Cross-Sectional Factor Prior: private API
PortfolioOptimisers.cross_sectional_prior_option — Function
cross_sectional_prior_option(x::Nothing, sym::Sym_Str) -> nothing
cross_sectional_prior_option(x::Dict_VecPair, sym::Sym_Str) -> Vector{<:Pair}Collect an optional list-valued argument of a CrossSectionalFactorPrior.
The Neutralisation and the constrained Factor Families are each absent or a list, so the absent case is a method rather than a test.
Arguments
x: The Pairs, the dictionary, ornothing.sym: Name of the field, for the messages.
Validation
- The rules of
cross_sectional_prior_pairs.
Returns
pr::Option{<:Vector{<:Pair}}: The collected Pairs, ornothing.
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