@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
19 lines (18 loc) • 678 B
TypeScript
import { z } from 'zod';
export declare const ReturnCalculationResultSchema: z.ZodObject<{
returns: z.ZodArray<z.ZodNumber>;
method: z.ZodEnum<{
simple: "simple";
log: "log";
}>;
periods: z.ZodNumber;
annualizationFactor: z.ZodNumber;
annualized: z.ZodBoolean;
meanReturn: z.ZodNumber;
meanReturnAnnualized: z.ZodOptional<z.ZodNumber>;
standardDeviation: z.ZodNumber;
standardDeviationAnnualized: z.ZodOptional<z.ZodNumber>;
totalReturn: z.ZodOptional<z.ZodNumber>;
totalLogReturn: z.ZodOptional<z.ZodNumber>;
}, z.core.$strip>;
export type ReturnCalculationResult = z.infer<typeof ReturnCalculationResultSchema>;