numeraire_dataset.to_multiasset_view#
- numeraire_dataset.to_multiasset_view(df: pd.DataFrame, *, asset_cols: list[str] | None = None, date_col: str = 'date', horizon: int = 1, return_type: str = 'simple') TimeSeriesView[source]#
A tidy wide
(date, asset returns...)frame -> returns-onlyTimeSeriesView.asset_cols=Noneuses every column exceptdate_col. Rows with a missing return in any selected asset are dropped (the dense multi-asset view has a common calendar); infinite values, invalid dates, duplicate dates, and an empty complete-case sample are rejected. Requires the optionalnumeraireextra, imported lazily.return_typedeclares the algebra of the asset returns to numeraire ("simple"by default, or"log"). It is forwarded only when non-simple and requiresnumeraire >= 0.3; on an older numeraire a non-simple value raises rather than silently mixing return algebra.