@railpath/finance-toolkit/dist/schemas/MoneyWeightedReturnResultSchema.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.MoneyWeightedReturnResultSchema = void 0;
const zod_1 = require("zod");
exports.MoneyWeightedReturnResultSchema = zod_1.z.object({
    /**
     * Money-weighted return (period)
     */
    mwr: zod_1.z.number(),
    /**
     * Annualized money-weighted return
     */
    annualizedMWR: zod_1.z.number(),
    /**
     * Number of cash flows
     */
    cashFlowCount: zod_1.z.number(),
    /**
     * Total time period in years
     */
    timePeriodYears: zod_1.z.number(),
    /**
     * Net present value at calculated rate
     */
    npv: zod_1.z.number(),
    /**
     * Number of iterations used for convergence
     */
    iterations: zod_1.z.number(),
    /**
     * Method used for IRR calculation ('newton-raphson' or 'bisection')
     */
    method: zod_1.z.enum(['newton-raphson', 'bisection']).optional(),
});