@railpath/finance-toolkit/dist/schemas/TimeWeightedReturnResultSchema.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.TimeWeightedReturnResultSchema = void 0;
const zod_1 = require("zod");
exports.TimeWeightedReturnResultSchema = zod_1.z.object({
    /**
     * Time-weighted return (period)
     */
    twr: zod_1.z.number(),
    /**
     * Annualized time-weighted return
     */
    annualizedTWR: zod_1.z.number(),
    /**
     * Number of periods
     */
    periods: zod_1.z.number(),
    /**
     * Individual period returns
     */
    periodReturns: zod_1.z.array(zod_1.z.number()),
});