@railpath/finance-toolkit
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Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
14 lines (13 loc) • 550 B
TypeScript
import { z } from 'zod';
export declare const RiskMetricsResultSchema: z.ZodObject<{
betas: z.ZodArray<z.ZodNumber>;
correlationMatrix: z.ZodArray<z.ZodArray<z.ZodNumber>>;
downsideDeviations: z.ZodArray<z.ZodNumber>;
downsideDeviationsAnnualized: z.ZodArray<z.ZodNumber>;
assets: z.ZodNumber;
periods: z.ZodNumber;
annualizationFactor: z.ZodNumber;
confidenceLevel: z.ZodNumber;
riskFreeRate: z.ZodOptional<z.ZodNumber>;
}, z.core.$strip>;
export type RiskMetricsResult = z.infer<typeof RiskMetricsResultSchema>;