numeraire_dataset.to_multiasset_view#

numeraire_dataset.to_multiasset_view(df: pd.DataFrame, *, asset_cols: list[str] | None = None, date_col: str = 'date', horizon: int = 1, return_type: str = 'simple') TimeSeriesView[source]#

A tidy wide (date, asset returns...) frame -> returns-only TimeSeriesView.

asset_cols=None uses every column except date_col. Rows with a missing return in any selected asset are dropped (the dense multi-asset view has a common calendar); infinite values, invalid dates, duplicate dates, and an empty complete-case sample are rejected. Requires the optional numeraire extra, imported lazily.

return_type declares the algebra of the asset returns to numeraire ("simple" by default, or "log"). It is forwarded only when non-simple and requires numeraire >= 0.3; on an older numeraire a non-simple value raises rather than silently mixing return algebra.