bayesline.api.equity

Equity API

BayeslineEquityApi()	Abstract base class for Bayesline equity API operations.
AsyncBayeslineEquityApi()	Abstract base class for Bayesline equity API operations.

Equity ID API

AssetIdApi()	Abstract base class for asset ID API operations.
AsyncAssetIdApi()	Abstract base class for asset ID API operations.

Equity Uploaders API

DataTypeUploaderApi()	Expose different datasets of an uploader.
AsyncDataTypeUploaderApi()	Expose different datasets of an uploader.
MultiParserResult	Result of multiple parser operations.
UploadCommitResult	Result of a commit operation.
UploadError	Exception raised for upload-related errors.
UploaderApi()	Provide functionality to parse, stage and upload data to a versioned storage.
AsyncUploaderApi()	Provide functionality to parse, stage and upload data to a versioned storage.
UploadParserApi()	Abstract base class for upload parsers.
AsyncUploadParserApi()	Abstract base class for upload parsers.
UploadParserResult	Result of a parser operation.
UploadersApi()	Expose uploaders for different data types, e.g. exposures, portfolios, etc.
AsyncUploadersApi()	Expose uploaders for different data types, e.g. exposures, portfolios, etc.
UploadStagingResult	Result of a staging operation.

Equity Calendar

CalendarApi()	Abstract base class for calendar API operations.
AsyncCalendarApi()	Abstract base class for async calendar API operations.
CalendarLoaderApi()	Registry-based API for loading calendar data.
AsyncCalendarLoaderApi()	Registry-based API for loading calendar data.
CalendarSettings	Define the settings for the calendar.
CalendarSettingsMenu	Contain the available settings that can be used for the calendar settings.

Equity Exposure

ExposureApi()	Abstract base class for exposure API operations.
AsyncExposureApi()	Abstract base class for exposure API operations.
ExposureLoaderApi()	Registry-based API for loading exposure data.
AsyncExposureLoaderApi()	Registry-based API for loading exposure data.
ExposureSettings	Defines exposures as hierarchy of selected styles and substyles.
ExposureSettingsMenu	Contains the available settings that can be used to define exposures.
HierarchyGroups	The hierarchy decscription for a custom nested grouping of the hierarchy.
HierarchyLevel	The hierarchy decscription for a level in the hierarchy.
ContinuousExposureGroupSettings	The settings for a continuous exposure group.
CategoricalExposureGroupSettings	The settings for a categorical exposure group.

Equity Model Construction

FactorModelConstructionApi()	Abstract base class for factor model construction APIs.
AsyncFactorModelConstructionApi()	Abstract base class for factor model construction APIs.
FactorModelConstructionLoaderApi()	API for loading factor model construction services.
AsyncFactorModelConstructionLoaderApi()	API for loading factor model construction services.
ModelConstructionSettings	Defines settings to build a factor risk model.
ModelConstructionSettingsMenu	Defines available modelconstruction settings to build a factor risk model.

Equity Portfolio

PortfolioApi()	Abstract base class for portfolio APIs.
AsyncPortfolioApi()	Abstract base class for portfolio APIs.
PortfolioLoaderApi()	API for loading portfolios.
AsyncPortfolioLoaderApi()	API for loading portfolios.
PortfolioOrganizerSettings	Specifies which portfolios to enable (from different sources).
PortfolioOrganizerSettingsMenu	Menu for portfolio organizer settings.
PortfolioSettings	Specifies different options of obtaining portfolios.
PortfolioSettingsMenu	Specifies the set of available options that can be used to create portfolio settings.

Equity Portfolio Hierarchy

PortfolioHierarchyApi()	Abstract base class for portfolio hierarchy APIs.
AsyncPortfolioHierarchyApi()	Abstract base class for portfolio hierarchy APIs.
PortfolioHierarchyLoaderApi()	API for loading portfolio hierarchies.
AsyncPortfolioHierarchyLoaderApi()	API for loading portfolio hierarchies.
PortfolioHierarchySettings	Specifies portfolio hierarchies with arbitrary groupings (e.g. manager, etc.).
PortfolioHierarchySettingsMenu	Specifies the set of available portfolios that can be used to create hierarchies.

Equity Portfolio Report

ReportAccessorApi()	Abstract base class for report accessor APIs.
AsyncReportAccessorApi()	Abstract base class for report accessor APIs.
ReportApi()	Abstract base class for report APIs.
AsyncReportApi()	Abstract base class for report APIs.
ReportLoaderApi()	API for loading portfolio reports.
AsyncReportLoaderApi()	API for loading portfolio reports.
ReportPersister()	Abstract base class for report persisters.
AsyncReportPersister()	Abstract base class for report persisters.
AssetForecastLossReportSettings	Defines settings to build a forecast loss report.
AssetHoldingsMeasureSettings	Settings for asset holdings measure.
AssetHoldingsReportSettings	Defines settings to build an asset holdings report.
AssetHoldingsReportSettingsMenu	Settings menu for asset holdings reports.
AssetStressTestMeasureSettings	Settings for asset stress test measure.
AssetStressTestReportSettings	Defines settings to build an asset stress test report.
AssetStressTestReportSettingsMenu	Settings menu for asset stress test reports.
AVaRMeasureSettings	Settings for analytical VaR measure.
BrinsonAttributionMeasureSettings	Settings for Brinson attribution measure.
BrinsonAttributionReportSettings	Defines settings to build a Brinson attribution report.
BrinsonAttributionReportSettingsMenu	Settings menu for Brinson attribution reports.
ConcreteReportSettings	Abstract base class for concrete report settings.
ConcreteReportSettingsMenu	Abstract base class for concrete report settings menus.
CumsumMeasureSettings	Settings for cumulative sum measure.
DrawdownMeasureSettings	Settings for drawdown measure.
ExposureMeasureSettings	Settings for exposure measure.
ExposureReportSettings	Defines settings to build an exposure report.
ExposureReportSettingsMenu	Settings menu for exposure reports.
FactorAttributionMeasureSettings	Settings for factor attribution measure.
FactorAttributionReportSettings	Defines settings to build a factor attribution report.
FactorAttributionReportSettingsMenu	Settings menu for factor attribution reports.
FactorCovarianceMeasureSettings	Settings for factor covariance measure.
FactorCovarianceReportSettings	Defines settings to build a factor covariance report.
FactorCovarianceReportSettingsMenu	Settings menu for factor covariance reports.
FactorForecastLossReportSettings	Defines settings to build a forecast loss report.
FactorIdioMeasureSettings	Settings for factor idiosyncratic measure.
FactorIdioReportSettings	Defines settings to build a factor vcov and idio report.
FactorIdioReportSettingsMenu	Settings menu for factor idiosyncratic reports.
FactorMovingAverageMeasureSettings	Settings for factor moving average measure.
FactorTSReportSettings	Defines settings to build a factor time-series report.
FactorVolForecastMeasureSettings	Settings for factor volatility forecast measure.
ForecastBacktestMeasureSettings	Settings for forecast backtest measure.
ForecastBacktestReportSettings	Defines settings to build a forecast backtest report.
ForecastBacktestReportSettingsMenu	Settings menu for forecast backtest reports.
HoldingsMeasureSettings	Settings for holdings measure.
HoldingsReportSettings	Defines settings to build a holdings report.
HoldingsReportSettingsMenu	Settings menu for holdings reports.
HVaRMeasureSettings	Settings for historical VaR measure.
IdiosyncraticReturnMeasureSettings	Settings for idiosyncratic return measure.
IdiosyncraticReturnReportSettings	Defines settings to build an idiosyncratic return report.
IdiosyncraticReturnReportSettingsMenu	Settings menu for idiosyncratic return reports.
IdiosyncraticVolatilityMeasureSettings	Settings for idiosyncratic volatility measure.
IdiosyncraticVolatilityReportSettings	Defines settings to build an idiosyncratic volatility report.
IdiosyncraticVolatilityReportSettingsMenu	Settings menu for idiosyncratic volatility reports.
MeasureSettings	Defines settings for a measure.
MovingAverageMeasureSettings	Settings for moving average measure.
MovingAverageRSquaredMeasureSettings	Settings for moving average R-squared measure.
PassThroughFactor2DMeasureSettings	Settings for pass-through factor 2D measure.
PortfolioStressTestMeasureSettings	Settings for portfolio stress test measure.
PortfolioStressTestReportSettings	Defines settings to build a portfolio stress test report.
PortfolioStressTestReportSettingsMenu	Settings menu for portfolio stress test reports.
ReportAccessorSettings	Settings for report accessor configuration.
ReportSettings	Defines settings to build a report.
ReportSettingsMenu	Defines available report settings to build a report.
RiskModelFitFactorReportSettings	Defines settings to build a risk model fit report at the factor level.
RiskModelFitFactorReportSettingsMenu	Settings menu for risk model fit factor reports.
RiskModelFitReportSettings	Defines settings to build a risk model fit report.
RiskModelPortfolioFitReportSettings	Defines settings to build a risk model fit report at the portfolio level.
StyleCorrelationReportSettings	Defines settings to build a style correlation report.
StyleCorrelationReportSettingsMenu	Settings menu for style correlation reports.
StyleIndustryExposureReportSettings	Defines settings to build a style industry exposure report.
StyleIndustryExposureReportSettingsMenu	Settings menu for style industry exposure reports.
TimeSeriesBetaMeasureSettings	Settings for time series beta measure.
TimeSeriesVolatilityMeasureSettings	Settings for time series volatility measure.
TimeSeriesXSigmaRhoMeasureSettings	Settings for time series X-Sigma-Rho measure.
TSBetaReportSettings	Defines settings to build a time-series Beta report.
TSXSRReportSettings	Defines settings to build a time-series XSR report.
TSXSRReportSettingsMenu	Settings menu for time series X-Sigma-Rho reports.
VaRReportSettings	Defines settings to build a VaR report.
VaRReportSettingsMenu	Settings menu for VaR reports.
VolForecastMeasureSettings	Settings for volatility forecast measure.
XSigmaRhoMeasureSettings	Settings for X-Sigma-Rho measure.
XSRReportSettings	Defines settings to build an XSR report.
XSRReportSettingsMenu	Settings menu for X-Sigma-Rho reports.

Equity Risk Models

FactorModelApi()	Provide access to factor risk model data and operations.
AsyncFactorModelApi()	Provide access to factor risk model data and operations.
FactorModelEngineApi()	Provide access to factor risk model engine operations.
AsyncFactorModelEngineApi()	Provide access to factor risk model engine operations.
FactorModelLoaderApi()	Provide access to factor risk model loading and registry operations.
AsyncFactorModelLoaderApi()	Provide access to factor risk model loading and registry operations.
FactorRiskModelSettings	Define all settings needed to build a factor risk model.
FactorRiskModelSettingsMenu	Define available settings to build a factor risk model.

Equity Risk Dataset

RiskDatasetApi()	API for managing risk datasets.
AsyncRiskDatasetApi()	API for managing risk datasets.
RiskDatasetHuberRegressionExposureSettings	Settings for Huber regression-based exposure data in a risk dataset.
RiskDatasetLoaderApi()	API for loading and managing risk datasets.
AsyncRiskDatasetLoaderApi()	API for loading and managing risk datasets.
RiskDatasetProperties	Properties and configuration menus for a risk dataset.
RiskDatasetReferencedExposureSettings	Settings for referenced exposure data in a risk dataset.
RiskDatasetSettings	Settings for creating and configuring a risk dataset.
RiskDatasetSettingsMenu	Menu for managing risk dataset settings.
RiskDatasetUnitExposureSettings	Settings for unit exposure data in a risk dataset.
RiskDatasetUpdateResult	Result of a risk dataset update operation.
RiskDatasetUploadedExposureSettings	Settings for uploaded exposure data in a risk dataset.

Equity Universe

Hierarchy	Create named, parameterized type aliases.
CategoricalFilterSettings	Specify include and exclude filters for categorical codes.
MCapFilterSettings	Specify the lower and upper bound for the market cap filter.
UniverseApi()	Provide access to universe data and operations.
AsyncUniverseApi()	Provide access to universe data and operations.
UniverseLoaderApi()	Provide access to universe loaders through the registry system.
AsyncUniverseLoaderApi()	Provide access to universe loaders through the registry system.
UniverseSettings	Define an asset universe as a set of regional, industry and market cap filters.
UniverseSettingsMenu	Contain the available settings that can be used for the universe settings.

Equity Errors

DatasetError	Exception raised for dataset-related errors.
IllegalPathError	Exception raised for illegal path operations.

Settings Tools

settings_tools