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

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

import { MaxDrawdownOptions } from '../schemas/MaxDrawdownOptionsSchema';
import { MaxDrawdownResult } from '../schemas/MaxDrawdownResultSchema';
/**
 * Calculate Maximum Drawdown (MDD)
 *
 * MDD = max(0, (Peak - Trough) / Peak)
 *
 * @param options - Prices array
 * @returns MDD metrics including peak, trough, duration, recovery
 */
export declare function calculateMaxDrawdown(options: MaxDrawdownOptions): MaxDrawdownResult;