@railpath/finance-toolkit
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Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
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TypeScript
import { z } from 'zod';
export declare const CovarianceMatrixResultSchema: z.ZodObject<{
matrix: z.ZodArray<z.ZodArray<z.ZodNumber>>;
labels: z.ZodArray<z.ZodString>;
variances: z.ZodArray<z.ZodNumber>;
averageCovariance: z.ZodNumber;
}, z.core.$strip>;
export type CovarianceMatrixResult = z.infer<typeof CovarianceMatrixResultSchema>;