Factset · Schema

NPOOptimizerStrategyOverrides

FinancialFinancial DataInvestment AnalyticsMarket DataPortfolio AnalyticsResearch

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

{
  "$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"
    }
  }
}

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