@railpath/finance-toolkit/dist/schemas/VaRResultSchema.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.VaRResultSchema = void 0;
const zod_1 = require("zod");
/**
 * Zod schema for VaR calculation result
 */
exports.VaRResultSchema = zod_1.z.object({
    /** VaR value (absolute loss threshold) */
    value: zod_1.z.number().nonnegative().describe('VaR value (absolute loss threshold)'),
    /** Confidence level used */
    confidenceLevel: zod_1.z.number().min(0).max(1),
    /** Method used */
    method: zod_1.z.string(),
    /** CVaR (Conditional VaR / Expected Shortfall) */
    cvar: zod_1.z.number().nonnegative().optional(),
});