toraniko-primitives

Core type definitions for the toraniko factor model.

Types

• Asset Types: AssetId, Symbol, Asset
• Factor Types: FactorName, FactorReturns, FactorExposures
• Return Types: AssetReturns, ResidualReturns
• Score Types: AssetScores, SectorScores, StyleScores, FactorScores
• Weight Types: MarketCapWeights, ExponentialWeights

Usage

use toraniko_primitives::{Symbol, FactorReturns, MarketCapWeights};