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

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

import { SharpeRatioOptions } from '../schemas/SharpeRatioOptionsSchema';
import { SharpeRatioResult } from '../schemas/SharpeRatioResultSchema';
/**
 * Calculate Sharpe Ratio
 *
 * Sharpe = (Mean Return - Risk-Free Rate) / StdDev
 *
 * @param options - Returns, risk-free rate, annualization factor
 * @returns Sharpe Ratio and related metrics
 */
export declare function calculateSharpeRatio(options: SharpeRatioOptions): SharpeRatioResult;