@railpath/finance-toolkit/dist/schemas/TrackingErrorResultSchema.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.TrackingErrorResultSchema = void 0;
const zod_1 = require("zod");
exports.TrackingErrorResultSchema = zod_1.z.object({
    /**
     * Tracking error (annualized)
     */
    trackingError: zod_1.z.number(),
    /**
     * Tracking error (period)
     */
    trackingErrorPeriod: zod_1.z.number(),
    /**
     * Array of excess returns (portfolio - benchmark)
     */
    excessReturns: zod_1.z.array(zod_1.z.number()),
    /**
     * Mean excess return
     */
    meanExcessReturn: zod_1.z.number(),
    /**
     * Number of periods
     */
    periods: zod_1.z.number(),
    /**
     * Annualization factor used
     */
    annualizationFactor: zod_1.z.number(),
    /**
     * Standard deviation method used
     */
    method: zod_1.z.enum(['population', 'sample']),
});