@insiderfinance/totalfinance 0.1.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
  41. package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
  42. package/modules/backtest/dist/diagnostics.js +63 -0
  43. package/modules/backtest/dist/diagnostics.js.map +1 -0
  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
  47. package/modules/backtest/dist/environment/bench.js.map +1 -0
  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
  49. package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
  85. package/modules/backtest/dist/event-driven.d.ts.map +1 -0
  86. package/modules/backtest/dist/event-driven.js +325 -0
  87. package/modules/backtest/dist/event-driven.js.map +1 -0
  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
  89. package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
  90. package/modules/backtest/dist/execution/conformance.js +269 -0
  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
  94. package/modules/backtest/dist/execution/fill-models.js +375 -0
  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
  177. package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
  178. package/modules/backtest/dist/portfolio/index.js +11 -0
  179. package/modules/backtest/dist/portfolio/index.js.map +1 -0
  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
  199. package/modules/backtest/dist/tearsheet.js.map +1 -0
  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
  271. package/modules/calendars/dist/cboe.d.ts.map +1 -0
  272. package/modules/calendars/dist/cboe.js +16 -0
  273. package/modules/calendars/dist/cboe.js.map +1 -0
  274. package/modules/calendars/dist/crypto.d.ts +15 -0
  275. package/modules/calendars/dist/crypto.d.ts.map +1 -0
  276. package/modules/calendars/dist/crypto.js +16 -0
  277. package/modules/calendars/dist/crypto.js.map +1 -0
  278. package/modules/calendars/dist/expirations.d.ts +35 -0
  279. package/modules/calendars/dist/expirations.d.ts.map +1 -0
  280. package/modules/calendars/dist/expirations.js +158 -0
  281. package/modules/calendars/dist/expirations.js.map +1 -0
  282. package/modules/calendars/dist/index.d.ts +16 -0
  283. package/modules/calendars/dist/index.d.ts.map +1 -0
  284. package/modules/calendars/dist/index.js +13 -0
  285. package/modules/calendars/dist/index.js.map +1 -0
  286. package/modules/calendars/dist/nyse.d.ts +11 -0
  287. package/modules/calendars/dist/nyse.d.ts.map +1 -0
  288. package/modules/calendars/dist/nyse.js +12 -0
  289. package/modules/calendars/dist/nyse.js.map +1 -0
  290. package/modules/calendars/dist/trading-calendar.d.ts +32 -0
  291. package/modules/calendars/dist/trading-calendar.d.ts.map +1 -0
  292. package/modules/calendars/dist/trading-calendar.js +67 -0
  293. package/modules/calendars/dist/trading-calendar.js.map +1 -0
  294. package/modules/calendars/dist/us-market.d.ts +29 -0
  295. package/modules/calendars/dist/us-market.d.ts.map +1 -0
  296. package/modules/calendars/dist/us-market.js +72 -0
  297. package/modules/calendars/dist/us-market.js.map +1 -0
  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
  303. package/modules/calendars/src/nyse.ts +13 -0
  304. package/modules/calendars/src/trading-calendar.ts +85 -0
  305. package/modules/calendars/src/us-market.ts +86 -0
  306. package/modules/cli/dist/bin.d.ts +9 -0
  307. package/modules/cli/dist/bin.d.ts.map +1 -0
  308. package/modules/cli/dist/bin.js +458 -0
  309. package/modules/cli/dist/bin.js.map +1 -0
  310. package/modules/cli/dist/commands.d.ts +7 -0
  311. package/modules/cli/dist/commands.d.ts.map +1 -0
  312. package/modules/cli/dist/commands.js +17 -0
  313. package/modules/cli/dist/commands.js.map +1 -0
  314. package/modules/cli/dist/exit-codes.d.ts +20 -0
  315. package/modules/cli/dist/exit-codes.d.ts.map +1 -0
  316. package/modules/cli/dist/exit-codes.js +19 -0
  317. package/modules/cli/dist/exit-codes.js.map +1 -0
  318. package/modules/cli/dist/index.d.ts +13 -0
  319. package/modules/cli/dist/index.d.ts.map +1 -0
  320. package/modules/cli/dist/index.js +10 -0
  321. package/modules/cli/dist/index.js.map +1 -0
  322. package/modules/cli/etc/cli.api.md +25 -0
  323. package/modules/cli/src/bin.ts +530 -0
  324. package/modules/cli/src/commands.ts +19 -0
  325. package/modules/cli/src/exit-codes.ts +21 -0
  326. package/modules/cli/src/index.ts +29 -0
  327. package/modules/commodities/dist/forwards.d.ts +274 -0
  328. package/modules/commodities/dist/forwards.d.ts.map +1 -0
  329. package/modules/commodities/dist/forwards.js +359 -0
  330. package/modules/commodities/dist/forwards.js.map +1 -0
  331. package/modules/commodities/dist/index.d.ts +10 -0
  332. package/modules/commodities/dist/index.d.ts.map +1 -0
  333. package/modules/commodities/dist/index.js +10 -0
  334. package/modules/commodities/dist/index.js.map +1 -0
  335. package/modules/commodities/dist/internal.d.ts +6 -0
  336. package/modules/commodities/dist/internal.d.ts.map +1 -0
  337. package/modules/commodities/dist/internal.js +6 -0
  338. package/modules/commodities/dist/internal.js.map +1 -0
  339. package/modules/commodities/dist/term-structure.d.ts +327 -0
  340. package/modules/commodities/dist/term-structure.d.ts.map +1 -0
  341. package/modules/commodities/dist/term-structure.js +416 -0
  342. package/modules/commodities/dist/term-structure.js.map +1 -0
  343. package/modules/commodities/etc/commodities.api.md +53 -0
  344. package/modules/commodities/src/forwards.ts +791 -0
  345. package/modules/commodities/src/index.ts +10 -0
  346. package/modules/commodities/src/internal.ts +6 -0
  347. package/modules/commodities/src/term-structure.ts +828 -0
  348. package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
  349. package/modules/core/dist/artifacts/analysis-artifact.d.ts.map +1 -0
  350. package/modules/core/dist/artifacts/analysis-artifact.js +356 -0
  351. package/modules/core/dist/artifacts/analysis-artifact.js.map +1 -0
  352. package/modules/core/dist/artifacts/calculation-comparison.d.ts +125 -0
  353. package/modules/core/dist/artifacts/calculation-comparison.d.ts.map +1 -0
  354. package/modules/core/dist/artifacts/calculation-comparison.js +444 -0
  355. package/modules/core/dist/artifacts/calculation-comparison.js.map +1 -0
  356. package/modules/core/dist/artifacts/canonical-scan.d.ts +58 -0
  357. package/modules/core/dist/artifacts/canonical-scan.d.ts.map +1 -0
  358. package/modules/core/dist/artifacts/canonical-scan.js +250 -0
  359. package/modules/core/dist/artifacts/canonical-scan.js.map +1 -0
  360. package/modules/core/dist/artifacts/comparison.d.ts +179 -0
  361. package/modules/core/dist/artifacts/comparison.d.ts.map +1 -0
  362. package/modules/core/dist/artifacts/comparison.js +383 -0
  363. package/modules/core/dist/artifacts/comparison.js.map +1 -0
  364. package/modules/core/dist/artifacts/content-hash.d.ts +38 -0
  365. package/modules/core/dist/artifacts/content-hash.d.ts.map +1 -0
  366. package/modules/core/dist/artifacts/content-hash.js +170 -0
  367. package/modules/core/dist/artifacts/content-hash.js.map +1 -0
  368. package/modules/core/dist/artifacts/deep-freeze.d.ts +8 -0
  369. package/modules/core/dist/artifacts/deep-freeze.d.ts.map +1 -0
  370. package/modules/core/dist/artifacts/deep-freeze.js +16 -0
  371. package/modules/core/dist/artifacts/deep-freeze.js.map +1 -0
  372. package/modules/core/dist/artifacts/fitted-model-kit.d.ts +123 -0
  373. package/modules/core/dist/artifacts/fitted-model-kit.d.ts.map +1 -0
  374. package/modules/core/dist/artifacts/fitted-model-kit.js +281 -0
  375. package/modules/core/dist/artifacts/fitted-model-kit.js.map +1 -0
  376. package/modules/core/dist/artifacts/fitted-model-summary.d.ts +73 -0
  377. package/modules/core/dist/artifacts/fitted-model-summary.d.ts.map +1 -0
  378. package/modules/core/dist/artifacts/fitted-model-summary.js +254 -0
  379. package/modules/core/dist/artifacts/fitted-model-summary.js.map +1 -0
  380. package/modules/core/dist/artifacts/index.d.ts +52 -0
  381. package/modules/core/dist/artifacts/index.d.ts.map +1 -0
  382. package/modules/core/dist/artifacts/index.js +47 -0
  383. package/modules/core/dist/artifacts/index.js.map +1 -0
  384. package/modules/core/dist/artifacts/market-snapshot.d.ts +189 -0
  385. package/modules/core/dist/artifacts/market-snapshot.d.ts.map +1 -0
  386. package/modules/core/dist/artifacts/market-snapshot.js +517 -0
  387. package/modules/core/dist/artifacts/market-snapshot.js.map +1 -0
  388. package/modules/core/dist/artifacts/migration.d.ts +60 -0
  389. package/modules/core/dist/artifacts/migration.d.ts.map +1 -0
  390. package/modules/core/dist/artifacts/migration.js +106 -0
  391. package/modules/core/dist/artifacts/migration.js.map +1 -0
  392. package/modules/core/dist/artifacts/numeric-comparison.d.ts +12 -0
  393. package/modules/core/dist/artifacts/numeric-comparison.d.ts.map +1 -0
  394. package/modules/core/dist/artifacts/numeric-comparison.js +53 -0
  395. package/modules/core/dist/artifacts/numeric-comparison.js.map +1 -0
  396. package/modules/core/dist/artifacts/scenario-set.d.ts +97 -0
  397. package/modules/core/dist/artifacts/scenario-set.d.ts.map +1 -0
  398. package/modules/core/dist/artifacts/scenario-set.js +249 -0
  399. package/modules/core/dist/artifacts/scenario-set.js.map +1 -0
  400. package/modules/core/dist/artifacts/table-handle.d.ts +96 -0
  401. package/modules/core/dist/artifacts/table-handle.d.ts.map +1 -0
  402. package/modules/core/dist/artifacts/table-handle.js +253 -0
  403. package/modules/core/dist/artifacts/table-handle.js.map +1 -0
  404. package/modules/core/dist/assumptions.d.ts +52 -0
  405. package/modules/core/dist/assumptions.d.ts.map +1 -0
  406. package/modules/core/dist/assumptions.js +13 -0
  407. package/modules/core/dist/assumptions.js.map +1 -0
  408. package/modules/core/dist/calendar.d.ts +98 -0
  409. package/modules/core/dist/calendar.d.ts.map +1 -0
  410. package/modules/core/dist/calendar.js +301 -0
  411. package/modules/core/dist/calendar.js.map +1 -0
  412. package/modules/core/dist/canonical-json.d.ts +63 -0
  413. package/modules/core/dist/canonical-json.d.ts.map +1 -0
  414. package/modules/core/dist/canonical-json.js +241 -0
  415. package/modules/core/dist/canonical-json.js.map +1 -0
  416. package/modules/core/dist/computed.d.ts +31 -0
  417. package/modules/core/dist/computed.d.ts.map +1 -0
  418. package/modules/core/dist/computed.js +40 -0
  419. package/modules/core/dist/computed.js.map +1 -0
  420. package/modules/core/dist/contracts.d.ts +59 -0
  421. package/modules/core/dist/contracts.d.ts.map +1 -0
  422. package/modules/core/dist/contracts.js +9 -0
  423. package/modules/core/dist/contracts.js.map +1 -0
  424. package/modules/core/dist/dates.d.ts +31 -0
  425. package/modules/core/dist/dates.d.ts.map +1 -0
  426. package/modules/core/dist/dates.js +126 -0
  427. package/modules/core/dist/dates.js.map +1 -0
  428. package/modules/core/dist/diagnostics.d.ts +278 -0
  429. package/modules/core/dist/diagnostics.d.ts.map +1 -0
  430. package/modules/core/dist/diagnostics.js +287 -0
  431. package/modules/core/dist/diagnostics.js.map +1 -0
  432. package/modules/core/dist/errors.d.ts +324 -0
  433. package/modules/core/dist/errors.d.ts.map +1 -0
  434. package/modules/core/dist/errors.js +363 -0
  435. package/modules/core/dist/errors.js.map +1 -0
  436. package/modules/core/dist/facade.d.ts +97 -0
  437. package/modules/core/dist/facade.d.ts.map +1 -0
  438. package/modules/core/dist/facade.js +354 -0
  439. package/modules/core/dist/facade.js.map +1 -0
  440. package/modules/core/dist/index.d.ts +45 -0
  441. package/modules/core/dist/index.d.ts.map +1 -0
  442. package/modules/core/dist/index.js +23 -0
  443. package/modules/core/dist/index.js.map +1 -0
  444. package/modules/core/dist/invariants.d.ts +112 -0
  445. package/modules/core/dist/invariants.d.ts.map +1 -0
  446. package/modules/core/dist/invariants.js +240 -0
  447. package/modules/core/dist/invariants.js.map +1 -0
  448. package/modules/core/dist/market-data.d.ts +219 -0
  449. package/modules/core/dist/market-data.d.ts.map +1 -0
  450. package/modules/core/dist/market-data.js +183 -0
  451. package/modules/core/dist/market-data.js.map +1 -0
  452. package/modules/core/dist/numeric.d.ts +46 -0
  453. package/modules/core/dist/numeric.d.ts.map +1 -0
  454. package/modules/core/dist/numeric.js +145 -0
  455. package/modules/core/dist/numeric.js.map +1 -0
  456. package/modules/core/dist/orders.d.ts +28 -0
  457. package/modules/core/dist/orders.d.ts.map +1 -0
  458. package/modules/core/dist/orders.js +49 -0
  459. package/modules/core/dist/orders.js.map +1 -0
  460. package/modules/core/dist/pricing.d.ts +418 -0
  461. package/modules/core/dist/pricing.d.ts.map +1 -0
  462. package/modules/core/dist/pricing.js +987 -0
  463. package/modules/core/dist/pricing.js.map +1 -0
  464. package/modules/core/dist/provenance.d.ts +25 -0
  465. package/modules/core/dist/provenance.d.ts.map +1 -0
  466. package/modules/core/dist/provenance.js +75 -0
  467. package/modules/core/dist/provenance.js.map +1 -0
  468. package/modules/core/dist/schema/index.d.ts +14 -0
  469. package/modules/core/dist/schema/index.d.ts.map +1 -0
  470. package/modules/core/dist/schema/index.js +12 -0
  471. package/modules/core/dist/schema/index.js.map +1 -0
  472. package/modules/core/dist/schema/json-schema-guard.d.ts +21 -0
  473. package/modules/core/dist/schema/json-schema-guard.d.ts.map +1 -0
  474. package/modules/core/dist/schema/json-schema-guard.js +114 -0
  475. package/modules/core/dist/schema/json-schema-guard.js.map +1 -0
  476. package/modules/core/dist/schema/json-schema.d.ts +33 -0
  477. package/modules/core/dist/schema/json-schema.d.ts.map +1 -0
  478. package/modules/core/dist/schema/json-schema.js +3 -0
  479. package/modules/core/dist/schema/json-schema.js.map +1 -0
  480. package/modules/core/dist/schema/payloads.d.ts +429 -0
  481. package/modules/core/dist/schema/payloads.d.ts.map +1 -0
  482. package/modules/core/dist/schema/payloads.js +323 -0
  483. package/modules/core/dist/schema/payloads.js.map +1 -0
  484. package/modules/core/dist/schema/schema.d.ts +282 -0
  485. package/modules/core/dist/schema/schema.d.ts.map +1 -0
  486. package/modules/core/dist/schema/schema.js +780 -0
  487. package/modules/core/dist/schema/schema.js.map +1 -0
  488. package/modules/core/dist/schema/standard.d.ts +32 -0
  489. package/modules/core/dist/schema/standard.d.ts.map +1 -0
  490. package/modules/core/dist/schema/standard.js +8 -0
  491. package/modules/core/dist/schema/standard.js.map +1 -0
  492. package/modules/core/dist/symbology.d.ts +30 -0
  493. package/modules/core/dist/symbology.d.ts.map +1 -0
  494. package/modules/core/dist/symbology.js +126 -0
  495. package/modules/core/dist/symbology.js.map +1 -0
  496. package/modules/core/dist/time.d.ts +122 -0
  497. package/modules/core/dist/time.d.ts.map +1 -0
  498. package/modules/core/dist/time.js +349 -0
  499. package/modules/core/dist/time.js.map +1 -0
  500. package/modules/core/dist/validation-codes.d.ts +24 -0
  501. package/modules/core/dist/validation-codes.d.ts.map +1 -0
  502. package/modules/core/dist/validation-codes.js +24 -0
  503. package/modules/core/dist/validation-codes.js.map +1 -0
  504. package/modules/core/dist/validation.d.ts +117 -0
  505. package/modules/core/dist/validation.d.ts.map +1 -0
  506. package/modules/core/dist/validation.js +415 -0
  507. package/modules/core/dist/validation.js.map +1 -0
  508. package/modules/core/etc/core.api.md +157 -0
  509. package/modules/core/src/artifacts/analysis-artifact.ts +515 -0
  510. package/modules/core/src/artifacts/calculation-comparison.ts +641 -0
  511. package/modules/core/src/artifacts/canonical-scan.ts +358 -0
  512. package/modules/core/src/artifacts/comparison.ts +586 -0
  513. package/modules/core/src/artifacts/content-hash.ts +183 -0
  514. package/modules/core/src/artifacts/deep-freeze.ts +15 -0
  515. package/modules/core/src/artifacts/fitted-model-kit.ts +402 -0
  516. package/modules/core/src/artifacts/fitted-model-summary.ts +478 -0
  517. package/modules/core/src/artifacts/index.ts +155 -0
  518. package/modules/core/src/artifacts/market-snapshot.ts +787 -0
  519. package/modules/core/src/artifacts/migration.ts +195 -0
  520. package/modules/core/src/artifacts/numeric-comparison.ts +71 -0
  521. package/modules/core/src/artifacts/scenario-set.ts +383 -0
  522. package/modules/core/src/artifacts/table-handle.ts +329 -0
  523. package/modules/core/src/assumptions.ts +62 -0
  524. package/modules/core/src/calendar.ts +407 -0
  525. package/modules/core/src/canonical-json.ts +289 -0
  526. package/modules/core/src/computed.ts +55 -0
  527. package/modules/core/src/contracts.ts +63 -0
  528. package/modules/core/src/dates.ts +163 -0
  529. package/modules/core/src/diagnostics.ts +397 -0
  530. package/modules/core/src/errors.ts +404 -0
  531. package/modules/core/src/facade.ts +436 -0
  532. package/modules/core/src/index.ts +185 -0
  533. package/modules/core/src/invariants.ts +339 -0
  534. package/modules/core/src/market-data.ts +481 -0
  535. package/modules/core/src/numeric.ts +205 -0
  536. package/modules/core/src/orders.ts +71 -0
  537. package/modules/core/src/pricing.ts +1647 -0
  538. package/modules/core/src/provenance.ts +121 -0
  539. package/modules/core/src/schema/index.ts +61 -0
  540. package/modules/core/src/schema/json-schema-guard.ts +172 -0
  541. package/modules/core/src/schema/json-schema.ts +52 -0
  542. package/modules/core/src/schema/payloads.ts +364 -0
  543. package/modules/core/src/schema/schema.ts +986 -0
  544. package/modules/core/src/schema/standard.ts +40 -0
  545. package/modules/core/src/symbology.ts +170 -0
  546. package/modules/core/src/time.ts +458 -0
  547. package/modules/core/src/validation-codes.ts +23 -0
  548. package/modules/core/src/validation.ts +607 -0
  549. package/modules/crypto/dist/carry.d.ts +176 -0
  550. package/modules/crypto/dist/carry.d.ts.map +1 -0
  551. package/modules/crypto/dist/carry.js +349 -0
  552. package/modules/crypto/dist/carry.js.map +1 -0
  553. package/modules/crypto/dist/curve.d.ts +69 -0
  554. package/modules/crypto/dist/curve.d.ts.map +1 -0
  555. package/modules/crypto/dist/curve.js +180 -0
  556. package/modules/crypto/dist/curve.js.map +1 -0
  557. package/modules/crypto/dist/index.d.ts +20 -0
  558. package/modules/crypto/dist/index.d.ts.map +1 -0
  559. package/modules/crypto/dist/index.js +16 -0
  560. package/modules/crypto/dist/index.js.map +1 -0
  561. package/modules/crypto/dist/inverse.d.ts +61 -0
  562. package/modules/crypto/dist/inverse.d.ts.map +1 -0
  563. package/modules/crypto/dist/inverse.js +89 -0
  564. package/modules/crypto/dist/inverse.js.map +1 -0
  565. package/modules/crypto/dist/liquidation.d.ts +67 -0
  566. package/modules/crypto/dist/liquidation.d.ts.map +1 -0
  567. package/modules/crypto/dist/liquidation.js +103 -0
  568. package/modules/crypto/dist/liquidation.js.map +1 -0
  569. package/modules/crypto/etc/crypto.api.md +45 -0
  570. package/modules/crypto/src/carry.ts +656 -0
  571. package/modules/crypto/src/curve.ts +273 -0
  572. package/modules/crypto/src/index.ts +62 -0
  573. package/modules/crypto/src/inverse.ts +172 -0
  574. package/modules/crypto/src/liquidation.ts +174 -0
  575. package/modules/fixed-income/dist/artifacts.d.ts +24 -0
  576. package/modules/fixed-income/dist/artifacts.d.ts.map +1 -0
  577. package/modules/fixed-income/dist/artifacts.js +21 -0
  578. package/modules/fixed-income/dist/artifacts.js.map +1 -0
  579. package/modules/fixed-income/dist/bonds.d.ts +298 -0
  580. package/modules/fixed-income/dist/bonds.d.ts.map +1 -0
  581. package/modules/fixed-income/dist/bonds.js +951 -0
  582. package/modules/fixed-income/dist/bonds.js.map +1 -0
  583. package/modules/fixed-income/dist/conventions.d.ts +77 -0
  584. package/modules/fixed-income/dist/conventions.d.ts.map +1 -0
  585. package/modules/fixed-income/dist/conventions.js +266 -0
  586. package/modules/fixed-income/dist/conventions.js.map +1 -0
  587. package/modules/fixed-income/dist/convertible.d.ts +76 -0
  588. package/modules/fixed-income/dist/convertible.d.ts.map +1 -0
  589. package/modules/fixed-income/dist/convertible.js +182 -0
  590. package/modules/fixed-income/dist/convertible.js.map +1 -0
  591. package/modules/fixed-income/dist/credit.d.ts +227 -0
  592. package/modules/fixed-income/dist/credit.d.ts.map +1 -0
  593. package/modules/fixed-income/dist/credit.js +653 -0
  594. package/modules/fixed-income/dist/credit.js.map +1 -0
  595. package/modules/fixed-income/dist/cross-currency.d.ts +82 -0
  596. package/modules/fixed-income/dist/cross-currency.d.ts.map +1 -0
  597. package/modules/fixed-income/dist/cross-currency.js +93 -0
  598. package/modules/fixed-income/dist/cross-currency.js.map +1 -0
  599. package/modules/fixed-income/dist/curve-data.d.ts +70 -0
  600. package/modules/fixed-income/dist/curve-data.d.ts.map +1 -0
  601. package/modules/fixed-income/dist/curve-data.js +254 -0
  602. package/modules/fixed-income/dist/curve-data.js.map +1 -0
  603. package/modules/fixed-income/dist/curve-mappers.d.ts +57 -0
  604. package/modules/fixed-income/dist/curve-mappers.d.ts.map +1 -0
  605. package/modules/fixed-income/dist/curve-mappers.js +131 -0
  606. package/modules/fixed-income/dist/curve-mappers.js.map +1 -0
  607. package/modules/fixed-income/dist/curve-state.d.ts +47 -0
  608. package/modules/fixed-income/dist/curve-state.d.ts.map +1 -0
  609. package/modules/fixed-income/dist/curve-state.js +33 -0
  610. package/modules/fixed-income/dist/curve-state.js.map +1 -0
  611. package/modules/fixed-income/dist/curves.d.ts +198 -0
  612. package/modules/fixed-income/dist/curves.d.ts.map +1 -0
  613. package/modules/fixed-income/dist/curves.js +803 -0
  614. package/modules/fixed-income/dist/curves.js.map +1 -0
  615. package/modules/fixed-income/dist/fitted-model-artifacts.d.ts +277 -0
  616. package/modules/fixed-income/dist/fitted-model-artifacts.d.ts.map +1 -0
  617. package/modules/fixed-income/dist/fitted-model-artifacts.js +839 -0
  618. package/modules/fixed-income/dist/fitted-model-artifacts.js.map +1 -0
  619. package/modules/fixed-income/dist/fitted-model-families.d.ts +170 -0
  620. package/modules/fixed-income/dist/fitted-model-families.d.ts.map +1 -0
  621. package/modules/fixed-income/dist/fitted-model-families.js +461 -0
  622. package/modules/fixed-income/dist/fitted-model-families.js.map +1 -0
  623. package/modules/fixed-income/dist/futures.d.ts +264 -0
  624. package/modules/fixed-income/dist/futures.d.ts.map +1 -0
  625. package/modules/fixed-income/dist/futures.js +630 -0
  626. package/modules/fixed-income/dist/futures.js.map +1 -0
  627. package/modules/fixed-income/dist/generated/validation-specs.d.ts +12 -0
  628. package/modules/fixed-income/dist/generated/validation-specs.d.ts.map +1 -0
  629. package/modules/fixed-income/dist/generated/validation-specs.js +556 -0
  630. package/modules/fixed-income/dist/generated/validation-specs.js.map +1 -0
  631. package/modules/fixed-income/dist/index.d.ts +36 -0
  632. package/modules/fixed-income/dist/index.d.ts.map +1 -0
  633. package/modules/fixed-income/dist/index.js +37 -0
  634. package/modules/fixed-income/dist/index.js.map +1 -0
  635. package/modules/fixed-income/dist/inflation.d.ts +174 -0
  636. package/modules/fixed-income/dist/inflation.d.ts.map +1 -0
  637. package/modules/fixed-income/dist/inflation.js +335 -0
  638. package/modules/fixed-income/dist/inflation.js.map +1 -0
  639. package/modules/fixed-income/dist/lattice.d.ts +156 -0
  640. package/modules/fixed-income/dist/lattice.d.ts.map +1 -0
  641. package/modules/fixed-income/dist/lattice.js +433 -0
  642. package/modules/fixed-income/dist/lattice.js.map +1 -0
  643. package/modules/fixed-income/dist/models.d.ts +187 -0
  644. package/modules/fixed-income/dist/models.d.ts.map +1 -0
  645. package/modules/fixed-income/dist/models.js +580 -0
  646. package/modules/fixed-income/dist/models.js.map +1 -0
  647. package/modules/fixed-income/dist/pricer.d.ts +48 -0
  648. package/modules/fixed-income/dist/pricer.d.ts.map +1 -0
  649. package/modules/fixed-income/dist/pricer.js +445 -0
  650. package/modules/fixed-income/dist/pricer.js.map +1 -0
  651. package/modules/fixed-income/dist/rates.d.ts +305 -0
  652. package/modules/fixed-income/dist/rates.d.ts.map +1 -0
  653. package/modules/fixed-income/dist/rates.js +686 -0
  654. package/modules/fixed-income/dist/rates.js.map +1 -0
  655. package/modules/fixed-income/dist/validate.d.ts +28 -0
  656. package/modules/fixed-income/dist/validate.d.ts.map +1 -0
  657. package/modules/fixed-income/dist/validate.js +123 -0
  658. package/modules/fixed-income/dist/validate.js.map +1 -0
  659. package/modules/fixed-income/dist/xva.d.ts +88 -0
  660. package/modules/fixed-income/dist/xva.d.ts.map +1 -0
  661. package/modules/fixed-income/dist/xva.js +316 -0
  662. package/modules/fixed-income/dist/xva.js.map +1 -0
  663. package/modules/fixed-income/etc/fixed-income.api.md +195 -0
  664. package/modules/fixed-income/src/artifacts.ts +60 -0
  665. package/modules/fixed-income/src/bonds.ts +1514 -0
  666. package/modules/fixed-income/src/conventions.ts +387 -0
  667. package/modules/fixed-income/src/convertible.ts +286 -0
  668. package/modules/fixed-income/src/credit.ts +1065 -0
  669. package/modules/fixed-income/src/cross-currency.ts +176 -0
  670. package/modules/fixed-income/src/curve-data.ts +381 -0
  671. package/modules/fixed-income/src/curve-mappers.ts +170 -0
  672. package/modules/fixed-income/src/curve-state.ts +70 -0
  673. package/modules/fixed-income/src/curves.ts +1169 -0
  674. package/modules/fixed-income/src/fitted-model-artifacts.ts +1414 -0
  675. package/modules/fixed-income/src/fitted-model-families.ts +834 -0
  676. package/modules/fixed-income/src/futures.ts +1018 -0
  677. package/modules/fixed-income/src/generated/validation-specs.ts +559 -0
  678. package/modules/fixed-income/src/index.ts +241 -0
  679. package/modules/fixed-income/src/inflation.ts +554 -0
  680. package/modules/fixed-income/src/lattice.ts +675 -0
  681. package/modules/fixed-income/src/models.ts +897 -0
  682. package/modules/fixed-income/src/pricer.ts +624 -0
  683. package/modules/fixed-income/src/rates.ts +1086 -0
  684. package/modules/fixed-income/src/validate.ts +169 -0
  685. package/modules/fixed-income/src/xva.ts +466 -0
  686. package/modules/foreign-exchange/dist/exposure.d.ts +140 -0
  687. package/modules/foreign-exchange/dist/exposure.d.ts.map +1 -0
  688. package/modules/foreign-exchange/dist/exposure.js +253 -0
  689. package/modules/foreign-exchange/dist/exposure.js.map +1 -0
  690. package/modules/foreign-exchange/dist/forwards.d.ts +159 -0
  691. package/modules/foreign-exchange/dist/forwards.d.ts.map +1 -0
  692. package/modules/foreign-exchange/dist/forwards.js +310 -0
  693. package/modules/foreign-exchange/dist/forwards.js.map +1 -0
  694. package/modules/foreign-exchange/dist/index.d.ts +11 -0
  695. package/modules/foreign-exchange/dist/index.d.ts.map +1 -0
  696. package/modules/foreign-exchange/dist/index.js +11 -0
  697. package/modules/foreign-exchange/dist/index.js.map +1 -0
  698. package/modules/foreign-exchange/dist/internal.d.ts +6 -0
  699. package/modules/foreign-exchange/dist/internal.d.ts.map +1 -0
  700. package/modules/foreign-exchange/dist/internal.js +6 -0
  701. package/modules/foreign-exchange/dist/internal.js.map +1 -0
  702. package/modules/foreign-exchange/dist/spot.d.ts +150 -0
  703. package/modules/foreign-exchange/dist/spot.d.ts.map +1 -0
  704. package/modules/foreign-exchange/dist/spot.js +289 -0
  705. package/modules/foreign-exchange/dist/spot.js.map +1 -0
  706. package/modules/foreign-exchange/etc/foreign-exchange.api.md +52 -0
  707. package/modules/foreign-exchange/src/exposure.ts +485 -0
  708. package/modules/foreign-exchange/src/forwards.ts +595 -0
  709. package/modules/foreign-exchange/src/index.ts +11 -0
  710. package/modules/foreign-exchange/src/internal.ts +6 -0
  711. package/modules/foreign-exchange/src/spot.ts +530 -0
  712. package/modules/fundamentals/dist/analyze.d.ts +90 -0
  713. package/modules/fundamentals/dist/analyze.d.ts.map +1 -0
  714. package/modules/fundamentals/dist/analyze.js +293 -0
  715. package/modules/fundamentals/dist/analyze.js.map +1 -0
  716. package/modules/fundamentals/dist/index.d.ts +17 -0
  717. package/modules/fundamentals/dist/index.d.ts.map +1 -0
  718. package/modules/fundamentals/dist/index.js +15 -0
  719. package/modules/fundamentals/dist/index.js.map +1 -0
  720. package/modules/fundamentals/dist/periods.d.ts +47 -0
  721. package/modules/fundamentals/dist/periods.d.ts.map +1 -0
  722. package/modules/fundamentals/dist/periods.js +106 -0
  723. package/modules/fundamentals/dist/periods.js.map +1 -0
  724. package/modules/fundamentals/dist/ratio-heads.d.ts +47 -0
  725. package/modules/fundamentals/dist/ratio-heads.d.ts.map +1 -0
  726. package/modules/fundamentals/dist/ratio-heads.js +766 -0
  727. package/modules/fundamentals/dist/ratio-heads.js.map +1 -0
  728. package/modules/fundamentals/dist/ratio-internals.d.ts +187 -0
  729. package/modules/fundamentals/dist/ratio-internals.d.ts.map +1 -0
  730. package/modules/fundamentals/dist/ratio-internals.js +299 -0
  731. package/modules/fundamentals/dist/ratio-internals.js.map +1 -0
  732. package/modules/fundamentals/dist/ratios.d.ts +9 -0
  733. package/modules/fundamentals/dist/ratios.d.ts.map +1 -0
  734. package/modules/fundamentals/dist/ratios.js +8 -0
  735. package/modules/fundamentals/dist/ratios.js.map +1 -0
  736. package/modules/fundamentals/dist/score-heads.d.ts +130 -0
  737. package/modules/fundamentals/dist/score-heads.d.ts.map +1 -0
  738. package/modules/fundamentals/dist/score-heads.js +364 -0
  739. package/modules/fundamentals/dist/score-heads.js.map +1 -0
  740. package/modules/fundamentals/dist/scores.d.ts +6 -0
  741. package/modules/fundamentals/dist/scores.d.ts.map +1 -0
  742. package/modules/fundamentals/dist/scores.js +6 -0
  743. package/modules/fundamentals/dist/scores.js.map +1 -0
  744. package/modules/fundamentals/dist/statement-contracts.d.ts +170 -0
  745. package/modules/fundamentals/dist/statement-contracts.d.ts.map +1 -0
  746. package/modules/fundamentals/dist/statement-contracts.js +207 -0
  747. package/modules/fundamentals/dist/statement-contracts.js.map +1 -0
  748. package/modules/fundamentals/dist/statement-utilities.d.ts +190 -0
  749. package/modules/fundamentals/dist/statement-utilities.d.ts.map +1 -0
  750. package/modules/fundamentals/dist/statement-utilities.js +501 -0
  751. package/modules/fundamentals/dist/statement-utilities.js.map +1 -0
  752. package/modules/fundamentals/dist/statements.d.ts +8 -0
  753. package/modules/fundamentals/dist/statements.d.ts.map +1 -0
  754. package/modules/fundamentals/dist/statements.js +7 -0
  755. package/modules/fundamentals/dist/statements.js.map +1 -0
  756. package/modules/fundamentals/etc/fundamentals.api.md +110 -0
  757. package/modules/fundamentals/src/analyze.ts +401 -0
  758. package/modules/fundamentals/src/index.ts +24 -0
  759. package/modules/fundamentals/src/periods.ts +197 -0
  760. package/modules/fundamentals/src/ratio-heads.ts +945 -0
  761. package/modules/fundamentals/src/ratio-internals.ts +562 -0
  762. package/modules/fundamentals/src/ratios.ts +23 -0
  763. package/modules/fundamentals/src/score-heads.ts +651 -0
  764. package/modules/fundamentals/src/scores.ts +6 -0
  765. package/modules/fundamentals/src/statement-contracts.ts +393 -0
  766. package/modules/fundamentals/src/statement-utilities.ts +833 -0
  767. package/modules/fundamentals/src/statements.ts +22 -0
  768. package/modules/http/dist/bin.d.ts +7 -0
  769. package/modules/http/dist/bin.d.ts.map +1 -0
  770. package/modules/http/dist/bin.js +167 -0
  771. package/modules/http/dist/bin.js.map +1 -0
  772. package/modules/http/dist/index.d.ts +10 -0
  773. package/modules/http/dist/index.d.ts.map +1 -0
  774. package/modules/http/dist/index.js +8 -0
  775. package/modules/http/dist/index.js.map +1 -0
  776. package/modules/http/dist/openapi.d.ts +38 -0
  777. package/modules/http/dist/openapi.d.ts.map +1 -0
  778. package/modules/http/dist/openapi.js +431 -0
  779. package/modules/http/dist/openapi.js.map +1 -0
  780. package/modules/http/dist/security.d.ts +21 -0
  781. package/modules/http/dist/security.d.ts.map +1 -0
  782. package/modules/http/dist/security.js +116 -0
  783. package/modules/http/dist/security.js.map +1 -0
  784. package/modules/http/dist/server.d.ts +63 -0
  785. package/modules/http/dist/server.d.ts.map +1 -0
  786. package/modules/http/dist/server.js +544 -0
  787. package/modules/http/dist/server.js.map +1 -0
  788. package/modules/http/etc/http.api.md +15 -0
  789. package/modules/http/etc/openapi.json +51958 -0
  790. package/modules/http/src/bin.ts +190 -0
  791. package/modules/http/src/index.ts +10 -0
  792. package/modules/http/src/openapi.ts +488 -0
  793. package/modules/http/src/security.ts +158 -0
  794. package/modules/http/src/server.ts +941 -0
  795. package/modules/math/dist/bivariate.d.ts +17 -0
  796. package/modules/math/dist/bivariate.d.ts.map +1 -0
  797. package/modules/math/dist/bivariate.js +123 -0
  798. package/modules/math/dist/bivariate.js.map +1 -0
  799. package/modules/math/dist/distributions.d.ts +66 -0
  800. package/modules/math/dist/distributions.d.ts.map +1 -0
  801. package/modules/math/dist/distributions.js +465 -0
  802. package/modules/math/dist/distributions.js.map +1 -0
  803. package/modules/math/dist/filters.d.ts +96 -0
  804. package/modules/math/dist/filters.d.ts.map +1 -0
  805. package/modules/math/dist/filters.js +347 -0
  806. package/modules/math/dist/filters.js.map +1 -0
  807. package/modules/math/dist/index.d.ts +34 -0
  808. package/modules/math/dist/index.d.ts.map +1 -0
  809. package/modules/math/dist/index.js +23 -0
  810. package/modules/math/dist/index.js.map +1 -0
  811. package/modules/math/dist/integration.d.ts +58 -0
  812. package/modules/math/dist/integration.d.ts.map +1 -0
  813. package/modules/math/dist/integration.js +176 -0
  814. package/modules/math/dist/integration.js.map +1 -0
  815. package/modules/math/dist/interpolation.d.ts +57 -0
  816. package/modules/math/dist/interpolation.d.ts.map +1 -0
  817. package/modules/math/dist/interpolation.js +464 -0
  818. package/modules/math/dist/interpolation.js.map +1 -0
  819. package/modules/math/dist/linalg.d.ts +251 -0
  820. package/modules/math/dist/linalg.d.ts.map +1 -0
  821. package/modules/math/dist/linalg.js +1503 -0
  822. package/modules/math/dist/linalg.js.map +1 -0
  823. package/modules/math/dist/lowdiscrepancy.d.ts +21 -0
  824. package/modules/math/dist/lowdiscrepancy.d.ts.map +1 -0
  825. package/modules/math/dist/lowdiscrepancy.js +200 -0
  826. package/modules/math/dist/lowdiscrepancy.js.map +1 -0
  827. package/modules/math/dist/montecarlo.d.ts +58 -0
  828. package/modules/math/dist/montecarlo.d.ts.map +1 -0
  829. package/modules/math/dist/montecarlo.js +248 -0
  830. package/modules/math/dist/montecarlo.js.map +1 -0
  831. package/modules/math/dist/normal.d.ts +40 -0
  832. package/modules/math/dist/normal.d.ts.map +1 -0
  833. package/modules/math/dist/normal.js +157 -0
  834. package/modules/math/dist/normal.js.map +1 -0
  835. package/modules/math/dist/optimize.d.ts +83 -0
  836. package/modules/math/dist/optimize.d.ts.map +1 -0
  837. package/modules/math/dist/optimize.js +784 -0
  838. package/modules/math/dist/optimize.js.map +1 -0
  839. package/modules/math/dist/random.d.ts +76 -0
  840. package/modules/math/dist/random.d.ts.map +1 -0
  841. package/modules/math/dist/random.js +261 -0
  842. package/modules/math/dist/random.js.map +1 -0
  843. package/modules/math/dist/regression.d.ts +58 -0
  844. package/modules/math/dist/regression.d.ts.map +1 -0
  845. package/modules/math/dist/regression.js +283 -0
  846. package/modules/math/dist/regression.js.map +1 -0
  847. package/modules/math/dist/resource-validation.d.ts +18 -0
  848. package/modules/math/dist/resource-validation.d.ts.map +1 -0
  849. package/modules/math/dist/resource-validation.js +60 -0
  850. package/modules/math/dist/resource-validation.js.map +1 -0
  851. package/modules/math/dist/sobol-data.d.ts +36 -0
  852. package/modules/math/dist/sobol-data.d.ts.map +1 -0
  853. package/modules/math/dist/sobol-data.js +172 -0
  854. package/modules/math/dist/sobol-data.js.map +1 -0
  855. package/modules/math/dist/solvers.d.ts +90 -0
  856. package/modules/math/dist/solvers.d.ts.map +1 -0
  857. package/modules/math/dist/solvers.js +663 -0
  858. package/modules/math/dist/solvers.js.map +1 -0
  859. package/modules/math/dist/statistics-internal.d.ts +73 -0
  860. package/modules/math/dist/statistics-internal.d.ts.map +1 -0
  861. package/modules/math/dist/statistics-internal.js +217 -0
  862. package/modules/math/dist/statistics-internal.js.map +1 -0
  863. package/modules/math/dist/statistics.d.ts +113 -0
  864. package/modules/math/dist/statistics.d.ts.map +1 -0
  865. package/modules/math/dist/statistics.js +545 -0
  866. package/modules/math/dist/statistics.js.map +1 -0
  867. package/modules/math/dist/timeseries.d.ts +131 -0
  868. package/modules/math/dist/timeseries.d.ts.map +1 -0
  869. package/modules/math/dist/timeseries.js +502 -0
  870. package/modules/math/dist/timeseries.js.map +1 -0
  871. package/modules/math/etc/math.api.md +178 -0
  872. package/modules/math/src/bivariate.ts +124 -0
  873. package/modules/math/src/distributions.ts +481 -0
  874. package/modules/math/src/filters.ts +452 -0
  875. package/modules/math/src/index.ts +223 -0
  876. package/modules/math/src/integration.ts +259 -0
  877. package/modules/math/src/interpolation.ts +588 -0
  878. package/modules/math/src/linalg.ts +1892 -0
  879. package/modules/math/src/lowdiscrepancy.ts +241 -0
  880. package/modules/math/src/montecarlo.ts +326 -0
  881. package/modules/math/src/normal.ts +161 -0
  882. package/modules/math/src/optimize.ts +943 -0
  883. package/modules/math/src/random.ts +372 -0
  884. package/modules/math/src/regression.ts +340 -0
  885. package/modules/math/src/resource-validation.ts +79 -0
  886. package/modules/math/src/sobol-data.ts +187 -0
  887. package/modules/math/src/solvers.ts +859 -0
  888. package/modules/math/src/statistics-internal.ts +256 -0
  889. package/modules/math/src/statistics.ts +636 -0
  890. package/modules/math/src/timeseries.ts +611 -0
  891. package/modules/options/dist/american-iv.d.ts +116 -0
  892. package/modules/options/dist/american-iv.d.ts.map +1 -0
  893. package/modules/options/dist/american-iv.js +385 -0
  894. package/modules/options/dist/american-iv.js.map +1 -0
  895. package/modules/options/dist/arbitrage.d.ts +42 -0
  896. package/modules/options/dist/arbitrage.d.ts.map +1 -0
  897. package/modules/options/dist/arbitrage.js +79 -0
  898. package/modules/options/dist/arbitrage.js.map +1 -0
  899. package/modules/options/dist/bachelier.d.ts +68 -0
  900. package/modules/options/dist/bachelier.d.ts.map +1 -0
  901. package/modules/options/dist/bachelier.js +348 -0
  902. package/modules/options/dist/bachelier.js.map +1 -0
  903. package/modules/options/dist/batch.d.ts +82 -0
  904. package/modules/options/dist/batch.d.ts.map +1 -0
  905. package/modules/options/dist/batch.js +346 -0
  906. package/modules/options/dist/batch.js.map +1 -0
  907. package/modules/options/dist/black-scholes.d.ts +42 -0
  908. package/modules/options/dist/black-scholes.d.ts.map +1 -0
  909. package/modules/options/dist/black-scholes.js +334 -0
  910. package/modules/options/dist/black-scholes.js.map +1 -0
  911. package/modules/options/dist/black76.d.ts +77 -0
  912. package/modules/options/dist/black76.d.ts.map +1 -0
  913. package/modules/options/dist/black76.js +400 -0
  914. package/modules/options/dist/black76.js.map +1 -0
  915. package/modules/options/dist/bsm.d.ts +120 -0
  916. package/modules/options/dist/bsm.d.ts.map +1 -0
  917. package/modules/options/dist/bsm.js +414 -0
  918. package/modules/options/dist/bsm.js.map +1 -0
  919. package/modules/options/dist/chain-greeks.d.ts +69 -0
  920. package/modules/options/dist/chain-greeks.d.ts.map +1 -0
  921. package/modules/options/dist/chain-greeks.js +154 -0
  922. package/modules/options/dist/chain-greeks.js.map +1 -0
  923. package/modules/options/dist/chain-health.d.ts +254 -0
  924. package/modules/options/dist/chain-health.d.ts.map +1 -0
  925. package/modules/options/dist/chain-health.js +746 -0
  926. package/modules/options/dist/chain-health.js.map +1 -0
  927. package/modules/options/dist/contract.d.ts +73 -0
  928. package/modules/options/dist/contract.d.ts.map +1 -0
  929. package/modules/options/dist/contract.js +226 -0
  930. package/modules/options/dist/contract.js.map +1 -0
  931. package/modules/options/dist/dividend-term-structure.d.ts +76 -0
  932. package/modules/options/dist/dividend-term-structure.d.ts.map +1 -0
  933. package/modules/options/dist/dividend-term-structure.js +180 -0
  934. package/modules/options/dist/dividend-term-structure.js.map +1 -0
  935. package/modules/options/dist/dividends.d.ts +34 -0
  936. package/modules/options/dist/dividends.d.ts.map +1 -0
  937. package/modules/options/dist/dividends.js +51 -0
  938. package/modules/options/dist/dividends.js.map +1 -0
  939. package/modules/options/dist/engine-bsm.d.ts +22 -0
  940. package/modules/options/dist/engine-bsm.d.ts.map +1 -0
  941. package/modules/options/dist/engine-bsm.js +236 -0
  942. package/modules/options/dist/engine-bsm.js.map +1 -0
  943. package/modules/options/dist/engines/american-approx.d.ts +29 -0
  944. package/modules/options/dist/engines/american-approx.d.ts.map +1 -0
  945. package/modules/options/dist/engines/american-approx.js +483 -0
  946. package/modules/options/dist/engines/american-approx.js.map +1 -0
  947. package/modules/options/dist/engines/bounds.d.ts +49 -0
  948. package/modules/options/dist/engines/bounds.d.ts.map +1 -0
  949. package/modules/options/dist/engines/bounds.js +58 -0
  950. package/modules/options/dist/engines/bounds.js.map +1 -0
  951. package/modules/options/dist/engines/engine-factory.d.ts +92 -0
  952. package/modules/options/dist/engines/engine-factory.d.ts.map +1 -0
  953. package/modules/options/dist/engines/engine-factory.js +372 -0
  954. package/modules/options/dist/engines/engine-factory.js.map +1 -0
  955. package/modules/options/dist/engines/fd-greeks.d.ts +84 -0
  956. package/modules/options/dist/engines/fd-greeks.d.ts.map +1 -0
  957. package/modules/options/dist/engines/fd-greeks.js +343 -0
  958. package/modules/options/dist/engines/fd-greeks.js.map +1 -0
  959. package/modules/options/dist/engines/fdm.d.ts +78 -0
  960. package/modules/options/dist/engines/fdm.d.ts.map +1 -0
  961. package/modules/options/dist/engines/fdm.js +218 -0
  962. package/modules/options/dist/engines/fdm.js.map +1 -0
  963. package/modules/options/dist/engines/scalar-pricing.d.ts +24 -0
  964. package/modules/options/dist/engines/scalar-pricing.d.ts.map +1 -0
  965. package/modules/options/dist/engines/scalar-pricing.js +2 -0
  966. package/modules/options/dist/engines/scalar-pricing.js.map +1 -0
  967. package/modules/options/dist/engines/tree.d.ts +78 -0
  968. package/modules/options/dist/engines/tree.d.ts.map +1 -0
  969. package/modules/options/dist/engines/tree.js +247 -0
  970. package/modules/options/dist/engines/tree.js.map +1 -0
  971. package/modules/options/dist/engines.d.ts +272 -0
  972. package/modules/options/dist/engines.d.ts.map +1 -0
  973. package/modules/options/dist/engines.js +1309 -0
  974. package/modules/options/dist/engines.js.map +1 -0
  975. package/modules/options/dist/equity-lattice.d.ts +58 -0
  976. package/modules/options/dist/equity-lattice.d.ts.map +1 -0
  977. package/modules/options/dist/equity-lattice.js +139 -0
  978. package/modules/options/dist/equity-lattice.js.map +1 -0
  979. package/modules/options/dist/exercise.d.ts +80 -0
  980. package/modules/options/dist/exercise.d.ts.map +1 -0
  981. package/modules/options/dist/exercise.js +266 -0
  982. package/modules/options/dist/exercise.js.map +1 -0
  983. package/modules/options/dist/exotics.d.ts +640 -0
  984. package/modules/options/dist/exotics.d.ts.map +1 -0
  985. package/modules/options/dist/exotics.js +2880 -0
  986. package/modules/options/dist/exotics.js.map +1 -0
  987. package/modules/options/dist/facade-util.d.ts +51 -0
  988. package/modules/options/dist/facade-util.d.ts.map +1 -0
  989. package/modules/options/dist/facade-util.js +93 -0
  990. package/modules/options/dist/facade-util.js.map +1 -0
  991. package/modules/options/dist/generated/validation-specs.d.ts +12 -0
  992. package/modules/options/dist/generated/validation-specs.d.ts.map +1 -0
  993. package/modules/options/dist/generated/validation-specs.js +2616 -0
  994. package/modules/options/dist/generated/validation-specs.js.map +1 -0
  995. package/modules/options/dist/heston.d.ts +160 -0
  996. package/modules/options/dist/heston.d.ts.map +1 -0
  997. package/modules/options/dist/heston.js +983 -0
  998. package/modules/options/dist/heston.js.map +1 -0
  999. package/modules/options/dist/index.d.ts +65 -0
  1000. package/modules/options/dist/index.d.ts.map +1 -0
  1001. package/modules/options/dist/index.js +58 -0
  1002. package/modules/options/dist/index.js.map +1 -0
  1003. package/modules/options/dist/iv.d.ts +85 -0
  1004. package/modules/options/dist/iv.d.ts.map +1 -0
  1005. package/modules/options/dist/iv.js +424 -0
  1006. package/modules/options/dist/iv.js.map +1 -0
  1007. package/modules/options/dist/lattice.d.ts +7 -0
  1008. package/modules/options/dist/lattice.d.ts.map +1 -0
  1009. package/modules/options/dist/lattice.js +7 -0
  1010. package/modules/options/dist/lattice.js.map +1 -0
  1011. package/modules/options/dist/local-volatility.d.ts +128 -0
  1012. package/modules/options/dist/local-volatility.d.ts.map +1 -0
  1013. package/modules/options/dist/local-volatility.js +333 -0
  1014. package/modules/options/dist/local-volatility.js.map +1 -0
  1015. package/modules/options/dist/market.d.ts +19 -0
  1016. package/modules/options/dist/market.d.ts.map +1 -0
  1017. package/modules/options/dist/market.js +58 -0
  1018. package/modules/options/dist/market.js.map +1 -0
  1019. package/modules/options/dist/mc/complex.d.ts +23 -0
  1020. package/modules/options/dist/mc/complex.d.ts.map +1 -0
  1021. package/modules/options/dist/mc/complex.js +42 -0
  1022. package/modules/options/dist/mc/complex.js.map +1 -0
  1023. package/modules/options/dist/mc/core.d.ts +151 -0
  1024. package/modules/options/dist/mc/core.d.ts.map +1 -0
  1025. package/modules/options/dist/mc/core.js +319 -0
  1026. package/modules/options/dist/mc/core.js.map +1 -0
  1027. package/modules/options/dist/monte-carlo.d.ts +66 -0
  1028. package/modules/options/dist/monte-carlo.d.ts.map +1 -0
  1029. package/modules/options/dist/monte-carlo.js +388 -0
  1030. package/modules/options/dist/monte-carlo.js.map +1 -0
  1031. package/modules/options/dist/parity.d.ts +191 -0
  1032. package/modules/options/dist/parity.d.ts.map +1 -0
  1033. package/modules/options/dist/parity.js +566 -0
  1034. package/modules/options/dist/parity.js.map +1 -0
  1035. package/modules/options/dist/payoff-kernel.d.ts +33 -0
  1036. package/modules/options/dist/payoff-kernel.d.ts.map +1 -0
  1037. package/modules/options/dist/payoff-kernel.js +27 -0
  1038. package/modules/options/dist/payoff-kernel.js.map +1 -0
  1039. package/modules/options/dist/payoff.d.ts +34 -0
  1040. package/modules/options/dist/payoff.d.ts.map +1 -0
  1041. package/modules/options/dist/payoff.js +60 -0
  1042. package/modules/options/dist/payoff.js.map +1 -0
  1043. package/modules/options/dist/pricer.d.ts +44 -0
  1044. package/modules/options/dist/pricer.d.ts.map +1 -0
  1045. package/modules/options/dist/pricer.js +179 -0
  1046. package/modules/options/dist/pricer.js.map +1 -0
  1047. package/modules/options/dist/pro.d.ts +82 -0
  1048. package/modules/options/dist/pro.d.ts.map +1 -0
  1049. package/modules/options/dist/pro.js +177 -0
  1050. package/modules/options/dist/pro.js.map +1 -0
  1051. package/modules/options/dist/quote.d.ts +18 -0
  1052. package/modules/options/dist/quote.d.ts.map +1 -0
  1053. package/modules/options/dist/quote.js +26 -0
  1054. package/modules/options/dist/quote.js.map +1 -0
  1055. package/modules/options/dist/resource-validation-internal.d.ts +8 -0
  1056. package/modules/options/dist/resource-validation-internal.d.ts.map +1 -0
  1057. package/modules/options/dist/resource-validation-internal.js +23 -0
  1058. package/modules/options/dist/resource-validation-internal.js.map +1 -0
  1059. package/modules/options/dist/sabr.d.ts +153 -0
  1060. package/modules/options/dist/sabr.d.ts.map +1 -0
  1061. package/modules/options/dist/sabr.js +515 -0
  1062. package/modules/options/dist/sabr.js.map +1 -0
  1063. package/modules/options/dist/schema.d.ts +120 -0
  1064. package/modules/options/dist/schema.d.ts.map +1 -0
  1065. package/modules/options/dist/schema.js +62 -0
  1066. package/modules/options/dist/schema.js.map +1 -0
  1067. package/modules/options/dist/time.d.ts +44 -0
  1068. package/modules/options/dist/time.d.ts.map +1 -0
  1069. package/modules/options/dist/time.js +76 -0
  1070. package/modules/options/dist/time.js.map +1 -0
  1071. package/modules/options/dist/types.d.ts +115 -0
  1072. package/modules/options/dist/types.d.ts.map +1 -0
  1073. package/modules/options/dist/types.js +3 -0
  1074. package/modules/options/dist/types.js.map +1 -0
  1075. package/modules/options/etc/options.api.md +230 -0
  1076. package/modules/options/src/american-iv.ts +547 -0
  1077. package/modules/options/src/arbitrage.ts +134 -0
  1078. package/modules/options/src/bachelier.ts +515 -0
  1079. package/modules/options/src/batch.ts +496 -0
  1080. package/modules/options/src/black-scholes.ts +501 -0
  1081. package/modules/options/src/black76.ts +573 -0
  1082. package/modules/options/src/bsm.ts +575 -0
  1083. package/modules/options/src/chain-greeks.ts +242 -0
  1084. package/modules/options/src/chain-health.ts +1083 -0
  1085. package/modules/options/src/contract.ts +329 -0
  1086. package/modules/options/src/dividend-term-structure.ts +303 -0
  1087. package/modules/options/src/dividends.ts +75 -0
  1088. package/modules/options/src/engine-bsm.ts +306 -0
  1089. package/modules/options/src/engines/american-approx.ts +669 -0
  1090. package/modules/options/src/engines/bounds.ts +106 -0
  1091. package/modules/options/src/engines/engine-factory.ts +502 -0
  1092. package/modules/options/src/engines/fd-greeks.ts +426 -0
  1093. package/modules/options/src/engines/fdm.ts +302 -0
  1094. package/modules/options/src/engines/scalar-pricing.ts +27 -0
  1095. package/modules/options/src/engines/tree.ts +350 -0
  1096. package/modules/options/src/engines.ts +1845 -0
  1097. package/modules/options/src/equity-lattice.ts +224 -0
  1098. package/modules/options/src/exercise.ts +422 -0
  1099. package/modules/options/src/exotics.ts +3966 -0
  1100. package/modules/options/src/facade-util.ts +137 -0
  1101. package/modules/options/src/generated/validation-specs.ts +2621 -0
  1102. package/modules/options/src/heston.ts +1348 -0
  1103. package/modules/options/src/index.ts +325 -0
  1104. package/modules/options/src/iv.ts +591 -0
  1105. package/modules/options/src/lattice.ts +6 -0
  1106. package/modules/options/src/local-volatility.ts +493 -0
  1107. package/modules/options/src/market.ts +74 -0
  1108. package/modules/options/src/mc/complex.ts +55 -0
  1109. package/modules/options/src/mc/core.ts +538 -0
  1110. package/modules/options/src/monte-carlo.ts +567 -0
  1111. package/modules/options/src/parity.ts +928 -0
  1112. package/modules/options/src/payoff-kernel.ts +39 -0
  1113. package/modules/options/src/payoff.ts +81 -0
  1114. package/modules/options/src/pricer.ts +217 -0
  1115. package/modules/options/src/pro.ts +272 -0
  1116. package/modules/options/src/quote.ts +34 -0
  1117. package/modules/options/src/resource-validation-internal.ts +31 -0
  1118. package/modules/options/src/sabr.ts +716 -0
  1119. package/modules/options/src/schema.ts +73 -0
  1120. package/modules/options/src/time.ts +104 -0
  1121. package/modules/options/src/types.ts +124 -0
  1122. package/modules/performance/dist/activity.d.ts +24 -0
  1123. package/modules/performance/dist/activity.d.ts.map +1 -0
  1124. package/modules/performance/dist/activity.js +137 -0
  1125. package/modules/performance/dist/activity.js.map +1 -0
  1126. package/modules/performance/dist/analyze.d.ts +85 -0
  1127. package/modules/performance/dist/analyze.d.ts.map +1 -0
  1128. package/modules/performance/dist/analyze.js +203 -0
  1129. package/modules/performance/dist/analyze.js.map +1 -0
  1130. package/modules/performance/dist/annualization-internal.d.ts +21 -0
  1131. package/modules/performance/dist/annualization-internal.d.ts.map +1 -0
  1132. package/modules/performance/dist/annualization-internal.js +34 -0
  1133. package/modules/performance/dist/annualization-internal.js.map +1 -0
  1134. package/modules/performance/dist/drawdown.d.ts +34 -0
  1135. package/modules/performance/dist/drawdown.d.ts.map +1 -0
  1136. package/modules/performance/dist/drawdown.js +99 -0
  1137. package/modules/performance/dist/drawdown.js.map +1 -0
  1138. package/modules/performance/dist/flow-aware.d.ts +388 -0
  1139. package/modules/performance/dist/flow-aware.d.ts.map +1 -0
  1140. package/modules/performance/dist/flow-aware.js +888 -0
  1141. package/modules/performance/dist/flow-aware.js.map +1 -0
  1142. package/modules/performance/dist/index.d.ts +26 -0
  1143. package/modules/performance/dist/index.d.ts.map +1 -0
  1144. package/modules/performance/dist/index.js +25 -0
  1145. package/modules/performance/dist/index.js.map +1 -0
  1146. package/modules/performance/dist/metrics.d.ts +13 -0
  1147. package/modules/performance/dist/metrics.d.ts.map +1 -0
  1148. package/modules/performance/dist/metrics.js +87 -0
  1149. package/modules/performance/dist/metrics.js.map +1 -0
  1150. package/modules/performance/dist/ratios.d.ts +55 -0
  1151. package/modules/performance/dist/ratios.d.ts.map +1 -0
  1152. package/modules/performance/dist/ratios.js +168 -0
  1153. package/modules/performance/dist/ratios.js.map +1 -0
  1154. package/modules/performance/dist/relative.d.ts +33 -0
  1155. package/modules/performance/dist/relative.d.ts.map +1 -0
  1156. package/modules/performance/dist/relative.js +150 -0
  1157. package/modules/performance/dist/relative.js.map +1 -0
  1158. package/modules/performance/dist/returns.d.ts +18 -0
  1159. package/modules/performance/dist/returns.d.ts.map +1 -0
  1160. package/modules/performance/dist/returns.js +70 -0
  1161. package/modules/performance/dist/returns.js.map +1 -0
  1162. package/modules/performance/dist/rolling.d.ts +36 -0
  1163. package/modules/performance/dist/rolling.d.ts.map +1 -0
  1164. package/modules/performance/dist/rolling.js +102 -0
  1165. package/modules/performance/dist/rolling.js.map +1 -0
  1166. package/modules/performance/dist/sector-performance-internal.d.ts +61 -0
  1167. package/modules/performance/dist/sector-performance-internal.d.ts.map +1 -0
  1168. package/modules/performance/dist/sector-performance-internal.js +216 -0
  1169. package/modules/performance/dist/sector-performance-internal.js.map +1 -0
  1170. package/modules/performance/dist/sector-performance.d.ts +288 -0
  1171. package/modules/performance/dist/sector-performance.d.ts.map +1 -0
  1172. package/modules/performance/dist/sector-performance.js +690 -0
  1173. package/modules/performance/dist/sector-performance.js.map +1 -0
  1174. package/modules/performance/dist/sharpe.d.ts +74 -0
  1175. package/modules/performance/dist/sharpe.d.ts.map +1 -0
  1176. package/modules/performance/dist/sharpe.js +157 -0
  1177. package/modules/performance/dist/sharpe.js.map +1 -0
  1178. package/modules/performance/etc/performance.api.md +109 -0
  1179. package/modules/performance/src/activity.ts +182 -0
  1180. package/modules/performance/src/analyze.ts +305 -0
  1181. package/modules/performance/src/annualization-internal.ts +43 -0
  1182. package/modules/performance/src/drawdown.ts +132 -0
  1183. package/modules/performance/src/flow-aware.ts +1518 -0
  1184. package/modules/performance/src/index.ts +89 -0
  1185. package/modules/performance/src/metrics.ts +150 -0
  1186. package/modules/performance/src/ratios.ts +243 -0
  1187. package/modules/performance/src/relative.ts +278 -0
  1188. package/modules/performance/src/returns.ts +80 -0
  1189. package/modules/performance/src/rolling.ts +155 -0
  1190. package/modules/performance/src/sector-performance-internal.ts +293 -0
  1191. package/modules/performance/src/sector-performance.ts +1263 -0
  1192. package/modules/performance/src/sharpe.ts +256 -0
  1193. package/modules/portfolio/dist/allocation.d.ts +227 -0
  1194. package/modules/portfolio/dist/allocation.d.ts.map +1 -0
  1195. package/modules/portfolio/dist/allocation.js +545 -0
  1196. package/modules/portfolio/dist/allocation.js.map +1 -0
  1197. package/modules/portfolio/dist/events.d.ts +502 -0
  1198. package/modules/portfolio/dist/events.d.ts.map +1 -0
  1199. package/modules/portfolio/dist/events.js +1061 -0
  1200. package/modules/portfolio/dist/events.js.map +1 -0
  1201. package/modules/portfolio/dist/index.d.ts +47 -0
  1202. package/modules/portfolio/dist/index.d.ts.map +1 -0
  1203. package/modules/portfolio/dist/index.js +34 -0
  1204. package/modules/portfolio/dist/index.js.map +1 -0
  1205. package/modules/portfolio/dist/internal.d.ts +101 -0
  1206. package/modules/portfolio/dist/internal.d.ts.map +1 -0
  1207. package/modules/portfolio/dist/internal.js +356 -0
  1208. package/modules/portfolio/dist/internal.js.map +1 -0
  1209. package/modules/portfolio/dist/ledger.d.ts +129 -0
  1210. package/modules/portfolio/dist/ledger.d.ts.map +1 -0
  1211. package/modules/portfolio/dist/ledger.js +271 -0
  1212. package/modules/portfolio/dist/ledger.js.map +1 -0
  1213. package/modules/portfolio/dist/lifecycle-corporate.d.ts +49 -0
  1214. package/modules/portfolio/dist/lifecycle-corporate.d.ts.map +1 -0
  1215. package/modules/portfolio/dist/lifecycle-corporate.js +462 -0
  1216. package/modules/portfolio/dist/lifecycle-corporate.js.map +1 -0
  1217. package/modules/portfolio/dist/lifecycle-derivatives.d.ts +59 -0
  1218. package/modules/portfolio/dist/lifecycle-derivatives.d.ts.map +1 -0
  1219. package/modules/portfolio/dist/lifecycle-derivatives.js +422 -0
  1220. package/modules/portfolio/dist/lifecycle-derivatives.js.map +1 -0
  1221. package/modules/portfolio/dist/marks.d.ts +44 -0
  1222. package/modules/portfolio/dist/marks.d.ts.map +1 -0
  1223. package/modules/portfolio/dist/marks.js +81 -0
  1224. package/modules/portfolio/dist/marks.js.map +1 -0
  1225. package/modules/portfolio/dist/monitor.d.ts +222 -0
  1226. package/modules/portfolio/dist/monitor.d.ts.map +1 -0
  1227. package/modules/portfolio/dist/monitor.js +1806 -0
  1228. package/modules/portfolio/dist/monitor.js.map +1 -0
  1229. package/modules/portfolio/dist/performance.d.ts +78 -0
  1230. package/modules/portfolio/dist/performance.d.ts.map +1 -0
  1231. package/modules/portfolio/dist/performance.js +146 -0
  1232. package/modules/portfolio/dist/performance.js.map +1 -0
  1233. package/modules/portfolio/dist/pnl.d.ts +154 -0
  1234. package/modules/portfolio/dist/pnl.d.ts.map +1 -0
  1235. package/modules/portfolio/dist/pnl.js +548 -0
  1236. package/modules/portfolio/dist/pnl.js.map +1 -0
  1237. package/modules/portfolio/dist/policy-grammar.d.ts +358 -0
  1238. package/modules/portfolio/dist/policy-grammar.d.ts.map +1 -0
  1239. package/modules/portfolio/dist/policy-grammar.js +1198 -0
  1240. package/modules/portfolio/dist/policy-grammar.js.map +1 -0
  1241. package/modules/portfolio/dist/policy.d.ts +24 -0
  1242. package/modules/portfolio/dist/policy.d.ts.map +1 -0
  1243. package/modules/portfolio/dist/policy.js +20 -0
  1244. package/modules/portfolio/dist/policy.js.map +1 -0
  1245. package/modules/portfolio/dist/rebalance.d.ts +281 -0
  1246. package/modules/portfolio/dist/rebalance.d.ts.map +1 -0
  1247. package/modules/portfolio/dist/rebalance.js +1236 -0
  1248. package/modules/portfolio/dist/rebalance.js.map +1 -0
  1249. package/modules/portfolio/dist/reconciliation.d.ts +150 -0
  1250. package/modules/portfolio/dist/reconciliation.d.ts.map +1 -0
  1251. package/modules/portfolio/dist/reconciliation.js +392 -0
  1252. package/modules/portfolio/dist/reconciliation.js.map +1 -0
  1253. package/modules/portfolio/dist/reducer-kernel.d.ts +92 -0
  1254. package/modules/portfolio/dist/reducer-kernel.d.ts.map +1 -0
  1255. package/modules/portfolio/dist/reducer-kernel.js +320 -0
  1256. package/modules/portfolio/dist/reducer-kernel.js.map +1 -0
  1257. package/modules/portfolio/dist/snapshot.d.ts +128 -0
  1258. package/modules/portfolio/dist/snapshot.d.ts.map +1 -0
  1259. package/modules/portfolio/dist/snapshot.js +205 -0
  1260. package/modules/portfolio/dist/snapshot.js.map +1 -0
  1261. package/modules/portfolio/dist/state.d.ts +196 -0
  1262. package/modules/portfolio/dist/state.d.ts.map +1 -0
  1263. package/modules/portfolio/dist/state.js +1093 -0
  1264. package/modules/portfolio/dist/state.js.map +1 -0
  1265. package/modules/portfolio/dist/timeline.d.ts +107 -0
  1266. package/modules/portfolio/dist/timeline.d.ts.map +1 -0
  1267. package/modules/portfolio/dist/timeline.js +220 -0
  1268. package/modules/portfolio/dist/timeline.js.map +1 -0
  1269. package/modules/portfolio/dist/trade/grant.d.ts +21 -0
  1270. package/modules/portfolio/dist/trade/grant.d.ts.map +1 -0
  1271. package/modules/portfolio/dist/trade/grant.js +411 -0
  1272. package/modules/portfolio/dist/trade/grant.js.map +1 -0
  1273. package/modules/portfolio/dist/trade/index.d.ts +20 -0
  1274. package/modules/portfolio/dist/trade/index.d.ts.map +1 -0
  1275. package/modules/portfolio/dist/trade/index.js +17 -0
  1276. package/modules/portfolio/dist/trade/index.js.map +1 -0
  1277. package/modules/portfolio/dist/trade/journal.d.ts +23 -0
  1278. package/modules/portfolio/dist/trade/journal.d.ts.map +1 -0
  1279. package/modules/portfolio/dist/trade/journal.js +352 -0
  1280. package/modules/portfolio/dist/trade/journal.js.map +1 -0
  1281. package/modules/portfolio/dist/trade/plan.d.ts +25 -0
  1282. package/modules/portfolio/dist/trade/plan.d.ts.map +1 -0
  1283. package/modules/portfolio/dist/trade/plan.js +285 -0
  1284. package/modules/portfolio/dist/trade/plan.js.map +1 -0
  1285. package/modules/portfolio/dist/trade/policy.d.ts +5 -0
  1286. package/modules/portfolio/dist/trade/policy.d.ts.map +1 -0
  1287. package/modules/portfolio/dist/trade/policy.js +133 -0
  1288. package/modules/portfolio/dist/trade/policy.js.map +1 -0
  1289. package/modules/portfolio/dist/trade/preflight.d.ts +3 -0
  1290. package/modules/portfolio/dist/trade/preflight.d.ts.map +1 -0
  1291. package/modules/portfolio/dist/trade/preflight.js +381 -0
  1292. package/modules/portfolio/dist/trade/preflight.js.map +1 -0
  1293. package/modules/portfolio/dist/trade/reconcile.d.ts +8 -0
  1294. package/modules/portfolio/dist/trade/reconcile.d.ts.map +1 -0
  1295. package/modules/portfolio/dist/trade/reconcile.js +240 -0
  1296. package/modules/portfolio/dist/trade/reconcile.js.map +1 -0
  1297. package/modules/portfolio/dist/trade/types.d.ts +559 -0
  1298. package/modules/portfolio/dist/trade/types.d.ts.map +1 -0
  1299. package/modules/portfolio/dist/trade/types.js +36 -0
  1300. package/modules/portfolio/dist/trade/types.js.map +1 -0
  1301. package/modules/portfolio/dist/trade/validate.d.ts +36 -0
  1302. package/modules/portfolio/dist/trade/validate.d.ts.map +1 -0
  1303. package/modules/portfolio/dist/trade/validate.js +776 -0
  1304. package/modules/portfolio/dist/trade/validate.js.map +1 -0
  1305. package/modules/portfolio/etc/portfolio.api.md +236 -0
  1306. package/modules/portfolio/src/allocation.ts +844 -0
  1307. package/modules/portfolio/src/events.ts +1968 -0
  1308. package/modules/portfolio/src/index.ts +295 -0
  1309. package/modules/portfolio/src/internal.ts +523 -0
  1310. package/modules/portfolio/src/ledger.ts +420 -0
  1311. package/modules/portfolio/src/lifecycle-corporate.ts +888 -0
  1312. package/modules/portfolio/src/lifecycle-derivatives.ts +735 -0
  1313. package/modules/portfolio/src/marks.ts +140 -0
  1314. package/modules/portfolio/src/monitor.ts +2421 -0
  1315. package/modules/portfolio/src/performance.ts +237 -0
  1316. package/modules/portfolio/src/pnl.ts +840 -0
  1317. package/modules/portfolio/src/policy-grammar.ts +1891 -0
  1318. package/modules/portfolio/src/policy.ts +119 -0
  1319. package/modules/portfolio/src/rebalance.ts +1742 -0
  1320. package/modules/portfolio/src/reconciliation.ts +621 -0
  1321. package/modules/portfolio/src/reducer-kernel.ts +512 -0
  1322. package/modules/portfolio/src/snapshot.ts +372 -0
  1323. package/modules/portfolio/src/state.ts +1776 -0
  1324. package/modules/portfolio/src/timeline.ts +359 -0
  1325. package/modules/portfolio/src/trade/grant.ts +514 -0
  1326. package/modules/portfolio/src/trade/index.ts +96 -0
  1327. package/modules/portfolio/src/trade/journal.ts +432 -0
  1328. package/modules/portfolio/src/trade/plan.ts +424 -0
  1329. package/modules/portfolio/src/trade/policy.ts +153 -0
  1330. package/modules/portfolio/src/trade/preflight.ts +605 -0
  1331. package/modules/portfolio/src/trade/reconcile.ts +276 -0
  1332. package/modules/portfolio/src/trade/types.ts +637 -0
  1333. package/modules/portfolio/src/trade/validate.ts +1213 -0
  1334. package/modules/research/dist/artifacts.d.ts +25 -0
  1335. package/modules/research/dist/artifacts.d.ts.map +1 -0
  1336. package/modules/research/dist/artifacts.js +22 -0
  1337. package/modules/research/dist/artifacts.js.map +1 -0
  1338. package/modules/research/dist/events.d.ts +238 -0
  1339. package/modules/research/dist/events.d.ts.map +1 -0
  1340. package/modules/research/dist/events.js +844 -0
  1341. package/modules/research/dist/events.js.map +1 -0
  1342. package/modules/research/dist/factors.d.ts +330 -0
  1343. package/modules/research/dist/factors.d.ts.map +1 -0
  1344. package/modules/research/dist/factors.js +891 -0
  1345. package/modules/research/dist/factors.js.map +1 -0
  1346. package/modules/research/dist/index.d.ts +11 -0
  1347. package/modules/research/dist/index.d.ts.map +1 -0
  1348. package/modules/research/dist/index.js +13 -0
  1349. package/modules/research/dist/index.js.map +1 -0
  1350. package/modules/research/dist/observations.d.ts +77 -0
  1351. package/modules/research/dist/observations.d.ts.map +1 -0
  1352. package/modules/research/dist/observations.js +201 -0
  1353. package/modules/research/dist/observations.js.map +1 -0
  1354. package/modules/research/dist/point-in-time.d.ts +17 -0
  1355. package/modules/research/dist/point-in-time.d.ts.map +1 -0
  1356. package/modules/research/dist/point-in-time.js +34 -0
  1357. package/modules/research/dist/point-in-time.js.map +1 -0
  1358. package/modules/research/dist/research-hygiene.d.ts +126 -0
  1359. package/modules/research/dist/research-hygiene.d.ts.map +1 -0
  1360. package/modules/research/dist/research-hygiene.js +290 -0
  1361. package/modules/research/dist/research-hygiene.js.map +1 -0
  1362. package/modules/research/dist/research-run-artifacts.d.ts +315 -0
  1363. package/modules/research/dist/research-run-artifacts.d.ts.map +1 -0
  1364. package/modules/research/dist/research-run-artifacts.js +766 -0
  1365. package/modules/research/dist/research-run-artifacts.js.map +1 -0
  1366. package/modules/research/dist/research-run-kinds.d.ts +135 -0
  1367. package/modules/research/dist/research-run-kinds.d.ts.map +1 -0
  1368. package/modules/research/dist/research-run-kinds.js +470 -0
  1369. package/modules/research/dist/research-run-kinds.js.map +1 -0
  1370. package/modules/research/dist/screening.d.ts +215 -0
  1371. package/modules/research/dist/screening.d.ts.map +1 -0
  1372. package/modules/research/dist/screening.js +616 -0
  1373. package/modules/research/dist/screening.js.map +1 -0
  1374. package/modules/research/dist/universe.d.ts +131 -0
  1375. package/modules/research/dist/universe.d.ts.map +1 -0
  1376. package/modules/research/dist/universe.js +294 -0
  1377. package/modules/research/dist/universe.js.map +1 -0
  1378. package/modules/research/etc/research.api.md +109 -0
  1379. package/modules/research/src/artifacts.ts +68 -0
  1380. package/modules/research/src/events.ts +1358 -0
  1381. package/modules/research/src/factors.ts +1322 -0
  1382. package/modules/research/src/index.ts +28 -0
  1383. package/modules/research/src/observations.ts +360 -0
  1384. package/modules/research/src/point-in-time.ts +44 -0
  1385. package/modules/research/src/research-hygiene.ts +544 -0
  1386. package/modules/research/src/research-run-artifacts.ts +1464 -0
  1387. package/modules/research/src/research-run-kinds.ts +723 -0
  1388. package/modules/research/src/screening.ts +957 -0
  1389. package/modules/research/src/universe.ts +494 -0
  1390. package/modules/risk/dist/attribution.d.ts +166 -0
  1391. package/modules/risk/dist/attribution.d.ts.map +1 -0
  1392. package/modules/risk/dist/attribution.js +278 -0
  1393. package/modules/risk/dist/attribution.js.map +1 -0
  1394. package/modules/risk/dist/book-var.d.ts +113 -0
  1395. package/modules/risk/dist/book-var.d.ts.map +1 -0
  1396. package/modules/risk/dist/book-var.js +487 -0
  1397. package/modules/risk/dist/book-var.js.map +1 -0
  1398. package/modules/risk/dist/book.d.ts +95 -0
  1399. package/modules/risk/dist/book.d.ts.map +1 -0
  1400. package/modules/risk/dist/book.js +201 -0
  1401. package/modules/risk/dist/book.js.map +1 -0
  1402. package/modules/risk/dist/covariance.d.ts +96 -0
  1403. package/modules/risk/dist/covariance.d.ts.map +1 -0
  1404. package/modules/risk/dist/covariance.js +183 -0
  1405. package/modules/risk/dist/covariance.js.map +1 -0
  1406. package/modules/risk/dist/evt.d.ts +188 -0
  1407. package/modules/risk/dist/evt.d.ts.map +1 -0
  1408. package/modules/risk/dist/evt.js +625 -0
  1409. package/modules/risk/dist/evt.js.map +1 -0
  1410. package/modules/risk/dist/expected-returns.d.ts +139 -0
  1411. package/modules/risk/dist/expected-returns.d.ts.map +1 -0
  1412. package/modules/risk/dist/expected-returns.js +350 -0
  1413. package/modules/risk/dist/expected-returns.js.map +1 -0
  1414. package/modules/risk/dist/factor.d.ts +66 -0
  1415. package/modules/risk/dist/factor.d.ts.map +1 -0
  1416. package/modules/risk/dist/factor.js +133 -0
  1417. package/modules/risk/dist/factor.js.map +1 -0
  1418. package/modules/risk/dist/frontier.d.ts +158 -0
  1419. package/modules/risk/dist/frontier.d.ts.map +1 -0
  1420. package/modules/risk/dist/frontier.js +1183 -0
  1421. package/modules/risk/dist/frontier.js.map +1 -0
  1422. package/modules/risk/dist/index.d.ts +47 -0
  1423. package/modules/risk/dist/index.d.ts.map +1 -0
  1424. package/modules/risk/dist/index.js +43 -0
  1425. package/modules/risk/dist/index.js.map +1 -0
  1426. package/modules/risk/dist/input-description.d.ts +3 -0
  1427. package/modules/risk/dist/input-description.d.ts.map +1 -0
  1428. package/modules/risk/dist/input-description.js +24 -0
  1429. package/modules/risk/dist/input-description.js.map +1 -0
  1430. package/modules/risk/dist/kelly.d.ts +217 -0
  1431. package/modules/risk/dist/kelly.d.ts.map +1 -0
  1432. package/modules/risk/dist/kelly.js +731 -0
  1433. package/modules/risk/dist/kelly.js.map +1 -0
  1434. package/modules/risk/dist/linalg.d.ts +27 -0
  1435. package/modules/risk/dist/linalg.d.ts.map +1 -0
  1436. package/modules/risk/dist/linalg.js +89 -0
  1437. package/modules/risk/dist/linalg.js.map +1 -0
  1438. package/modules/risk/dist/numeric-vector.d.ts +9 -0
  1439. package/modules/risk/dist/numeric-vector.d.ts.map +1 -0
  1440. package/modules/risk/dist/numeric-vector.js +112 -0
  1441. package/modules/risk/dist/numeric-vector.js.map +1 -0
  1442. package/modules/risk/dist/optimize.d.ts +231 -0
  1443. package/modules/risk/dist/optimize.d.ts.map +1 -0
  1444. package/modules/risk/dist/optimize.js +1258 -0
  1445. package/modules/risk/dist/optimize.js.map +1 -0
  1446. package/modules/risk/dist/optimizer-validation.d.ts +26 -0
  1447. package/modules/risk/dist/optimizer-validation.d.ts.map +1 -0
  1448. package/modules/risk/dist/optimizer-validation.js +306 -0
  1449. package/modules/risk/dist/optimizer-validation.js.map +1 -0
  1450. package/modules/risk/dist/options-internal.d.ts +18 -0
  1451. package/modules/risk/dist/options-internal.d.ts.map +1 -0
  1452. package/modules/risk/dist/options-internal.js +49 -0
  1453. package/modules/risk/dist/options-internal.js.map +1 -0
  1454. package/modules/risk/dist/pnl-explain.d.ts +169 -0
  1455. package/modules/risk/dist/pnl-explain.d.ts.map +1 -0
  1456. package/modules/risk/dist/pnl-explain.js +327 -0
  1457. package/modules/risk/dist/pnl-explain.js.map +1 -0
  1458. package/modules/risk/dist/portfolio.d.ts +322 -0
  1459. package/modules/risk/dist/portfolio.d.ts.map +1 -0
  1460. package/modules/risk/dist/portfolio.js +547 -0
  1461. package/modules/risk/dist/portfolio.js.map +1 -0
  1462. package/modules/risk/dist/research-protocol.d.ts +74 -0
  1463. package/modules/risk/dist/research-protocol.d.ts.map +1 -0
  1464. package/modules/risk/dist/research-protocol.js +193 -0
  1465. package/modules/risk/dist/research-protocol.js.map +1 -0
  1466. package/modules/risk/dist/research.d.ts +255 -0
  1467. package/modules/risk/dist/research.d.ts.map +1 -0
  1468. package/modules/risk/dist/research.js +752 -0
  1469. package/modules/risk/dist/research.js.map +1 -0
  1470. package/modules/risk/dist/scenario.d.ts +279 -0
  1471. package/modules/risk/dist/scenario.d.ts.map +1 -0
  1472. package/modules/risk/dist/scenario.js +458 -0
  1473. package/modules/risk/dist/scenario.js.map +1 -0
  1474. package/modules/risk/dist/sizing.d.ts +14 -0
  1475. package/modules/risk/dist/sizing.d.ts.map +1 -0
  1476. package/modules/risk/dist/sizing.js +12 -0
  1477. package/modules/risk/dist/sizing.js.map +1 -0
  1478. package/modules/risk/dist/strategy-shape.d.ts +84 -0
  1479. package/modules/risk/dist/strategy-shape.d.ts.map +1 -0
  1480. package/modules/risk/dist/strategy-shape.js +17 -0
  1481. package/modules/risk/dist/strategy-shape.js.map +1 -0
  1482. package/modules/risk/dist/value-at-risk.d.ts +240 -0
  1483. package/modules/risk/dist/value-at-risk.d.ts.map +1 -0
  1484. package/modules/risk/dist/value-at-risk.js +743 -0
  1485. package/modules/risk/dist/value-at-risk.js.map +1 -0
  1486. package/modules/risk/etc/risk.api.md +228 -0
  1487. package/modules/risk/src/attribution.ts +480 -0
  1488. package/modules/risk/src/book-var.ts +717 -0
  1489. package/modules/risk/src/book.ts +327 -0
  1490. package/modules/risk/src/covariance.ts +293 -0
  1491. package/modules/risk/src/evt.ts +899 -0
  1492. package/modules/risk/src/expected-returns.ts +572 -0
  1493. package/modules/risk/src/factor.ts +199 -0
  1494. package/modules/risk/src/frontier.ts +1570 -0
  1495. package/modules/risk/src/index.ts +281 -0
  1496. package/modules/risk/src/input-description.ts +15 -0
  1497. package/modules/risk/src/kelly.ts +1119 -0
  1498. package/modules/risk/src/linalg.ts +100 -0
  1499. package/modules/risk/src/numeric-vector.ts +153 -0
  1500. package/modules/risk/src/optimize.ts +1769 -0
  1501. package/modules/risk/src/optimizer-validation.ts +467 -0
  1502. package/modules/risk/src/options-internal.ts +73 -0
  1503. package/modules/risk/src/pnl-explain.ts +544 -0
  1504. package/modules/risk/src/portfolio.ts +911 -0
  1505. package/modules/risk/src/research-protocol.ts +277 -0
  1506. package/modules/risk/src/research.ts +1076 -0
  1507. package/modules/risk/src/scenario.ts +728 -0
  1508. package/modules/risk/src/sizing.ts +15 -0
  1509. package/modules/risk/src/strategy-shape.ts +90 -0
  1510. package/modules/risk/src/value-at-risk.ts +1102 -0
  1511. package/modules/scenarios/dist/aggregates.d.ts +27 -0
  1512. package/modules/scenarios/dist/aggregates.d.ts.map +1 -0
  1513. package/modules/scenarios/dist/aggregates.js +262 -0
  1514. package/modules/scenarios/dist/aggregates.js.map +1 -0
  1515. package/modules/scenarios/dist/fx.d.ts +69 -0
  1516. package/modules/scenarios/dist/fx.d.ts.map +1 -0
  1517. package/modules/scenarios/dist/fx.js +349 -0
  1518. package/modules/scenarios/dist/fx.js.map +1 -0
  1519. package/modules/scenarios/dist/index.d.ts +6 -0
  1520. package/modules/scenarios/dist/index.d.ts.map +1 -0
  1521. package/modules/scenarios/dist/index.js +6 -0
  1522. package/modules/scenarios/dist/index.js.map +1 -0
  1523. package/modules/scenarios/dist/internal/behaviors.d.ts +28 -0
  1524. package/modules/scenarios/dist/internal/behaviors.d.ts.map +1 -0
  1525. package/modules/scenarios/dist/internal/behaviors.js +169 -0
  1526. package/modules/scenarios/dist/internal/behaviors.js.map +1 -0
  1527. package/modules/scenarios/dist/internal/data.d.ts +35 -0
  1528. package/modules/scenarios/dist/internal/data.d.ts.map +1 -0
  1529. package/modules/scenarios/dist/internal/data.js +194 -0
  1530. package/modules/scenarios/dist/internal/data.js.map +1 -0
  1531. package/modules/scenarios/dist/internal/failures.d.ts +18 -0
  1532. package/modules/scenarios/dist/internal/failures.d.ts.map +1 -0
  1533. package/modules/scenarios/dist/internal/failures.js +184 -0
  1534. package/modules/scenarios/dist/internal/failures.js.map +1 -0
  1535. package/modules/scenarios/dist/internal/results.d.ts +18 -0
  1536. package/modules/scenarios/dist/internal/results.d.ts.map +1 -0
  1537. package/modules/scenarios/dist/internal/results.js +100 -0
  1538. package/modules/scenarios/dist/internal/results.js.map +1 -0
  1539. package/modules/scenarios/dist/market-resolution.d.ts +32 -0
  1540. package/modules/scenarios/dist/market-resolution.d.ts.map +1 -0
  1541. package/modules/scenarios/dist/market-resolution.js +296 -0
  1542. package/modules/scenarios/dist/market-resolution.js.map +1 -0
  1543. package/modules/scenarios/dist/portfolio.d.ts +11 -0
  1544. package/modules/scenarios/dist/portfolio.d.ts.map +1 -0
  1545. package/modules/scenarios/dist/portfolio.js +419 -0
  1546. package/modules/scenarios/dist/portfolio.js.map +1 -0
  1547. package/modules/scenarios/dist/run.d.ts +4 -0
  1548. package/modules/scenarios/dist/run.d.ts.map +1 -0
  1549. package/modules/scenarios/dist/run.js +933 -0
  1550. package/modules/scenarios/dist/run.js.map +1 -0
  1551. package/modules/scenarios/dist/spot-pricer.d.ts +21 -0
  1552. package/modules/scenarios/dist/spot-pricer.d.ts.map +1 -0
  1553. package/modules/scenarios/dist/spot-pricer.js +97 -0
  1554. package/modules/scenarios/dist/spot-pricer.js.map +1 -0
  1555. package/modules/scenarios/dist/targets.d.ts +18 -0
  1556. package/modules/scenarios/dist/targets.d.ts.map +1 -0
  1557. package/modules/scenarios/dist/targets.js +507 -0
  1558. package/modules/scenarios/dist/targets.js.map +1 -0
  1559. package/modules/scenarios/dist/taylor.d.ts +23 -0
  1560. package/modules/scenarios/dist/taylor.d.ts.map +1 -0
  1561. package/modules/scenarios/dist/taylor.js +209 -0
  1562. package/modules/scenarios/dist/taylor.js.map +1 -0
  1563. package/modules/scenarios/dist/transform.d.ts +31 -0
  1564. package/modules/scenarios/dist/transform.d.ts.map +1 -0
  1565. package/modules/scenarios/dist/transform.js +318 -0
  1566. package/modules/scenarios/dist/transform.js.map +1 -0
  1567. package/modules/scenarios/dist/types.d.ts +591 -0
  1568. package/modules/scenarios/dist/types.d.ts.map +1 -0
  1569. package/modules/scenarios/dist/types.js +2 -0
  1570. package/modules/scenarios/dist/types.js.map +1 -0
  1571. package/modules/scenarios/dist/work.d.ts +85 -0
  1572. package/modules/scenarios/dist/work.d.ts.map +1 -0
  1573. package/modules/scenarios/dist/work.js +629 -0
  1574. package/modules/scenarios/dist/work.js.map +1 -0
  1575. package/modules/scenarios/etc/scenarios.api.md +76 -0
  1576. package/modules/scenarios/src/aggregates.ts +429 -0
  1577. package/modules/scenarios/src/fx.ts +563 -0
  1578. package/modules/scenarios/src/index.ts +5 -0
  1579. package/modules/scenarios/src/internal/behaviors.ts +249 -0
  1580. package/modules/scenarios/src/internal/data.ts +258 -0
  1581. package/modules/scenarios/src/internal/failures.ts +219 -0
  1582. package/modules/scenarios/src/internal/results.ts +131 -0
  1583. package/modules/scenarios/src/market-resolution.ts +436 -0
  1584. package/modules/scenarios/src/portfolio.ts +639 -0
  1585. package/modules/scenarios/src/run.ts +1417 -0
  1586. package/modules/scenarios/src/spot-pricer.ts +129 -0
  1587. package/modules/scenarios/src/targets.ts +729 -0
  1588. package/modules/scenarios/src/taylor.ts +287 -0
  1589. package/modules/scenarios/src/transform.ts +468 -0
  1590. package/modules/scenarios/src/types.ts +713 -0
  1591. package/modules/scenarios/src/work.ts +1055 -0
  1592. package/modules/strategy/dist/auto-range.d.ts +14 -0
  1593. package/modules/strategy/dist/auto-range.d.ts.map +1 -0
  1594. package/modules/strategy/dist/auto-range.js +19 -0
  1595. package/modules/strategy/dist/auto-range.js.map +1 -0
  1596. package/modules/strategy/dist/builders.d.ts +75 -0
  1597. package/modules/strategy/dist/builders.d.ts.map +1 -0
  1598. package/modules/strategy/dist/builders.js +112 -0
  1599. package/modules/strategy/dist/builders.js.map +1 -0
  1600. package/modules/strategy/dist/calendars.d.ts +70 -0
  1601. package/modules/strategy/dist/calendars.d.ts.map +1 -0
  1602. package/modules/strategy/dist/calendars.js +149 -0
  1603. package/modules/strategy/dist/calendars.js.map +1 -0
  1604. package/modules/strategy/dist/classify.d.ts +77 -0
  1605. package/modules/strategy/dist/classify.d.ts.map +1 -0
  1606. package/modules/strategy/dist/classify.js +144 -0
  1607. package/modules/strategy/dist/classify.js.map +1 -0
  1608. package/modules/strategy/dist/explain.d.ts +77 -0
  1609. package/modules/strategy/dist/explain.d.ts.map +1 -0
  1610. package/modules/strategy/dist/explain.js +300 -0
  1611. package/modules/strategy/dist/explain.js.map +1 -0
  1612. package/modules/strategy/dist/from-chain.d.ts +88 -0
  1613. package/modules/strategy/dist/from-chain.d.ts.map +1 -0
  1614. package/modules/strategy/dist/from-chain.js +457 -0
  1615. package/modules/strategy/dist/from-chain.js.map +1 -0
  1616. package/modules/strategy/dist/index.d.ts +102 -0
  1617. package/modules/strategy/dist/index.d.ts.map +1 -0
  1618. package/modules/strategy/dist/index.js +41 -0
  1619. package/modules/strategy/dist/index.js.map +1 -0
  1620. package/modules/strategy/dist/legs.d.ts +47 -0
  1621. package/modules/strategy/dist/legs.d.ts.map +1 -0
  1622. package/modules/strategy/dist/legs.js +87 -0
  1623. package/modules/strategy/dist/legs.js.map +1 -0
  1624. package/modules/strategy/dist/manifest.d.ts +116 -0
  1625. package/modules/strategy/dist/manifest.d.ts.map +1 -0
  1626. package/modules/strategy/dist/manifest.js +376 -0
  1627. package/modules/strategy/dist/manifest.js.map +1 -0
  1628. package/modules/strategy/dist/optimizer.d.ts +184 -0
  1629. package/modules/strategy/dist/optimizer.d.ts.map +1 -0
  1630. package/modules/strategy/dist/optimizer.js +404 -0
  1631. package/modules/strategy/dist/optimizer.js.map +1 -0
  1632. package/modules/strategy/dist/position.d.ts +181 -0
  1633. package/modules/strategy/dist/position.d.ts.map +1 -0
  1634. package/modules/strategy/dist/position.js +1693 -0
  1635. package/modules/strategy/dist/position.js.map +1 -0
  1636. package/modules/strategy/dist/probability.d.ts +192 -0
  1637. package/modules/strategy/dist/probability.d.ts.map +1 -0
  1638. package/modules/strategy/dist/probability.js +106 -0
  1639. package/modules/strategy/dist/probability.js.map +1 -0
  1640. package/modules/strategy/dist/scanner.d.ts +147 -0
  1641. package/modules/strategy/dist/scanner.d.ts.map +1 -0
  1642. package/modules/strategy/dist/scanner.js +438 -0
  1643. package/modules/strategy/dist/scanner.js.map +1 -0
  1644. package/modules/strategy/dist/strategies.d.ts +187 -0
  1645. package/modules/strategy/dist/strategies.d.ts.map +1 -0
  1646. package/modules/strategy/dist/strategies.js +541 -0
  1647. package/modules/strategy/dist/strategies.js.map +1 -0
  1648. package/modules/strategy/dist/svg.d.ts +35 -0
  1649. package/modules/strategy/dist/svg.d.ts.map +1 -0
  1650. package/modules/strategy/dist/svg.js +298 -0
  1651. package/modules/strategy/dist/svg.js.map +1 -0
  1652. package/modules/strategy/dist/thesis-distribution.d.ts +79 -0
  1653. package/modules/strategy/dist/thesis-distribution.d.ts.map +1 -0
  1654. package/modules/strategy/dist/thesis-distribution.js +125 -0
  1655. package/modules/strategy/dist/thesis-distribution.js.map +1 -0
  1656. package/modules/strategy/dist/types.d.ts +370 -0
  1657. package/modules/strategy/dist/types.d.ts.map +1 -0
  1658. package/modules/strategy/dist/types.js +8 -0
  1659. package/modules/strategy/dist/types.js.map +1 -0
  1660. package/modules/strategy/dist/validate.d.ts +63 -0
  1661. package/modules/strategy/dist/validate.d.ts.map +1 -0
  1662. package/modules/strategy/dist/validate.js +146 -0
  1663. package/modules/strategy/dist/validate.js.map +1 -0
  1664. package/modules/strategy/etc/strategy.api.md +174 -0
  1665. package/modules/strategy/src/auto-range.ts +21 -0
  1666. package/modules/strategy/src/builders.ts +221 -0
  1667. package/modules/strategy/src/calendars.ts +245 -0
  1668. package/modules/strategy/src/classify.ts +215 -0
  1669. package/modules/strategy/src/explain.ts +471 -0
  1670. package/modules/strategy/src/from-chain.ts +643 -0
  1671. package/modules/strategy/src/index.ts +212 -0
  1672. package/modules/strategy/src/legs.ts +140 -0
  1673. package/modules/strategy/src/manifest.ts +756 -0
  1674. package/modules/strategy/src/optimizer.ts +679 -0
  1675. package/modules/strategy/src/position.ts +2084 -0
  1676. package/modules/strategy/src/probability.ts +301 -0
  1677. package/modules/strategy/src/scanner.ts +711 -0
  1678. package/modules/strategy/src/strategies.ts +1018 -0
  1679. package/modules/strategy/src/svg.ts +415 -0
  1680. package/modules/strategy/src/thesis-distribution.ts +188 -0
  1681. package/modules/strategy/src/types.ts +380 -0
  1682. package/modules/strategy/src/validate.ts +207 -0
  1683. package/modules/structure/OPTION-FLOW-DRIFT.md +126 -0
  1684. package/modules/structure/dist/exposure.d.ts +350 -0
  1685. package/modules/structure/dist/exposure.d.ts.map +1 -0
  1686. package/modules/structure/dist/exposure.js +917 -0
  1687. package/modules/structure/dist/exposure.js.map +1 -0
  1688. package/modules/structure/dist/flow.d.ts +247 -0
  1689. package/modules/structure/dist/flow.d.ts.map +1 -0
  1690. package/modules/structure/dist/flow.js +643 -0
  1691. package/modules/structure/dist/flow.js.map +1 -0
  1692. package/modules/structure/dist/index.d.ts +20 -0
  1693. package/modules/structure/dist/index.d.ts.map +1 -0
  1694. package/modules/structure/dist/index.js +16 -0
  1695. package/modules/structure/dist/index.js.map +1 -0
  1696. package/modules/structure/dist/market-day.d.ts +29 -0
  1697. package/modules/structure/dist/market-day.d.ts.map +1 -0
  1698. package/modules/structure/dist/market-day.js +43 -0
  1699. package/modules/structure/dist/market-day.js.map +1 -0
  1700. package/modules/structure/dist/option-flow-drift.d.ts +184 -0
  1701. package/modules/structure/dist/option-flow-drift.d.ts.map +1 -0
  1702. package/modules/structure/dist/option-flow-drift.js +475 -0
  1703. package/modules/structure/dist/option-flow-drift.js.map +1 -0
  1704. package/modules/structure/dist/supplied-exposure.d.ts +191 -0
  1705. package/modules/structure/dist/supplied-exposure.d.ts.map +1 -0
  1706. package/modules/structure/dist/supplied-exposure.js +421 -0
  1707. package/modules/structure/dist/supplied-exposure.js.map +1 -0
  1708. package/modules/structure/etc/structure.api.md +72 -0
  1709. package/modules/structure/src/exposure.ts +1330 -0
  1710. package/modules/structure/src/flow.ts +955 -0
  1711. package/modules/structure/src/index.ts +83 -0
  1712. package/modules/structure/src/market-day.ts +47 -0
  1713. package/modules/structure/src/option-flow-drift.ts +726 -0
  1714. package/modules/structure/src/supplied-exposure.ts +671 -0
  1715. package/modules/technical-analysis/dist/aliases.d.ts +42 -0
  1716. package/modules/technical-analysis/dist/aliases.d.ts.map +1 -0
  1717. package/modules/technical-analysis/dist/aliases.js +413 -0
  1718. package/modules/technical-analysis/dist/aliases.js.map +1 -0
  1719. package/modules/technical-analysis/dist/bands.d.ts +31 -0
  1720. package/modules/technical-analysis/dist/bands.d.ts.map +1 -0
  1721. package/modules/technical-analysis/dist/bands.js +79 -0
  1722. package/modules/technical-analysis/dist/bands.js.map +1 -0
  1723. package/modules/technical-analysis/dist/bars.d.ts +113 -0
  1724. package/modules/technical-analysis/dist/bars.d.ts.map +1 -0
  1725. package/modules/technical-analysis/dist/bars.js +374 -0
  1726. package/modules/technical-analysis/dist/bars.js.map +1 -0
  1727. package/modules/technical-analysis/dist/builtin-metadata.d.ts +1817 -0
  1728. package/modules/technical-analysis/dist/builtin-metadata.d.ts.map +1 -0
  1729. package/modules/technical-analysis/dist/builtin-metadata.js +1399 -0
  1730. package/modules/technical-analysis/dist/builtin-metadata.js.map +1 -0
  1731. package/modules/technical-analysis/dist/candle-aliases.d.ts +56 -0
  1732. package/modules/technical-analysis/dist/candle-aliases.d.ts.map +1 -0
  1733. package/modules/technical-analysis/dist/candle-aliases.js +246 -0
  1734. package/modules/technical-analysis/dist/candle-aliases.js.map +1 -0
  1735. package/modules/technical-analysis/dist/candle-talib.d.ts +114 -0
  1736. package/modules/technical-analysis/dist/candle-talib.d.ts.map +1 -0
  1737. package/modules/technical-analysis/dist/candle-talib.js +185 -0
  1738. package/modules/technical-analysis/dist/candle-talib.js.map +1 -0
  1739. package/modules/technical-analysis/dist/candlesticks.d.ts +103 -0
  1740. package/modules/technical-analysis/dist/candlesticks.d.ts.map +1 -0
  1741. package/modules/technical-analysis/dist/candlesticks.js +1009 -0
  1742. package/modules/technical-analysis/dist/candlesticks.js.map +1 -0
  1743. package/modules/technical-analysis/dist/chart-types.d.ts +205 -0
  1744. package/modules/technical-analysis/dist/chart-types.d.ts.map +1 -0
  1745. package/modules/technical-analysis/dist/chart-types.js +633 -0
  1746. package/modules/technical-analysis/dist/chart-types.js.map +1 -0
  1747. package/modules/technical-analysis/dist/columns.d.ts +24 -0
  1748. package/modules/technical-analysis/dist/columns.d.ts.map +1 -0
  1749. package/modules/technical-analysis/dist/columns.js +71 -0
  1750. package/modules/technical-analysis/dist/columns.js.map +1 -0
  1751. package/modules/technical-analysis/dist/cycle.d.ts +174 -0
  1752. package/modules/technical-analysis/dist/cycle.d.ts.map +1 -0
  1753. package/modules/technical-analysis/dist/cycle.js +489 -0
  1754. package/modules/technical-analysis/dist/cycle.js.map +1 -0
  1755. package/modules/technical-analysis/dist/discover.d.ts +100 -0
  1756. package/modules/technical-analysis/dist/discover.d.ts.map +1 -0
  1757. package/modules/technical-analysis/dist/discover.js +273 -0
  1758. package/modules/technical-analysis/dist/discover.js.map +1 -0
  1759. package/modules/technical-analysis/dist/divergence.d.ts +82 -0
  1760. package/modules/technical-analysis/dist/divergence.d.ts.map +1 -0
  1761. package/modules/technical-analysis/dist/divergence.js +269 -0
  1762. package/modules/technical-analysis/dist/divergence.js.map +1 -0
  1763. package/modules/technical-analysis/dist/features-ext.d.ts +162 -0
  1764. package/modules/technical-analysis/dist/features-ext.d.ts.map +1 -0
  1765. package/modules/technical-analysis/dist/features-ext.js +633 -0
  1766. package/modules/technical-analysis/dist/features-ext.js.map +1 -0
  1767. package/modules/technical-analysis/dist/features.d.ts +10 -0
  1768. package/modules/technical-analysis/dist/features.d.ts.map +1 -0
  1769. package/modules/technical-analysis/dist/features.js +10 -0
  1770. package/modules/technical-analysis/dist/features.js.map +1 -0
  1771. package/modules/technical-analysis/dist/framework.d.ts +353 -0
  1772. package/modules/technical-analysis/dist/framework.d.ts.map +1 -0
  1773. package/modules/technical-analysis/dist/framework.js +999 -0
  1774. package/modules/technical-analysis/dist/framework.js.map +1 -0
  1775. package/modules/technical-analysis/dist/fuzzy.d.ts +33 -0
  1776. package/modules/technical-analysis/dist/fuzzy.d.ts.map +1 -0
  1777. package/modules/technical-analysis/dist/fuzzy.js +80 -0
  1778. package/modules/technical-analysis/dist/fuzzy.js.map +1 -0
  1779. package/modules/technical-analysis/dist/generated/validation-specs.d.ts +12 -0
  1780. package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map +1 -0
  1781. package/modules/technical-analysis/dist/generated/validation-specs.js +1052 -0
  1782. package/modules/technical-analysis/dist/generated/validation-specs.js.map +1 -0
  1783. package/modules/technical-analysis/dist/index.d.ts +132 -0
  1784. package/modules/technical-analysis/dist/index.d.ts.map +1 -0
  1785. package/modules/technical-analysis/dist/index.js +100 -0
  1786. package/modules/technical-analysis/dist/index.js.map +1 -0
  1787. package/modules/technical-analysis/dist/indicator-metadata.d.ts +21 -0
  1788. package/modules/technical-analysis/dist/indicator-metadata.d.ts.map +1 -0
  1789. package/modules/technical-analysis/dist/indicator-metadata.js +23 -0
  1790. package/modules/technical-analysis/dist/indicator-metadata.js.map +1 -0
  1791. package/modules/technical-analysis/dist/limits.d.ts +19 -0
  1792. package/modules/technical-analysis/dist/limits.d.ts.map +1 -0
  1793. package/modules/technical-analysis/dist/limits.js +19 -0
  1794. package/modules/technical-analysis/dist/limits.js.map +1 -0
  1795. package/modules/technical-analysis/dist/macd.d.ts +29 -0
  1796. package/modules/technical-analysis/dist/macd.d.ts.map +1 -0
  1797. package/modules/technical-analysis/dist/macd.js +61 -0
  1798. package/modules/technical-analysis/dist/macd.js.map +1 -0
  1799. package/modules/technical-analysis/dist/math.d.ts +69 -0
  1800. package/modules/technical-analysis/dist/math.d.ts.map +1 -0
  1801. package/modules/technical-analysis/dist/math.js +124 -0
  1802. package/modules/technical-analysis/dist/math.js.map +1 -0
  1803. package/modules/technical-analysis/dist/microstructure.d.ts +252 -0
  1804. package/modules/technical-analysis/dist/microstructure.d.ts.map +1 -0
  1805. package/modules/technical-analysis/dist/microstructure.js +552 -0
  1806. package/modules/technical-analysis/dist/microstructure.js.map +1 -0
  1807. package/modules/technical-analysis/dist/momentum-ext.d.ts +619 -0
  1808. package/modules/technical-analysis/dist/momentum-ext.d.ts.map +1 -0
  1809. package/modules/technical-analysis/dist/momentum-ext.js +1772 -0
  1810. package/modules/technical-analysis/dist/momentum-ext.js.map +1 -0
  1811. package/modules/technical-analysis/dist/momentum.d.ts +15 -0
  1812. package/modules/technical-analysis/dist/momentum.d.ts.map +1 -0
  1813. package/modules/technical-analysis/dist/momentum.js +14 -0
  1814. package/modules/technical-analysis/dist/momentum.js.map +1 -0
  1815. package/modules/technical-analysis/dist/moving-averages.d.ts +344 -0
  1816. package/modules/technical-analysis/dist/moving-averages.d.ts.map +1 -0
  1817. package/modules/technical-analysis/dist/moving-averages.js +1279 -0
  1818. package/modules/technical-analysis/dist/moving-averages.js.map +1 -0
  1819. package/modules/technical-analysis/dist/nan-policy.d.ts +42 -0
  1820. package/modules/technical-analysis/dist/nan-policy.d.ts.map +1 -0
  1821. package/modules/technical-analysis/dist/nan-policy.js +60 -0
  1822. package/modules/technical-analysis/dist/nan-policy.js.map +1 -0
  1823. package/modules/technical-analysis/dist/oscillators.d.ts +377 -0
  1824. package/modules/technical-analysis/dist/oscillators.d.ts.map +1 -0
  1825. package/modules/technical-analysis/dist/oscillators.js +1225 -0
  1826. package/modules/technical-analysis/dist/oscillators.js.map +1 -0
  1827. package/modules/technical-analysis/dist/output-meta.d.ts +71 -0
  1828. package/modules/technical-analysis/dist/output-meta.d.ts.map +1 -0
  1829. package/modules/technical-analysis/dist/output-meta.js +399 -0
  1830. package/modules/technical-analysis/dist/output-meta.js.map +1 -0
  1831. package/modules/technical-analysis/dist/overlap-ext.d.ts +206 -0
  1832. package/modules/technical-analysis/dist/overlap-ext.d.ts.map +1 -0
  1833. package/modules/technical-analysis/dist/overlap-ext.js +550 -0
  1834. package/modules/technical-analysis/dist/overlap-ext.js.map +1 -0
  1835. package/modules/technical-analysis/dist/overlap.d.ts +11 -0
  1836. package/modules/technical-analysis/dist/overlap.d.ts.map +1 -0
  1837. package/modules/technical-analysis/dist/overlap.js +10 -0
  1838. package/modules/technical-analysis/dist/overlap.js.map +1 -0
  1839. package/modules/technical-analysis/dist/performance-ext.d.ts +21 -0
  1840. package/modules/technical-analysis/dist/performance-ext.d.ts.map +1 -0
  1841. package/modules/technical-analysis/dist/performance-ext.js +31 -0
  1842. package/modules/technical-analysis/dist/performance-ext.js.map +1 -0
  1843. package/modules/technical-analysis/dist/pipeline.d.ts +105 -0
  1844. package/modules/technical-analysis/dist/pipeline.d.ts.map +1 -0
  1845. package/modules/technical-analysis/dist/pipeline.js +224 -0
  1846. package/modules/technical-analysis/dist/pipeline.js.map +1 -0
  1847. package/modules/technical-analysis/dist/price-action-ext.d.ts +90 -0
  1848. package/modules/technical-analysis/dist/price-action-ext.d.ts.map +1 -0
  1849. package/modules/technical-analysis/dist/price-action-ext.js +511 -0
  1850. package/modules/technical-analysis/dist/price-action-ext.js.map +1 -0
  1851. package/modules/technical-analysis/dist/price-action.d.ts +348 -0
  1852. package/modules/technical-analysis/dist/price-action.d.ts.map +1 -0
  1853. package/modules/technical-analysis/dist/price-action.js +613 -0
  1854. package/modules/technical-analysis/dist/price-action.js.map +1 -0
  1855. package/modules/technical-analysis/dist/registry.d.ts +84 -0
  1856. package/modules/technical-analysis/dist/registry.d.ts.map +1 -0
  1857. package/modules/technical-analysis/dist/registry.js +625 -0
  1858. package/modules/technical-analysis/dist/registry.js.map +1 -0
  1859. package/modules/technical-analysis/dist/resample.d.ts +77 -0
  1860. package/modules/technical-analysis/dist/resample.d.ts.map +1 -0
  1861. package/modules/technical-analysis/dist/resample.js +239 -0
  1862. package/modules/technical-analysis/dist/resample.js.map +1 -0
  1863. package/modules/technical-analysis/dist/rsi.d.ts +36 -0
  1864. package/modules/technical-analysis/dist/rsi.d.ts.map +1 -0
  1865. package/modules/technical-analysis/dist/rsi.js +95 -0
  1866. package/modules/technical-analysis/dist/rsi.js.map +1 -0
  1867. package/modules/technical-analysis/dist/series.d.ts +40 -0
  1868. package/modules/technical-analysis/dist/series.d.ts.map +1 -0
  1869. package/modules/technical-analysis/dist/series.js +125 -0
  1870. package/modules/technical-analysis/dist/series.js.map +1 -0
  1871. package/modules/technical-analysis/dist/signal.d.ts +140 -0
  1872. package/modules/technical-analysis/dist/signal.d.ts.map +1 -0
  1873. package/modules/technical-analysis/dist/signal.js +353 -0
  1874. package/modules/technical-analysis/dist/signal.js.map +1 -0
  1875. package/modules/technical-analysis/dist/snapshot-cardinality.d.ts +17 -0
  1876. package/modules/technical-analysis/dist/snapshot-cardinality.d.ts.map +1 -0
  1877. package/modules/technical-analysis/dist/snapshot-cardinality.js +53 -0
  1878. package/modules/technical-analysis/dist/snapshot-cardinality.js.map +1 -0
  1879. package/modules/technical-analysis/dist/snapshot-envelope.d.ts +19 -0
  1880. package/modules/technical-analysis/dist/snapshot-envelope.d.ts.map +1 -0
  1881. package/modules/technical-analysis/dist/snapshot-envelope.js +87 -0
  1882. package/modules/technical-analysis/dist/snapshot-envelope.js.map +1 -0
  1883. package/modules/technical-analysis/dist/statistics.d.ts +146 -0
  1884. package/modules/technical-analysis/dist/statistics.d.ts.map +1 -0
  1885. package/modules/technical-analysis/dist/statistics.js +524 -0
  1886. package/modules/technical-analysis/dist/statistics.js.map +1 -0
  1887. package/modules/technical-analysis/dist/stream-validation.d.ts +14 -0
  1888. package/modules/technical-analysis/dist/stream-validation.d.ts.map +1 -0
  1889. package/modules/technical-analysis/dist/stream-validation.js +35 -0
  1890. package/modules/technical-analysis/dist/stream-validation.js.map +1 -0
  1891. package/modules/technical-analysis/dist/transforms.d.ts +77 -0
  1892. package/modules/technical-analysis/dist/transforms.d.ts.map +1 -0
  1893. package/modules/technical-analysis/dist/transforms.js +246 -0
  1894. package/modules/technical-analysis/dist/transforms.js.map +1 -0
  1895. package/modules/technical-analysis/dist/trend-ext.d.ts +121 -0
  1896. package/modules/technical-analysis/dist/trend-ext.d.ts.map +1 -0
  1897. package/modules/technical-analysis/dist/trend-ext.js +691 -0
  1898. package/modules/technical-analysis/dist/trend-ext.js.map +1 -0
  1899. package/modules/technical-analysis/dist/trend.d.ts +373 -0
  1900. package/modules/technical-analysis/dist/trend.d.ts.map +1 -0
  1901. package/modules/technical-analysis/dist/trend.js +1159 -0
  1902. package/modules/technical-analysis/dist/trend.js.map +1 -0
  1903. package/modules/technical-analysis/dist/validate.d.ts +61 -0
  1904. package/modules/technical-analysis/dist/validate.d.ts.map +1 -0
  1905. package/modules/technical-analysis/dist/validate.js +334 -0
  1906. package/modules/technical-analysis/dist/validate.js.map +1 -0
  1907. package/modules/technical-analysis/dist/volatility-ext.d.ts +98 -0
  1908. package/modules/technical-analysis/dist/volatility-ext.d.ts.map +1 -0
  1909. package/modules/technical-analysis/dist/volatility-ext.js +535 -0
  1910. package/modules/technical-analysis/dist/volatility-ext.js.map +1 -0
  1911. package/modules/technical-analysis/dist/volatility.d.ts +239 -0
  1912. package/modules/technical-analysis/dist/volatility.d.ts.map +1 -0
  1913. package/modules/technical-analysis/dist/volatility.js +709 -0
  1914. package/modules/technical-analysis/dist/volatility.js.map +1 -0
  1915. package/modules/technical-analysis/dist/volume-core.d.ts +273 -0
  1916. package/modules/technical-analysis/dist/volume-core.d.ts.map +1 -0
  1917. package/modules/technical-analysis/dist/volume-core.js +847 -0
  1918. package/modules/technical-analysis/dist/volume-core.js.map +1 -0
  1919. package/modules/technical-analysis/dist/volume-ext.d.ts +61 -0
  1920. package/modules/technical-analysis/dist/volume-ext.d.ts.map +1 -0
  1921. package/modules/technical-analysis/dist/volume-ext.js +270 -0
  1922. package/modules/technical-analysis/dist/volume-ext.js.map +1 -0
  1923. package/modules/technical-analysis/dist/volume.d.ts +15 -0
  1924. package/modules/technical-analysis/dist/volume.d.ts.map +1 -0
  1925. package/modules/technical-analysis/dist/volume.js +15 -0
  1926. package/modules/technical-analysis/dist/volume.js.map +1 -0
  1927. package/modules/technical-analysis/dist/warmup.d.ts +38 -0
  1928. package/modules/technical-analysis/dist/warmup.d.ts.map +1 -0
  1929. package/modules/technical-analysis/dist/warmup.js +269 -0
  1930. package/modules/technical-analysis/dist/warmup.js.map +1 -0
  1931. package/modules/technical-analysis/etc/technical-analysis.api.md +663 -0
  1932. package/modules/technical-analysis/src/aliases.ts +466 -0
  1933. package/modules/technical-analysis/src/bands.ts +113 -0
  1934. package/modules/technical-analysis/src/bars.ts +456 -0
  1935. package/modules/technical-analysis/src/builtin-metadata.ts +1686 -0
  1936. package/modules/technical-analysis/src/candle-aliases.ts +289 -0
  1937. package/modules/technical-analysis/src/candle-talib.ts +215 -0
  1938. package/modules/technical-analysis/src/candlesticks.ts +1024 -0
  1939. package/modules/technical-analysis/src/chart-types.ts +813 -0
  1940. package/modules/technical-analysis/src/columns.ts +87 -0
  1941. package/modules/technical-analysis/src/cycle.ts +625 -0
  1942. package/modules/technical-analysis/src/discover.ts +390 -0
  1943. package/modules/technical-analysis/src/divergence.ts +388 -0
  1944. package/modules/technical-analysis/src/features-ext.ts +866 -0
  1945. package/modules/technical-analysis/src/features.ts +9 -0
  1946. package/modules/technical-analysis/src/framework.ts +1331 -0
  1947. package/modules/technical-analysis/src/fuzzy.ts +92 -0
  1948. package/modules/technical-analysis/src/generated/validation-specs.ts +1055 -0
  1949. package/modules/technical-analysis/src/index.ts +825 -0
  1950. package/modules/technical-analysis/src/indicator-metadata.ts +43 -0
  1951. package/modules/technical-analysis/src/limits.ts +19 -0
  1952. package/modules/technical-analysis/src/macd.ts +95 -0
  1953. package/modules/technical-analysis/src/math.ts +181 -0
  1954. package/modules/technical-analysis/src/microstructure.ts +870 -0
  1955. package/modules/technical-analysis/src/momentum-ext.ts +2348 -0
  1956. package/modules/technical-analysis/src/momentum.ts +16 -0
  1957. package/modules/technical-analysis/src/moving-averages.ts +1525 -0
  1958. package/modules/technical-analysis/src/nan-policy.ts +58 -0
  1959. package/modules/technical-analysis/src/oscillators.ts +1586 -0
  1960. package/modules/technical-analysis/src/output-meta.ts +466 -0
  1961. package/modules/technical-analysis/src/overlap-ext.ts +792 -0
  1962. package/modules/technical-analysis/src/overlap.ts +12 -0
  1963. package/modules/technical-analysis/src/performance-ext.ts +57 -0
  1964. package/modules/technical-analysis/src/pipeline.ts +270 -0
  1965. package/modules/technical-analysis/src/price-action-ext.ts +675 -0
  1966. package/modules/technical-analysis/src/price-action.ts +955 -0
  1967. package/modules/technical-analysis/src/registry.ts +784 -0
  1968. package/modules/technical-analysis/src/resample.ts +335 -0
  1969. package/modules/technical-analysis/src/rsi.ts +120 -0
  1970. package/modules/technical-analysis/src/series.ts +168 -0
  1971. package/modules/technical-analysis/src/signal.ts +429 -0
  1972. package/modules/technical-analysis/src/snapshot-cardinality.ts +83 -0
  1973. package/modules/technical-analysis/src/snapshot-envelope.ts +131 -0
  1974. package/modules/technical-analysis/src/statistics.ts +720 -0
  1975. package/modules/technical-analysis/src/stream-validation.ts +42 -0
  1976. package/modules/technical-analysis/src/transforms.ts +351 -0
  1977. package/modules/technical-analysis/src/trend-ext.ts +957 -0
  1978. package/modules/technical-analysis/src/trend.ts +1529 -0
  1979. package/modules/technical-analysis/src/validate.ts +555 -0
  1980. package/modules/technical-analysis/src/volatility-ext.ts +781 -0
  1981. package/modules/technical-analysis/src/volatility.ts +963 -0
  1982. package/modules/technical-analysis/src/volume-core.ts +1106 -0
  1983. package/modules/technical-analysis/src/volume-ext.ts +380 -0
  1984. package/modules/technical-analysis/src/volume.ts +14 -0
  1985. package/modules/technical-analysis/src/warmup.ts +322 -0
  1986. package/modules/totalfinance/dist/backtest.d.ts +3 -0
  1987. package/modules/totalfinance/dist/backtest.d.ts.map +1 -0
  1988. package/modules/totalfinance/dist/backtest.js +3 -0
  1989. package/modules/totalfinance/dist/backtest.js.map +1 -0
  1990. package/modules/totalfinance/dist/calendars.d.ts +3 -0
  1991. package/modules/totalfinance/dist/calendars.d.ts.map +1 -0
  1992. package/modules/totalfinance/dist/calendars.js +3 -0
  1993. package/modules/totalfinance/dist/calendars.js.map +1 -0
  1994. package/modules/totalfinance/dist/commodities.d.ts +2 -0
  1995. package/modules/totalfinance/dist/commodities.d.ts.map +1 -0
  1996. package/modules/totalfinance/dist/commodities.js +2 -0
  1997. package/modules/totalfinance/dist/commodities.js.map +1 -0
  1998. package/modules/totalfinance/dist/core.d.ts +3 -0
  1999. package/modules/totalfinance/dist/core.d.ts.map +1 -0
  2000. package/modules/totalfinance/dist/core.js +3 -0
  2001. package/modules/totalfinance/dist/core.js.map +1 -0
  2002. package/modules/totalfinance/dist/crypto.d.ts +3 -0
  2003. package/modules/totalfinance/dist/crypto.d.ts.map +1 -0
  2004. package/modules/totalfinance/dist/crypto.js +3 -0
  2005. package/modules/totalfinance/dist/crypto.js.map +1 -0
  2006. package/modules/totalfinance/dist/fixed-income.d.ts +3 -0
  2007. package/modules/totalfinance/dist/fixed-income.d.ts.map +1 -0
  2008. package/modules/totalfinance/dist/fixed-income.js +3 -0
  2009. package/modules/totalfinance/dist/fixed-income.js.map +1 -0
  2010. package/modules/totalfinance/dist/foreign-exchange.d.ts +2 -0
  2011. package/modules/totalfinance/dist/foreign-exchange.d.ts.map +1 -0
  2012. package/modules/totalfinance/dist/foreign-exchange.js +2 -0
  2013. package/modules/totalfinance/dist/foreign-exchange.js.map +1 -0
  2014. package/modules/totalfinance/dist/fundamentals.d.ts +3 -0
  2015. package/modules/totalfinance/dist/fundamentals.d.ts.map +1 -0
  2016. package/modules/totalfinance/dist/fundamentals.js +3 -0
  2017. package/modules/totalfinance/dist/fundamentals.js.map +1 -0
  2018. package/modules/totalfinance/dist/index.d.ts +90 -0
  2019. package/modules/totalfinance/dist/index.d.ts.map +1 -0
  2020. package/modules/totalfinance/dist/index.js +68 -0
  2021. package/modules/totalfinance/dist/index.js.map +1 -0
  2022. package/modules/totalfinance/dist/math.d.ts +3 -0
  2023. package/modules/totalfinance/dist/math.d.ts.map +1 -0
  2024. package/modules/totalfinance/dist/math.js +3 -0
  2025. package/modules/totalfinance/dist/math.js.map +1 -0
  2026. package/modules/totalfinance/dist/options.d.ts +3 -0
  2027. package/modules/totalfinance/dist/options.d.ts.map +1 -0
  2028. package/modules/totalfinance/dist/options.js +3 -0
  2029. package/modules/totalfinance/dist/options.js.map +1 -0
  2030. package/modules/totalfinance/dist/performance.d.ts +3 -0
  2031. package/modules/totalfinance/dist/performance.d.ts.map +1 -0
  2032. package/modules/totalfinance/dist/performance.js +3 -0
  2033. package/modules/totalfinance/dist/performance.js.map +1 -0
  2034. package/modules/totalfinance/dist/portfolio.d.ts +2 -0
  2035. package/modules/totalfinance/dist/portfolio.d.ts.map +1 -0
  2036. package/modules/totalfinance/dist/portfolio.js +2 -0
  2037. package/modules/totalfinance/dist/portfolio.js.map +1 -0
  2038. package/modules/totalfinance/dist/research.d.ts +2 -0
  2039. package/modules/totalfinance/dist/research.d.ts.map +1 -0
  2040. package/modules/totalfinance/dist/research.js +2 -0
  2041. package/modules/totalfinance/dist/research.js.map +1 -0
  2042. package/modules/totalfinance/dist/risk.d.ts +3 -0
  2043. package/modules/totalfinance/dist/risk.d.ts.map +1 -0
  2044. package/modules/totalfinance/dist/risk.js +3 -0
  2045. package/modules/totalfinance/dist/risk.js.map +1 -0
  2046. package/modules/totalfinance/dist/scenarios.d.ts +2 -0
  2047. package/modules/totalfinance/dist/scenarios.d.ts.map +1 -0
  2048. package/modules/totalfinance/dist/scenarios.js +2 -0
  2049. package/modules/totalfinance/dist/scenarios.js.map +1 -0
  2050. package/modules/totalfinance/dist/strategy.d.ts +3 -0
  2051. package/modules/totalfinance/dist/strategy.d.ts.map +1 -0
  2052. package/modules/totalfinance/dist/strategy.js +3 -0
  2053. package/modules/totalfinance/dist/strategy.js.map +1 -0
  2054. package/modules/totalfinance/dist/structure.d.ts +3 -0
  2055. package/modules/totalfinance/dist/structure.d.ts.map +1 -0
  2056. package/modules/totalfinance/dist/structure.js +3 -0
  2057. package/modules/totalfinance/dist/structure.js.map +1 -0
  2058. package/modules/totalfinance/dist/technical-analysis.d.ts +3 -0
  2059. package/modules/totalfinance/dist/technical-analysis.d.ts.map +1 -0
  2060. package/modules/totalfinance/dist/technical-analysis.js +3 -0
  2061. package/modules/totalfinance/dist/technical-analysis.js.map +1 -0
  2062. package/modules/totalfinance/dist/valuation.d.ts +3 -0
  2063. package/modules/totalfinance/dist/valuation.d.ts.map +1 -0
  2064. package/modules/totalfinance/dist/valuation.js +3 -0
  2065. package/modules/totalfinance/dist/valuation.js.map +1 -0
  2066. package/modules/totalfinance/dist/volatility.d.ts +3 -0
  2067. package/modules/totalfinance/dist/volatility.d.ts.map +1 -0
  2068. package/modules/totalfinance/dist/volatility.js +3 -0
  2069. package/modules/totalfinance/dist/volatility.js.map +1 -0
  2070. package/modules/totalfinance/etc/totalfinance.api.md +73 -0
  2071. package/modules/totalfinance/src/backtest.ts +2 -0
  2072. package/modules/totalfinance/src/calendars.ts +2 -0
  2073. package/modules/totalfinance/src/commodities.ts +1 -0
  2074. package/modules/totalfinance/src/core.ts +2 -0
  2075. package/modules/totalfinance/src/crypto.ts +2 -0
  2076. package/modules/totalfinance/src/fixed-income.ts +2 -0
  2077. package/modules/totalfinance/src/foreign-exchange.ts +1 -0
  2078. package/modules/totalfinance/src/fundamentals.ts +2 -0
  2079. package/modules/totalfinance/src/index.ts +129 -0
  2080. package/modules/totalfinance/src/math.ts +2 -0
  2081. package/modules/totalfinance/src/options.ts +2 -0
  2082. package/modules/totalfinance/src/performance.ts +2 -0
  2083. package/modules/totalfinance/src/portfolio.ts +1 -0
  2084. package/modules/totalfinance/src/research.ts +1 -0
  2085. package/modules/totalfinance/src/risk.ts +2 -0
  2086. package/modules/totalfinance/src/scenarios.ts +1 -0
  2087. package/modules/totalfinance/src/strategy.ts +2 -0
  2088. package/modules/totalfinance/src/structure.ts +2 -0
  2089. package/modules/totalfinance/src/technical-analysis.ts +2 -0
  2090. package/modules/totalfinance/src/valuation.ts +2 -0
  2091. package/modules/totalfinance/src/volatility.ts +2 -0
  2092. package/modules/valuation/dist/adjusted-present-value.d.ts +62 -0
  2093. package/modules/valuation/dist/adjusted-present-value.d.ts.map +1 -0
  2094. package/modules/valuation/dist/adjusted-present-value.js +85 -0
  2095. package/modules/valuation/dist/adjusted-present-value.js.map +1 -0
  2096. package/modules/valuation/dist/capital-budgeting.d.ts +84 -0
  2097. package/modules/valuation/dist/capital-budgeting.d.ts.map +1 -0
  2098. package/modules/valuation/dist/capital-budgeting.js +204 -0
  2099. package/modules/valuation/dist/capital-budgeting.js.map +1 -0
  2100. package/modules/valuation/dist/cash-flows.d.ts +11 -0
  2101. package/modules/valuation/dist/cash-flows.d.ts.map +1 -0
  2102. package/modules/valuation/dist/cash-flows.js +10 -0
  2103. package/modules/valuation/dist/cash-flows.js.map +1 -0
  2104. package/modules/valuation/dist/comparable.d.ts +101 -0
  2105. package/modules/valuation/dist/comparable.d.ts.map +1 -0
  2106. package/modules/valuation/dist/comparable.js +194 -0
  2107. package/modules/valuation/dist/comparable.js.map +1 -0
  2108. package/modules/valuation/dist/corporate-primitives.d.ts +185 -0
  2109. package/modules/valuation/dist/corporate-primitives.d.ts.map +1 -0
  2110. package/modules/valuation/dist/corporate-primitives.js +337 -0
  2111. package/modules/valuation/dist/corporate-primitives.js.map +1 -0
  2112. package/modules/valuation/dist/corporate.d.ts +14 -0
  2113. package/modules/valuation/dist/corporate.d.ts.map +1 -0
  2114. package/modules/valuation/dist/corporate.js +13 -0
  2115. package/modules/valuation/dist/corporate.js.map +1 -0
  2116. package/modules/valuation/dist/discounted-cash-flow.d.ts +269 -0
  2117. package/modules/valuation/dist/discounted-cash-flow.d.ts.map +1 -0
  2118. package/modules/valuation/dist/discounted-cash-flow.js +611 -0
  2119. package/modules/valuation/dist/discounted-cash-flow.js.map +1 -0
  2120. package/modules/valuation/dist/discounting.d.ts +124 -0
  2121. package/modules/valuation/dist/discounting.d.ts.map +1 -0
  2122. package/modules/valuation/dist/discounting.js +235 -0
  2123. package/modules/valuation/dist/discounting.js.map +1 -0
  2124. package/modules/valuation/dist/equity-valuation.d.ts +104 -0
  2125. package/modules/valuation/dist/equity-valuation.d.ts.map +1 -0
  2126. package/modules/valuation/dist/equity-valuation.js +164 -0
  2127. package/modules/valuation/dist/equity-valuation.js.map +1 -0
  2128. package/modules/valuation/dist/flows.d.ts +30 -0
  2129. package/modules/valuation/dist/flows.d.ts.map +1 -0
  2130. package/modules/valuation/dist/flows.js +77 -0
  2131. package/modules/valuation/dist/flows.js.map +1 -0
  2132. package/modules/valuation/dist/forecasting.d.ts +205 -0
  2133. package/modules/valuation/dist/forecasting.d.ts.map +1 -0
  2134. package/modules/valuation/dist/forecasting.js +359 -0
  2135. package/modules/valuation/dist/forecasting.js.map +1 -0
  2136. package/modules/valuation/dist/index.d.ts +9 -0
  2137. package/modules/valuation/dist/index.d.ts.map +1 -0
  2138. package/modules/valuation/dist/index.js +10 -0
  2139. package/modules/valuation/dist/index.js.map +1 -0
  2140. package/modules/valuation/dist/leveraged-buyout.d.ts +160 -0
  2141. package/modules/valuation/dist/leveraged-buyout.d.ts.map +1 -0
  2142. package/modules/valuation/dist/leveraged-buyout.js +326 -0
  2143. package/modules/valuation/dist/leveraged-buyout.js.map +1 -0
  2144. package/modules/valuation/dist/loans.d.ts +148 -0
  2145. package/modules/valuation/dist/loans.d.ts.map +1 -0
  2146. package/modules/valuation/dist/loans.js +518 -0
  2147. package/modules/valuation/dist/loans.js.map +1 -0
  2148. package/modules/valuation/dist/probabilistic.d.ts +88 -0
  2149. package/modules/valuation/dist/probabilistic.d.ts.map +1 -0
  2150. package/modules/valuation/dist/probabilistic.js +239 -0
  2151. package/modules/valuation/dist/probabilistic.js.map +1 -0
  2152. package/modules/valuation/dist/solvers.d.ts +90 -0
  2153. package/modules/valuation/dist/solvers.d.ts.map +1 -0
  2154. package/modules/valuation/dist/solvers.js +238 -0
  2155. package/modules/valuation/dist/solvers.js.map +1 -0
  2156. package/modules/valuation/etc/valuation.api.md +162 -0
  2157. package/modules/valuation/src/adjusted-present-value.ts +181 -0
  2158. package/modules/valuation/src/capital-budgeting.ts +329 -0
  2159. package/modules/valuation/src/cash-flows.ts +11 -0
  2160. package/modules/valuation/src/comparable.ts +340 -0
  2161. package/modules/valuation/src/corporate-primitives.ts +665 -0
  2162. package/modules/valuation/src/corporate.ts +36 -0
  2163. package/modules/valuation/src/discounted-cash-flow.ts +1083 -0
  2164. package/modules/valuation/src/discounting.ts +437 -0
  2165. package/modules/valuation/src/equity-valuation.ts +313 -0
  2166. package/modules/valuation/src/flows.ts +144 -0
  2167. package/modules/valuation/src/forecasting.ts +666 -0
  2168. package/modules/valuation/src/index.ts +10 -0
  2169. package/modules/valuation/src/leveraged-buyout.ts +560 -0
  2170. package/modules/valuation/src/loans.ts +778 -0
  2171. package/modules/valuation/src/probabilistic.ts +438 -0
  2172. package/modules/valuation/src/solvers.ts +397 -0
  2173. package/modules/volatility/dist/analytics.d.ts +133 -0
  2174. package/modules/volatility/dist/analytics.d.ts.map +1 -0
  2175. package/modules/volatility/dist/analytics.js +320 -0
  2176. package/modules/volatility/dist/analytics.js.map +1 -0
  2177. package/modules/volatility/dist/arbitrage.d.ts +118 -0
  2178. package/modules/volatility/dist/arbitrage.d.ts.map +1 -0
  2179. package/modules/volatility/dist/arbitrage.js +397 -0
  2180. package/modules/volatility/dist/arbitrage.js.map +1 -0
  2181. package/modules/volatility/dist/artifacts.d.ts +24 -0
  2182. package/modules/volatility/dist/artifacts.d.ts.map +1 -0
  2183. package/modules/volatility/dist/artifacts.js +22 -0
  2184. package/modules/volatility/dist/artifacts.js.map +1 -0
  2185. package/modules/volatility/dist/calibration-limits.d.ts +13 -0
  2186. package/modules/volatility/dist/calibration-limits.d.ts.map +1 -0
  2187. package/modules/volatility/dist/calibration-limits.js +46 -0
  2188. package/modules/volatility/dist/calibration-limits.js.map +1 -0
  2189. package/modules/volatility/dist/calibration-start.d.ts +13 -0
  2190. package/modules/volatility/dist/calibration-start.d.ts.map +1 -0
  2191. package/modules/volatility/dist/calibration-start.js +55 -0
  2192. package/modules/volatility/dist/calibration-start.js.map +1 -0
  2193. package/modules/volatility/dist/earnings.d.ts +152 -0
  2194. package/modules/volatility/dist/earnings.d.ts.map +1 -0
  2195. package/modules/volatility/dist/earnings.js +340 -0
  2196. package/modules/volatility/dist/earnings.js.map +1 -0
  2197. package/modules/volatility/dist/essvi.d.ts +115 -0
  2198. package/modules/volatility/dist/essvi.d.ts.map +1 -0
  2199. package/modules/volatility/dist/essvi.js +362 -0
  2200. package/modules/volatility/dist/essvi.js.map +1 -0
  2201. package/modules/volatility/dist/estimate.d.ts +14 -0
  2202. package/modules/volatility/dist/estimate.d.ts.map +1 -0
  2203. package/modules/volatility/dist/estimate.js +18 -0
  2204. package/modules/volatility/dist/estimate.js.map +1 -0
  2205. package/modules/volatility/dist/event.d.ts +155 -0
  2206. package/modules/volatility/dist/event.d.ts.map +1 -0
  2207. package/modules/volatility/dist/event.js +319 -0
  2208. package/modules/volatility/dist/event.js.map +1 -0
  2209. package/modules/volatility/dist/fitted-model-artifacts.d.ts +378 -0
  2210. package/modules/volatility/dist/fitted-model-artifacts.d.ts.map +1 -0
  2211. package/modules/volatility/dist/fitted-model-artifacts.js +1139 -0
  2212. package/modules/volatility/dist/fitted-model-artifacts.js.map +1 -0
  2213. package/modules/volatility/dist/fitted-model-families.d.ts +287 -0
  2214. package/modules/volatility/dist/fitted-model-families.d.ts.map +1 -0
  2215. package/modules/volatility/dist/fitted-model-families.js +1251 -0
  2216. package/modules/volatility/dist/fitted-model-families.js.map +1 -0
  2217. package/modules/volatility/dist/forecast.d.ts +195 -0
  2218. package/modules/volatility/dist/forecast.d.ts.map +1 -0
  2219. package/modules/volatility/dist/forecast.js +493 -0
  2220. package/modules/volatility/dist/forecast.js.map +1 -0
  2221. package/modules/volatility/dist/generated/validation-specs.d.ts +12 -0
  2222. package/modules/volatility/dist/generated/validation-specs.d.ts.map +1 -0
  2223. package/modules/volatility/dist/generated/validation-specs.js +2181 -0
  2224. package/modules/volatility/dist/generated/validation-specs.js.map +1 -0
  2225. package/modules/volatility/dist/heston-surface.d.ts +67 -0
  2226. package/modules/volatility/dist/heston-surface.d.ts.map +1 -0
  2227. package/modules/volatility/dist/heston-surface.js +135 -0
  2228. package/modules/volatility/dist/heston-surface.js.map +1 -0
  2229. package/modules/volatility/dist/index.d.ts +64 -0
  2230. package/modules/volatility/dist/index.d.ts.map +1 -0
  2231. package/modules/volatility/dist/index.js +68 -0
  2232. package/modules/volatility/dist/index.js.map +1 -0
  2233. package/modules/volatility/dist/local-volatility.d.ts +34 -0
  2234. package/modules/volatility/dist/local-volatility.d.ts.map +1 -0
  2235. package/modules/volatility/dist/local-volatility.js +59 -0
  2236. package/modules/volatility/dist/local-volatility.js.map +1 -0
  2237. package/modules/volatility/dist/metrics.d.ts +41 -0
  2238. package/modules/volatility/dist/metrics.d.ts.map +1 -0
  2239. package/modules/volatility/dist/metrics.js +117 -0
  2240. package/modules/volatility/dist/metrics.js.map +1 -0
  2241. package/modules/volatility/dist/min-variance-delta.d.ts +61 -0
  2242. package/modules/volatility/dist/min-variance-delta.d.ts.map +1 -0
  2243. package/modules/volatility/dist/min-variance-delta.js +101 -0
  2244. package/modules/volatility/dist/min-variance-delta.js.map +1 -0
  2245. package/modules/volatility/dist/observed-skew.d.ts +137 -0
  2246. package/modules/volatility/dist/observed-skew.d.ts.map +1 -0
  2247. package/modules/volatility/dist/observed-skew.js +461 -0
  2248. package/modules/volatility/dist/observed-skew.js.map +1 -0
  2249. package/modules/volatility/dist/otm-strip.d.ts +39 -0
  2250. package/modules/volatility/dist/otm-strip.d.ts.map +1 -0
  2251. package/modules/volatility/dist/otm-strip.js +181 -0
  2252. package/modules/volatility/dist/otm-strip.js.map +1 -0
  2253. package/modules/volatility/dist/risk-reversal.d.ts +89 -0
  2254. package/modules/volatility/dist/risk-reversal.d.ts.map +1 -0
  2255. package/modules/volatility/dist/risk-reversal.js +176 -0
  2256. package/modules/volatility/dist/risk-reversal.js.map +1 -0
  2257. package/modules/volatility/dist/sabr-delta.d.ts +67 -0
  2258. package/modules/volatility/dist/sabr-delta.d.ts.map +1 -0
  2259. package/modules/volatility/dist/sabr-delta.js +153 -0
  2260. package/modules/volatility/dist/sabr-delta.js.map +1 -0
  2261. package/modules/volatility/dist/sabr.d.ts +62 -0
  2262. package/modules/volatility/dist/sabr.d.ts.map +1 -0
  2263. package/modules/volatility/dist/sabr.js +262 -0
  2264. package/modules/volatility/dist/sabr.js.map +1 -0
  2265. package/modules/volatility/dist/skew.d.ts +63 -0
  2266. package/modules/volatility/dist/skew.d.ts.map +1 -0
  2267. package/modules/volatility/dist/skew.js +147 -0
  2268. package/modules/volatility/dist/skew.js.map +1 -0
  2269. package/modules/volatility/dist/ssvi-kernel.d.ts +90 -0
  2270. package/modules/volatility/dist/ssvi-kernel.d.ts.map +1 -0
  2271. package/modules/volatility/dist/ssvi-kernel.js +103 -0
  2272. package/modules/volatility/dist/ssvi-kernel.js.map +1 -0
  2273. package/modules/volatility/dist/ssvi.d.ts +181 -0
  2274. package/modules/volatility/dist/ssvi.d.ts.map +1 -0
  2275. package/modules/volatility/dist/ssvi.js +490 -0
  2276. package/modules/volatility/dist/ssvi.js.map +1 -0
  2277. package/modules/volatility/dist/sticky-regime.d.ts +47 -0
  2278. package/modules/volatility/dist/sticky-regime.d.ts.map +1 -0
  2279. package/modules/volatility/dist/sticky-regime.js +81 -0
  2280. package/modules/volatility/dist/sticky-regime.js.map +1 -0
  2281. package/modules/volatility/dist/surface-pca.d.ts +111 -0
  2282. package/modules/volatility/dist/surface-pca.d.ts.map +1 -0
  2283. package/modules/volatility/dist/surface-pca.js +297 -0
  2284. package/modules/volatility/dist/surface-pca.js.map +1 -0
  2285. package/modules/volatility/dist/surface.d.ts +286 -0
  2286. package/modules/volatility/dist/surface.d.ts.map +1 -0
  2287. package/modules/volatility/dist/surface.js +1105 -0
  2288. package/modules/volatility/dist/surface.js.map +1 -0
  2289. package/modules/volatility/dist/svi.d.ts +133 -0
  2290. package/modules/volatility/dist/svi.d.ts.map +1 -0
  2291. package/modules/volatility/dist/svi.js +491 -0
  2292. package/modules/volatility/dist/svi.js.map +1 -0
  2293. package/modules/volatility/dist/swaption-cube.d.ts +125 -0
  2294. package/modules/volatility/dist/swaption-cube.d.ts.map +1 -0
  2295. package/modules/volatility/dist/swaption-cube.js +334 -0
  2296. package/modules/volatility/dist/swaption-cube.js.map +1 -0
  2297. package/modules/volatility/dist/tail-risk.d.ts +65 -0
  2298. package/modules/volatility/dist/tail-risk.d.ts.map +1 -0
  2299. package/modules/volatility/dist/tail-risk.js +155 -0
  2300. package/modules/volatility/dist/tail-risk.js.map +1 -0
  2301. package/modules/volatility/dist/term.d.ts +121 -0
  2302. package/modules/volatility/dist/term.d.ts.map +1 -0
  2303. package/modules/volatility/dist/term.js +336 -0
  2304. package/modules/volatility/dist/term.js.map +1 -0
  2305. package/modules/volatility/dist/vanna-volga.d.ts +278 -0
  2306. package/modules/volatility/dist/vanna-volga.d.ts.map +1 -0
  2307. package/modules/volatility/dist/vanna-volga.js +833 -0
  2308. package/modules/volatility/dist/vanna-volga.js.map +1 -0
  2309. package/modules/volatility/dist/variance-index.d.ts +101 -0
  2310. package/modules/volatility/dist/variance-index.d.ts.map +1 -0
  2311. package/modules/volatility/dist/variance-index.js +240 -0
  2312. package/modules/volatility/dist/variance-index.js.map +1 -0
  2313. package/modules/volatility/dist/volatility-spot-beta.d.ts +57 -0
  2314. package/modules/volatility/dist/volatility-spot-beta.d.ts.map +1 -0
  2315. package/modules/volatility/dist/volatility-spot-beta.js +136 -0
  2316. package/modules/volatility/dist/volatility-spot-beta.js.map +1 -0
  2317. package/modules/volatility/etc/volatility.api.md +207 -0
  2318. package/modules/volatility/src/analytics.ts +513 -0
  2319. package/modules/volatility/src/arbitrage.ts +561 -0
  2320. package/modules/volatility/src/artifacts.ts +62 -0
  2321. package/modules/volatility/src/calibration-limits.ts +61 -0
  2322. package/modules/volatility/src/calibration-start.ts +79 -0
  2323. package/modules/volatility/src/earnings.ts +548 -0
  2324. package/modules/volatility/src/essvi.ts +528 -0
  2325. package/modules/volatility/src/estimate.ts +21 -0
  2326. package/modules/volatility/src/event.ts +542 -0
  2327. package/modules/volatility/src/fitted-model-artifacts.ts +1844 -0
  2328. package/modules/volatility/src/fitted-model-families.ts +1681 -0
  2329. package/modules/volatility/src/forecast.ts +757 -0
  2330. package/modules/volatility/src/generated/validation-specs.ts +2184 -0
  2331. package/modules/volatility/src/heston-surface.ts +215 -0
  2332. package/modules/volatility/src/index.ts +285 -0
  2333. package/modules/volatility/src/local-volatility.ts +104 -0
  2334. package/modules/volatility/src/metrics.ts +176 -0
  2335. package/modules/volatility/src/min-variance-delta.ts +167 -0
  2336. package/modules/volatility/src/observed-skew.ts +684 -0
  2337. package/modules/volatility/src/otm-strip.ts +234 -0
  2338. package/modules/volatility/src/risk-reversal.ts +316 -0
  2339. package/modules/volatility/src/sabr-delta.ts +238 -0
  2340. package/modules/volatility/src/sabr.ts +375 -0
  2341. package/modules/volatility/src/skew.ts +244 -0
  2342. package/modules/volatility/src/ssvi-kernel.ts +134 -0
  2343. package/modules/volatility/src/ssvi.ts +707 -0
  2344. package/modules/volatility/src/sticky-regime.ts +150 -0
  2345. package/modules/volatility/src/surface-pca.ts +439 -0
  2346. package/modules/volatility/src/surface.ts +1499 -0
  2347. package/modules/volatility/src/svi.ts +687 -0
  2348. package/modules/volatility/src/swaption-cube.ts +539 -0
  2349. package/modules/volatility/src/tail-risk.ts +254 -0
  2350. package/modules/volatility/src/term.ts +587 -0
  2351. package/modules/volatility/src/vanna-volga.ts +1337 -0
  2352. package/modules/volatility/src/variance-index.ts +396 -0
  2353. package/modules/volatility/src/volatility-spot-beta.ts +252 -0
  2354. package/modules/workflows/dist/capabilities.d.ts +8 -0
  2355. package/modules/workflows/dist/capabilities.d.ts.map +1 -0
  2356. package/modules/workflows/dist/capabilities.js +50 -0
  2357. package/modules/workflows/dist/capabilities.js.map +1 -0
  2358. package/modules/workflows/dist/envelope-schema.d.ts +36 -0
  2359. package/modules/workflows/dist/envelope-schema.d.ts.map +1 -0
  2360. package/modules/workflows/dist/envelope-schema.js +152 -0
  2361. package/modules/workflows/dist/envelope-schema.js.map +1 -0
  2362. package/modules/workflows/dist/index.d.ts +33 -0
  2363. package/modules/workflows/dist/index.d.ts.map +1 -0
  2364. package/modules/workflows/dist/index.js +27 -0
  2365. package/modules/workflows/dist/index.js.map +1 -0
  2366. package/modules/workflows/dist/json-safe.d.ts +7 -0
  2367. package/modules/workflows/dist/json-safe.d.ts.map +1 -0
  2368. package/modules/workflows/dist/json-safe.js +23 -0
  2369. package/modules/workflows/dist/json-safe.js.map +1 -0
  2370. package/modules/workflows/dist/local/file-lock.d.ts +23 -0
  2371. package/modules/workflows/dist/local/file-lock.d.ts.map +1 -0
  2372. package/modules/workflows/dist/local/file-lock.js +198 -0
  2373. package/modules/workflows/dist/local/file-lock.js.map +1 -0
  2374. package/modules/workflows/dist/local/file-stores.d.ts +33 -0
  2375. package/modules/workflows/dist/local/file-stores.d.ts.map +1 -0
  2376. package/modules/workflows/dist/local/file-stores.js +376 -0
  2377. package/modules/workflows/dist/local/file-stores.js.map +1 -0
  2378. package/modules/workflows/dist/local/index.d.ts +15 -0
  2379. package/modules/workflows/dist/local/index.d.ts.map +1 -0
  2380. package/modules/workflows/dist/local/index.js +12 -0
  2381. package/modules/workflows/dist/local/index.js.map +1 -0
  2382. package/modules/workflows/dist/local/job-worker.d.ts +28 -0
  2383. package/modules/workflows/dist/local/job-worker.d.ts.map +1 -0
  2384. package/modules/workflows/dist/local/job-worker.js +56 -0
  2385. package/modules/workflows/dist/local/job-worker.js.map +1 -0
  2386. package/modules/workflows/dist/local/jobs.d.ts +51 -0
  2387. package/modules/workflows/dist/local/jobs.d.ts.map +1 -0
  2388. package/modules/workflows/dist/local/jobs.js +313 -0
  2389. package/modules/workflows/dist/local/jobs.js.map +1 -0
  2390. package/modules/workflows/dist/local/local-runner.d.ts +39 -0
  2391. package/modules/workflows/dist/local/local-runner.d.ts.map +1 -0
  2392. package/modules/workflows/dist/local/local-runner.js +102 -0
  2393. package/modules/workflows/dist/local/local-runner.js.map +1 -0
  2394. package/modules/workflows/dist/local/profiles.d.ts +27 -0
  2395. package/modules/workflows/dist/local/profiles.d.ts.map +1 -0
  2396. package/modules/workflows/dist/local/profiles.js +77 -0
  2397. package/modules/workflows/dist/local/profiles.js.map +1 -0
  2398. package/modules/workflows/dist/operation-kit.d.ts +10 -0
  2399. package/modules/workflows/dist/operation-kit.d.ts.map +1 -0
  2400. package/modules/workflows/dist/operation-kit.js +193 -0
  2401. package/modules/workflows/dist/operation-kit.js.map +1 -0
  2402. package/modules/workflows/dist/operation.d.ts +210 -0
  2403. package/modules/workflows/dist/operation.d.ts.map +1 -0
  2404. package/modules/workflows/dist/operation.js +255 -0
  2405. package/modules/workflows/dist/operation.js.map +1 -0
  2406. package/modules/workflows/dist/operations-analysis.d.ts +188 -0
  2407. package/modules/workflows/dist/operations-analysis.d.ts.map +1 -0
  2408. package/modules/workflows/dist/operations-analysis.js +908 -0
  2409. package/modules/workflows/dist/operations-analysis.js.map +1 -0
  2410. package/modules/workflows/dist/operations-compute.d.ts +21 -0
  2411. package/modules/workflows/dist/operations-compute.d.ts.map +1 -0
  2412. package/modules/workflows/dist/operations-compute.js +1227 -0
  2413. package/modules/workflows/dist/operations-compute.js.map +1 -0
  2414. package/modules/workflows/dist/operations-journey.d.ts +27 -0
  2415. package/modules/workflows/dist/operations-journey.d.ts.map +1 -0
  2416. package/modules/workflows/dist/operations-journey.js +2445 -0
  2417. package/modules/workflows/dist/operations-journey.js.map +1 -0
  2418. package/modules/workflows/dist/operations-trade.d.ts +3 -0
  2419. package/modules/workflows/dist/operations-trade.d.ts.map +1 -0
  2420. package/modules/workflows/dist/operations-trade.js +648 -0
  2421. package/modules/workflows/dist/operations-trade.js.map +1 -0
  2422. package/modules/workflows/dist/preview.d.ts +16 -0
  2423. package/modules/workflows/dist/preview.d.ts.map +1 -0
  2424. package/modules/workflows/dist/preview.js +30 -0
  2425. package/modules/workflows/dist/preview.js.map +1 -0
  2426. package/modules/workflows/dist/registry.d.ts +26 -0
  2427. package/modules/workflows/dist/registry.d.ts.map +1 -0
  2428. package/modules/workflows/dist/registry.js +110 -0
  2429. package/modules/workflows/dist/registry.js.map +1 -0
  2430. package/modules/workflows/dist/runtime.d.ts +76 -0
  2431. package/modules/workflows/dist/runtime.d.ts.map +1 -0
  2432. package/modules/workflows/dist/runtime.js +445 -0
  2433. package/modules/workflows/dist/runtime.js.map +1 -0
  2434. package/modules/workflows/dist/stores-trade.d.ts +101 -0
  2435. package/modules/workflows/dist/stores-trade.d.ts.map +1 -0
  2436. package/modules/workflows/dist/stores-trade.js +275 -0
  2437. package/modules/workflows/dist/stores-trade.js.map +1 -0
  2438. package/modules/workflows/dist/stores.d.ts +109 -0
  2439. package/modules/workflows/dist/stores.d.ts.map +1 -0
  2440. package/modules/workflows/dist/stores.js +393 -0
  2441. package/modules/workflows/dist/stores.js.map +1 -0
  2442. package/modules/workflows/dist/trade-wire-common-schemas.d.ts +57 -0
  2443. package/modules/workflows/dist/trade-wire-common-schemas.d.ts.map +1 -0
  2444. package/modules/workflows/dist/trade-wire-common-schemas.js +286 -0
  2445. package/modules/workflows/dist/trade-wire-common-schemas.js.map +1 -0
  2446. package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts +102 -0
  2447. package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts.map +1 -0
  2448. package/modules/workflows/dist/trade-wire-ledger-schemas.js +321 -0
  2449. package/modules/workflows/dist/trade-wire-ledger-schemas.js.map +1 -0
  2450. package/modules/workflows/dist/trade-wire-market-schemas.d.ts +5 -0
  2451. package/modules/workflows/dist/trade-wire-market-schemas.d.ts.map +1 -0
  2452. package/modules/workflows/dist/trade-wire-market-schemas.js +84 -0
  2453. package/modules/workflows/dist/trade-wire-market-schemas.js.map +1 -0
  2454. package/modules/workflows/dist/trade-wire-schemas.d.ts +1134 -0
  2455. package/modules/workflows/dist/trade-wire-schemas.d.ts.map +1 -0
  2456. package/modules/workflows/dist/trade-wire-schemas.js +755 -0
  2457. package/modules/workflows/dist/trade-wire-schemas.js.map +1 -0
  2458. package/modules/workflows/dist/version.d.ts +3 -0
  2459. package/modules/workflows/dist/version.d.ts.map +1 -0
  2460. package/modules/workflows/dist/version.js +3 -0
  2461. package/modules/workflows/dist/version.js.map +1 -0
  2462. package/modules/workflows/dist/wire-schemas.d.ts +84 -0
  2463. package/modules/workflows/dist/wire-schemas.d.ts.map +1 -0
  2464. package/modules/workflows/dist/wire-schemas.js +88 -0
  2465. package/modules/workflows/dist/wire-schemas.js.map +1 -0
  2466. package/modules/workflows/etc/workflows.api.md +95 -0
  2467. package/modules/workflows/src/capabilities.ts +67 -0
  2468. package/modules/workflows/src/envelope-schema.ts +170 -0
  2469. package/modules/workflows/src/index.ts +118 -0
  2470. package/modules/workflows/src/json-safe.ts +19 -0
  2471. package/modules/workflows/src/local/file-lock.ts +200 -0
  2472. package/modules/workflows/src/local/file-stores.ts +452 -0
  2473. package/modules/workflows/src/local/index.ts +20 -0
  2474. package/modules/workflows/src/local/job-worker.ts +74 -0
  2475. package/modules/workflows/src/local/jobs.ts +458 -0
  2476. package/modules/workflows/src/local/local-runner.ts +170 -0
  2477. package/modules/workflows/src/local/profiles.ts +113 -0
  2478. package/modules/workflows/src/operation-kit.ts +234 -0
  2479. package/modules/workflows/src/operation.ts +607 -0
  2480. package/modules/workflows/src/operations-analysis.ts +1058 -0
  2481. package/modules/workflows/src/operations-compute.ts +1458 -0
  2482. package/modules/workflows/src/operations-journey.ts +2744 -0
  2483. package/modules/workflows/src/operations-trade.ts +946 -0
  2484. package/modules/workflows/src/preview.ts +34 -0
  2485. package/modules/workflows/src/registry.ts +150 -0
  2486. package/modules/workflows/src/runtime.ts +633 -0
  2487. package/modules/workflows/src/stores-trade.ts +463 -0
  2488. package/modules/workflows/src/stores.ts +608 -0
  2489. package/modules/workflows/src/trade-wire-common-schemas.ts +337 -0
  2490. package/modules/workflows/src/trade-wire-ledger-schemas.ts +359 -0
  2491. package/modules/workflows/src/trade-wire-market-schemas.ts +103 -0
  2492. package/modules/workflows/src/trade-wire-schemas.ts +906 -0
  2493. package/modules/workflows/src/version.ts +2 -0
  2494. package/modules/workflows/src/wire-schemas.ts +100 -0
  2495. package/package.json +1008 -0
@@ -0,0 +1,404 @@
1
+ /**
2
+ * TotalFinance error model (spec §7.5).
3
+ *
4
+ * Every error carries a machine-readable, SemVer-stable `code` and optional structured `context`.
5
+ * Codes are public API: tools, MCP clients, and user error handlers branch on them, so they change
6
+ * only in major versions.
7
+ */
8
+
9
+ import * as ValidationCode from './validation-codes.js';
10
+
11
+ export interface QuantErrorOptions {
12
+ /** Stable, machine-readable code, e.g. `input.negative_spot`. */
13
+ code: string;
14
+ /** Structured context for programmatic handling and good error messages. */
15
+ context?: Record<string, unknown>;
16
+ /** Underlying cause, preserved on the standard `Error.cause` chain. */
17
+ cause?: unknown;
18
+ }
19
+
20
+ /** Base class for every TotalFinance error. */
21
+ export class QuantError extends Error {
22
+ readonly code: string;
23
+ readonly context?: Record<string, unknown>;
24
+
25
+ constructor(message: string, options: QuantErrorOptions) {
26
+ super(message, options.cause !== undefined ? { cause: options.cause } : undefined);
27
+ this.name = new.target.name;
28
+ this.code = options.code;
29
+ if (options.context !== undefined) this.context = options.context;
30
+ // Preserve the prototype chain when compiled to older targets.
31
+ Object.setPrototypeOf(this, new.target.prototype);
32
+ }
33
+
34
+ /**
35
+ * Versioned JSON shape. `message` is a non-enumerable Error property, so a bare
36
+ * `JSON.stringify(error)` used to drop the one field a human needs; `serialization: 1` lets a
37
+ * consumer detect future shape changes.
38
+ */
39
+ toJSON(): {
40
+ serialization: 1;
41
+ name: string;
42
+ code: string;
43
+ message: string;
44
+ context?: Record<string, unknown>;
45
+ } {
46
+ return {
47
+ serialization: 1,
48
+ name: this.name,
49
+ code: this.code,
50
+ message: this.message,
51
+ ...(this.context !== undefined ? { context: this.context } : {}),
52
+ };
53
+ }
54
+ }
55
+
56
+ /** Invalid or nonsensical input (programmer error or malformed payload). */
57
+ export class InputError extends QuantError {}
58
+
59
+ /** A numerical solver failed to converge. Never silently replaced with a guess (design law #4). */
60
+ export class ConvergenceError extends QuantError {}
61
+
62
+ /** Inputs violate a no-arbitrage condition (e.g. a price below intrinsic value). */
63
+ export class ArbitrageError extends QuantError {}
64
+
65
+ /** A data-quality problem (crossed/locked market, stale quote, bad print). */
66
+ export class DataError extends QuantError {}
67
+
68
+ /** A requested operation is not supported by the selected engine/model/contract. */
69
+ export class UnsupportedError extends QuantError {}
70
+
71
+ /** The library was configured in a contradictory or unusable way. */
72
+ export class ConfigurationError extends QuantError {}
73
+
74
+ /**
75
+ * A LIBRARY defect surfaced loudly (Law 7 runtime postcondition): a successful facade/analysis
76
+ * result was about to carry an undisclosed NaN/Infinity. This is never a user-input error — if
77
+ * you see it, please report it with the inputs; the honest alternatives are `null`-with-reason
78
+ * or a disclosed diagnostic, and the function failed to produce either.
79
+ */
80
+ export class PostconditionError extends QuantError {}
81
+
82
+ /** Type guard: is this value a QuantError (and optionally a specific code)? */
83
+ export function isQuantError(value: unknown, code?: string): value is QuantError {
84
+ return value instanceof QuantError && (code === undefined || value.code === code);
85
+ }
86
+
87
+ /**
88
+ * Canonical error codes used in the 0.0.1 surface. The set is open — packages may introduce new
89
+ * codes — but these are documented and stable.
90
+ *
91
+ * Static references to package-private constants let guard-only consumers discard this registry
92
+ * while retaining the same error classes. Explicit properties preserve the public property order
93
+ * and literal readonly types, without a second code object or construction side effects.
94
+ */
95
+ export const ErrorCode = {
96
+ InputNaN: ValidationCode.InputNaN,
97
+ InputNotFinite: ValidationCode.InputNotFinite,
98
+ InputNegativeSpot: ValidationCode.InputNegativeSpot,
99
+ InputNegativeStrike: ValidationCode.InputNegativeStrike,
100
+ InputNegativeVolatility: ValidationCode.InputNegativeVolatility,
101
+ InputNegativeTime: ValidationCode.InputNegativeTime,
102
+ InputOutOfRange: ValidationCode.InputOutOfRange,
103
+ InputInvalidEnum: ValidationCode.InputInvalidEnum,
104
+ InputMissingField: ValidationCode.InputMissingField,
105
+ InputUnknownField: ValidationCode.InputUnknownField,
106
+ InputWrongType: ValidationCode.InputWrongType,
107
+ /** The argument is an object but not the expected SHAPE (right type, wrong slots) — distinct from a
108
+ * single missing field. Emitted by {@link wrongShapeError}. */
109
+ InputWrongShape: ValidationCode.InputWrongShape,
110
+ ImpliedVolatilityNoConvergence: 'implied_volatility.no_convergence',
111
+ ImpliedVolatilityBelowIntrinsic: 'implied_volatility.below_intrinsic',
112
+ ImpliedVolatilityAboveMax: 'implied_volatility.above_max_bound',
113
+ EngineUnsupportedContract: 'engine.unsupported_contract',
114
+ // Reserved for the Phase-8 data-quality layer (crossed/stale quote rejection); kept intentionally.
115
+ DataCrossedMarket: 'data.crossed_market',
116
+ DataStaleQuote: 'data.stale_quote',
117
+ SolverNoConvergence: 'solver.no_convergence',
118
+ LinalgNoConvergence: 'linalg.no_convergence',
119
+ LinalgNotPositiveDefinite: 'linalg.not_positive_definite',
120
+ LinalgSingular: 'linalg.singular',
121
+ IntegrationMaxDepth: 'integration.max_depth',
122
+ InterpolationOutOfDomain: 'interpolation.out_of_domain',
123
+ InterpolationDuplicateKnots: 'interpolation.duplicate_knots',
124
+ InterpolationInvalidGrid: 'interpolation.invalid_grid',
125
+ OptimizeInvalidBounds: 'optimize.invalid_bounds',
126
+ VolatilityExpiryNotFound: 'volatility.expiry_not_found',
127
+ VolatilityCalendarArbitrage: 'volatility.calendar_arbitrage',
128
+ StrategyInvalidChartRange: 'strategy.invalid_chart_range',
129
+ /** A calendar/timezone resolution failed (unknown zone, unresolvable local time). Emitted by core's
130
+ * time layer, which owns the registry — so it lives here, not as a raw inline literal. */
131
+ TimeTimezoneResolutionFailed: 'time.timezone_resolution_failed',
132
+ /** A pricing path was given a date with no time of day; a valuation instant must name one. */
133
+ TimeValuationInstantRequired: 'time.valuation_instant_required',
134
+
135
+ // ── Phase 3 registry consolidation (P3.1c) ──────────────────────────────────────────────────
136
+ // Every leaf-package error code, registered centrally: the shrink-only legacy ratchet in
137
+ // tools/codes-conformance.test.ts is now EMPTY and stays empty — an unregistered code anywhere
138
+ // in the monorepo is a CI failure. Call-site classification: these appear only in typed-error
139
+ // constructors. Semantics live at the emit sites; the registry guarantees greppable stability.
140
+ BacktestDuplicateHandler: 'backtest.duplicate_handler',
141
+ BacktestMixedSymbols: 'backtest.mixed_symbols',
142
+ /** An open option leg has no usable current-snapshot mark (missing, ambiguous, stale, or
143
+ * unpriceable contract quote) and the request's missing-mark policy is to refuse (Preview P1). */
144
+ BacktestMarkUnavailable: 'backtest.mark_unavailable',
145
+ /** Stage 4.6 (FC8) — the `reject` intrabar ambiguity policy met a bar where two orders could
146
+ * have touched in either sequence; the run refuses rather than pick a sequence silently. */
147
+ BacktestAmbiguousIntrabar: 'backtest.ambiguous_intrabar',
148
+ /** Stage 4.6 (FC8) — a quote fill under `staleQuotes.behavior: 'reject'` met a quote older than the policy's maximum age. */
149
+ BacktestStaleQuote: 'backtest.stale_quote',
150
+ /** Stage 4.6 (FC8) — a caller-supplied fill model or instrument adapter failed its conformance suite. */
151
+ BacktestAdapterNonconformant: 'backtest.adapter_nonconformant',
152
+ /** Stage 4.6 (FC8) — a run's row count is above the ceiling one synchronous run may read. */
153
+ BacktestInputTooLarge: 'backtest.input_too_large',
154
+ /** Stage 4.6 (FC8) — a 'delisted' universe exit with no delistingReturn while a position is open. */
155
+ BacktestDelistingReturnMissing: 'backtest.delisting_return_missing',
156
+ /** Stage 4.6 (FC8) — a return or feature names an instrument the universe history never lists. */
157
+ BacktestUniverseMembershipUnknown: 'backtest.universe_membership_unknown',
158
+ /** Stage 4.6 (FC8) — the emitted portfolio events do not fold to the equity the engine reports (an invariant). */
159
+ BacktestLedgerReconciliationFailed: 'backtest.ledger_reconciliation_failed',
160
+ /** Stage 7B.1 (AT4) — step() or finish() on a trading environment before reset(). */
161
+ EnvironmentNotReset: 'environment.not_reset',
162
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order id repeated inside an episode (an idempotent retry). */
163
+ EnvironmentDuplicateOrder: 'environment.duplicate_order',
164
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order that would breach a declared limit. */
165
+ EnvironmentLimitBreach: 'environment.limit_breach',
166
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order the action mask disallows. */
167
+ EnvironmentActionDisallowed: 'environment.action_disallowed',
168
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order naming an instrument the environment does not hold. */
169
+ EnvironmentUnknownInstrument: 'environment.unknown_instrument',
170
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an order or cancellation of the wrong shape. */
171
+ EnvironmentOrderInvalid: 'environment.order_invalid',
172
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: an action of the wrong shape; the step proceeds as hold. */
173
+ EnvironmentActionInvalid: 'environment.action_invalid',
174
+ /** Stage 7B.1 (AT4) — a rejection row, never thrown: a step after the episode ended. */
175
+ EnvironmentEpisodeOver: 'environment.episode_over',
176
+ /** Stage 7B.2 (AT5) — a trade intent or plan that cannot be normalized (a duplicate line, an unknown instrument). */
177
+ TradePlanInvalid: 'trade.plan_invalid',
178
+ /** Stage 7B.2 (AT5) — preflight denied the plan; a grant cannot be minted over it. */
179
+ TradePreflightDenied: 'trade.preflight_denied',
180
+ /** Stage 7B.2 (AT5) — an authorization grant that does not cover the execution asked of it (its reasons name the bindings). */
181
+ TradeGrantInvalid: 'trade.grant_invalid',
182
+ /** Stage 7B.2 (AT5) — an authorization grant past its expiry. */
183
+ TradeGrantExpired: 'trade.grant_expired',
184
+ /** Repairs B6 — the grant already licensed a submission; a grant is consumed by its first successful one. */
185
+ TradeGrantConsumed: 'trade.grant_consumed',
186
+ /** Stage 7B.2 (AT5) — an idempotency key already used for a different plan. */
187
+ TradeIdempotencyConflict: 'trade.idempotency_conflict',
188
+ /** Stage 7B.2 (AT5) — the kill switch is on: every submission refuses until resumed. */
189
+ TradeHalted: 'trade.halted',
190
+ /** Stage 7B.2 (AT5) — live execution is not available in the open library; adapters ship under AT8. */
191
+ TradeLiveUnavailable: 'trade.live_unavailable',
192
+ /** Stage 7B.2 (AT5) — an execution-journal event that the order's state cannot accept. */
193
+ TradeJournalTransitionInvalid: 'trade.journal_transition_invalid',
194
+ /** Stage 7B.2 (AT5) — an operation whose required capabilities the caller did not grant. */
195
+ OperationCapabilityMissing: 'operation.capability_missing',
196
+ OperationToolFiltered: 'operation.tool_filtered',
197
+ /** Stage 4.6 (FC8) — a grid's cartesian product is above the variations one synchronous sweep may run. */
198
+ BacktestGridTooLarge: 'backtest.grid_too_large',
199
+ /** Stage 4.6 (FC8) — an options book above the open positions one synchronous book may hold. */
200
+ BacktestBookTooLarge: 'backtest.book_too_large',
201
+ /** Stage 4.6 (FC8) — a merger or spin-off on an open option leg; the deliverable cannot be adjusted. */
202
+ BacktestUnsupportedCorporateAction: 'backtest.unsupported_corporate_action',
203
+ /** Stage 7A — the protocol-neutral operation runtime and registry (`@insiderfinance/totalfinance/workflows`). */
204
+ OperationUnknown: 'operation.unknown',
205
+ OperationRegistrationRefused: 'operation.registration_refused',
206
+ OperationInputTooLarge: 'operation.input_too_large',
207
+ OperationDeadlineExceeded: 'operation.deadline_exceeded',
208
+ OperationCancelled: 'operation.cancelled',
209
+ OperationInternal: 'operation.internal',
210
+ OperationHandleStoreMissing: 'operation.handle_store_missing',
211
+ OperationHandleUnknown: 'operation.handle_unknown',
212
+ OperationHandleKindMismatch: 'operation.handle_kind_mismatch',
213
+ InputLengthMismatch: ValidationCode.InputLengthMismatch,
214
+ McpDeadlineExceeded: 'mcp.deadline_exceeded',
215
+ McpInputTooLarge: 'mcp.input_too_large',
216
+ McpInternalError: 'mcp.internal_error',
217
+ PostconditionNonFinite: ValidationCode.PostconditionNonFinite,
218
+ McpUnknownTool: 'mcp.unknown_tool',
219
+ PipelineDuplicateAlias: 'pipeline.duplicate_alias',
220
+ PipelineLengthMismatch: 'pipeline.length_mismatch',
221
+ RegistryAliasConflict: 'registry.alias_conflict',
222
+ RegistryDuplicateAliasRow: 'registry.duplicate_alias_row',
223
+ RegistryDuplicateIndicator: 'registry.duplicate_indicator',
224
+ RegistryUnknownAliasTarget: 'registry.unknown_alias_target',
225
+ SignalUnknownReference: 'signal.unknown_reference',
226
+ SnapshotInvalidVersion: 'snapshot.invalid_version',
227
+ SnapshotKindMismatch: 'snapshot.kind_mismatch',
228
+ SnapshotUnknownKind: 'snapshot.unknown_kind',
229
+ SnapshotUnsupportedVersion: 'snapshot.unsupported_version',
230
+ /**
231
+ * A value handed to a snapshot restorer is not an envelope. 3B.N7 retired
232
+ * `snapshot.reserved_field` in the same change: that code guarded a stream serializing its own `v`
233
+ * into a FLAT snapshot, and the `{ kind, schemaVersion, state }` envelope makes the collision
234
+ * structurally impossible — indicator state can no longer reach the envelope's own fields.
235
+ */
236
+ SnapshotWrongShape: 'snapshot.wrong_shape',
237
+ StrategyDeltaRequired: 'strategy.delta_required',
238
+ StrategyMultiExpiryExpirationAnalytics: 'strategy.multi_expiry_expiration_analytics',
239
+ /** A call-site `expiry` contradicts the expiry materialized on the position's option legs. */
240
+ StrategyExpiryConflict: 'strategy.expiry_conflict',
241
+ StrategyStrikeUnavailable: 'strategy.strike_unavailable',
242
+ VolatilityForwardUnavailable: 'volatility.forward_unavailable',
243
+ VolatilitySnapshotVersionMismatch: 'volatility.snapshot_version_mismatch',
244
+
245
+ // ── 2026-08-02 defect-fix wave ──────────────────────────────────────────────────────────────
246
+ // Registered ahead of their emit sites (which land in the same PR) so the fix slices cannot race
247
+ // on this registry. Each closes a reviewed silent-wrong-number or fabricated-success defect.
248
+ /** A lattice's risk-neutral branch probabilities left [0, 1] (drift outran diffusion). */
249
+ EngineProbabilityOutOfRange: 'engine.probability_out_of_range',
250
+ /** A successful engine result violated a no-arbitrage output bound (e.g. C > S·e^{-qT}). */
251
+ EngineResultOutOfBounds: 'engine.result_out_of_bounds',
252
+ /** Warning: the engine's grid/truncation is too coarse for the requested regime. */
253
+ EngineDiscretizationInadequate: 'engine.discretization_inadequate',
254
+ /** The target premium is below the smallest price the solver can resolve to a volatility. */
255
+ ImpliedVolatilityPriceBelowResolvable: 'implied_volatility.price_below_resolvable',
256
+ /** Warning: covariance condition number too large for the optimizer's answer to be trusted. */
257
+ RiskIllConditionedCovariance: 'risk.ill_conditioned_covariance',
258
+ /** Warning: the requested tail quantile lies beyond the sample's resolvable range. */
259
+ RiskQuantileBeyondSample: 'risk.quantile_beyond_sample',
260
+ /** Warning: a calibrated fit deviates materially from its input data (likely arbitrageable). */
261
+ VolatilityCalibrationFitDeviation: 'volatility.calibration_fit_deviation',
262
+ /** A variance forecast came back negative; the model output cannot be consumed as a variance. */
263
+ VolatilityNegativeVarianceForecast: 'volatility.negative_variance_forecast',
264
+ /** An iterative series/loop hit its budget without converging; the value is not returned. */
265
+ MathIterationLimit: 'math.iteration_limit',
266
+ /** Warning: a resting order's prices/quantity were adjusted for a corporate action (split). */
267
+ BacktestOrderSplitAdjusted: 'backtest.order_split_adjusted',
268
+ /** Warning: a coupon rate looks like a percent typed as a decimal (e.g. 5 for 5%). */
269
+ InputSuspiciousCouponRate: ValidationCode.InputSuspiciousCouponRate,
270
+ /** Warning: a yield looks like a percent typed as a decimal (e.g. 5 for 5%). */
271
+ InputSuspiciousYield: ValidationCode.InputSuspiciousYield,
272
+ /** Warning: model parameters violate the Feller condition; the variance floor is attainable. */
273
+ ModelFellerConditionViolated: 'model.feller_condition_violated',
274
+
275
+ // ── Gate C structural extension contracts (docs/specs/gate-c-extension-contracts.md) ────────
276
+ // The Pricer/requirements protocol in `@insiderfinance/totalfinance/core/pricing` emits these; they are registered
277
+ // here because core owns the registry (F15) and because the conformance kit BRANCHES on
278
+ // `pricer.requirement_unsatisfied` — a third-party pricer must throw exactly this code for a
279
+ // missing required observation, so the code is load-bearing public API from its first commit.
280
+ /** A required market observation is absent from the observations handed to a pricer. */
281
+ PricerRequirementUnsatisfied: 'pricer.requirement_unsatisfied',
282
+ /** A market-requirement descriptor is malformed (unknown kind, missing/mistyped subject field). */
283
+ PricerRequirementInvalid: 'pricer.requirement_invalid',
284
+ /** A market observation's value has the wrong type/shape for its requirement's kind. */
285
+ PricerObservationInvalid: 'pricer.observation_invalid',
286
+ /** A pricer failed the behavioral conformance kit (`validatePricer`) against its own fixtures. */
287
+ PricerNonconformant: 'pricer.nonconformant',
288
+
289
+ // ── Stage 4.4b shared cross-domain scenario runner (`@insiderfinance/totalfinance/scenarios`) ────────────────
290
+ /** A scenario override or shock matched no used observation, Taylor factor, FX quote, or handler. */
291
+ ScenarioInstructionUnmatched: 'scenario.instruction_unmatched',
292
+ /** A target's bound pricer returned false from its one preflight `supports` call. */
293
+ ScenarioTargetUnsupported: 'scenario.target_unsupported',
294
+ /** One base/scenario valuation failed after the complete request and execution plan passed. */
295
+ ScenarioCellFailed: 'scenario.cell_failed',
296
+
297
+ // ── Gate B artifact spine (`@insiderfinance/totalfinance/core/artifacts`) ──────────────────────────────────────
298
+ /** A value has no canonical JSON form (Date/Map/Set/typed array/class instance/bigint/function
299
+ * — or the reserved `{ nonFinite }` wrapper supplied as literal data). The canonical serializer
300
+ * refuses rather than guessing a meaning into every content hash. */
301
+ SerializationUnsupportedValue: 'serialization.unsupported_value',
302
+ /** An older-schema envelope was read with no registered migration covering a required step —
303
+ * schema upgrades are explicit, never silent. */
304
+ ArtifactMigrationMissing: 'artifact.migration_missing',
305
+ /** A second migration was registered for the same `(kind, fromVersion)` — two upgrades for one
306
+ * stored shape cannot both be the truth. */
307
+ ArtifactDuplicateMigration: 'artifact.duplicate_migration',
308
+ /** A saved analysis artifact's `id` does not equal the content hash of its body — the artifact
309
+ * was edited after creation (or assembled by hand); its provenance chain cannot be trusted. */
310
+ ArtifactIdMismatch: 'artifact.id_mismatch',
311
+ /** `compareAnalysisArtifacts` received two artifacts of different `artifactType`s — a leaf-by-leaf
312
+ * comparison across result schemas would compare unrelated numbers under shared names. */
313
+ ArtifactTypeMismatch: 'artifact.type_mismatch',
314
+ /** A domain artifact verb received an artifact or report of another package, model family, or
315
+ * research kind (Stage 4.5) — the teaching names the owner. */
316
+ ArtifactFamilyMismatch: 'artifact.family_mismatch',
317
+ /** A stored fitted-model `modelVersion` / research `runVersion` is newer than this build, or older
318
+ * with no registered report migration — evaluating a stored parameter set under different
319
+ * semantics is a silent wrong number, so it is refused (Stage 4.5 Decision 5). */
320
+ ArtifactModelVersionUnsupported: 'artifact.model_version_unsupported',
321
+ /** The stored inputs carried a non-serializable callback (a custom predicate or expected-return
322
+ * model); replay cannot re-issue the producing call and names the field (Stage 4.5). */
323
+ ArtifactNotReplayable: 'artifact.not_replayable',
324
+ /** Caller-supplied rows for a referenced table do not hash to the artifact's table handle — a
325
+ * replay over different data would be a replay of a different run (Stage 4.5). */
326
+ ArtifactReferencedDataMismatch: 'artifact.referenced_data_mismatch',
327
+ /** An embedded calibration or run input exceeds `maximumEmbeddedBytes`; the teaching says to
328
+ * reference the bulk row set through a table handle instead (Stage 4.5 Decision 9). */
329
+ ArtifactEmbeddedInputTooLarge: 'artifact.embedded_input_too_large',
330
+ /** The model family has no evaluator, warm start, stability, or holdout operation — an exact or
331
+ * closed-form fit has no search to start and a statistic has nothing to evaluate (Stage 4.5). */
332
+ ArtifactOperationUnsupported: 'artifact.operation_unsupported',
333
+
334
+ // ── FC7 durable portfolio ledger (`@insiderfinance/totalfinance/portfolio`) ────────────────────────────────────
335
+ /** A `(sourceId, eventId)` pair was replayed with a DIFFERENT event body. The duplicate boundary
336
+ * makes replay idempotent for identical deliveries; a changed payload under the same identity is
337
+ * a conflict that must be heard, never a silent overwrite or a silent no-op. */
338
+ PortfolioDuplicateEventConflict: 'portfolio.duplicate_event_conflict',
339
+ /** A `specific-lot` relief selection names a lot that does not exist in the position or carries
340
+ * less remaining quantity than the selection claims — lot relief never guesses a substitute. */
341
+ PortfolioLotUnavailable: 'portfolio.lot_unavailable',
342
+ /** A valuation needs a mark (an instrument price or a currency-pair quote to the base currency)
343
+ * that the supplied market/conversion inputs do not carry. An unavailable mark is a typed
344
+ * failure, never an interpolated or stale guess. */
345
+ PortfolioMarkUnavailable: 'portfolio.mark_unavailable',
346
+ /** An `admin.reversal`/`admin.correction` names an `original` the fold never applied under that
347
+ * `(sourceId, eventId)` — a reversal repairs an applied fact, never an imagined one. */
348
+ PortfolioReversalTargetMissing: 'portfolio.reversal_target_missing',
349
+ /** The applied fact cannot be reversed exactly: the supplied `original` differs from what was
350
+ * applied, it was already reversed, its lots were relieved by later fills, or its family has no
351
+ * exact inverse in this build. History is never approximated — record a correcting event. */
352
+ PortfolioReversalInfeasible: 'portfolio.reversal_infeasible',
353
+ } as const;
354
+
355
+ export type ErrorCode = (typeof ErrorCode)[keyof typeof ErrorCode];
356
+
357
+ /**
358
+ * Build the canonical "a required field is missing" error (design law #4 / the first-touch law).
359
+ * One voice across every facade: it names the field and shows a WORKING example call, so the message
360
+ * teaches the fix instead of leaking a raw `TypeError` from a property access.
361
+ *
362
+ * ```
363
+ * InputError [input.missing_field]: sma: period is required.
364
+ * e.g. sma(closes, { period: 20 })
365
+ * ```
366
+ */
367
+ export function missingFieldError(
368
+ functionName: string,
369
+ field: string,
370
+ example: string,
371
+ hint?: string,
372
+ ): InputError {
373
+ const lines = [`${functionName}: ${field} is required.`, ` e.g. ${example}`];
374
+ // The hint carries what the call shape cannot: a unit trap, a range, a name collision. It is a
375
+ // SECOND line rather than a replacement, because the example has to stay pasteable.
376
+ if (hint !== undefined) lines.push(` ${field}: ${hint}`);
377
+ return new InputError(lines.join('\n'), {
378
+ code: ValidationCode.InputMissingField,
379
+ context: { function: functionName, field, example, ...(hint === undefined ? {} : { hint }) },
380
+ });
381
+ }
382
+
383
+ /**
384
+ * Build a "this object isn't the expected shape" error that echoes the keys the caller DID pass. The
385
+ * received-keys echo turns the error into documentation of the expected shape — a reasonable wrong
386
+ * guess (`{ putLongStrike: … }`) is answered with the real slot names rather than a raw `TypeError`.
387
+ */
388
+ export function wrongShapeError(
389
+ functionName: string,
390
+ expected: string,
391
+ received: unknown,
392
+ ): InputError {
393
+ const keys =
394
+ received !== null && typeof received === 'object' ? Object.keys(received as object) : [];
395
+ return new InputError(
396
+ `${functionName}: expected ${expected}.\n received keys: ${keys.length > 0 ? keys.join(', ') : '(none)'}`,
397
+ {
398
+ // A wrong-shape object is not a single missing field — it has its own code so a caller/agent can
399
+ // dispatch on "you passed the wrong slots" separately from "you omitted one field" (F15).
400
+ code: ValidationCode.InputWrongShape,
401
+ context: { function: functionName, expected, receivedKeys: keys },
402
+ },
403
+ );
404
+ }