numeraire_dataset.DanielMoskowitzArchiveContract#

class numeraire_dataset.DanielMoskowitzArchiveContract(daily: DanielMoskowitzMemberContract, monthly: DanielMoskowitzMemberContract, expected_archive_sha256: str | None = None, daily_monthly_alignment_atol: float | None = None)[source]#

Bases: object

Paired daily/monthly contract for the total-return, all-firm portfolios.

__init__(daily: DanielMoskowitzMemberContract, monthly: DanielMoskowitzMemberContract, expected_archive_sha256: str | None = None, daily_monthly_alignment_atol: float | None = None) → None#

Methods

__init__(daily, monthly[, ...])

Attributes

daily_monthly_alignment_atol

expected_archive_sha256

daily

monthly