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cvxgrp · Dec 18, 2024 · 7b0d0a7 · 7b0d0a7
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Showing 2 changed files with 7 additions and 2 deletions.
diff --git a/cvx/risk/factor/factor.py b/cvx/risk/factor/factor.py
@@ -29,7 +29,10 @@
 class FactorModel(Model):
     """Factor risk model"""
 
+    # number of assets
     assets: int = 0
+
+    # number of factors
     k: int = 0
 
     def __post_init__(self):

diff --git a/cvx/risk/linalg/cholesky.py b/cvx/risk/linalg/cholesky.py
@@ -17,6 +17,8 @@
 
 
 def cholesky(cov):
-    # upper triangular part of the cholesky decomposition
-    # np.linalg.cholesky(cov) is the lower triangular part
+    """
+    upper triangular part of the cholesky decomposition
+    Note that np.linalg.cholesky(cov) is the lower triangular part
+    """
     return sc.linalg.cholesky(cov)