quantitivecalc
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A TypeScript library providing advanced quantitative finance functions for risk analysis, performance metrics, and technical indicators. (Currently in development)
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TypeScript
import { calculateCorrelationMatrix } from './calculateCorrelationMatrix';
import { calculatePortfolioReturns } from './calculatePortfolioReturns';
import { calculateRebalancing } from './calculateRebalancing';
import { calculateRiskContribution } from './calculateRiskContribution';
/**
* Provides a set of portfolio analysis utilities including calculation of returns, correlation matrix,
* rebalancing strategies, and risk contribution analysis.
*
* @property calculatePortfolioReturns - Calculates the returns for a given portfolio.
* @property calculateCorrelationMatrix - Computes the correlation matrix for portfolio assets.
* @property calculateRebalancing - Determines optimal rebalancing strategies for the portfolio.
* @property calculateRiskContribution - Analyzes the risk contribution of each asset in the portfolio.
*/
export declare const portfolioAnalysis: {
calculatePortfolioReturns: typeof calculatePortfolioReturns;
calculateCorrelationMatrix: typeof calculateCorrelationMatrix;
calculateRebalancing: typeof calculateRebalancing;
calculateRiskContribution: typeof calculateRiskContribution;
};
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