@railpath/finance-toolkit/dist/schemas/SortinoRatioResultSchema.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.SortinoRatioResultSchema = void 0;
const zod_1 = require("zod");
exports.SortinoRatioResultSchema = zod_1.z.object({
    sortinoRatio: zod_1.z.number(),
    annualizedReturn: zod_1.z.number(),
    downsideDeviation: zod_1.z.number(),
    annualizedDownsideDeviation: zod_1.z.number(),
    excessReturn: zod_1.z.number(),
});