Factset · Schema

NPOOptimizerStrategyOverrides

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Properties

Name Type Description
objective object Objective parameters
constraints array List of constraints
tax string Tax Can be set to "" for local
transactionCost string Transaction cost Can be set to "" for local
alpha string Alpha
View JSON Schema on GitHub

JSON Schema

factset-northfield-portfolio-optimizer-npo-optimizer-strategy-overrides-schema.json Raw ↑ 
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "NPOOptimizerStrategyOverrides",
  "type": "object",
  "properties": {
    "objective": {
      "type": "object",
      "description": "Objective parameters"
    },
    "constraints": {
      "type": "array",
      "description": "List of constraints"
    },
    "tax": {
      "type": "string",
      "description": "Tax\r\nCan be set to \"\" for local"
    },
    "transactionCost": {
      "type": "string",
      "description": "Transaction cost\r\nCan be set to \"\" for local"
    },
    "alpha": {
      "type": "string",
      "description": "Alpha"
    }
  }
}