bayesline.api.equity.RiskDatasetUnitExposureSettings

pydantic model bayesline.api.equity.RiskDatasetUnitExposureSettings

Settings for unit exposure data in a risk dataset.

This class defines settings for creating unit exposures (exposures of 1.0) for specific factors in a risk dataset.

Show JSON schema

{
   "title": "RiskDatasetUnitExposureSettings",
   "description": "Settings for unit exposure data in a risk dataset.\n\nThis class defines settings for creating unit exposures (exposures of 1.0)\nfor specific factors in a risk dataset.",
   "type": "object",
   "properties": {
      "exposure_type": {
         "const": "unit",
         "default": "unit",
         "title": "Exposure Type",
         "type": "string"
      },
      "factor_group": {
         "description": "The factor group to use for the unit exposures.",
         "title": "Factor Group",
         "type": "string"
      },
      "factor": {
         "description": "The factor to use for the unit exposures.",
         "title": "Factor",
         "type": "string"
      },
      "factor_type": {
         "default": "continuous",
         "description": "The type of factor to use for the unit exposures.",
         "enum": [
            "continuous",
            "categorical"
         ],
         "title": "Factor Type",
         "type": "string"
      }
   },
   "additionalProperties": false,
   "required": [
      "factor_group",
      "factor"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• exposure_type (Literal['unit'])

• factor (str)

• factor_group (str)

• factor_type (Literal['continuous', 'categorical'])

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

field factor_group: str [Required]

The factor group to use for the unit exposures.

field factor: str [Required]

The factor to use for the unit exposures.

field factor_type: Literal['continuous', 'categorical'] = 'continuous'

The type of factor to use for the unit exposures.