numeraire.SupportsPricing#

class numeraire.SupportsPricing(*args, **kwargs)[source]#

Bases: Protocol

Capability protocol: a model that prices a cross-section of test assets (to_pricing).

The single shared operation across the pricing/SDF family (factor models, SDFs, three-pass risk-premium estimators): the cross-section of expected returns on a set of assets. A conditional model varies its estimate by date (e.g. a characteristics-driven loading times a factor premium); an unconditional model returns the same row every date (broadcast). Advertised via capabilities() >= {TO_PRICING}.

Kept deliberately to this one method — the bespoke per-method accessors (loadings, latent factors, per-candidate premia) stay method-local; only the pricing surface the framework’s evaluators and comparison harness consume is standardized here.

__init__(*args, **kwargs)#

Methods

`__init__`(args, *kwargs)
`expected_returns`(view)	Return `(date x asset)` expected returns for each date in `view.calendar`.

expected_returns(view: DataView) → DataFrame[source]#: Return (date x asset) expected returns for each date in view.calendar.