@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
17 lines (16 loc) • 699 B
TypeScript
import { z } from 'zod';
/**
* Options for Quadratic Programming optimization
*/
export declare const QuadraticProgramOptionsSchema: z.ZodObject<{
equalityConstraints: z.ZodOptional<z.ZodObject<{
A: z.ZodArray<z.ZodArray<z.ZodNumber>>;
b: z.ZodArray<z.ZodNumber>;
}, z.core.$strip>>;
nonNegative: z.ZodDefault<z.ZodBoolean>;
maxIterations: z.ZodDefault<z.ZodNumber>;
tolerance: z.ZodDefault<z.ZodNumber>;
initialGuess: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
}, z.core.$strip>;
export type QuadraticProgramOptions = z.infer<typeof QuadraticProgramOptionsSchema>;
export type QuadraticProgramOptionsValidated = z.infer<typeof QuadraticProgramOptionsSchema>;