@railpath/finance-toolkit/dist/schemas/CovarianceMatrixResultSchema.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.CovarianceMatrixResultSchema = void 0;
const zod_1 = require("zod");
exports.CovarianceMatrixResultSchema = zod_1.z.object({
    matrix: zod_1.z.array(zod_1.z.array(zod_1.z.number())),
    labels: zod_1.z.array(zod_1.z.string()),
    variances: zod_1.z.array(zod_1.z.number()), // Diagonal elements
    averageCovariance: zod_1.z.number(),
});