UNPKG

@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
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>;