@railpath/finance-toolkit/dist/schemas/SemideviationOptionsSchema.js

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.SemideviationOptionsSchema = void 0;
const zod_1 = require("zod");
exports.SemideviationOptionsSchema = zod_1.z.object({
    /**
     * Array of returns to calculate semideviation for
     */
    returns: zod_1.z.array(zod_1.z.number()).min(2, 'At least 2 returns are required'),
    /**
     * Threshold for downside returns (default: 0 for zero threshold)
     */
    threshold: zod_1.z.number().optional().default(0),
    /**
     * Annualization factor for converting to annualized values (default: 252 for daily data)
     */
    annualizationFactor: zod_1.z.number().positive().optional().default(252),
    /**
     * Whether to return annualized semideviation (default: true)
     */
    annualized: zod_1.z.boolean().optional().default(true),
});