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@railpath/finance-toolkit

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

github.com/railpath/finance-toolkit

railpath/finance-toolkit

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import { VaRResult } from '../schemas/VaRResultSchema'; /** * Monte Carlo VaR - Simulates future returns */ export declare function calculateMonteCarloVaR(returns: number[], confidenceLevel: number, simulations: number): VaRResult;