@railpath/finance-toolkit/dist/schemas/MoneyWeightedReturnOptionsSchema.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.MoneyWeightedReturnOptionsSchema = void 0;
const zod_1 = require("zod");
const MoneyWeightedReturnOptionsBaseSchema = zod_1.z.object({
    /**
     * Array of cash flows (positive for inflows, negative for outflows)
     */
    cashFlows: zod_1.z.array(zod_1.z.number()).min(2),
    /**
     * Array of dates corresponding to each cash flow
     */
    dates: zod_1.z.array(zod_1.z.date()).min(2),
    /**
     * Final portfolio value
     */
    finalValue: zod_1.z.number().positive(),
    /**
     * Initial portfolio value (optional, defaults to 0)
     */
    initialValue: zod_1.z.number().nonnegative().default(0),
    /**
     * Maximum number of iterations for IRR calculation
     */
    maxIterations: zod_1.z.number().positive().optional(),
    /**
     * Tolerance for IRR convergence
     */
    tolerance: zod_1.z.number().positive().optional(),
});
exports.MoneyWeightedReturnOptionsSchema = MoneyWeightedReturnOptionsBaseSchema.transform((data) => ({
    ...data,
    maxIterations: data.maxIterations ?? 100,
    tolerance: data.tolerance ?? 1e-6,
}));