@railpath/finance-toolkit/dist/schemas/PortfolioOptimizationResultSchema.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 PortfolioOptimizationResultSchema: z.ZodObject<{
    weights: z.ZodArray<z.ZodNumber>;
    expectedReturn: z.ZodNumber;
    variance: z.ZodNumber;
    volatility: z.ZodNumber;
    sharpeRatio: z.ZodOptional<z.ZodNumber>;
    method: z.ZodEnum<{
        targetReturn: "targetReturn";
        minimumVariance: "minimumVariance";
        maximumSharpe: "maximumSharpe";
    }>;
    converged: z.ZodBoolean;
    iterations: z.ZodOptional<z.ZodNumber>;
    lagrangeMultipliers: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
}, z.core.$strip>;
export type PortfolioOptimizationResult = z.infer<typeof PortfolioOptimizationResultSchema>;