Cross-Sectional Factor Prior: private API

PortfolioOptimisers.cross_sectional_prior_optionFunction
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, or nothing.
  • sym: Name of the field, for the messages.

Validation

Returns

  • pr::Option{<:Vector{<:Pair}}: The collected Pairs, or nothing.

Related

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