bayesline.api.equity.OptimizerRequirement

class bayesline.api.equity.OptimizerRequirement(value)

Inputs an objective or constraint may need beyond the portfolios.

__init__(*args, **kwds)

Attributes

RISK_MODEL
FACTOR_COVARIANCE
IDIO_VOL

RISK_MODEL = 'risk_model'

FACTOR_COVARIANCE = 'factor_covariance'

IDIO_VOL = 'idio_vol'