@railpath/finance-toolkit/dist/risk/calculateVaR99.js

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

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.calculateVaR99 = calculateVaR99;
const calculateVaR_1 = require("./calculateVaR");
/**
 * Convenience function for 99% VaR
 */
function calculateVaR99(returns) {
    return (0, calculateVaR_1.calculateVaR)(returns, { confidenceLevel: 0.99 }).value;
}