@railpath/finance-toolkit
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Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
14 lines (13 loc) • 492 B
TypeScript
import { z } from 'zod';
export declare const MaxDrawdownResultSchema: z.ZodObject<{
maxDrawdown: z.ZodNumber;
maxDrawdownPercent: z.ZodNumber;
peakIndex: z.ZodNumber;
troughIndex: z.ZodNumber;
peakValue: z.ZodNumber;
troughValue: z.ZodNumber;
recoveryIndex: z.ZodNullable<z.ZodNumber>;
drawdownDuration: z.ZodNumber;
recoveryDuration: z.ZodNullable<z.ZodNumber>;
}, z.core.$strip>;
export type MaxDrawdownResult = z.infer<typeof MaxDrawdownResultSchema>;