@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
34 lines (33 loc) • 1.13 kB
TypeScript
import { z } from 'zod';
declare const MoneyWeightedReturnOptionsBaseSchema: z.ZodObject<{
cashFlows: z.ZodArray<z.ZodNumber>;
dates: z.ZodArray<z.ZodDate>;
finalValue: z.ZodNumber;
initialValue: z.ZodDefault<z.ZodNumber>;
maxIterations: z.ZodOptional<z.ZodNumber>;
tolerance: z.ZodOptional<z.ZodNumber>;
}, z.core.$strip>;
export declare const MoneyWeightedReturnOptionsSchema: z.ZodPipe<z.ZodObject<{
cashFlows: z.ZodArray<z.ZodNumber>;
dates: z.ZodArray<z.ZodDate>;
finalValue: z.ZodNumber;
initialValue: z.ZodDefault<z.ZodNumber>;
maxIterations: z.ZodOptional<z.ZodNumber>;
tolerance: z.ZodOptional<z.ZodNumber>;
}, z.core.$strip>, z.ZodTransform<{
maxIterations: number;
tolerance: number;
cashFlows: number[];
dates: Date[];
finalValue: number;
initialValue: number;
}, {
cashFlows: number[];
dates: Date[];
finalValue: number;
initialValue: number;
maxIterations?: number | undefined;
tolerance?: number | undefined;
}>>;
export type MoneyWeightedReturnOptions = z.input<typeof MoneyWeightedReturnOptionsBaseSchema>;
export {};