ExposureSettings

class qf_lib.analysis.exposure_analysis.exposure_settings.ExposureSettings(data_provider: DataProvider, sector_exposure_tickers: List[Ticker], factor_exposure_tickers: List[Ticker])[source]

Bases: object

Class to combine data provider with exposure related functionality.

Parameters:

  • data_provider (DataProvider) – DataProvider object with data both for positions and regressors

  • sector_exposure_tickers (List[Ticker]) – list of sector exposure tickers

  • factor_exposure_tickers (List[Ticker]) – list of factor exposure tickers