@railpath/finance-toolkit/dist/risk/calculateHistoricalVaR.d.ts

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

import { VaRResult } from '../schemas/VaRResultSchema';
/**
 * Historical VaR - Uses empirical distribution of returns
 */
export declare function calculateHistoricalVaR(returns: number[], confidenceLevel: number): VaRResult;