gs_quant.markets.baskets.Basket.add_factor_risk_report

Basket.add_factor_risk_report(risk_model_id, fx_hedged)[source]

Create and schedule a new factor risk report for your basket

Parameters:

  • risk_model_id (str) – risk model identifier

  • fx_hedged (bool) – Assume basket is FX hedged

Usage

Create and schedule a new factor risk report for your basket

Examples

>>> from gs_quant.markets.baskets import Basket
>>>
>>> basket = Basket.get("GSMBXXXX")
>>> basket.add_factor_risk_report('AXUS4M', True)

See also

delete_factor_risk_report()