@railpath/finance-toolkit/dist/schemas/ExpectedShortfallOptionsSchema.d.ts

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

import { z } from 'zod';
/**
 * Zod schema for Expected Shortfall calculation options
 */
export declare const ExpectedShortfallOptionsSchema: z.ZodObject<{
    confidenceLevel: z.ZodNumber;
    method: z.ZodDefault<z.ZodOptional<z.ZodEnum<{
        historical: "historical";
        parametric: "parametric";
        monteCarlo: "monteCarlo";
    }>>>;
    simulations: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
}, z.core.$strip>;
export type ExpectedShortfallOptions = z.input<typeof ExpectedShortfallOptionsSchema>;
export type ExpectedShortfallOptionsValidated = z.output<typeof ExpectedShortfallOptionsSchema>;