@railpath/finance-toolkit/dist/schemas/PerformanceAttributionResultSchema.d.ts

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

import { z } from 'zod';
export declare const PerformanceAttributionResultSchema: z.ZodObject<{
    portfolioReturn: z.ZodNumber;
    benchmarkReturn: z.ZodNumber;
    excessReturn: z.ZodNumber;
    allocationEffect: z.ZodNumber;
    selectionEffect: z.ZodNumber;
    interactionEffect: z.ZodNumber;
    assetAttribution: z.ZodArray<z.ZodObject<{
        assetIndex: z.ZodNumber;
        allocationEffect: z.ZodNumber;
        selectionEffect: z.ZodNumber;
        interactionEffect: z.ZodNumber;
        totalEffect: z.ZodNumber;
    }, z.core.$strip>>;
    periods: z.ZodNumber;
    assets: z.ZodNumber;
    annualizationFactor: z.ZodNumber;
    method: z.ZodEnum<{
        brinson: "brinson";
        arithmetic: "arithmetic";
    }>;
}, z.core.$strip>;
export type PerformanceAttributionResult = z.infer<typeof PerformanceAttributionResultSchema>;