numeraire_dataset.HKMAssetClassData#

class numeraire_dataset.HKMAssetClassData(frequency: Literal['quarterly', 'monthly'], asset_class: Literal['ff25', 'us_bonds', 'sovereign_bonds', 'options', 'cds', 'commodities', 'fx'], factors: DataFrame, excess_returns: DataFrame, asset_metadata: DataFrame)[source]#

Bases: object

One asset class aligned on its joint complete-case paper sample.

__init__(frequency: Literal['quarterly', 'monthly'], asset_class: Literal['ff25', 'us_bonds', 'sovereign_bonds', 'options', 'cds', 'commodities', 'fx'], factors: DataFrame, excess_returns: DataFrame, asset_metadata: DataFrame) → None#

Methods

__init__(frequency, asset_class, factors, ...)

Attributes

`frequency`
`asset_class`
`factors`
`excess_returns`
`asset_metadata`