bayesline.api.equity.RiskDatasetUnitExposureSettings

pydantic model bayesline.api.equity.RiskDatasetUnitExposureSettings

Show JSON schema

{
   "title": "RiskDatasetUnitExposureSettings",
   "type": "object",
   "properties": {
      "exposure_type": {
         "const": "unit",
         "default": "unit",
         "title": "Exposure Type",
         "type": "string"
      },
      "factor": {
         "description": "The factor to use for the unit exposures.",
         "title": "Factor",
         "type": "string"
      },
      "factor_group": {
         "description": "The factor group to use for the unit exposures.",
         "title": "Factor Group",
         "type": "string"
      },
      "factor_type": {
         "default": "market",
         "description": "The type of factor to use for the unit exposures.",
         "enum": [
            "market",
            "region",
            "industry"
         ],
         "title": "Factor Type",
         "type": "string"
      }
   },
   "additionalProperties": false,
   "required": [
      "factor",
      "factor_group"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• exposure_type (Literal['unit'])

• factor (str)

• factor_group (str)

• factor_type (Literal['market', 'region', 'industry'])

field exposure_type: Literal['unit'] = 'unit'

field factor: str [Required]

The factor to use for the unit exposures.

field factor_group: str [Required]

The factor group to use for the unit exposures.

field factor_type: Literal['market', 'region', 'industry'] = 'market'

The type of factor to use for the unit exposures.

classmethod region() → RiskDatasetUnitExposureSettings

classmethod industry() → RiskDatasetUnitExposureSettings

classmethod market() → RiskDatasetUnitExposureSettings