@railpath/finance-toolkit/dist/schemas/ExpectedShortfallResultSchema.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 result
 */
export declare const ExpectedShortfallResultSchema: z.ZodObject<{
    value: z.ZodNumber;
    confidenceLevel: z.ZodNumber;
    method: z.ZodEnum<{
        historical: "historical";
        parametric: "parametric";
        monteCarlo: "monteCarlo";
    }>;
    dataPoints: z.ZodNumber;
    timestamp: z.ZodDate;
}, z.core.$strip>;
export type ExpectedShortfallResult = z.infer<typeof ExpectedShortfallResultSchema>;