureSettings

pydantic model bayesline.api.equity.HVaRMeasureSettings

Show JSON schema

{
   "title": "HVaRMeasureSettings",
   "type": "object",
   "properties": {
      "type": {
         "const": "Historical VaR",
         "default": "Historical VaR",
         "title": "Type",
         "type": "string"
      },
      "alpha": {
         "default": [
            0.1,
            0.05
         ],
         "items": {
            "type": "number"
         },
         "title": "Alpha",
         "type": "array"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• alpha (list[float])

• type (Literal['Historical VaR'])

field type: Literal['Historical VaR'] = 'Historical VaR'

field alpha: list[float] = [0.1, 0.05]

property columns: list[str]