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	Calendar settings carrying exchange filters to construct calendars from.
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	Definition of where to source portfolio data from.
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 Reports

ReportApi()	A base interface for report APIs.
AsyncReportApi()	A base interface for report APIs.
ReportLoaderApi()	The main interface for loading different types of reports.
AsyncReportLoaderApi()	The main interface for loading different types of reports.
ReportSettings	Concrete settings for a report.
AnyReportSettings	Runtime representation of an annotated type.
TypedReportAccessorApi(accessor)	A base interface for typed report accessor APIs.
AsyncTypedReportAccessorApi(accessor)	A base interface for typed report accessor APIs.
ReportAccessorApi()	Abstract base class for report accessor APIs.
AsyncReportAccessorApi()	Abstract base class for report accessor APIs.
ReportAccessorSettings	Settings for report accessor configuration.
FactorCovarianceSettings	Settings for factor covariance matrix forecasts.
IdioVolSettings	Settings for idiosyncratic volatility matrix forecasts.
ScenarioSettings	Base class for scenario settings.
AnyScenarioSettings	Runtime representation of an annotated type.
PortfolioHoldingsScenario	Scenario definition for portfolio holdings overrides.
ExposureReportApi()	API for a exposure report.
AsyncExposureReportApi()	API for a exposure report.
ExposureReportSettings	Settings for a exposure report.
ExposureReportAccessorImpl(accessor)
AsyncExposureReportAccessorImpl(accessor)
FactorStatsReportApi()	API for a exposure report.
AsyncFactorStatsReportApi()	API for a exposure report.
FactorStatsReportSettings	Settings for a factor stats report.
FactorStatsReportAccessorImpl(accessor)
AsyncFactorStatsReportAccessorImpl(accessor)
UniverseCountReportApi()	API for a universe count report.
AsyncUniverseCountReportApi()	API for a universe count report.
UniverseCountReportSettings	Settings for a universe count report.
UniverseCountReportAccessorImpl(accessor)
AsyncUniverseCountReportAccessorImpl(accessor)
FactorCovarianceReportApi()	API for a exposure report.
AsyncFactorCovarianceReportApi()	API for a exposure report.
FactorCovarianceReportSettings	Settings for a factor covariance report.
FactorCovarianceReportAccessorImpl(accessor)
AsyncFactorCovarianceReportAccessorImpl(accessor)
PortfolioHoldingsReportApi()	API for a universe count report.
AsyncPortfolioHoldingsReportApi()	API for a universe count report.
PortfolioHoldingsReportSettings	Settings for a portfolio holdings report.
PortfolioHoldingsReportAccessorImpl(accessor)
AsyncPortfolioHoldingsReportAccessorImpl(...)
PortfolioReturnsReportApi()	API for a portfolio returns report.
AsyncPortfolioReturnsReportApi()	API for a portfolio returns report.
PortfolioReturnsReportSettings	Settings for a portfolio returns report.
PortfolioReturnsReportAccessorImpl(accessor)
AsyncPortfolioReturnsReportAccessorImpl(accessor)
ReturnAttributionReportApi()	API for a return attribution report.
AsyncReturnAttributionReportApi()	API for a return attribution report.
ReturnAttributionReportSettings	Settings for a return attribution drilldown report.
ReturnAttributionReportAccessorImpl(accessor)
AsyncReturnAttributionReportAccessorImpl(...)
XSRReportApi()	API for an XSR report.
AsyncXSRReportApi()	API for an XSR report.
XSRReportSettings	Settings for an XSR (Exposure-Volatility-Correlation-Contribution) report.
XSRReportAccessorImpl(accessor)
AsyncXSRReportAccessorImpl(accessor)
IdioReportApi()	API for an idiosyncratic return and volatility report.
AsyncIdioReportApi()	API for an idiosyncratic return and volatility report.
IdioReportSettings	Settings for an idiosyncratic return and volatility report.
IdioReportAccessorImpl(accessor)
AsyncIdioReportAccessorImpl(accessor)
McapExposureReportApi()	API for a market-cap-weighted exposure report.
AsyncMcapExposureReportApi()	API for a market-cap-weighted exposure report.
McapExposureReportSettings	Settings for a market-cap-weighted exposure report.
McapExposureReportAccessorImpl(accessor)
AsyncMcapExposureReportAccessorImpl(accessor)
WeightsReportApi()	API for a weights report.
AsyncWeightsReportApi()	API for a weights report.
WeightsReportSettings	Settings for a weights report.
WeightsReportAccessorImpl(accessor)
AsyncWeightsReportAccessorImpl(accessor)

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.
DerivedRiskDatasetSettings	Settings for creating a derived risk dataset built on top of a parent.
RiskDatasetSettingsMenu	Joint menu for both DerivedRiskDatasetSettings and RootRiskDatasetSettings.
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