numeraire.core.capabilities

Capability names — the open extractor set.

Capabilities, not mandatory methods: a Model declares which of these it supports via Model.capabilities() and evaluators dispatch on them. This set is v0 and expected to crystallize once the third real adapter (IPCA / VoC / a cross-sectional SDF method) lands. Keep it a flat registry of string constants, not an enum — extensions may add their own.

numeraire.core.capabilities.TO_WEIGHTS = 'to_weights'

Produces a stream of portfolio weights (e.g. tangency / SDF / timing positions).

numeraire.core.capabilities.TO_FORECAST = 'to_forecast'

Produces a conditional return forecast for the next horizon (predictive regressions).

numeraire.core.capabilities.TO_PRICING = 'to_pricing'

Prices a cross-section as (date x asset) expected returns (expected_returns).

numeraire.core.capabilities.TO_DENSITY = 'to_density'

(Future) produces a conditional return density.

numeraire.core.capabilities.TO_SURFACE = 'to_surface'

(Future) produces an option/implied surface.

numeraire.core.capabilities.BUNDLED: frozenset[str] = frozenset({'to_density', 'to_forecast', 'to_pricing', 'to_surface', 'to_weights'})

Capability names shipped with core. Extensions may register additional names freely.