@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
11 lines (10 loc) • 393 B
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.CorrelationMatrixOptionsSchema = void 0;
const zod_1 = require("zod");
exports.CorrelationMatrixOptionsSchema = zod_1.z.object({
returns: zod_1.z
.array(zod_1.z.array(zod_1.z.number()))
.min(2, 'Need at least 2 return series'),
labels: zod_1.z.array(zod_1.z.string()).optional(),
});