@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
15 lines (14 loc) • 640 B
TypeScript
import { z } from 'zod';
export declare const PerformanceAttributionOptionsSchema: z.ZodObject<{
portfolioReturns: z.ZodArray<z.ZodNumber>;
benchmarkReturns: z.ZodArray<z.ZodNumber>;
assetReturns: z.ZodArray<z.ZodArray<z.ZodNumber>>;
portfolioWeights: z.ZodArray<z.ZodArray<z.ZodNumber>>;
benchmarkWeights: z.ZodArray<z.ZodArray<z.ZodNumber>>;
method: z.ZodDefault<z.ZodEnum<{
brinson: "brinson";
arithmetic: "arithmetic";
}>>;
annualizationFactor: z.ZodDefault<z.ZodNumber>;
}, z.core.$strip>;
export type PerformanceAttributionOptions = z.infer<typeof PerformanceAttributionOptionsSchema>;