@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
12 lines (11 loc) • 323 B
TypeScript
import { z } from 'zod';
/**
* Zod schema for VaR calculation result
*/
export declare const VaRResultSchema: z.ZodObject<{
value: z.ZodNumber;
confidenceLevel: z.ZodNumber;
method: z.ZodString;
cvar: z.ZodOptional<z.ZodNumber>;
}, z.core.$strip>;
export type VaRResult = z.infer<typeof VaRResultSchema>;