@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
15 lines (14 loc) • 588 B
TypeScript
import { z } from 'zod';
export declare const PortfolioRebalancingOptionsSchema: z.ZodObject<{
currentWeights: z.ZodArray<z.ZodNumber>;
targetWeights: z.ZodArray<z.ZodNumber>;
portfolioValue: z.ZodNumber;
method: z.ZodDefault<z.ZodEnum<{
proportional: "proportional";
fixed: "fixed";
}>>;
minTradeSize: z.ZodDefault<z.ZodNumber>;
transactionCosts: z.ZodDefault<z.ZodNumber>;
includeTransactionCosts: z.ZodDefault<z.ZodBoolean>;
}, z.core.$strip>;
export type PortfolioRebalancingOptions = z.infer<typeof PortfolioRebalancingOptionsSchema>;