@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) • 486 B
TypeScript
import { z } from 'zod';
export declare const SemideviationResultSchema: z.ZodObject<{
semideviation: z.ZodNumber;
annualizedSemideviation: z.ZodNumber;
downsideCount: z.ZodNumber;
totalCount: z.ZodNumber;
downsidePercentage: z.ZodNumber;
threshold: z.ZodNumber;
annualizationFactor: z.ZodNumber;
meanReturn: z.ZodNumber;
standardDeviation: z.ZodNumber;
}, z.core.$strip>;
export type SemideviationResult = z.infer<typeof SemideviationResultSchema>;