@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
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TypeScript
import { z } from 'zod';
export declare const SortinoRatioResultSchema: z.ZodObject<{
sortinoRatio: z.ZodNumber;
annualizedReturn: z.ZodNumber;
downsideDeviation: z.ZodNumber;
annualizedDownsideDeviation: z.ZodNumber;
excessReturn: z.ZodNumber;
}, z.core.$strip>;
export type SortinoRatioResult = z.infer<typeof SortinoRatioResultSchema>;