@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
27 lines (26 loc) • 897 B
TypeScript
import { z } from 'zod';
/**
* Zod schema for volatility calculation options
*/
export declare const VolatilityOptionsSchema: z.ZodObject<{
method: z.ZodEnum<{
standard: "standard";
exponential: "exponential";
parkinson: "parkinson";
"garman-klass": "garman-klass";
}>;
annualizationFactor: z.ZodOptional<z.ZodNumber>;
lambda: z.ZodOptional<z.ZodNumber>;
highPrices: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
lowPrices: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
openPrices: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
closePrices: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
}, z.core.$strip>;
/**
* TypeScript types derived from Zod schemas
*/
export type VolatilityOptions = z.infer<typeof VolatilityOptionsSchema>;
/**
* Validated type after parsing
*/
export type VolatilityOptionsValidated = z.output<typeof VolatilityOptionsSchema>;