@railpath/finance-toolkit/dist/schemas/TimeWeightedReturnOptionsSchema.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.TimeWeightedReturnOptionsSchema = void 0;
const zod_1 = require("zod");
exports.TimeWeightedReturnOptionsSchema = zod_1.z.object({
    /**
     * Array of portfolio values at the end of each period
     */
    portfolioValues: zod_1.z.array(zod_1.z.number().positive()).min(2),
    /**
     * Array of cash flows (positive for inflows, negative for outflows)
     * Must have same length as portfolioValues
     */
    cashFlows: zod_1.z.array(zod_1.z.number()).min(2),
    /**
     * Annualization factor (e.g., 252 for daily, 12 for monthly)
     */
    annualizationFactor: zod_1.z.number().positive().default(252),
});