@railpath/finance-toolkit/dist/schemas/InformationRatioOptionsSchema.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.InformationRatioOptionsSchema = void 0;
const zod_1 = require("zod");
exports.InformationRatioOptionsSchema = zod_1.z.object({
    /**
     * Array of portfolio returns
     */
    portfolioReturns: zod_1.z.array(zod_1.z.number()).min(2),
    /**
     * Array of benchmark returns (must match portfolio returns length)
     */
    benchmarkReturns: zod_1.z.array(zod_1.z.number()).min(2),
    /**
     * Annualization factor (e.g., 252 for daily, 12 for monthly, 1 for annual)
     */
    annualizationFactor: zod_1.z.number().positive().default(252),
    /**
     * Method for calculating standard deviation
     * - 'population': Use population standard deviation (N)
     * - 'sample': Use sample standard deviation (N-1)
     */
    method: zod_1.z.enum(['population', 'sample']).default('sample'),
});