Source code for qf_lib.analysis.exposure_analysis.exposure_settings

#     Copyright 2016-present CERN – European Organization for Nuclear Research
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from typing import List
from qf_lib.data_providers.data_provider import DataProvider
from qf_lib.common.tickers.tickers import Ticker


[docs]class ExposureSettings: """ 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 """ def __init__(self, data_provider: DataProvider, sector_exposure_tickers: List[Ticker], factor_exposure_tickers: List[Ticker]): self._data_provider = data_provider self._sector_exposure_tickers = sector_exposure_tickers self._factor_exposure_tickers = factor_exposure_tickers @property def data_provider(self) -> DataProvider: return self._data_provider @property def sector_exposure_tickers(self) -> List[Ticker]: return self._sector_exposure_tickers @property def factor_exposure_tickers(self) -> List[Ticker]: return self._factor_exposure_tickers