@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.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
- package/modules/calendars/dist/crypto.d.ts.map +1 -0
- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
- package/modules/calendars/dist/expirations.d.ts.map +1 -0
- package/modules/calendars/dist/expirations.js +158 -0
- package/modules/calendars/dist/expirations.js.map +1 -0
- package/modules/calendars/dist/index.d.ts +16 -0
- package/modules/calendars/dist/index.d.ts.map +1 -0
- package/modules/calendars/dist/index.js +13 -0
- package/modules/calendars/dist/index.js.map +1 -0
- package/modules/calendars/dist/nyse.d.ts +11 -0
- package/modules/calendars/dist/nyse.d.ts.map +1 -0
- package/modules/calendars/dist/nyse.js +12 -0
- package/modules/calendars/dist/nyse.js.map +1 -0
- package/modules/calendars/dist/trading-calendar.d.ts +32 -0
- package/modules/calendars/dist/trading-calendar.d.ts.map +1 -0
- package/modules/calendars/dist/trading-calendar.js +67 -0
- package/modules/calendars/dist/trading-calendar.js.map +1 -0
- package/modules/calendars/dist/us-market.d.ts +29 -0
- package/modules/calendars/dist/us-market.d.ts.map +1 -0
- package/modules/calendars/dist/us-market.js +72 -0
- package/modules/calendars/dist/us-market.js.map +1 -0
- package/modules/calendars/etc/calendars.api.md +22 -0
- package/modules/calendars/src/cboe.ts +17 -0
- package/modules/calendars/src/crypto.ts +17 -0
- package/modules/calendars/src/expirations.ts +200 -0
- package/modules/calendars/src/index.ts +23 -0
- package/modules/calendars/src/nyse.ts +13 -0
- package/modules/calendars/src/trading-calendar.ts +85 -0
- package/modules/calendars/src/us-market.ts +86 -0
- package/modules/cli/dist/bin.d.ts +9 -0
- package/modules/cli/dist/bin.d.ts.map +1 -0
- package/modules/cli/dist/bin.js +458 -0
- package/modules/cli/dist/bin.js.map +1 -0
- package/modules/cli/dist/commands.d.ts +7 -0
- package/modules/cli/dist/commands.d.ts.map +1 -0
- package/modules/cli/dist/commands.js +17 -0
- package/modules/cli/dist/commands.js.map +1 -0
- package/modules/cli/dist/exit-codes.d.ts +20 -0
- package/modules/cli/dist/exit-codes.d.ts.map +1 -0
- package/modules/cli/dist/exit-codes.js +19 -0
- package/modules/cli/dist/exit-codes.js.map +1 -0
- package/modules/cli/dist/index.d.ts +13 -0
- package/modules/cli/dist/index.d.ts.map +1 -0
- package/modules/cli/dist/index.js +10 -0
- package/modules/cli/dist/index.js.map +1 -0
- package/modules/cli/etc/cli.api.md +25 -0
- package/modules/cli/src/bin.ts +530 -0
- package/modules/cli/src/commands.ts +19 -0
- package/modules/cli/src/exit-codes.ts +21 -0
- package/modules/cli/src/index.ts +29 -0
- package/modules/commodities/dist/forwards.d.ts +274 -0
- package/modules/commodities/dist/forwards.d.ts.map +1 -0
- package/modules/commodities/dist/forwards.js +359 -0
- package/modules/commodities/dist/forwards.js.map +1 -0
- package/modules/commodities/dist/index.d.ts +10 -0
- package/modules/commodities/dist/index.d.ts.map +1 -0
- package/modules/commodities/dist/index.js +10 -0
- package/modules/commodities/dist/index.js.map +1 -0
- package/modules/commodities/dist/internal.d.ts +6 -0
- package/modules/commodities/dist/internal.d.ts.map +1 -0
- package/modules/commodities/dist/internal.js +6 -0
- package/modules/commodities/dist/internal.js.map +1 -0
- package/modules/commodities/dist/term-structure.d.ts +327 -0
- package/modules/commodities/dist/term-structure.d.ts.map +1 -0
- package/modules/commodities/dist/term-structure.js +416 -0
- package/modules/commodities/dist/term-structure.js.map +1 -0
- package/modules/commodities/etc/commodities.api.md +53 -0
- package/modules/commodities/src/forwards.ts +791 -0
- package/modules/commodities/src/index.ts +10 -0
- package/modules/commodities/src/internal.ts +6 -0
- package/modules/commodities/src/term-structure.ts +828 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts.map +1 -0
- package/modules/core/dist/artifacts/analysis-artifact.js +356 -0
- package/modules/core/dist/artifacts/analysis-artifact.js.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts +125 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.js +444 -0
- package/modules/core/dist/artifacts/calculation-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts +58 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.js +250 -0
- package/modules/core/dist/artifacts/canonical-scan.js.map +1 -0
- package/modules/core/dist/artifacts/comparison.d.ts +179 -0
- package/modules/core/dist/artifacts/comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/comparison.js +383 -0
- package/modules/core/dist/artifacts/comparison.js.map +1 -0
- package/modules/core/dist/artifacts/content-hash.d.ts +38 -0
- package/modules/core/dist/artifacts/content-hash.d.ts.map +1 -0
- package/modules/core/dist/artifacts/content-hash.js +170 -0
- package/modules/core/dist/artifacts/content-hash.js.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts +8 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.js +16 -0
- package/modules/core/dist/artifacts/deep-freeze.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts +123 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js +281 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts +73 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js +254 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js.map +1 -0
- package/modules/core/dist/artifacts/index.d.ts +52 -0
- package/modules/core/dist/artifacts/index.d.ts.map +1 -0
- package/modules/core/dist/artifacts/index.js +47 -0
- package/modules/core/dist/artifacts/index.js.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts +189 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.js +517 -0
- package/modules/core/dist/artifacts/market-snapshot.js.map +1 -0
- package/modules/core/dist/artifacts/migration.d.ts +60 -0
- package/modules/core/dist/artifacts/migration.d.ts.map +1 -0
- package/modules/core/dist/artifacts/migration.js +106 -0
- package/modules/core/dist/artifacts/migration.js.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts +12 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.js +53 -0
- package/modules/core/dist/artifacts/numeric-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts +97 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.js +249 -0
- package/modules/core/dist/artifacts/scenario-set.js.map +1 -0
- package/modules/core/dist/artifacts/table-handle.d.ts +96 -0
- package/modules/core/dist/artifacts/table-handle.d.ts.map +1 -0
- package/modules/core/dist/artifacts/table-handle.js +253 -0
- package/modules/core/dist/artifacts/table-handle.js.map +1 -0
- package/modules/core/dist/assumptions.d.ts +52 -0
- package/modules/core/dist/assumptions.d.ts.map +1 -0
- package/modules/core/dist/assumptions.js +13 -0
- package/modules/core/dist/assumptions.js.map +1 -0
- package/modules/core/dist/calendar.d.ts +98 -0
- package/modules/core/dist/calendar.d.ts.map +1 -0
- package/modules/core/dist/calendar.js +301 -0
- package/modules/core/dist/calendar.js.map +1 -0
- package/modules/core/dist/canonical-json.d.ts +63 -0
- package/modules/core/dist/canonical-json.d.ts.map +1 -0
- package/modules/core/dist/canonical-json.js +241 -0
- package/modules/core/dist/canonical-json.js.map +1 -0
- package/modules/core/dist/computed.d.ts +31 -0
- package/modules/core/dist/computed.d.ts.map +1 -0
- package/modules/core/dist/computed.js +40 -0
- package/modules/core/dist/computed.js.map +1 -0
- package/modules/core/dist/contracts.d.ts +59 -0
- package/modules/core/dist/contracts.d.ts.map +1 -0
- package/modules/core/dist/contracts.js +9 -0
- package/modules/core/dist/contracts.js.map +1 -0
- package/modules/core/dist/dates.d.ts +31 -0
- package/modules/core/dist/dates.d.ts.map +1 -0
- package/modules/core/dist/dates.js +126 -0
- package/modules/core/dist/dates.js.map +1 -0
- package/modules/core/dist/diagnostics.d.ts +278 -0
- package/modules/core/dist/diagnostics.d.ts.map +1 -0
- package/modules/core/dist/diagnostics.js +287 -0
- package/modules/core/dist/diagnostics.js.map +1 -0
- package/modules/core/dist/errors.d.ts +324 -0
- package/modules/core/dist/errors.d.ts.map +1 -0
- package/modules/core/dist/errors.js +363 -0
- package/modules/core/dist/errors.js.map +1 -0
- package/modules/core/dist/facade.d.ts +97 -0
- package/modules/core/dist/facade.d.ts.map +1 -0
- package/modules/core/dist/facade.js +354 -0
- package/modules/core/dist/facade.js.map +1 -0
- package/modules/core/dist/index.d.ts +45 -0
- package/modules/core/dist/index.d.ts.map +1 -0
- package/modules/core/dist/index.js +23 -0
- package/modules/core/dist/index.js.map +1 -0
- package/modules/core/dist/invariants.d.ts +112 -0
- package/modules/core/dist/invariants.d.ts.map +1 -0
- package/modules/core/dist/invariants.js +240 -0
- package/modules/core/dist/invariants.js.map +1 -0
- package/modules/core/dist/market-data.d.ts +219 -0
- package/modules/core/dist/market-data.d.ts.map +1 -0
- package/modules/core/dist/market-data.js +183 -0
- package/modules/core/dist/market-data.js.map +1 -0
- package/modules/core/dist/numeric.d.ts +46 -0
- package/modules/core/dist/numeric.d.ts.map +1 -0
- package/modules/core/dist/numeric.js +145 -0
- package/modules/core/dist/numeric.js.map +1 -0
- package/modules/core/dist/orders.d.ts +28 -0
- package/modules/core/dist/orders.d.ts.map +1 -0
- package/modules/core/dist/orders.js +49 -0
- package/modules/core/dist/orders.js.map +1 -0
- package/modules/core/dist/pricing.d.ts +418 -0
- package/modules/core/dist/pricing.d.ts.map +1 -0
- package/modules/core/dist/pricing.js +987 -0
- package/modules/core/dist/pricing.js.map +1 -0
- package/modules/core/dist/provenance.d.ts +25 -0
- package/modules/core/dist/provenance.d.ts.map +1 -0
- package/modules/core/dist/provenance.js +75 -0
- package/modules/core/dist/provenance.js.map +1 -0
- package/modules/core/dist/schema/index.d.ts +14 -0
- package/modules/core/dist/schema/index.d.ts.map +1 -0
- package/modules/core/dist/schema/index.js +12 -0
- package/modules/core/dist/schema/index.js.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts +21 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.js +114 -0
- package/modules/core/dist/schema/json-schema-guard.js.map +1 -0
- package/modules/core/dist/schema/json-schema.d.ts +33 -0
- package/modules/core/dist/schema/json-schema.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema.js +3 -0
- package/modules/core/dist/schema/json-schema.js.map +1 -0
- package/modules/core/dist/schema/payloads.d.ts +429 -0
- package/modules/core/dist/schema/payloads.d.ts.map +1 -0
- package/modules/core/dist/schema/payloads.js +323 -0
- package/modules/core/dist/schema/payloads.js.map +1 -0
- package/modules/core/dist/schema/schema.d.ts +282 -0
- package/modules/core/dist/schema/schema.d.ts.map +1 -0
- package/modules/core/dist/schema/schema.js +780 -0
- package/modules/core/dist/schema/schema.js.map +1 -0
- package/modules/core/dist/schema/standard.d.ts +32 -0
- package/modules/core/dist/schema/standard.d.ts.map +1 -0
- package/modules/core/dist/schema/standard.js +8 -0
- package/modules/core/dist/schema/standard.js.map +1 -0
- package/modules/core/dist/symbology.d.ts +30 -0
- package/modules/core/dist/symbology.d.ts.map +1 -0
- package/modules/core/dist/symbology.js +126 -0
- package/modules/core/dist/symbology.js.map +1 -0
- package/modules/core/dist/time.d.ts +122 -0
- package/modules/core/dist/time.d.ts.map +1 -0
- package/modules/core/dist/time.js +349 -0
- package/modules/core/dist/time.js.map +1 -0
- package/modules/core/dist/validation-codes.d.ts +24 -0
- package/modules/core/dist/validation-codes.d.ts.map +1 -0
- package/modules/core/dist/validation-codes.js +24 -0
- package/modules/core/dist/validation-codes.js.map +1 -0
- package/modules/core/dist/validation.d.ts +117 -0
- package/modules/core/dist/validation.d.ts.map +1 -0
- package/modules/core/dist/validation.js +415 -0
- package/modules/core/dist/validation.js.map +1 -0
- package/modules/core/etc/core.api.md +157 -0
- package/modules/core/src/artifacts/analysis-artifact.ts +515 -0
- package/modules/core/src/artifacts/calculation-comparison.ts +641 -0
- package/modules/core/src/artifacts/canonical-scan.ts +358 -0
- package/modules/core/src/artifacts/comparison.ts +586 -0
- package/modules/core/src/artifacts/content-hash.ts +183 -0
- package/modules/core/src/artifacts/deep-freeze.ts +15 -0
- package/modules/core/src/artifacts/fitted-model-kit.ts +402 -0
- package/modules/core/src/artifacts/fitted-model-summary.ts +478 -0
- package/modules/core/src/artifacts/index.ts +155 -0
- package/modules/core/src/artifacts/market-snapshot.ts +787 -0
- package/modules/core/src/artifacts/migration.ts +195 -0
- package/modules/core/src/artifacts/numeric-comparison.ts +71 -0
- package/modules/core/src/artifacts/scenario-set.ts +383 -0
- package/modules/core/src/artifacts/table-handle.ts +329 -0
- package/modules/core/src/assumptions.ts +62 -0
- package/modules/core/src/calendar.ts +407 -0
- package/modules/core/src/canonical-json.ts +289 -0
- package/modules/core/src/computed.ts +55 -0
- package/modules/core/src/contracts.ts +63 -0
- package/modules/core/src/dates.ts +163 -0
- package/modules/core/src/diagnostics.ts +397 -0
- package/modules/core/src/errors.ts +404 -0
- package/modules/core/src/facade.ts +436 -0
- package/modules/core/src/index.ts +185 -0
- package/modules/core/src/invariants.ts +339 -0
- package/modules/core/src/market-data.ts +481 -0
- package/modules/core/src/numeric.ts +205 -0
- package/modules/core/src/orders.ts +71 -0
- package/modules/core/src/pricing.ts +1647 -0
- package/modules/core/src/provenance.ts +121 -0
- package/modules/core/src/schema/index.ts +61 -0
- package/modules/core/src/schema/json-schema-guard.ts +172 -0
- package/modules/core/src/schema/json-schema.ts +52 -0
- package/modules/core/src/schema/payloads.ts +364 -0
- package/modules/core/src/schema/schema.ts +986 -0
- package/modules/core/src/schema/standard.ts +40 -0
- package/modules/core/src/symbology.ts +170 -0
- package/modules/core/src/time.ts +458 -0
- package/modules/core/src/validation-codes.ts +23 -0
- package/modules/core/src/validation.ts +607 -0
- package/modules/crypto/dist/carry.d.ts +176 -0
- package/modules/crypto/dist/carry.d.ts.map +1 -0
- package/modules/crypto/dist/carry.js +349 -0
- package/modules/crypto/dist/carry.js.map +1 -0
- package/modules/crypto/dist/curve.d.ts +69 -0
- package/modules/crypto/dist/curve.d.ts.map +1 -0
- package/modules/crypto/dist/curve.js +180 -0
- package/modules/crypto/dist/curve.js.map +1 -0
- package/modules/crypto/dist/index.d.ts +20 -0
- package/modules/crypto/dist/index.d.ts.map +1 -0
- package/modules/crypto/dist/index.js +16 -0
- package/modules/crypto/dist/index.js.map +1 -0
- package/modules/crypto/dist/inverse.d.ts +61 -0
- package/modules/crypto/dist/inverse.d.ts.map +1 -0
- package/modules/crypto/dist/inverse.js +89 -0
- package/modules/crypto/dist/inverse.js.map +1 -0
- package/modules/crypto/dist/liquidation.d.ts +67 -0
- package/modules/crypto/dist/liquidation.d.ts.map +1 -0
- package/modules/crypto/dist/liquidation.js +103 -0
- package/modules/crypto/dist/liquidation.js.map +1 -0
- package/modules/crypto/etc/crypto.api.md +45 -0
- package/modules/crypto/src/carry.ts +656 -0
- package/modules/crypto/src/curve.ts +273 -0
- package/modules/crypto/src/index.ts +62 -0
- package/modules/crypto/src/inverse.ts +172 -0
- package/modules/crypto/src/liquidation.ts +174 -0
- package/modules/fixed-income/dist/artifacts.d.ts +24 -0
- package/modules/fixed-income/dist/artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/artifacts.js +21 -0
- package/modules/fixed-income/dist/artifacts.js.map +1 -0
- package/modules/fixed-income/dist/bonds.d.ts +298 -0
- package/modules/fixed-income/dist/bonds.d.ts.map +1 -0
- package/modules/fixed-income/dist/bonds.js +951 -0
- package/modules/fixed-income/dist/bonds.js.map +1 -0
- package/modules/fixed-income/dist/conventions.d.ts +77 -0
- package/modules/fixed-income/dist/conventions.d.ts.map +1 -0
- package/modules/fixed-income/dist/conventions.js +266 -0
- package/modules/fixed-income/dist/conventions.js.map +1 -0
- package/modules/fixed-income/dist/convertible.d.ts +76 -0
- package/modules/fixed-income/dist/convertible.d.ts.map +1 -0
- package/modules/fixed-income/dist/convertible.js +182 -0
- package/modules/fixed-income/dist/convertible.js.map +1 -0
- package/modules/fixed-income/dist/credit.d.ts +227 -0
- package/modules/fixed-income/dist/credit.d.ts.map +1 -0
- package/modules/fixed-income/dist/credit.js +653 -0
- package/modules/fixed-income/dist/credit.js.map +1 -0
- package/modules/fixed-income/dist/cross-currency.d.ts +82 -0
- package/modules/fixed-income/dist/cross-currency.d.ts.map +1 -0
- package/modules/fixed-income/dist/cross-currency.js +93 -0
- package/modules/fixed-income/dist/cross-currency.js.map +1 -0
- package/modules/fixed-income/dist/curve-data.d.ts +70 -0
- package/modules/fixed-income/dist/curve-data.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-data.js +254 -0
- package/modules/fixed-income/dist/curve-data.js.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts +57 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.js +131 -0
- package/modules/fixed-income/dist/curve-mappers.js.map +1 -0
- package/modules/fixed-income/dist/curve-state.d.ts +47 -0
- package/modules/fixed-income/dist/curve-state.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-state.js +33 -0
- package/modules/fixed-income/dist/curve-state.js.map +1 -0
- package/modules/fixed-income/dist/curves.d.ts +198 -0
- package/modules/fixed-income/dist/curves.d.ts.map +1 -0
- package/modules/fixed-income/dist/curves.js +803 -0
- package/modules/fixed-income/dist/curves.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts +277 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js +839 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts +170 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.js +461 -0
- package/modules/fixed-income/dist/fitted-model-families.js.map +1 -0
- package/modules/fixed-income/dist/futures.d.ts +264 -0
- package/modules/fixed-income/dist/futures.d.ts.map +1 -0
- package/modules/fixed-income/dist/futures.js +630 -0
- package/modules/fixed-income/dist/futures.js.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts +12 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.js +556 -0
- package/modules/fixed-income/dist/generated/validation-specs.js.map +1 -0
- package/modules/fixed-income/dist/index.d.ts +36 -0
- package/modules/fixed-income/dist/index.d.ts.map +1 -0
- package/modules/fixed-income/dist/index.js +37 -0
- package/modules/fixed-income/dist/index.js.map +1 -0
- package/modules/fixed-income/dist/inflation.d.ts +174 -0
- package/modules/fixed-income/dist/inflation.d.ts.map +1 -0
- package/modules/fixed-income/dist/inflation.js +335 -0
- package/modules/fixed-income/dist/inflation.js.map +1 -0
- package/modules/fixed-income/dist/lattice.d.ts +156 -0
- package/modules/fixed-income/dist/lattice.d.ts.map +1 -0
- package/modules/fixed-income/dist/lattice.js +433 -0
- package/modules/fixed-income/dist/lattice.js.map +1 -0
- package/modules/fixed-income/dist/models.d.ts +187 -0
- package/modules/fixed-income/dist/models.d.ts.map +1 -0
- package/modules/fixed-income/dist/models.js +580 -0
- package/modules/fixed-income/dist/models.js.map +1 -0
- package/modules/fixed-income/dist/pricer.d.ts +48 -0
- package/modules/fixed-income/dist/pricer.d.ts.map +1 -0
- package/modules/fixed-income/dist/pricer.js +445 -0
- package/modules/fixed-income/dist/pricer.js.map +1 -0
- package/modules/fixed-income/dist/rates.d.ts +305 -0
- package/modules/fixed-income/dist/rates.d.ts.map +1 -0
- package/modules/fixed-income/dist/rates.js +686 -0
- package/modules/fixed-income/dist/rates.js.map +1 -0
- package/modules/fixed-income/dist/validate.d.ts +28 -0
- package/modules/fixed-income/dist/validate.d.ts.map +1 -0
- package/modules/fixed-income/dist/validate.js +123 -0
- package/modules/fixed-income/dist/validate.js.map +1 -0
- package/modules/fixed-income/dist/xva.d.ts +88 -0
- package/modules/fixed-income/dist/xva.d.ts.map +1 -0
- package/modules/fixed-income/dist/xva.js +316 -0
- package/modules/fixed-income/dist/xva.js.map +1 -0
- package/modules/fixed-income/etc/fixed-income.api.md +195 -0
- package/modules/fixed-income/src/artifacts.ts +60 -0
- package/modules/fixed-income/src/bonds.ts +1514 -0
- package/modules/fixed-income/src/conventions.ts +387 -0
- package/modules/fixed-income/src/convertible.ts +286 -0
- package/modules/fixed-income/src/credit.ts +1065 -0
- package/modules/fixed-income/src/cross-currency.ts +176 -0
- package/modules/fixed-income/src/curve-data.ts +381 -0
- package/modules/fixed-income/src/curve-mappers.ts +170 -0
- package/modules/fixed-income/src/curve-state.ts +70 -0
- package/modules/fixed-income/src/curves.ts +1169 -0
- package/modules/fixed-income/src/fitted-model-artifacts.ts +1414 -0
- package/modules/fixed-income/src/fitted-model-families.ts +834 -0
- package/modules/fixed-income/src/futures.ts +1018 -0
- package/modules/fixed-income/src/generated/validation-specs.ts +559 -0
- package/modules/fixed-income/src/index.ts +241 -0
- package/modules/fixed-income/src/inflation.ts +554 -0
- package/modules/fixed-income/src/lattice.ts +675 -0
- package/modules/fixed-income/src/models.ts +897 -0
- package/modules/fixed-income/src/pricer.ts +624 -0
- package/modules/fixed-income/src/rates.ts +1086 -0
- package/modules/fixed-income/src/validate.ts +169 -0
- package/modules/fixed-income/src/xva.ts +466 -0
- package/modules/foreign-exchange/dist/exposure.d.ts +140 -0
- package/modules/foreign-exchange/dist/exposure.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/exposure.js +253 -0
- package/modules/foreign-exchange/dist/exposure.js.map +1 -0
- package/modules/foreign-exchange/dist/forwards.d.ts +159 -0
- package/modules/foreign-exchange/dist/forwards.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/forwards.js +310 -0
- package/modules/foreign-exchange/dist/forwards.js.map +1 -0
- package/modules/foreign-exchange/dist/index.d.ts +11 -0
- package/modules/foreign-exchange/dist/index.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/index.js +11 -0
- package/modules/foreign-exchange/dist/index.js.map +1 -0
- package/modules/foreign-exchange/dist/internal.d.ts +6 -0
- package/modules/foreign-exchange/dist/internal.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/internal.js +6 -0
- package/modules/foreign-exchange/dist/internal.js.map +1 -0
- package/modules/foreign-exchange/dist/spot.d.ts +150 -0
- package/modules/foreign-exchange/dist/spot.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/spot.js +289 -0
- package/modules/foreign-exchange/dist/spot.js.map +1 -0
- package/modules/foreign-exchange/etc/foreign-exchange.api.md +52 -0
- package/modules/foreign-exchange/src/exposure.ts +485 -0
- package/modules/foreign-exchange/src/forwards.ts +595 -0
- package/modules/foreign-exchange/src/index.ts +11 -0
- package/modules/foreign-exchange/src/internal.ts +6 -0
- package/modules/foreign-exchange/src/spot.ts +530 -0
- package/modules/fundamentals/dist/analyze.d.ts +90 -0
- package/modules/fundamentals/dist/analyze.d.ts.map +1 -0
- package/modules/fundamentals/dist/analyze.js +293 -0
- package/modules/fundamentals/dist/analyze.js.map +1 -0
- package/modules/fundamentals/dist/index.d.ts +17 -0
- package/modules/fundamentals/dist/index.d.ts.map +1 -0
- package/modules/fundamentals/dist/index.js +15 -0
- package/modules/fundamentals/dist/index.js.map +1 -0
- package/modules/fundamentals/dist/periods.d.ts +47 -0
- package/modules/fundamentals/dist/periods.d.ts.map +1 -0
- package/modules/fundamentals/dist/periods.js +106 -0
- package/modules/fundamentals/dist/periods.js.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts +47 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.js +766 -0
- package/modules/fundamentals/dist/ratio-heads.js.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts +187 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.js +299 -0
- package/modules/fundamentals/dist/ratio-internals.js.map +1 -0
- package/modules/fundamentals/dist/ratios.d.ts +9 -0
- package/modules/fundamentals/dist/ratios.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratios.js +8 -0
- package/modules/fundamentals/dist/ratios.js.map +1 -0
- package/modules/fundamentals/dist/score-heads.d.ts +130 -0
- package/modules/fundamentals/dist/score-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/score-heads.js +364 -0
- package/modules/fundamentals/dist/score-heads.js.map +1 -0
- package/modules/fundamentals/dist/scores.d.ts +6 -0
- package/modules/fundamentals/dist/scores.d.ts.map +1 -0
- package/modules/fundamentals/dist/scores.js +6 -0
- package/modules/fundamentals/dist/scores.js.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts +170 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.js +207 -0
- package/modules/fundamentals/dist/statement-contracts.js.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts +190 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.js +501 -0
- package/modules/fundamentals/dist/statement-utilities.js.map +1 -0
- package/modules/fundamentals/dist/statements.d.ts +8 -0
- package/modules/fundamentals/dist/statements.d.ts.map +1 -0
- package/modules/fundamentals/dist/statements.js +7 -0
- package/modules/fundamentals/dist/statements.js.map +1 -0
- package/modules/fundamentals/etc/fundamentals.api.md +110 -0
- package/modules/fundamentals/src/analyze.ts +401 -0
- package/modules/fundamentals/src/index.ts +24 -0
- package/modules/fundamentals/src/periods.ts +197 -0
- package/modules/fundamentals/src/ratio-heads.ts +945 -0
- package/modules/fundamentals/src/ratio-internals.ts +562 -0
- package/modules/fundamentals/src/ratios.ts +23 -0
- package/modules/fundamentals/src/score-heads.ts +651 -0
- package/modules/fundamentals/src/scores.ts +6 -0
- package/modules/fundamentals/src/statement-contracts.ts +393 -0
- package/modules/fundamentals/src/statement-utilities.ts +833 -0
- package/modules/fundamentals/src/statements.ts +22 -0
- package/modules/http/dist/bin.d.ts +7 -0
- package/modules/http/dist/bin.d.ts.map +1 -0
- package/modules/http/dist/bin.js +167 -0
- package/modules/http/dist/bin.js.map +1 -0
- package/modules/http/dist/index.d.ts +10 -0
- package/modules/http/dist/index.d.ts.map +1 -0
- package/modules/http/dist/index.js +8 -0
- package/modules/http/dist/index.js.map +1 -0
- package/modules/http/dist/openapi.d.ts +38 -0
- package/modules/http/dist/openapi.d.ts.map +1 -0
- package/modules/http/dist/openapi.js +431 -0
- package/modules/http/dist/openapi.js.map +1 -0
- package/modules/http/dist/security.d.ts +21 -0
- package/modules/http/dist/security.d.ts.map +1 -0
- package/modules/http/dist/security.js +116 -0
- package/modules/http/dist/security.js.map +1 -0
- package/modules/http/dist/server.d.ts +63 -0
- package/modules/http/dist/server.d.ts.map +1 -0
- package/modules/http/dist/server.js +544 -0
- package/modules/http/dist/server.js.map +1 -0
- package/modules/http/etc/http.api.md +15 -0
- package/modules/http/etc/openapi.json +51958 -0
- package/modules/http/src/bin.ts +190 -0
- package/modules/http/src/index.ts +10 -0
- package/modules/http/src/openapi.ts +488 -0
- package/modules/http/src/security.ts +158 -0
- package/modules/http/src/server.ts +941 -0
- package/modules/math/dist/bivariate.d.ts +17 -0
- package/modules/math/dist/bivariate.d.ts.map +1 -0
- package/modules/math/dist/bivariate.js +123 -0
- package/modules/math/dist/bivariate.js.map +1 -0
- package/modules/math/dist/distributions.d.ts +66 -0
- package/modules/math/dist/distributions.d.ts.map +1 -0
- package/modules/math/dist/distributions.js +465 -0
- package/modules/math/dist/distributions.js.map +1 -0
- package/modules/math/dist/filters.d.ts +96 -0
- package/modules/math/dist/filters.d.ts.map +1 -0
- package/modules/math/dist/filters.js +347 -0
- package/modules/math/dist/filters.js.map +1 -0
- package/modules/math/dist/index.d.ts +34 -0
- package/modules/math/dist/index.d.ts.map +1 -0
- package/modules/math/dist/index.js +23 -0
- package/modules/math/dist/index.js.map +1 -0
- package/modules/math/dist/integration.d.ts +58 -0
- package/modules/math/dist/integration.d.ts.map +1 -0
- package/modules/math/dist/integration.js +176 -0
- package/modules/math/dist/integration.js.map +1 -0
- package/modules/math/dist/interpolation.d.ts +57 -0
- package/modules/math/dist/interpolation.d.ts.map +1 -0
- package/modules/math/dist/interpolation.js +464 -0
- package/modules/math/dist/interpolation.js.map +1 -0
- package/modules/math/dist/linalg.d.ts +251 -0
- package/modules/math/dist/linalg.d.ts.map +1 -0
- package/modules/math/dist/linalg.js +1503 -0
- package/modules/math/dist/linalg.js.map +1 -0
- package/modules/math/dist/lowdiscrepancy.d.ts +21 -0
- package/modules/math/dist/lowdiscrepancy.d.ts.map +1 -0
- package/modules/math/dist/lowdiscrepancy.js +200 -0
- package/modules/math/dist/lowdiscrepancy.js.map +1 -0
- package/modules/math/dist/montecarlo.d.ts +58 -0
- package/modules/math/dist/montecarlo.d.ts.map +1 -0
- package/modules/math/dist/montecarlo.js +248 -0
- package/modules/math/dist/montecarlo.js.map +1 -0
- package/modules/math/dist/normal.d.ts +40 -0
- package/modules/math/dist/normal.d.ts.map +1 -0
- package/modules/math/dist/normal.js +157 -0
- package/modules/math/dist/normal.js.map +1 -0
- package/modules/math/dist/optimize.d.ts +83 -0
- package/modules/math/dist/optimize.d.ts.map +1 -0
- package/modules/math/dist/optimize.js +784 -0
- package/modules/math/dist/optimize.js.map +1 -0
- package/modules/math/dist/random.d.ts +76 -0
- package/modules/math/dist/random.d.ts.map +1 -0
- package/modules/math/dist/random.js +261 -0
- package/modules/math/dist/random.js.map +1 -0
- package/modules/math/dist/regression.d.ts +58 -0
- package/modules/math/dist/regression.d.ts.map +1 -0
- package/modules/math/dist/regression.js +283 -0
- package/modules/math/dist/regression.js.map +1 -0
- package/modules/math/dist/resource-validation.d.ts +18 -0
- package/modules/math/dist/resource-validation.d.ts.map +1 -0
- package/modules/math/dist/resource-validation.js +60 -0
- package/modules/math/dist/resource-validation.js.map +1 -0
- package/modules/math/dist/sobol-data.d.ts +36 -0
- package/modules/math/dist/sobol-data.d.ts.map +1 -0
- package/modules/math/dist/sobol-data.js +172 -0
- package/modules/math/dist/sobol-data.js.map +1 -0
- package/modules/math/dist/solvers.d.ts +90 -0
- package/modules/math/dist/solvers.d.ts.map +1 -0
- package/modules/math/dist/solvers.js +663 -0
- package/modules/math/dist/solvers.js.map +1 -0
- package/modules/math/dist/statistics-internal.d.ts +73 -0
- package/modules/math/dist/statistics-internal.d.ts.map +1 -0
- package/modules/math/dist/statistics-internal.js +217 -0
- package/modules/math/dist/statistics-internal.js.map +1 -0
- package/modules/math/dist/statistics.d.ts +113 -0
- package/modules/math/dist/statistics.d.ts.map +1 -0
- package/modules/math/dist/statistics.js +545 -0
- package/modules/math/dist/statistics.js.map +1 -0
- package/modules/math/dist/timeseries.d.ts +131 -0
- package/modules/math/dist/timeseries.d.ts.map +1 -0
- package/modules/math/dist/timeseries.js +502 -0
- package/modules/math/dist/timeseries.js.map +1 -0
- package/modules/math/etc/math.api.md +178 -0
- package/modules/math/src/bivariate.ts +124 -0
- package/modules/math/src/distributions.ts +481 -0
- package/modules/math/src/filters.ts +452 -0
- package/modules/math/src/index.ts +223 -0
- package/modules/math/src/integration.ts +259 -0
- package/modules/math/src/interpolation.ts +588 -0
- package/modules/math/src/linalg.ts +1892 -0
- package/modules/math/src/lowdiscrepancy.ts +241 -0
- package/modules/math/src/montecarlo.ts +326 -0
- package/modules/math/src/normal.ts +161 -0
- package/modules/math/src/optimize.ts +943 -0
- package/modules/math/src/random.ts +372 -0
- package/modules/math/src/regression.ts +340 -0
- package/modules/math/src/resource-validation.ts +79 -0
- package/modules/math/src/sobol-data.ts +187 -0
- package/modules/math/src/solvers.ts +859 -0
- package/modules/math/src/statistics-internal.ts +256 -0
- package/modules/math/src/statistics.ts +636 -0
- package/modules/math/src/timeseries.ts +611 -0
- package/modules/options/dist/american-iv.d.ts +116 -0
- package/modules/options/dist/american-iv.d.ts.map +1 -0
- package/modules/options/dist/american-iv.js +385 -0
- package/modules/options/dist/american-iv.js.map +1 -0
- package/modules/options/dist/arbitrage.d.ts +42 -0
- package/modules/options/dist/arbitrage.d.ts.map +1 -0
- package/modules/options/dist/arbitrage.js +79 -0
- package/modules/options/dist/arbitrage.js.map +1 -0
- package/modules/options/dist/bachelier.d.ts +68 -0
- package/modules/options/dist/bachelier.d.ts.map +1 -0
- package/modules/options/dist/bachelier.js +348 -0
- package/modules/options/dist/bachelier.js.map +1 -0
- package/modules/options/dist/batch.d.ts +82 -0
- package/modules/options/dist/batch.d.ts.map +1 -0
- package/modules/options/dist/batch.js +346 -0
- package/modules/options/dist/batch.js.map +1 -0
- package/modules/options/dist/black-scholes.d.ts +42 -0
- package/modules/options/dist/black-scholes.d.ts.map +1 -0
- package/modules/options/dist/black-scholes.js +334 -0
- package/modules/options/dist/black-scholes.js.map +1 -0
- package/modules/options/dist/black76.d.ts +77 -0
- package/modules/options/dist/black76.d.ts.map +1 -0
- package/modules/options/dist/black76.js +400 -0
- package/modules/options/dist/black76.js.map +1 -0
- package/modules/options/dist/bsm.d.ts +120 -0
- package/modules/options/dist/bsm.d.ts.map +1 -0
- package/modules/options/dist/bsm.js +414 -0
- package/modules/options/dist/bsm.js.map +1 -0
- package/modules/options/dist/chain-greeks.d.ts +69 -0
- package/modules/options/dist/chain-greeks.d.ts.map +1 -0
- package/modules/options/dist/chain-greeks.js +154 -0
- package/modules/options/dist/chain-greeks.js.map +1 -0
- package/modules/options/dist/chain-health.d.ts +254 -0
- package/modules/options/dist/chain-health.d.ts.map +1 -0
- package/modules/options/dist/chain-health.js +746 -0
- package/modules/options/dist/chain-health.js.map +1 -0
- package/modules/options/dist/contract.d.ts +73 -0
- package/modules/options/dist/contract.d.ts.map +1 -0
- package/modules/options/dist/contract.js +226 -0
- package/modules/options/dist/contract.js.map +1 -0
- package/modules/options/dist/dividend-term-structure.d.ts +76 -0
- package/modules/options/dist/dividend-term-structure.d.ts.map +1 -0
- package/modules/options/dist/dividend-term-structure.js +180 -0
- package/modules/options/dist/dividend-term-structure.js.map +1 -0
- package/modules/options/dist/dividends.d.ts +34 -0
- package/modules/options/dist/dividends.d.ts.map +1 -0
- package/modules/options/dist/dividends.js +51 -0
- package/modules/options/dist/dividends.js.map +1 -0
- package/modules/options/dist/engine-bsm.d.ts +22 -0
- package/modules/options/dist/engine-bsm.d.ts.map +1 -0
- package/modules/options/dist/engine-bsm.js +236 -0
- package/modules/options/dist/engine-bsm.js.map +1 -0
- package/modules/options/dist/engines/american-approx.d.ts +29 -0
- package/modules/options/dist/engines/american-approx.d.ts.map +1 -0
- package/modules/options/dist/engines/american-approx.js +483 -0
- package/modules/options/dist/engines/american-approx.js.map +1 -0
- package/modules/options/dist/engines/bounds.d.ts +49 -0
- package/modules/options/dist/engines/bounds.d.ts.map +1 -0
- package/modules/options/dist/engines/bounds.js +58 -0
- package/modules/options/dist/engines/bounds.js.map +1 -0
- package/modules/options/dist/engines/engine-factory.d.ts +92 -0
- package/modules/options/dist/engines/engine-factory.d.ts.map +1 -0
- package/modules/options/dist/engines/engine-factory.js +372 -0
- package/modules/options/dist/engines/engine-factory.js.map +1 -0
- package/modules/options/dist/engines/fd-greeks.d.ts +84 -0
- package/modules/options/dist/engines/fd-greeks.d.ts.map +1 -0
- package/modules/options/dist/engines/fd-greeks.js +343 -0
- package/modules/options/dist/engines/fd-greeks.js.map +1 -0
- package/modules/options/dist/engines/fdm.d.ts +78 -0
- package/modules/options/dist/engines/fdm.d.ts.map +1 -0
- package/modules/options/dist/engines/fdm.js +218 -0
- package/modules/options/dist/engines/fdm.js.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts +24 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.js +2 -0
- package/modules/options/dist/engines/scalar-pricing.js.map +1 -0
- package/modules/options/dist/engines/tree.d.ts +78 -0
- package/modules/options/dist/engines/tree.d.ts.map +1 -0
- package/modules/options/dist/engines/tree.js +247 -0
- package/modules/options/dist/engines/tree.js.map +1 -0
- package/modules/options/dist/engines.d.ts +272 -0
- package/modules/options/dist/engines.d.ts.map +1 -0
- package/modules/options/dist/engines.js +1309 -0
- package/modules/options/dist/engines.js.map +1 -0
- package/modules/options/dist/equity-lattice.d.ts +58 -0
- package/modules/options/dist/equity-lattice.d.ts.map +1 -0
- package/modules/options/dist/equity-lattice.js +139 -0
- package/modules/options/dist/equity-lattice.js.map +1 -0
- package/modules/options/dist/exercise.d.ts +80 -0
- package/modules/options/dist/exercise.d.ts.map +1 -0
- package/modules/options/dist/exercise.js +266 -0
- package/modules/options/dist/exercise.js.map +1 -0
- package/modules/options/dist/exotics.d.ts +640 -0
- package/modules/options/dist/exotics.d.ts.map +1 -0
- package/modules/options/dist/exotics.js +2880 -0
- package/modules/options/dist/exotics.js.map +1 -0
- package/modules/options/dist/facade-util.d.ts +51 -0
- package/modules/options/dist/facade-util.d.ts.map +1 -0
- package/modules/options/dist/facade-util.js +93 -0
- package/modules/options/dist/facade-util.js.map +1 -0
- package/modules/options/dist/generated/validation-specs.d.ts +12 -0
- package/modules/options/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/options/dist/generated/validation-specs.js +2616 -0
- package/modules/options/dist/generated/validation-specs.js.map +1 -0
- package/modules/options/dist/heston.d.ts +160 -0
- package/modules/options/dist/heston.d.ts.map +1 -0
- package/modules/options/dist/heston.js +983 -0
- package/modules/options/dist/heston.js.map +1 -0
- package/modules/options/dist/index.d.ts +65 -0
- package/modules/options/dist/index.d.ts.map +1 -0
- package/modules/options/dist/index.js +58 -0
- package/modules/options/dist/index.js.map +1 -0
- package/modules/options/dist/iv.d.ts +85 -0
- package/modules/options/dist/iv.d.ts.map +1 -0
- package/modules/options/dist/iv.js +424 -0
- package/modules/options/dist/iv.js.map +1 -0
- package/modules/options/dist/lattice.d.ts +7 -0
- package/modules/options/dist/lattice.d.ts.map +1 -0
- package/modules/options/dist/lattice.js +7 -0
- package/modules/options/dist/lattice.js.map +1 -0
- package/modules/options/dist/local-volatility.d.ts +128 -0
- package/modules/options/dist/local-volatility.d.ts.map +1 -0
- package/modules/options/dist/local-volatility.js +333 -0
- package/modules/options/dist/local-volatility.js.map +1 -0
- package/modules/options/dist/market.d.ts +19 -0
- package/modules/options/dist/market.d.ts.map +1 -0
- package/modules/options/dist/market.js +58 -0
- package/modules/options/dist/market.js.map +1 -0
- package/modules/options/dist/mc/complex.d.ts +23 -0
- package/modules/options/dist/mc/complex.d.ts.map +1 -0
- package/modules/options/dist/mc/complex.js +42 -0
- package/modules/options/dist/mc/complex.js.map +1 -0
- package/modules/options/dist/mc/core.d.ts +151 -0
- package/modules/options/dist/mc/core.d.ts.map +1 -0
- package/modules/options/dist/mc/core.js +319 -0
- package/modules/options/dist/mc/core.js.map +1 -0
- package/modules/options/dist/monte-carlo.d.ts +66 -0
- package/modules/options/dist/monte-carlo.d.ts.map +1 -0
- package/modules/options/dist/monte-carlo.js +388 -0
- package/modules/options/dist/monte-carlo.js.map +1 -0
- package/modules/options/dist/parity.d.ts +191 -0
- package/modules/options/dist/parity.d.ts.map +1 -0
- package/modules/options/dist/parity.js +566 -0
- package/modules/options/dist/parity.js.map +1 -0
- package/modules/options/dist/payoff-kernel.d.ts +33 -0
- package/modules/options/dist/payoff-kernel.d.ts.map +1 -0
- package/modules/options/dist/payoff-kernel.js +27 -0
- package/modules/options/dist/payoff-kernel.js.map +1 -0
- package/modules/options/dist/payoff.d.ts +34 -0
- package/modules/options/dist/payoff.d.ts.map +1 -0
- package/modules/options/dist/payoff.js +60 -0
- package/modules/options/dist/payoff.js.map +1 -0
- package/modules/options/dist/pricer.d.ts +44 -0
- package/modules/options/dist/pricer.d.ts.map +1 -0
- package/modules/options/dist/pricer.js +179 -0
- package/modules/options/dist/pricer.js.map +1 -0
- package/modules/options/dist/pro.d.ts +82 -0
- package/modules/options/dist/pro.d.ts.map +1 -0
- package/modules/options/dist/pro.js +177 -0
- package/modules/options/dist/pro.js.map +1 -0
- package/modules/options/dist/quote.d.ts +18 -0
- package/modules/options/dist/quote.d.ts.map +1 -0
- package/modules/options/dist/quote.js +26 -0
- package/modules/options/dist/quote.js.map +1 -0
- package/modules/options/dist/resource-validation-internal.d.ts +8 -0
- package/modules/options/dist/resource-validation-internal.d.ts.map +1 -0
- package/modules/options/dist/resource-validation-internal.js +23 -0
- package/modules/options/dist/resource-validation-internal.js.map +1 -0
- package/modules/options/dist/sabr.d.ts +153 -0
- package/modules/options/dist/sabr.d.ts.map +1 -0
- package/modules/options/dist/sabr.js +515 -0
- package/modules/options/dist/sabr.js.map +1 -0
- package/modules/options/dist/schema.d.ts +120 -0
- package/modules/options/dist/schema.d.ts.map +1 -0
- package/modules/options/dist/schema.js +62 -0
- package/modules/options/dist/schema.js.map +1 -0
- package/modules/options/dist/time.d.ts +44 -0
- package/modules/options/dist/time.d.ts.map +1 -0
- package/modules/options/dist/time.js +76 -0
- package/modules/options/dist/time.js.map +1 -0
- package/modules/options/dist/types.d.ts +115 -0
- package/modules/options/dist/types.d.ts.map +1 -0
- package/modules/options/dist/types.js +3 -0
- package/modules/options/dist/types.js.map +1 -0
- package/modules/options/etc/options.api.md +230 -0
- package/modules/options/src/american-iv.ts +547 -0
- package/modules/options/src/arbitrage.ts +134 -0
- package/modules/options/src/bachelier.ts +515 -0
- package/modules/options/src/batch.ts +496 -0
- package/modules/options/src/black-scholes.ts +501 -0
- package/modules/options/src/black76.ts +573 -0
- package/modules/options/src/bsm.ts +575 -0
- package/modules/options/src/chain-greeks.ts +242 -0
- package/modules/options/src/chain-health.ts +1083 -0
- package/modules/options/src/contract.ts +329 -0
- package/modules/options/src/dividend-term-structure.ts +303 -0
- package/modules/options/src/dividends.ts +75 -0
- package/modules/options/src/engine-bsm.ts +306 -0
- package/modules/options/src/engines/american-approx.ts +669 -0
- package/modules/options/src/engines/bounds.ts +106 -0
- package/modules/options/src/engines/engine-factory.ts +502 -0
- package/modules/options/src/engines/fd-greeks.ts +426 -0
- package/modules/options/src/engines/fdm.ts +302 -0
- package/modules/options/src/engines/scalar-pricing.ts +27 -0
- package/modules/options/src/engines/tree.ts +350 -0
- package/modules/options/src/engines.ts +1845 -0
- package/modules/options/src/equity-lattice.ts +224 -0
- package/modules/options/src/exercise.ts +422 -0
- package/modules/options/src/exotics.ts +3966 -0
- package/modules/options/src/facade-util.ts +137 -0
- package/modules/options/src/generated/validation-specs.ts +2621 -0
- package/modules/options/src/heston.ts +1348 -0
- package/modules/options/src/index.ts +325 -0
- package/modules/options/src/iv.ts +591 -0
- package/modules/options/src/lattice.ts +6 -0
- package/modules/options/src/local-volatility.ts +493 -0
- package/modules/options/src/market.ts +74 -0
- package/modules/options/src/mc/complex.ts +55 -0
- package/modules/options/src/mc/core.ts +538 -0
- package/modules/options/src/monte-carlo.ts +567 -0
- package/modules/options/src/parity.ts +928 -0
- package/modules/options/src/payoff-kernel.ts +39 -0
- package/modules/options/src/payoff.ts +81 -0
- package/modules/options/src/pricer.ts +217 -0
- package/modules/options/src/pro.ts +272 -0
- package/modules/options/src/quote.ts +34 -0
- package/modules/options/src/resource-validation-internal.ts +31 -0
- package/modules/options/src/sabr.ts +716 -0
- package/modules/options/src/schema.ts +73 -0
- package/modules/options/src/time.ts +104 -0
- package/modules/options/src/types.ts +124 -0
- package/modules/performance/dist/activity.d.ts +24 -0
- package/modules/performance/dist/activity.d.ts.map +1 -0
- package/modules/performance/dist/activity.js +137 -0
- package/modules/performance/dist/activity.js.map +1 -0
- package/modules/performance/dist/analyze.d.ts +85 -0
- package/modules/performance/dist/analyze.d.ts.map +1 -0
- package/modules/performance/dist/analyze.js +203 -0
- package/modules/performance/dist/analyze.js.map +1 -0
- package/modules/performance/dist/annualization-internal.d.ts +21 -0
- package/modules/performance/dist/annualization-internal.d.ts.map +1 -0
- package/modules/performance/dist/annualization-internal.js +34 -0
- package/modules/performance/dist/annualization-internal.js.map +1 -0
- package/modules/performance/dist/drawdown.d.ts +34 -0
- package/modules/performance/dist/drawdown.d.ts.map +1 -0
- package/modules/performance/dist/drawdown.js +99 -0
- package/modules/performance/dist/drawdown.js.map +1 -0
- package/modules/performance/dist/flow-aware.d.ts +388 -0
- package/modules/performance/dist/flow-aware.d.ts.map +1 -0
- package/modules/performance/dist/flow-aware.js +888 -0
- package/modules/performance/dist/flow-aware.js.map +1 -0
- package/modules/performance/dist/index.d.ts +26 -0
- package/modules/performance/dist/index.d.ts.map +1 -0
- package/modules/performance/dist/index.js +25 -0
- package/modules/performance/dist/index.js.map +1 -0
- package/modules/performance/dist/metrics.d.ts +13 -0
- package/modules/performance/dist/metrics.d.ts.map +1 -0
- package/modules/performance/dist/metrics.js +87 -0
- package/modules/performance/dist/metrics.js.map +1 -0
- package/modules/performance/dist/ratios.d.ts +55 -0
- package/modules/performance/dist/ratios.d.ts.map +1 -0
- package/modules/performance/dist/ratios.js +168 -0
- package/modules/performance/dist/ratios.js.map +1 -0
- package/modules/performance/dist/relative.d.ts +33 -0
- package/modules/performance/dist/relative.d.ts.map +1 -0
- package/modules/performance/dist/relative.js +150 -0
- package/modules/performance/dist/relative.js.map +1 -0
- package/modules/performance/dist/returns.d.ts +18 -0
- package/modules/performance/dist/returns.d.ts.map +1 -0
- package/modules/performance/dist/returns.js +70 -0
- package/modules/performance/dist/returns.js.map +1 -0
- package/modules/performance/dist/rolling.d.ts +36 -0
- package/modules/performance/dist/rolling.d.ts.map +1 -0
- package/modules/performance/dist/rolling.js +102 -0
- package/modules/performance/dist/rolling.js.map +1 -0
- package/modules/performance/dist/sector-performance-internal.d.ts +61 -0
- package/modules/performance/dist/sector-performance-internal.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance-internal.js +216 -0
- package/modules/performance/dist/sector-performance-internal.js.map +1 -0
- package/modules/performance/dist/sector-performance.d.ts +288 -0
- package/modules/performance/dist/sector-performance.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance.js +690 -0
- package/modules/performance/dist/sector-performance.js.map +1 -0
- package/modules/performance/dist/sharpe.d.ts +74 -0
- package/modules/performance/dist/sharpe.d.ts.map +1 -0
- package/modules/performance/dist/sharpe.js +157 -0
- package/modules/performance/dist/sharpe.js.map +1 -0
- package/modules/performance/etc/performance.api.md +109 -0
- package/modules/performance/src/activity.ts +182 -0
- package/modules/performance/src/analyze.ts +305 -0
- package/modules/performance/src/annualization-internal.ts +43 -0
- package/modules/performance/src/drawdown.ts +132 -0
- package/modules/performance/src/flow-aware.ts +1518 -0
- package/modules/performance/src/index.ts +89 -0
- package/modules/performance/src/metrics.ts +150 -0
- package/modules/performance/src/ratios.ts +243 -0
- package/modules/performance/src/relative.ts +278 -0
- package/modules/performance/src/returns.ts +80 -0
- package/modules/performance/src/rolling.ts +155 -0
- package/modules/performance/src/sector-performance-internal.ts +293 -0
- package/modules/performance/src/sector-performance.ts +1263 -0
- package/modules/performance/src/sharpe.ts +256 -0
- package/modules/portfolio/dist/allocation.d.ts +227 -0
- package/modules/portfolio/dist/allocation.d.ts.map +1 -0
- package/modules/portfolio/dist/allocation.js +545 -0
- package/modules/portfolio/dist/allocation.js.map +1 -0
- package/modules/portfolio/dist/events.d.ts +502 -0
- package/modules/portfolio/dist/events.d.ts.map +1 -0
- package/modules/portfolio/dist/events.js +1061 -0
- package/modules/portfolio/dist/events.js.map +1 -0
- package/modules/portfolio/dist/index.d.ts +47 -0
- package/modules/portfolio/dist/index.d.ts.map +1 -0
- package/modules/portfolio/dist/index.js +34 -0
- package/modules/portfolio/dist/index.js.map +1 -0
- package/modules/portfolio/dist/internal.d.ts +101 -0
- package/modules/portfolio/dist/internal.d.ts.map +1 -0
- package/modules/portfolio/dist/internal.js +356 -0
- package/modules/portfolio/dist/internal.js.map +1 -0
- package/modules/portfolio/dist/ledger.d.ts +129 -0
- package/modules/portfolio/dist/ledger.d.ts.map +1 -0
- package/modules/portfolio/dist/ledger.js +271 -0
- package/modules/portfolio/dist/ledger.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts +49 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.js +462 -0
- package/modules/portfolio/dist/lifecycle-corporate.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts +59 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js +422 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js.map +1 -0
- package/modules/portfolio/dist/marks.d.ts +44 -0
- package/modules/portfolio/dist/marks.d.ts.map +1 -0
- package/modules/portfolio/dist/marks.js +81 -0
- package/modules/portfolio/dist/marks.js.map +1 -0
- package/modules/portfolio/dist/monitor.d.ts +222 -0
- package/modules/portfolio/dist/monitor.d.ts.map +1 -0
- package/modules/portfolio/dist/monitor.js +1806 -0
- package/modules/portfolio/dist/monitor.js.map +1 -0
- package/modules/portfolio/dist/performance.d.ts +78 -0
- package/modules/portfolio/dist/performance.d.ts.map +1 -0
- package/modules/portfolio/dist/performance.js +146 -0
- package/modules/portfolio/dist/performance.js.map +1 -0
- package/modules/portfolio/dist/pnl.d.ts +154 -0
- package/modules/portfolio/dist/pnl.d.ts.map +1 -0
- package/modules/portfolio/dist/pnl.js +548 -0
- package/modules/portfolio/dist/pnl.js.map +1 -0
- package/modules/portfolio/dist/policy-grammar.d.ts +358 -0
- package/modules/portfolio/dist/policy-grammar.d.ts.map +1 -0
- package/modules/portfolio/dist/policy-grammar.js +1198 -0
- package/modules/portfolio/dist/policy-grammar.js.map +1 -0
- package/modules/portfolio/dist/policy.d.ts +24 -0
- package/modules/portfolio/dist/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/policy.js +20 -0
- package/modules/portfolio/dist/policy.js.map +1 -0
- package/modules/portfolio/dist/rebalance.d.ts +281 -0
- package/modules/portfolio/dist/rebalance.d.ts.map +1 -0
- package/modules/portfolio/dist/rebalance.js +1236 -0
- package/modules/portfolio/dist/rebalance.js.map +1 -0
- package/modules/portfolio/dist/reconciliation.d.ts +150 -0
- package/modules/portfolio/dist/reconciliation.d.ts.map +1 -0
- package/modules/portfolio/dist/reconciliation.js +392 -0
- package/modules/portfolio/dist/reconciliation.js.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts +92 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.js +320 -0
- package/modules/portfolio/dist/reducer-kernel.js.map +1 -0
- package/modules/portfolio/dist/snapshot.d.ts +128 -0
- package/modules/portfolio/dist/snapshot.d.ts.map +1 -0
- package/modules/portfolio/dist/snapshot.js +205 -0
- package/modules/portfolio/dist/snapshot.js.map +1 -0
- package/modules/portfolio/dist/state.d.ts +196 -0
- package/modules/portfolio/dist/state.d.ts.map +1 -0
- package/modules/portfolio/dist/state.js +1093 -0
- package/modules/portfolio/dist/state.js.map +1 -0
- package/modules/portfolio/dist/timeline.d.ts +107 -0
- package/modules/portfolio/dist/timeline.d.ts.map +1 -0
- package/modules/portfolio/dist/timeline.js +220 -0
- package/modules/portfolio/dist/timeline.js.map +1 -0
- package/modules/portfolio/dist/trade/grant.d.ts +21 -0
- package/modules/portfolio/dist/trade/grant.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/grant.js +411 -0
- package/modules/portfolio/dist/trade/grant.js.map +1 -0
- package/modules/portfolio/dist/trade/index.d.ts +20 -0
- package/modules/portfolio/dist/trade/index.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/index.js +17 -0
- package/modules/portfolio/dist/trade/index.js.map +1 -0
- package/modules/portfolio/dist/trade/journal.d.ts +23 -0
- package/modules/portfolio/dist/trade/journal.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/journal.js +352 -0
- package/modules/portfolio/dist/trade/journal.js.map +1 -0
- package/modules/portfolio/dist/trade/plan.d.ts +25 -0
- package/modules/portfolio/dist/trade/plan.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/plan.js +285 -0
- package/modules/portfolio/dist/trade/plan.js.map +1 -0
- package/modules/portfolio/dist/trade/policy.d.ts +5 -0
- package/modules/portfolio/dist/trade/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/policy.js +133 -0
- package/modules/portfolio/dist/trade/policy.js.map +1 -0
- package/modules/portfolio/dist/trade/preflight.d.ts +3 -0
- package/modules/portfolio/dist/trade/preflight.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/preflight.js +381 -0
- package/modules/portfolio/dist/trade/preflight.js.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts +8 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.js +240 -0
- package/modules/portfolio/dist/trade/reconcile.js.map +1 -0
- package/modules/portfolio/dist/trade/types.d.ts +559 -0
- package/modules/portfolio/dist/trade/types.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/types.js +36 -0
- package/modules/portfolio/dist/trade/types.js.map +1 -0
- package/modules/portfolio/dist/trade/validate.d.ts +36 -0
- package/modules/portfolio/dist/trade/validate.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/validate.js +776 -0
- package/modules/portfolio/dist/trade/validate.js.map +1 -0
- package/modules/portfolio/etc/portfolio.api.md +236 -0
- package/modules/portfolio/src/allocation.ts +844 -0
- package/modules/portfolio/src/events.ts +1968 -0
- package/modules/portfolio/src/index.ts +295 -0
- package/modules/portfolio/src/internal.ts +523 -0
- package/modules/portfolio/src/ledger.ts +420 -0
- package/modules/portfolio/src/lifecycle-corporate.ts +888 -0
- package/modules/portfolio/src/lifecycle-derivatives.ts +735 -0
- package/modules/portfolio/src/marks.ts +140 -0
- package/modules/portfolio/src/monitor.ts +2421 -0
- package/modules/portfolio/src/performance.ts +237 -0
- package/modules/portfolio/src/pnl.ts +840 -0
- package/modules/portfolio/src/policy-grammar.ts +1891 -0
- package/modules/portfolio/src/policy.ts +119 -0
- package/modules/portfolio/src/rebalance.ts +1742 -0
- package/modules/portfolio/src/reconciliation.ts +621 -0
- package/modules/portfolio/src/reducer-kernel.ts +512 -0
- package/modules/portfolio/src/snapshot.ts +372 -0
- package/modules/portfolio/src/state.ts +1776 -0
- package/modules/portfolio/src/timeline.ts +359 -0
- package/modules/portfolio/src/trade/grant.ts +514 -0
- package/modules/portfolio/src/trade/index.ts +96 -0
- package/modules/portfolio/src/trade/journal.ts +432 -0
- package/modules/portfolio/src/trade/plan.ts +424 -0
- package/modules/portfolio/src/trade/policy.ts +153 -0
- package/modules/portfolio/src/trade/preflight.ts +605 -0
- package/modules/portfolio/src/trade/reconcile.ts +276 -0
- package/modules/portfolio/src/trade/types.ts +637 -0
- package/modules/portfolio/src/trade/validate.ts +1213 -0
- package/modules/research/dist/artifacts.d.ts +25 -0
- package/modules/research/dist/artifacts.d.ts.map +1 -0
- package/modules/research/dist/artifacts.js +22 -0
- package/modules/research/dist/artifacts.js.map +1 -0
- package/modules/research/dist/events.d.ts +238 -0
- package/modules/research/dist/events.d.ts.map +1 -0
- package/modules/research/dist/events.js +844 -0
- package/modules/research/dist/events.js.map +1 -0
- package/modules/research/dist/factors.d.ts +330 -0
- package/modules/research/dist/factors.d.ts.map +1 -0
- package/modules/research/dist/factors.js +891 -0
- package/modules/research/dist/factors.js.map +1 -0
- package/modules/research/dist/index.d.ts +11 -0
- package/modules/research/dist/index.d.ts.map +1 -0
- package/modules/research/dist/index.js +13 -0
- package/modules/research/dist/index.js.map +1 -0
- package/modules/research/dist/observations.d.ts +77 -0
- package/modules/research/dist/observations.d.ts.map +1 -0
- package/modules/research/dist/observations.js +201 -0
- package/modules/research/dist/observations.js.map +1 -0
- package/modules/research/dist/point-in-time.d.ts +17 -0
- package/modules/research/dist/point-in-time.d.ts.map +1 -0
- package/modules/research/dist/point-in-time.js +34 -0
- package/modules/research/dist/point-in-time.js.map +1 -0
- package/modules/research/dist/research-hygiene.d.ts +126 -0
- package/modules/research/dist/research-hygiene.d.ts.map +1 -0
- package/modules/research/dist/research-hygiene.js +290 -0
- package/modules/research/dist/research-hygiene.js.map +1 -0
- package/modules/research/dist/research-run-artifacts.d.ts +315 -0
- package/modules/research/dist/research-run-artifacts.d.ts.map +1 -0
- package/modules/research/dist/research-run-artifacts.js +766 -0
- package/modules/research/dist/research-run-artifacts.js.map +1 -0
- package/modules/research/dist/research-run-kinds.d.ts +135 -0
- package/modules/research/dist/research-run-kinds.d.ts.map +1 -0
- package/modules/research/dist/research-run-kinds.js +470 -0
- package/modules/research/dist/research-run-kinds.js.map +1 -0
- package/modules/research/dist/screening.d.ts +215 -0
- package/modules/research/dist/screening.d.ts.map +1 -0
- package/modules/research/dist/screening.js +616 -0
- package/modules/research/dist/screening.js.map +1 -0
- package/modules/research/dist/universe.d.ts +131 -0
- package/modules/research/dist/universe.d.ts.map +1 -0
- package/modules/research/dist/universe.js +294 -0
- package/modules/research/dist/universe.js.map +1 -0
- package/modules/research/etc/research.api.md +109 -0
- package/modules/research/src/artifacts.ts +68 -0
- package/modules/research/src/events.ts +1358 -0
- package/modules/research/src/factors.ts +1322 -0
- package/modules/research/src/index.ts +28 -0
- package/modules/research/src/observations.ts +360 -0
- package/modules/research/src/point-in-time.ts +44 -0
- package/modules/research/src/research-hygiene.ts +544 -0
- package/modules/research/src/research-run-artifacts.ts +1464 -0
- package/modules/research/src/research-run-kinds.ts +723 -0
- package/modules/research/src/screening.ts +957 -0
- package/modules/research/src/universe.ts +494 -0
- package/modules/risk/dist/attribution.d.ts +166 -0
- package/modules/risk/dist/attribution.d.ts.map +1 -0
- package/modules/risk/dist/attribution.js +278 -0
- package/modules/risk/dist/attribution.js.map +1 -0
- package/modules/risk/dist/book-var.d.ts +113 -0
- package/modules/risk/dist/book-var.d.ts.map +1 -0
- package/modules/risk/dist/book-var.js +487 -0
- package/modules/risk/dist/book-var.js.map +1 -0
- package/modules/risk/dist/book.d.ts +95 -0
- package/modules/risk/dist/book.d.ts.map +1 -0
- package/modules/risk/dist/book.js +201 -0
- package/modules/risk/dist/book.js.map +1 -0
- package/modules/risk/dist/covariance.d.ts +96 -0
- package/modules/risk/dist/covariance.d.ts.map +1 -0
- package/modules/risk/dist/covariance.js +183 -0
- package/modules/risk/dist/covariance.js.map +1 -0
- package/modules/risk/dist/evt.d.ts +188 -0
- package/modules/risk/dist/evt.d.ts.map +1 -0
- package/modules/risk/dist/evt.js +625 -0
- package/modules/risk/dist/evt.js.map +1 -0
- package/modules/risk/dist/expected-returns.d.ts +139 -0
- package/modules/risk/dist/expected-returns.d.ts.map +1 -0
- package/modules/risk/dist/expected-returns.js +350 -0
- package/modules/risk/dist/expected-returns.js.map +1 -0
- package/modules/risk/dist/factor.d.ts +66 -0
- package/modules/risk/dist/factor.d.ts.map +1 -0
- package/modules/risk/dist/factor.js +133 -0
- package/modules/risk/dist/factor.js.map +1 -0
- package/modules/risk/dist/frontier.d.ts +158 -0
- package/modules/risk/dist/frontier.d.ts.map +1 -0
- package/modules/risk/dist/frontier.js +1183 -0
- package/modules/risk/dist/frontier.js.map +1 -0
- package/modules/risk/dist/index.d.ts +47 -0
- package/modules/risk/dist/index.d.ts.map +1 -0
- package/modules/risk/dist/index.js +43 -0
- package/modules/risk/dist/index.js.map +1 -0
- package/modules/risk/dist/input-description.d.ts +3 -0
- package/modules/risk/dist/input-description.d.ts.map +1 -0
- package/modules/risk/dist/input-description.js +24 -0
- package/modules/risk/dist/input-description.js.map +1 -0
- package/modules/risk/dist/kelly.d.ts +217 -0
- package/modules/risk/dist/kelly.d.ts.map +1 -0
- package/modules/risk/dist/kelly.js +731 -0
- package/modules/risk/dist/kelly.js.map +1 -0
- package/modules/risk/dist/linalg.d.ts +27 -0
- package/modules/risk/dist/linalg.d.ts.map +1 -0
- package/modules/risk/dist/linalg.js +89 -0
- package/modules/risk/dist/linalg.js.map +1 -0
- package/modules/risk/dist/numeric-vector.d.ts +9 -0
- package/modules/risk/dist/numeric-vector.d.ts.map +1 -0
- package/modules/risk/dist/numeric-vector.js +112 -0
- package/modules/risk/dist/numeric-vector.js.map +1 -0
- package/modules/risk/dist/optimize.d.ts +231 -0
- package/modules/risk/dist/optimize.d.ts.map +1 -0
- package/modules/risk/dist/optimize.js +1258 -0
- package/modules/risk/dist/optimize.js.map +1 -0
- package/modules/risk/dist/optimizer-validation.d.ts +26 -0
- package/modules/risk/dist/optimizer-validation.d.ts.map +1 -0
- package/modules/risk/dist/optimizer-validation.js +306 -0
- package/modules/risk/dist/optimizer-validation.js.map +1 -0
- package/modules/risk/dist/options-internal.d.ts +18 -0
- package/modules/risk/dist/options-internal.d.ts.map +1 -0
- package/modules/risk/dist/options-internal.js +49 -0
- package/modules/risk/dist/options-internal.js.map +1 -0
- package/modules/risk/dist/pnl-explain.d.ts +169 -0
- package/modules/risk/dist/pnl-explain.d.ts.map +1 -0
- package/modules/risk/dist/pnl-explain.js +327 -0
- package/modules/risk/dist/pnl-explain.js.map +1 -0
- package/modules/risk/dist/portfolio.d.ts +322 -0
- package/modules/risk/dist/portfolio.d.ts.map +1 -0
- package/modules/risk/dist/portfolio.js +547 -0
- package/modules/risk/dist/portfolio.js.map +1 -0
- package/modules/risk/dist/research-protocol.d.ts +74 -0
- package/modules/risk/dist/research-protocol.d.ts.map +1 -0
- package/modules/risk/dist/research-protocol.js +193 -0
- package/modules/risk/dist/research-protocol.js.map +1 -0
- package/modules/risk/dist/research.d.ts +255 -0
- package/modules/risk/dist/research.d.ts.map +1 -0
- package/modules/risk/dist/research.js +752 -0
- package/modules/risk/dist/research.js.map +1 -0
- package/modules/risk/dist/scenario.d.ts +279 -0
- package/modules/risk/dist/scenario.d.ts.map +1 -0
- package/modules/risk/dist/scenario.js +458 -0
- package/modules/risk/dist/scenario.js.map +1 -0
- package/modules/risk/dist/sizing.d.ts +14 -0
- package/modules/risk/dist/sizing.d.ts.map +1 -0
- package/modules/risk/dist/sizing.js +12 -0
- package/modules/risk/dist/sizing.js.map +1 -0
- package/modules/risk/dist/strategy-shape.d.ts +84 -0
- package/modules/risk/dist/strategy-shape.d.ts.map +1 -0
- package/modules/risk/dist/strategy-shape.js +17 -0
- package/modules/risk/dist/strategy-shape.js.map +1 -0
- package/modules/risk/dist/value-at-risk.d.ts +240 -0
- package/modules/risk/dist/value-at-risk.d.ts.map +1 -0
- package/modules/risk/dist/value-at-risk.js +743 -0
- package/modules/risk/dist/value-at-risk.js.map +1 -0
- package/modules/risk/etc/risk.api.md +228 -0
- package/modules/risk/src/attribution.ts +480 -0
- package/modules/risk/src/book-var.ts +717 -0
- package/modules/risk/src/book.ts +327 -0
- package/modules/risk/src/covariance.ts +293 -0
- package/modules/risk/src/evt.ts +899 -0
- package/modules/risk/src/expected-returns.ts +572 -0
- package/modules/risk/src/factor.ts +199 -0
- package/modules/risk/src/frontier.ts +1570 -0
- package/modules/risk/src/index.ts +281 -0
- package/modules/risk/src/input-description.ts +15 -0
- package/modules/risk/src/kelly.ts +1119 -0
- package/modules/risk/src/linalg.ts +100 -0
- package/modules/risk/src/numeric-vector.ts +153 -0
- package/modules/risk/src/optimize.ts +1769 -0
- package/modules/risk/src/optimizer-validation.ts +467 -0
- package/modules/risk/src/options-internal.ts +73 -0
- package/modules/risk/src/pnl-explain.ts +544 -0
- package/modules/risk/src/portfolio.ts +911 -0
- package/modules/risk/src/research-protocol.ts +277 -0
- package/modules/risk/src/research.ts +1076 -0
- package/modules/risk/src/scenario.ts +728 -0
- package/modules/risk/src/sizing.ts +15 -0
- package/modules/risk/src/strategy-shape.ts +90 -0
- package/modules/risk/src/value-at-risk.ts +1102 -0
- package/modules/scenarios/dist/aggregates.d.ts +27 -0
- package/modules/scenarios/dist/aggregates.d.ts.map +1 -0
- package/modules/scenarios/dist/aggregates.js +262 -0
- package/modules/scenarios/dist/aggregates.js.map +1 -0
- package/modules/scenarios/dist/fx.d.ts +69 -0
- package/modules/scenarios/dist/fx.d.ts.map +1 -0
- package/modules/scenarios/dist/fx.js +349 -0
- package/modules/scenarios/dist/fx.js.map +1 -0
- package/modules/scenarios/dist/index.d.ts +6 -0
- package/modules/scenarios/dist/index.d.ts.map +1 -0
- package/modules/scenarios/dist/index.js +6 -0
- package/modules/scenarios/dist/index.js.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts +28 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.js +169 -0
- package/modules/scenarios/dist/internal/behaviors.js.map +1 -0
- package/modules/scenarios/dist/internal/data.d.ts +35 -0
- package/modules/scenarios/dist/internal/data.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/data.js +194 -0
- package/modules/scenarios/dist/internal/data.js.map +1 -0
- package/modules/scenarios/dist/internal/failures.d.ts +18 -0
- package/modules/scenarios/dist/internal/failures.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/failures.js +184 -0
- package/modules/scenarios/dist/internal/failures.js.map +1 -0
- package/modules/scenarios/dist/internal/results.d.ts +18 -0
- package/modules/scenarios/dist/internal/results.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/results.js +100 -0
- package/modules/scenarios/dist/internal/results.js.map +1 -0
- package/modules/scenarios/dist/market-resolution.d.ts +32 -0
- package/modules/scenarios/dist/market-resolution.d.ts.map +1 -0
- package/modules/scenarios/dist/market-resolution.js +296 -0
- package/modules/scenarios/dist/market-resolution.js.map +1 -0
- package/modules/scenarios/dist/portfolio.d.ts +11 -0
- package/modules/scenarios/dist/portfolio.d.ts.map +1 -0
- package/modules/scenarios/dist/portfolio.js +419 -0
- package/modules/scenarios/dist/portfolio.js.map +1 -0
- package/modules/scenarios/dist/run.d.ts +4 -0
- package/modules/scenarios/dist/run.d.ts.map +1 -0
- package/modules/scenarios/dist/run.js +933 -0
- package/modules/scenarios/dist/run.js.map +1 -0
- package/modules/scenarios/dist/spot-pricer.d.ts +21 -0
- package/modules/scenarios/dist/spot-pricer.d.ts.map +1 -0
- package/modules/scenarios/dist/spot-pricer.js +97 -0
- package/modules/scenarios/dist/spot-pricer.js.map +1 -0
- package/modules/scenarios/dist/targets.d.ts +18 -0
- package/modules/scenarios/dist/targets.d.ts.map +1 -0
- package/modules/scenarios/dist/targets.js +507 -0
- package/modules/scenarios/dist/targets.js.map +1 -0
- package/modules/scenarios/dist/taylor.d.ts +23 -0
- package/modules/scenarios/dist/taylor.d.ts.map +1 -0
- package/modules/scenarios/dist/taylor.js +209 -0
- package/modules/scenarios/dist/taylor.js.map +1 -0
- package/modules/scenarios/dist/transform.d.ts +31 -0
- package/modules/scenarios/dist/transform.d.ts.map +1 -0
- package/modules/scenarios/dist/transform.js +318 -0
- package/modules/scenarios/dist/transform.js.map +1 -0
- package/modules/scenarios/dist/types.d.ts +591 -0
- package/modules/scenarios/dist/types.d.ts.map +1 -0
- package/modules/scenarios/dist/types.js +2 -0
- package/modules/scenarios/dist/types.js.map +1 -0
- package/modules/scenarios/dist/work.d.ts +85 -0
- package/modules/scenarios/dist/work.d.ts.map +1 -0
- package/modules/scenarios/dist/work.js +629 -0
- package/modules/scenarios/dist/work.js.map +1 -0
- package/modules/scenarios/etc/scenarios.api.md +76 -0
- package/modules/scenarios/src/aggregates.ts +429 -0
- package/modules/scenarios/src/fx.ts +563 -0
- package/modules/scenarios/src/index.ts +5 -0
- package/modules/scenarios/src/internal/behaviors.ts +249 -0
- package/modules/scenarios/src/internal/data.ts +258 -0
- package/modules/scenarios/src/internal/failures.ts +219 -0
- package/modules/scenarios/src/internal/results.ts +131 -0
- package/modules/scenarios/src/market-resolution.ts +436 -0
- package/modules/scenarios/src/portfolio.ts +639 -0
- package/modules/scenarios/src/run.ts +1417 -0
- package/modules/scenarios/src/spot-pricer.ts +129 -0
- package/modules/scenarios/src/targets.ts +729 -0
- package/modules/scenarios/src/taylor.ts +287 -0
- package/modules/scenarios/src/transform.ts +468 -0
- package/modules/scenarios/src/types.ts +713 -0
- package/modules/scenarios/src/work.ts +1055 -0
- package/modules/strategy/dist/auto-range.d.ts +14 -0
- package/modules/strategy/dist/auto-range.d.ts.map +1 -0
- package/modules/strategy/dist/auto-range.js +19 -0
- package/modules/strategy/dist/auto-range.js.map +1 -0
- package/modules/strategy/dist/builders.d.ts +75 -0
- package/modules/strategy/dist/builders.d.ts.map +1 -0
- package/modules/strategy/dist/builders.js +112 -0
- package/modules/strategy/dist/builders.js.map +1 -0
- package/modules/strategy/dist/calendars.d.ts +70 -0
- package/modules/strategy/dist/calendars.d.ts.map +1 -0
- package/modules/strategy/dist/calendars.js +149 -0
- package/modules/strategy/dist/calendars.js.map +1 -0
- package/modules/strategy/dist/classify.d.ts +77 -0
- package/modules/strategy/dist/classify.d.ts.map +1 -0
- package/modules/strategy/dist/classify.js +144 -0
- package/modules/strategy/dist/classify.js.map +1 -0
- package/modules/strategy/dist/explain.d.ts +77 -0
- package/modules/strategy/dist/explain.d.ts.map +1 -0
- package/modules/strategy/dist/explain.js +300 -0
- package/modules/strategy/dist/explain.js.map +1 -0
- package/modules/strategy/dist/from-chain.d.ts +88 -0
- package/modules/strategy/dist/from-chain.d.ts.map +1 -0
- package/modules/strategy/dist/from-chain.js +457 -0
- package/modules/strategy/dist/from-chain.js.map +1 -0
- package/modules/strategy/dist/index.d.ts +102 -0
- package/modules/strategy/dist/index.d.ts.map +1 -0
- package/modules/strategy/dist/index.js +41 -0
- package/modules/strategy/dist/index.js.map +1 -0
- package/modules/strategy/dist/legs.d.ts +47 -0
- package/modules/strategy/dist/legs.d.ts.map +1 -0
- package/modules/strategy/dist/legs.js +87 -0
- package/modules/strategy/dist/legs.js.map +1 -0
- package/modules/strategy/dist/manifest.d.ts +116 -0
- package/modules/strategy/dist/manifest.d.ts.map +1 -0
- package/modules/strategy/dist/manifest.js +376 -0
- package/modules/strategy/dist/manifest.js.map +1 -0
- package/modules/strategy/dist/optimizer.d.ts +184 -0
- package/modules/strategy/dist/optimizer.d.ts.map +1 -0
- package/modules/strategy/dist/optimizer.js +404 -0
- package/modules/strategy/dist/optimizer.js.map +1 -0
- package/modules/strategy/dist/position.d.ts +181 -0
- package/modules/strategy/dist/position.d.ts.map +1 -0
- package/modules/strategy/dist/position.js +1693 -0
- package/modules/strategy/dist/position.js.map +1 -0
- package/modules/strategy/dist/probability.d.ts +192 -0
- package/modules/strategy/dist/probability.d.ts.map +1 -0
- package/modules/strategy/dist/probability.js +106 -0
- package/modules/strategy/dist/probability.js.map +1 -0
- package/modules/strategy/dist/scanner.d.ts +147 -0
- package/modules/strategy/dist/scanner.d.ts.map +1 -0
- package/modules/strategy/dist/scanner.js +438 -0
- package/modules/strategy/dist/scanner.js.map +1 -0
- package/modules/strategy/dist/strategies.d.ts +187 -0
- package/modules/strategy/dist/strategies.d.ts.map +1 -0
- package/modules/strategy/dist/strategies.js +541 -0
- package/modules/strategy/dist/strategies.js.map +1 -0
- package/modules/strategy/dist/svg.d.ts +35 -0
- package/modules/strategy/dist/svg.d.ts.map +1 -0
- package/modules/strategy/dist/svg.js +298 -0
- package/modules/strategy/dist/svg.js.map +1 -0
- package/modules/strategy/dist/thesis-distribution.d.ts +79 -0
- package/modules/strategy/dist/thesis-distribution.d.ts.map +1 -0
- package/modules/strategy/dist/thesis-distribution.js +125 -0
- package/modules/strategy/dist/thesis-distribution.js.map +1 -0
- package/modules/strategy/dist/types.d.ts +370 -0
- package/modules/strategy/dist/types.d.ts.map +1 -0
- package/modules/strategy/dist/types.js +8 -0
- package/modules/strategy/dist/types.js.map +1 -0
- package/modules/strategy/dist/validate.d.ts +63 -0
- package/modules/strategy/dist/validate.d.ts.map +1 -0
- package/modules/strategy/dist/validate.js +146 -0
- package/modules/strategy/dist/validate.js.map +1 -0
- package/modules/strategy/etc/strategy.api.md +174 -0
- package/modules/strategy/src/auto-range.ts +21 -0
- package/modules/strategy/src/builders.ts +221 -0
- package/modules/strategy/src/calendars.ts +245 -0
- package/modules/strategy/src/classify.ts +215 -0
- package/modules/strategy/src/explain.ts +471 -0
- package/modules/strategy/src/from-chain.ts +643 -0
- package/modules/strategy/src/index.ts +212 -0
- package/modules/strategy/src/legs.ts +140 -0
- package/modules/strategy/src/manifest.ts +756 -0
- package/modules/strategy/src/optimizer.ts +679 -0
- package/modules/strategy/src/position.ts +2084 -0
- package/modules/strategy/src/probability.ts +301 -0
- package/modules/strategy/src/scanner.ts +711 -0
- package/modules/strategy/src/strategies.ts +1018 -0
- package/modules/strategy/src/svg.ts +415 -0
- package/modules/strategy/src/thesis-distribution.ts +188 -0
- package/modules/strategy/src/types.ts +380 -0
- package/modules/strategy/src/validate.ts +207 -0
- package/modules/structure/OPTION-FLOW-DRIFT.md +126 -0
- package/modules/structure/dist/exposure.d.ts +350 -0
- package/modules/structure/dist/exposure.d.ts.map +1 -0
- package/modules/structure/dist/exposure.js +917 -0
- package/modules/structure/dist/exposure.js.map +1 -0
- package/modules/structure/dist/flow.d.ts +247 -0
- package/modules/structure/dist/flow.d.ts.map +1 -0
- package/modules/structure/dist/flow.js +643 -0
- package/modules/structure/dist/flow.js.map +1 -0
- package/modules/structure/dist/index.d.ts +20 -0
- package/modules/structure/dist/index.d.ts.map +1 -0
- package/modules/structure/dist/index.js +16 -0
- package/modules/structure/dist/index.js.map +1 -0
- package/modules/structure/dist/market-day.d.ts +29 -0
- package/modules/structure/dist/market-day.d.ts.map +1 -0
- package/modules/structure/dist/market-day.js +43 -0
- package/modules/structure/dist/market-day.js.map +1 -0
- package/modules/structure/dist/option-flow-drift.d.ts +184 -0
- package/modules/structure/dist/option-flow-drift.d.ts.map +1 -0
- package/modules/structure/dist/option-flow-drift.js +475 -0
- package/modules/structure/dist/option-flow-drift.js.map +1 -0
- package/modules/structure/dist/supplied-exposure.d.ts +191 -0
- package/modules/structure/dist/supplied-exposure.d.ts.map +1 -0
- package/modules/structure/dist/supplied-exposure.js +421 -0
- package/modules/structure/dist/supplied-exposure.js.map +1 -0
- package/modules/structure/etc/structure.api.md +72 -0
- package/modules/structure/src/exposure.ts +1330 -0
- package/modules/structure/src/flow.ts +955 -0
- package/modules/structure/src/index.ts +83 -0
- package/modules/structure/src/market-day.ts +47 -0
- package/modules/structure/src/option-flow-drift.ts +726 -0
- package/modules/structure/src/supplied-exposure.ts +671 -0
- package/modules/technical-analysis/dist/aliases.d.ts +42 -0
- package/modules/technical-analysis/dist/aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/aliases.js +413 -0
- package/modules/technical-analysis/dist/aliases.js.map +1 -0
- package/modules/technical-analysis/dist/bands.d.ts +31 -0
- package/modules/technical-analysis/dist/bands.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bands.js +79 -0
- package/modules/technical-analysis/dist/bands.js.map +1 -0
- package/modules/technical-analysis/dist/bars.d.ts +113 -0
- package/modules/technical-analysis/dist/bars.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bars.js +374 -0
- package/modules/technical-analysis/dist/bars.js.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts +1817 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.js +1399 -0
- package/modules/technical-analysis/dist/builtin-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts +56 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.js +246 -0
- package/modules/technical-analysis/dist/candle-aliases.js.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts +114 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.js +185 -0
- package/modules/technical-analysis/dist/candle-talib.js.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts +103 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.js +1009 -0
- package/modules/technical-analysis/dist/candlesticks.js.map +1 -0
- package/modules/technical-analysis/dist/chart-types.d.ts +205 -0
- package/modules/technical-analysis/dist/chart-types.d.ts.map +1 -0
- package/modules/technical-analysis/dist/chart-types.js +633 -0
- package/modules/technical-analysis/dist/chart-types.js.map +1 -0
- package/modules/technical-analysis/dist/columns.d.ts +24 -0
- package/modules/technical-analysis/dist/columns.d.ts.map +1 -0
- package/modules/technical-analysis/dist/columns.js +71 -0
- package/modules/technical-analysis/dist/columns.js.map +1 -0
- package/modules/technical-analysis/dist/cycle.d.ts +174 -0
- package/modules/technical-analysis/dist/cycle.d.ts.map +1 -0
- package/modules/technical-analysis/dist/cycle.js +489 -0
- package/modules/technical-analysis/dist/cycle.js.map +1 -0
- package/modules/technical-analysis/dist/discover.d.ts +100 -0
- package/modules/technical-analysis/dist/discover.d.ts.map +1 -0
- package/modules/technical-analysis/dist/discover.js +273 -0
- package/modules/technical-analysis/dist/discover.js.map +1 -0
- package/modules/technical-analysis/dist/divergence.d.ts +82 -0
- package/modules/technical-analysis/dist/divergence.d.ts.map +1 -0
- package/modules/technical-analysis/dist/divergence.js +269 -0
- package/modules/technical-analysis/dist/divergence.js.map +1 -0
- package/modules/technical-analysis/dist/features-ext.d.ts +162 -0
- package/modules/technical-analysis/dist/features-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features-ext.js +633 -0
- package/modules/technical-analysis/dist/features-ext.js.map +1 -0
- package/modules/technical-analysis/dist/features.d.ts +10 -0
- package/modules/technical-analysis/dist/features.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features.js +10 -0
- package/modules/technical-analysis/dist/features.js.map +1 -0
- package/modules/technical-analysis/dist/framework.d.ts +353 -0
- package/modules/technical-analysis/dist/framework.d.ts.map +1 -0
- package/modules/technical-analysis/dist/framework.js +999 -0
- package/modules/technical-analysis/dist/framework.js.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts +33 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.js +80 -0
- package/modules/technical-analysis/dist/fuzzy.js.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts +12 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js +1052 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js.map +1 -0
- package/modules/technical-analysis/dist/index.d.ts +132 -0
- package/modules/technical-analysis/dist/index.d.ts.map +1 -0
- package/modules/technical-analysis/dist/index.js +100 -0
- package/modules/technical-analysis/dist/index.js.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts +21 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.js +23 -0
- package/modules/technical-analysis/dist/indicator-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/limits.d.ts +19 -0
- package/modules/technical-analysis/dist/limits.d.ts.map +1 -0
- package/modules/technical-analysis/dist/limits.js +19 -0
- package/modules/technical-analysis/dist/limits.js.map +1 -0
- package/modules/technical-analysis/dist/macd.d.ts +29 -0
- package/modules/technical-analysis/dist/macd.d.ts.map +1 -0
- package/modules/technical-analysis/dist/macd.js +61 -0
- package/modules/technical-analysis/dist/macd.js.map +1 -0
- package/modules/technical-analysis/dist/math.d.ts +69 -0
- package/modules/technical-analysis/dist/math.d.ts.map +1 -0
- package/modules/technical-analysis/dist/math.js +124 -0
- package/modules/technical-analysis/dist/math.js.map +1 -0
- package/modules/technical-analysis/dist/microstructure.d.ts +252 -0
- package/modules/technical-analysis/dist/microstructure.d.ts.map +1 -0
- package/modules/technical-analysis/dist/microstructure.js +552 -0
- package/modules/technical-analysis/dist/microstructure.js.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts +619 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.js +1772 -0
- package/modules/technical-analysis/dist/momentum-ext.js.map +1 -0
- package/modules/technical-analysis/dist/momentum.d.ts +15 -0
- package/modules/technical-analysis/dist/momentum.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum.js +14 -0
- package/modules/technical-analysis/dist/momentum.js.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts +344 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.js +1279 -0
- package/modules/technical-analysis/dist/moving-averages.js.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts +42 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.js +60 -0
- package/modules/technical-analysis/dist/nan-policy.js.map +1 -0
- package/modules/technical-analysis/dist/oscillators.d.ts +377 -0
- package/modules/technical-analysis/dist/oscillators.d.ts.map +1 -0
- package/modules/technical-analysis/dist/oscillators.js +1225 -0
- package/modules/technical-analysis/dist/oscillators.js.map +1 -0
- package/modules/technical-analysis/dist/output-meta.d.ts +71 -0
- package/modules/technical-analysis/dist/output-meta.d.ts.map +1 -0
- package/modules/technical-analysis/dist/output-meta.js +399 -0
- package/modules/technical-analysis/dist/output-meta.js.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts +206 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.js +550 -0
- package/modules/technical-analysis/dist/overlap-ext.js.map +1 -0
- package/modules/technical-analysis/dist/overlap.d.ts +11 -0
- package/modules/technical-analysis/dist/overlap.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap.js +10 -0
- package/modules/technical-analysis/dist/overlap.js.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts +21 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.js +31 -0
- package/modules/technical-analysis/dist/performance-ext.js.map +1 -0
- package/modules/technical-analysis/dist/pipeline.d.ts +105 -0
- package/modules/technical-analysis/dist/pipeline.d.ts.map +1 -0
- package/modules/technical-analysis/dist/pipeline.js +224 -0
- package/modules/technical-analysis/dist/pipeline.js.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts +90 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.js +511 -0
- package/modules/technical-analysis/dist/price-action-ext.js.map +1 -0
- package/modules/technical-analysis/dist/price-action.d.ts +348 -0
- package/modules/technical-analysis/dist/price-action.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action.js +613 -0
- package/modules/technical-analysis/dist/price-action.js.map +1 -0
- package/modules/technical-analysis/dist/registry.d.ts +84 -0
- package/modules/technical-analysis/dist/registry.d.ts.map +1 -0
- package/modules/technical-analysis/dist/registry.js +625 -0
- package/modules/technical-analysis/dist/registry.js.map +1 -0
- package/modules/technical-analysis/dist/resample.d.ts +77 -0
- package/modules/technical-analysis/dist/resample.d.ts.map +1 -0
- package/modules/technical-analysis/dist/resample.js +239 -0
- package/modules/technical-analysis/dist/resample.js.map +1 -0
- package/modules/technical-analysis/dist/rsi.d.ts +36 -0
- package/modules/technical-analysis/dist/rsi.d.ts.map +1 -0
- package/modules/technical-analysis/dist/rsi.js +95 -0
- package/modules/technical-analysis/dist/rsi.js.map +1 -0
- package/modules/technical-analysis/dist/series.d.ts +40 -0
- package/modules/technical-analysis/dist/series.d.ts.map +1 -0
- package/modules/technical-analysis/dist/series.js +125 -0
- package/modules/technical-analysis/dist/series.js.map +1 -0
- package/modules/technical-analysis/dist/signal.d.ts +140 -0
- package/modules/technical-analysis/dist/signal.d.ts.map +1 -0
- package/modules/technical-analysis/dist/signal.js +353 -0
- package/modules/technical-analysis/dist/signal.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts +17 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js +53 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts +19 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js +87 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js.map +1 -0
- package/modules/technical-analysis/dist/statistics.d.ts +146 -0
- package/modules/technical-analysis/dist/statistics.d.ts.map +1 -0
- package/modules/technical-analysis/dist/statistics.js +524 -0
- package/modules/technical-analysis/dist/statistics.js.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts +14 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.js +35 -0
- package/modules/technical-analysis/dist/stream-validation.js.map +1 -0
- package/modules/technical-analysis/dist/transforms.d.ts +77 -0
- package/modules/technical-analysis/dist/transforms.d.ts.map +1 -0
- package/modules/technical-analysis/dist/transforms.js +246 -0
- package/modules/technical-analysis/dist/transforms.js.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts +121 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.js +691 -0
- package/modules/technical-analysis/dist/trend-ext.js.map +1 -0
- package/modules/technical-analysis/dist/trend.d.ts +373 -0
- package/modules/technical-analysis/dist/trend.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend.js +1159 -0
- package/modules/technical-analysis/dist/trend.js.map +1 -0
- package/modules/technical-analysis/dist/validate.d.ts +61 -0
- package/modules/technical-analysis/dist/validate.d.ts.map +1 -0
- package/modules/technical-analysis/dist/validate.js +334 -0
- package/modules/technical-analysis/dist/validate.js.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts +98 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.js +535 -0
- package/modules/technical-analysis/dist/volatility-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volatility.d.ts +239 -0
- package/modules/technical-analysis/dist/volatility.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility.js +709 -0
- package/modules/technical-analysis/dist/volatility.js.map +1 -0
- package/modules/technical-analysis/dist/volume-core.d.ts +273 -0
- package/modules/technical-analysis/dist/volume-core.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-core.js +847 -0
- package/modules/technical-analysis/dist/volume-core.js.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts +61 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.js +270 -0
- package/modules/technical-analysis/dist/volume-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volume.d.ts +15 -0
- package/modules/technical-analysis/dist/volume.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume.js +15 -0
- package/modules/technical-analysis/dist/volume.js.map +1 -0
- package/modules/technical-analysis/dist/warmup.d.ts +38 -0
- package/modules/technical-analysis/dist/warmup.d.ts.map +1 -0
- package/modules/technical-analysis/dist/warmup.js +269 -0
- package/modules/technical-analysis/dist/warmup.js.map +1 -0
- package/modules/technical-analysis/etc/technical-analysis.api.md +663 -0
- package/modules/technical-analysis/src/aliases.ts +466 -0
- package/modules/technical-analysis/src/bands.ts +113 -0
- package/modules/technical-analysis/src/bars.ts +456 -0
- package/modules/technical-analysis/src/builtin-metadata.ts +1686 -0
- package/modules/technical-analysis/src/candle-aliases.ts +289 -0
- package/modules/technical-analysis/src/candle-talib.ts +215 -0
- package/modules/technical-analysis/src/candlesticks.ts +1024 -0
- package/modules/technical-analysis/src/chart-types.ts +813 -0
- package/modules/technical-analysis/src/columns.ts +87 -0
- package/modules/technical-analysis/src/cycle.ts +625 -0
- package/modules/technical-analysis/src/discover.ts +390 -0
- package/modules/technical-analysis/src/divergence.ts +388 -0
- package/modules/technical-analysis/src/features-ext.ts +866 -0
- package/modules/technical-analysis/src/features.ts +9 -0
- package/modules/technical-analysis/src/framework.ts +1331 -0
- package/modules/technical-analysis/src/fuzzy.ts +92 -0
- package/modules/technical-analysis/src/generated/validation-specs.ts +1055 -0
- package/modules/technical-analysis/src/index.ts +825 -0
- package/modules/technical-analysis/src/indicator-metadata.ts +43 -0
- package/modules/technical-analysis/src/limits.ts +19 -0
- package/modules/technical-analysis/src/macd.ts +95 -0
- package/modules/technical-analysis/src/math.ts +181 -0
- package/modules/technical-analysis/src/microstructure.ts +870 -0
- package/modules/technical-analysis/src/momentum-ext.ts +2348 -0
- package/modules/technical-analysis/src/momentum.ts +16 -0
- package/modules/technical-analysis/src/moving-averages.ts +1525 -0
- package/modules/technical-analysis/src/nan-policy.ts +58 -0
- package/modules/technical-analysis/src/oscillators.ts +1586 -0
- package/modules/technical-analysis/src/output-meta.ts +466 -0
- package/modules/technical-analysis/src/overlap-ext.ts +792 -0
- package/modules/technical-analysis/src/overlap.ts +12 -0
- package/modules/technical-analysis/src/performance-ext.ts +57 -0
- package/modules/technical-analysis/src/pipeline.ts +270 -0
- package/modules/technical-analysis/src/price-action-ext.ts +675 -0
- package/modules/technical-analysis/src/price-action.ts +955 -0
- package/modules/technical-analysis/src/registry.ts +784 -0
- package/modules/technical-analysis/src/resample.ts +335 -0
- package/modules/technical-analysis/src/rsi.ts +120 -0
- package/modules/technical-analysis/src/series.ts +168 -0
- package/modules/technical-analysis/src/signal.ts +429 -0
- package/modules/technical-analysis/src/snapshot-cardinality.ts +83 -0
- package/modules/technical-analysis/src/snapshot-envelope.ts +131 -0
- package/modules/technical-analysis/src/statistics.ts +720 -0
- package/modules/technical-analysis/src/stream-validation.ts +42 -0
- package/modules/technical-analysis/src/transforms.ts +351 -0
- package/modules/technical-analysis/src/trend-ext.ts +957 -0
- package/modules/technical-analysis/src/trend.ts +1529 -0
- package/modules/technical-analysis/src/validate.ts +555 -0
- package/modules/technical-analysis/src/volatility-ext.ts +781 -0
- package/modules/technical-analysis/src/volatility.ts +963 -0
- package/modules/technical-analysis/src/volume-core.ts +1106 -0
- package/modules/technical-analysis/src/volume-ext.ts +380 -0
- package/modules/technical-analysis/src/volume.ts +14 -0
- package/modules/technical-analysis/src/warmup.ts +322 -0
- package/modules/totalfinance/dist/backtest.d.ts +3 -0
- package/modules/totalfinance/dist/backtest.d.ts.map +1 -0
- package/modules/totalfinance/dist/backtest.js +3 -0
- package/modules/totalfinance/dist/backtest.js.map +1 -0
- package/modules/totalfinance/dist/calendars.d.ts +3 -0
- package/modules/totalfinance/dist/calendars.d.ts.map +1 -0
- package/modules/totalfinance/dist/calendars.js +3 -0
- package/modules/totalfinance/dist/calendars.js.map +1 -0
- package/modules/totalfinance/dist/commodities.d.ts +2 -0
- package/modules/totalfinance/dist/commodities.d.ts.map +1 -0
- package/modules/totalfinance/dist/commodities.js +2 -0
- package/modules/totalfinance/dist/commodities.js.map +1 -0
- package/modules/totalfinance/dist/core.d.ts +3 -0
- package/modules/totalfinance/dist/core.d.ts.map +1 -0
- package/modules/totalfinance/dist/core.js +3 -0
- package/modules/totalfinance/dist/core.js.map +1 -0
- package/modules/totalfinance/dist/crypto.d.ts +3 -0
- package/modules/totalfinance/dist/crypto.d.ts.map +1 -0
- package/modules/totalfinance/dist/crypto.js +3 -0
- package/modules/totalfinance/dist/crypto.js.map +1 -0
- package/modules/totalfinance/dist/fixed-income.d.ts +3 -0
- package/modules/totalfinance/dist/fixed-income.d.ts.map +1 -0
- package/modules/totalfinance/dist/fixed-income.js +3 -0
- package/modules/totalfinance/dist/fixed-income.js.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts +2 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.js +2 -0
- package/modules/totalfinance/dist/foreign-exchange.js.map +1 -0
- package/modules/totalfinance/dist/fundamentals.d.ts +3 -0
- package/modules/totalfinance/dist/fundamentals.d.ts.map +1 -0
- package/modules/totalfinance/dist/fundamentals.js +3 -0
- package/modules/totalfinance/dist/fundamentals.js.map +1 -0
- package/modules/totalfinance/dist/index.d.ts +90 -0
- package/modules/totalfinance/dist/index.d.ts.map +1 -0
- package/modules/totalfinance/dist/index.js +68 -0
- package/modules/totalfinance/dist/index.js.map +1 -0
- package/modules/totalfinance/dist/math.d.ts +3 -0
- package/modules/totalfinance/dist/math.d.ts.map +1 -0
- package/modules/totalfinance/dist/math.js +3 -0
- package/modules/totalfinance/dist/math.js.map +1 -0
- package/modules/totalfinance/dist/options.d.ts +3 -0
- package/modules/totalfinance/dist/options.d.ts.map +1 -0
- package/modules/totalfinance/dist/options.js +3 -0
- package/modules/totalfinance/dist/options.js.map +1 -0
- package/modules/totalfinance/dist/performance.d.ts +3 -0
- package/modules/totalfinance/dist/performance.d.ts.map +1 -0
- package/modules/totalfinance/dist/performance.js +3 -0
- package/modules/totalfinance/dist/performance.js.map +1 -0
- package/modules/totalfinance/dist/portfolio.d.ts +2 -0
- package/modules/totalfinance/dist/portfolio.d.ts.map +1 -0
- package/modules/totalfinance/dist/portfolio.js +2 -0
- package/modules/totalfinance/dist/portfolio.js.map +1 -0
- package/modules/totalfinance/dist/research.d.ts +2 -0
- package/modules/totalfinance/dist/research.d.ts.map +1 -0
- package/modules/totalfinance/dist/research.js +2 -0
- package/modules/totalfinance/dist/research.js.map +1 -0
- package/modules/totalfinance/dist/risk.d.ts +3 -0
- package/modules/totalfinance/dist/risk.d.ts.map +1 -0
- package/modules/totalfinance/dist/risk.js +3 -0
- package/modules/totalfinance/dist/risk.js.map +1 -0
- package/modules/totalfinance/dist/scenarios.d.ts +2 -0
- package/modules/totalfinance/dist/scenarios.d.ts.map +1 -0
- package/modules/totalfinance/dist/scenarios.js +2 -0
- package/modules/totalfinance/dist/scenarios.js.map +1 -0
- package/modules/totalfinance/dist/strategy.d.ts +3 -0
- package/modules/totalfinance/dist/strategy.d.ts.map +1 -0
- package/modules/totalfinance/dist/strategy.js +3 -0
- package/modules/totalfinance/dist/strategy.js.map +1 -0
- package/modules/totalfinance/dist/structure.d.ts +3 -0
- package/modules/totalfinance/dist/structure.d.ts.map +1 -0
- package/modules/totalfinance/dist/structure.js +3 -0
- package/modules/totalfinance/dist/structure.js.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts +3 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.js +3 -0
- package/modules/totalfinance/dist/technical-analysis.js.map +1 -0
- package/modules/totalfinance/dist/valuation.d.ts +3 -0
- package/modules/totalfinance/dist/valuation.d.ts.map +1 -0
- package/modules/totalfinance/dist/valuation.js +3 -0
- package/modules/totalfinance/dist/valuation.js.map +1 -0
- package/modules/totalfinance/dist/volatility.d.ts +3 -0
- package/modules/totalfinance/dist/volatility.d.ts.map +1 -0
- package/modules/totalfinance/dist/volatility.js +3 -0
- package/modules/totalfinance/dist/volatility.js.map +1 -0
- package/modules/totalfinance/etc/totalfinance.api.md +73 -0
- package/modules/totalfinance/src/backtest.ts +2 -0
- package/modules/totalfinance/src/calendars.ts +2 -0
- package/modules/totalfinance/src/commodities.ts +1 -0
- package/modules/totalfinance/src/core.ts +2 -0
- package/modules/totalfinance/src/crypto.ts +2 -0
- package/modules/totalfinance/src/fixed-income.ts +2 -0
- package/modules/totalfinance/src/foreign-exchange.ts +1 -0
- package/modules/totalfinance/src/fundamentals.ts +2 -0
- package/modules/totalfinance/src/index.ts +129 -0
- package/modules/totalfinance/src/math.ts +2 -0
- package/modules/totalfinance/src/options.ts +2 -0
- package/modules/totalfinance/src/performance.ts +2 -0
- package/modules/totalfinance/src/portfolio.ts +1 -0
- package/modules/totalfinance/src/research.ts +1 -0
- package/modules/totalfinance/src/risk.ts +2 -0
- package/modules/totalfinance/src/scenarios.ts +1 -0
- package/modules/totalfinance/src/strategy.ts +2 -0
- package/modules/totalfinance/src/structure.ts +2 -0
- package/modules/totalfinance/src/technical-analysis.ts +2 -0
- package/modules/totalfinance/src/valuation.ts +2 -0
- package/modules/totalfinance/src/volatility.ts +2 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts +62 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts.map +1 -0
- package/modules/valuation/dist/adjusted-present-value.js +85 -0
- package/modules/valuation/dist/adjusted-present-value.js.map +1 -0
- package/modules/valuation/dist/capital-budgeting.d.ts +84 -0
- package/modules/valuation/dist/capital-budgeting.d.ts.map +1 -0
- package/modules/valuation/dist/capital-budgeting.js +204 -0
- package/modules/valuation/dist/capital-budgeting.js.map +1 -0
- package/modules/valuation/dist/cash-flows.d.ts +11 -0
- package/modules/valuation/dist/cash-flows.d.ts.map +1 -0
- package/modules/valuation/dist/cash-flows.js +10 -0
- package/modules/valuation/dist/cash-flows.js.map +1 -0
- package/modules/valuation/dist/comparable.d.ts +101 -0
- package/modules/valuation/dist/comparable.d.ts.map +1 -0
- package/modules/valuation/dist/comparable.js +194 -0
- package/modules/valuation/dist/comparable.js.map +1 -0
- package/modules/valuation/dist/corporate-primitives.d.ts +185 -0
- package/modules/valuation/dist/corporate-primitives.d.ts.map +1 -0
- package/modules/valuation/dist/corporate-primitives.js +337 -0
- package/modules/valuation/dist/corporate-primitives.js.map +1 -0
- package/modules/valuation/dist/corporate.d.ts +14 -0
- package/modules/valuation/dist/corporate.d.ts.map +1 -0
- package/modules/valuation/dist/corporate.js +13 -0
- package/modules/valuation/dist/corporate.js.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts +269 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.js +611 -0
- package/modules/valuation/dist/discounted-cash-flow.js.map +1 -0
- package/modules/valuation/dist/discounting.d.ts +124 -0
- package/modules/valuation/dist/discounting.d.ts.map +1 -0
- package/modules/valuation/dist/discounting.js +235 -0
- package/modules/valuation/dist/discounting.js.map +1 -0
- package/modules/valuation/dist/equity-valuation.d.ts +104 -0
- package/modules/valuation/dist/equity-valuation.d.ts.map +1 -0
- package/modules/valuation/dist/equity-valuation.js +164 -0
- package/modules/valuation/dist/equity-valuation.js.map +1 -0
- package/modules/valuation/dist/flows.d.ts +30 -0
- package/modules/valuation/dist/flows.d.ts.map +1 -0
- package/modules/valuation/dist/flows.js +77 -0
- package/modules/valuation/dist/flows.js.map +1 -0
- package/modules/valuation/dist/forecasting.d.ts +205 -0
- package/modules/valuation/dist/forecasting.d.ts.map +1 -0
- package/modules/valuation/dist/forecasting.js +359 -0
- package/modules/valuation/dist/forecasting.js.map +1 -0
- package/modules/valuation/dist/index.d.ts +9 -0
- package/modules/valuation/dist/index.d.ts.map +1 -0
- package/modules/valuation/dist/index.js +10 -0
- package/modules/valuation/dist/index.js.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts +160 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.js +326 -0
- package/modules/valuation/dist/leveraged-buyout.js.map +1 -0
- package/modules/valuation/dist/loans.d.ts +148 -0
- package/modules/valuation/dist/loans.d.ts.map +1 -0
- package/modules/valuation/dist/loans.js +518 -0
- package/modules/valuation/dist/loans.js.map +1 -0
- package/modules/valuation/dist/probabilistic.d.ts +88 -0
- package/modules/valuation/dist/probabilistic.d.ts.map +1 -0
- package/modules/valuation/dist/probabilistic.js +239 -0
- package/modules/valuation/dist/probabilistic.js.map +1 -0
- package/modules/valuation/dist/solvers.d.ts +90 -0
- package/modules/valuation/dist/solvers.d.ts.map +1 -0
- package/modules/valuation/dist/solvers.js +238 -0
- package/modules/valuation/dist/solvers.js.map +1 -0
- package/modules/valuation/etc/valuation.api.md +162 -0
- package/modules/valuation/src/adjusted-present-value.ts +181 -0
- package/modules/valuation/src/capital-budgeting.ts +329 -0
- package/modules/valuation/src/cash-flows.ts +11 -0
- package/modules/valuation/src/comparable.ts +340 -0
- package/modules/valuation/src/corporate-primitives.ts +665 -0
- package/modules/valuation/src/corporate.ts +36 -0
- package/modules/valuation/src/discounted-cash-flow.ts +1083 -0
- package/modules/valuation/src/discounting.ts +437 -0
- package/modules/valuation/src/equity-valuation.ts +313 -0
- package/modules/valuation/src/flows.ts +144 -0
- package/modules/valuation/src/forecasting.ts +666 -0
- package/modules/valuation/src/index.ts +10 -0
- package/modules/valuation/src/leveraged-buyout.ts +560 -0
- package/modules/valuation/src/loans.ts +778 -0
- package/modules/valuation/src/probabilistic.ts +438 -0
- package/modules/valuation/src/solvers.ts +397 -0
- package/modules/volatility/dist/analytics.d.ts +133 -0
- package/modules/volatility/dist/analytics.d.ts.map +1 -0
- package/modules/volatility/dist/analytics.js +320 -0
- package/modules/volatility/dist/analytics.js.map +1 -0
- package/modules/volatility/dist/arbitrage.d.ts +118 -0
- package/modules/volatility/dist/arbitrage.d.ts.map +1 -0
- package/modules/volatility/dist/arbitrage.js +397 -0
- package/modules/volatility/dist/arbitrage.js.map +1 -0
- package/modules/volatility/dist/artifacts.d.ts +24 -0
- package/modules/volatility/dist/artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/artifacts.js +22 -0
- package/modules/volatility/dist/artifacts.js.map +1 -0
- package/modules/volatility/dist/calibration-limits.d.ts +13 -0
- package/modules/volatility/dist/calibration-limits.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-limits.js +46 -0
- package/modules/volatility/dist/calibration-limits.js.map +1 -0
- package/modules/volatility/dist/calibration-start.d.ts +13 -0
- package/modules/volatility/dist/calibration-start.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-start.js +55 -0
- package/modules/volatility/dist/calibration-start.js.map +1 -0
- package/modules/volatility/dist/earnings.d.ts +152 -0
- package/modules/volatility/dist/earnings.d.ts.map +1 -0
- package/modules/volatility/dist/earnings.js +340 -0
- package/modules/volatility/dist/earnings.js.map +1 -0
- package/modules/volatility/dist/essvi.d.ts +115 -0
- package/modules/volatility/dist/essvi.d.ts.map +1 -0
- package/modules/volatility/dist/essvi.js +362 -0
- package/modules/volatility/dist/essvi.js.map +1 -0
- package/modules/volatility/dist/estimate.d.ts +14 -0
- package/modules/volatility/dist/estimate.d.ts.map +1 -0
- package/modules/volatility/dist/estimate.js +18 -0
- package/modules/volatility/dist/estimate.js.map +1 -0
- package/modules/volatility/dist/event.d.ts +155 -0
- package/modules/volatility/dist/event.d.ts.map +1 -0
- package/modules/volatility/dist/event.js +319 -0
- package/modules/volatility/dist/event.js.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts +378 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.js +1139 -0
- package/modules/volatility/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/volatility/dist/fitted-model-families.d.ts +287 -0
- package/modules/volatility/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-families.js +1251 -0
- package/modules/volatility/dist/fitted-model-families.js.map +1 -0
- package/modules/volatility/dist/forecast.d.ts +195 -0
- package/modules/volatility/dist/forecast.d.ts.map +1 -0
- package/modules/volatility/dist/forecast.js +493 -0
- package/modules/volatility/dist/forecast.js.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts +12 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.js +2181 -0
- package/modules/volatility/dist/generated/validation-specs.js.map +1 -0
- package/modules/volatility/dist/heston-surface.d.ts +67 -0
- package/modules/volatility/dist/heston-surface.d.ts.map +1 -0
- package/modules/volatility/dist/heston-surface.js +135 -0
- package/modules/volatility/dist/heston-surface.js.map +1 -0
- package/modules/volatility/dist/index.d.ts +64 -0
- package/modules/volatility/dist/index.d.ts.map +1 -0
- package/modules/volatility/dist/index.js +68 -0
- package/modules/volatility/dist/index.js.map +1 -0
- package/modules/volatility/dist/local-volatility.d.ts +34 -0
- package/modules/volatility/dist/local-volatility.d.ts.map +1 -0
- package/modules/volatility/dist/local-volatility.js +59 -0
- package/modules/volatility/dist/local-volatility.js.map +1 -0
- package/modules/volatility/dist/metrics.d.ts +41 -0
- package/modules/volatility/dist/metrics.d.ts.map +1 -0
- package/modules/volatility/dist/metrics.js +117 -0
- package/modules/volatility/dist/metrics.js.map +1 -0
- package/modules/volatility/dist/min-variance-delta.d.ts +61 -0
- package/modules/volatility/dist/min-variance-delta.d.ts.map +1 -0
- package/modules/volatility/dist/min-variance-delta.js +101 -0
- package/modules/volatility/dist/min-variance-delta.js.map +1 -0
- package/modules/volatility/dist/observed-skew.d.ts +137 -0
- package/modules/volatility/dist/observed-skew.d.ts.map +1 -0
- package/modules/volatility/dist/observed-skew.js +461 -0
- package/modules/volatility/dist/observed-skew.js.map +1 -0
- package/modules/volatility/dist/otm-strip.d.ts +39 -0
- package/modules/volatility/dist/otm-strip.d.ts.map +1 -0
- package/modules/volatility/dist/otm-strip.js +181 -0
- package/modules/volatility/dist/otm-strip.js.map +1 -0
- package/modules/volatility/dist/risk-reversal.d.ts +89 -0
- package/modules/volatility/dist/risk-reversal.d.ts.map +1 -0
- package/modules/volatility/dist/risk-reversal.js +176 -0
- package/modules/volatility/dist/risk-reversal.js.map +1 -0
- package/modules/volatility/dist/sabr-delta.d.ts +67 -0
- package/modules/volatility/dist/sabr-delta.d.ts.map +1 -0
- package/modules/volatility/dist/sabr-delta.js +153 -0
- package/modules/volatility/dist/sabr-delta.js.map +1 -0
- package/modules/volatility/dist/sabr.d.ts +62 -0
- package/modules/volatility/dist/sabr.d.ts.map +1 -0
- package/modules/volatility/dist/sabr.js +262 -0
- package/modules/volatility/dist/sabr.js.map +1 -0
- package/modules/volatility/dist/skew.d.ts +63 -0
- package/modules/volatility/dist/skew.d.ts.map +1 -0
- package/modules/volatility/dist/skew.js +147 -0
- package/modules/volatility/dist/skew.js.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts +90 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.js +103 -0
- package/modules/volatility/dist/ssvi-kernel.js.map +1 -0
- package/modules/volatility/dist/ssvi.d.ts +181 -0
- package/modules/volatility/dist/ssvi.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi.js +490 -0
- package/modules/volatility/dist/ssvi.js.map +1 -0
- package/modules/volatility/dist/sticky-regime.d.ts +47 -0
- package/modules/volatility/dist/sticky-regime.d.ts.map +1 -0
- package/modules/volatility/dist/sticky-regime.js +81 -0
- package/modules/volatility/dist/sticky-regime.js.map +1 -0
- package/modules/volatility/dist/surface-pca.d.ts +111 -0
- package/modules/volatility/dist/surface-pca.d.ts.map +1 -0
- package/modules/volatility/dist/surface-pca.js +297 -0
- package/modules/volatility/dist/surface-pca.js.map +1 -0
- package/modules/volatility/dist/surface.d.ts +286 -0
- package/modules/volatility/dist/surface.d.ts.map +1 -0
- package/modules/volatility/dist/surface.js +1105 -0
- package/modules/volatility/dist/surface.js.map +1 -0
- package/modules/volatility/dist/svi.d.ts +133 -0
- package/modules/volatility/dist/svi.d.ts.map +1 -0
- package/modules/volatility/dist/svi.js +491 -0
- package/modules/volatility/dist/svi.js.map +1 -0
- package/modules/volatility/dist/swaption-cube.d.ts +125 -0
- package/modules/volatility/dist/swaption-cube.d.ts.map +1 -0
- package/modules/volatility/dist/swaption-cube.js +334 -0
- package/modules/volatility/dist/swaption-cube.js.map +1 -0
- package/modules/volatility/dist/tail-risk.d.ts +65 -0
- package/modules/volatility/dist/tail-risk.d.ts.map +1 -0
- package/modules/volatility/dist/tail-risk.js +155 -0
- package/modules/volatility/dist/tail-risk.js.map +1 -0
- package/modules/volatility/dist/term.d.ts +121 -0
- package/modules/volatility/dist/term.d.ts.map +1 -0
- package/modules/volatility/dist/term.js +336 -0
- package/modules/volatility/dist/term.js.map +1 -0
- package/modules/volatility/dist/vanna-volga.d.ts +278 -0
- package/modules/volatility/dist/vanna-volga.d.ts.map +1 -0
- package/modules/volatility/dist/vanna-volga.js +833 -0
- package/modules/volatility/dist/vanna-volga.js.map +1 -0
- package/modules/volatility/dist/variance-index.d.ts +101 -0
- package/modules/volatility/dist/variance-index.d.ts.map +1 -0
- package/modules/volatility/dist/variance-index.js +240 -0
- package/modules/volatility/dist/variance-index.js.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts +57 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.js +136 -0
- package/modules/volatility/dist/volatility-spot-beta.js.map +1 -0
- package/modules/volatility/etc/volatility.api.md +207 -0
- package/modules/volatility/src/analytics.ts +513 -0
- package/modules/volatility/src/arbitrage.ts +561 -0
- package/modules/volatility/src/artifacts.ts +62 -0
- package/modules/volatility/src/calibration-limits.ts +61 -0
- package/modules/volatility/src/calibration-start.ts +79 -0
- package/modules/volatility/src/earnings.ts +548 -0
- package/modules/volatility/src/essvi.ts +528 -0
- package/modules/volatility/src/estimate.ts +21 -0
- package/modules/volatility/src/event.ts +542 -0
- package/modules/volatility/src/fitted-model-artifacts.ts +1844 -0
- package/modules/volatility/src/fitted-model-families.ts +1681 -0
- package/modules/volatility/src/forecast.ts +757 -0
- package/modules/volatility/src/generated/validation-specs.ts +2184 -0
- package/modules/volatility/src/heston-surface.ts +215 -0
- package/modules/volatility/src/index.ts +285 -0
- package/modules/volatility/src/local-volatility.ts +104 -0
- package/modules/volatility/src/metrics.ts +176 -0
- package/modules/volatility/src/min-variance-delta.ts +167 -0
- package/modules/volatility/src/observed-skew.ts +684 -0
- package/modules/volatility/src/otm-strip.ts +234 -0
- package/modules/volatility/src/risk-reversal.ts +316 -0
- package/modules/volatility/src/sabr-delta.ts +238 -0
- package/modules/volatility/src/sabr.ts +375 -0
- package/modules/volatility/src/skew.ts +244 -0
- package/modules/volatility/src/ssvi-kernel.ts +134 -0
- package/modules/volatility/src/ssvi.ts +707 -0
- package/modules/volatility/src/sticky-regime.ts +150 -0
- package/modules/volatility/src/surface-pca.ts +439 -0
- package/modules/volatility/src/surface.ts +1499 -0
- package/modules/volatility/src/svi.ts +687 -0
- package/modules/volatility/src/swaption-cube.ts +539 -0
- package/modules/volatility/src/tail-risk.ts +254 -0
- package/modules/volatility/src/term.ts +587 -0
- package/modules/volatility/src/vanna-volga.ts +1337 -0
- package/modules/volatility/src/variance-index.ts +396 -0
- package/modules/volatility/src/volatility-spot-beta.ts +252 -0
- package/modules/workflows/dist/capabilities.d.ts +8 -0
- package/modules/workflows/dist/capabilities.d.ts.map +1 -0
- package/modules/workflows/dist/capabilities.js +50 -0
- package/modules/workflows/dist/capabilities.js.map +1 -0
- package/modules/workflows/dist/envelope-schema.d.ts +36 -0
- package/modules/workflows/dist/envelope-schema.d.ts.map +1 -0
- package/modules/workflows/dist/envelope-schema.js +152 -0
- package/modules/workflows/dist/envelope-schema.js.map +1 -0
- package/modules/workflows/dist/index.d.ts +33 -0
- package/modules/workflows/dist/index.d.ts.map +1 -0
- package/modules/workflows/dist/index.js +27 -0
- package/modules/workflows/dist/index.js.map +1 -0
- package/modules/workflows/dist/json-safe.d.ts +7 -0
- package/modules/workflows/dist/json-safe.d.ts.map +1 -0
- package/modules/workflows/dist/json-safe.js +23 -0
- package/modules/workflows/dist/json-safe.js.map +1 -0
- package/modules/workflows/dist/local/file-lock.d.ts +23 -0
- package/modules/workflows/dist/local/file-lock.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-lock.js +198 -0
- package/modules/workflows/dist/local/file-lock.js.map +1 -0
- package/modules/workflows/dist/local/file-stores.d.ts +33 -0
- package/modules/workflows/dist/local/file-stores.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-stores.js +376 -0
- package/modules/workflows/dist/local/file-stores.js.map +1 -0
- package/modules/workflows/dist/local/index.d.ts +15 -0
- package/modules/workflows/dist/local/index.d.ts.map +1 -0
- package/modules/workflows/dist/local/index.js +12 -0
- package/modules/workflows/dist/local/index.js.map +1 -0
- package/modules/workflows/dist/local/job-worker.d.ts +28 -0
- package/modules/workflows/dist/local/job-worker.d.ts.map +1 -0
- package/modules/workflows/dist/local/job-worker.js +56 -0
- package/modules/workflows/dist/local/job-worker.js.map +1 -0
- package/modules/workflows/dist/local/jobs.d.ts +51 -0
- package/modules/workflows/dist/local/jobs.d.ts.map +1 -0
- package/modules/workflows/dist/local/jobs.js +313 -0
- package/modules/workflows/dist/local/jobs.js.map +1 -0
- package/modules/workflows/dist/local/local-runner.d.ts +39 -0
- package/modules/workflows/dist/local/local-runner.d.ts.map +1 -0
- package/modules/workflows/dist/local/local-runner.js +102 -0
- package/modules/workflows/dist/local/local-runner.js.map +1 -0
- package/modules/workflows/dist/local/profiles.d.ts +27 -0
- package/modules/workflows/dist/local/profiles.d.ts.map +1 -0
- package/modules/workflows/dist/local/profiles.js +77 -0
- package/modules/workflows/dist/local/profiles.js.map +1 -0
- package/modules/workflows/dist/operation-kit.d.ts +10 -0
- package/modules/workflows/dist/operation-kit.d.ts.map +1 -0
- package/modules/workflows/dist/operation-kit.js +193 -0
- package/modules/workflows/dist/operation-kit.js.map +1 -0
- package/modules/workflows/dist/operation.d.ts +210 -0
- package/modules/workflows/dist/operation.d.ts.map +1 -0
- package/modules/workflows/dist/operation.js +255 -0
- package/modules/workflows/dist/operation.js.map +1 -0
- package/modules/workflows/dist/operations-analysis.d.ts +188 -0
- package/modules/workflows/dist/operations-analysis.d.ts.map +1 -0
- package/modules/workflows/dist/operations-analysis.js +908 -0
- package/modules/workflows/dist/operations-analysis.js.map +1 -0
- package/modules/workflows/dist/operations-compute.d.ts +21 -0
- package/modules/workflows/dist/operations-compute.d.ts.map +1 -0
- package/modules/workflows/dist/operations-compute.js +1227 -0
- package/modules/workflows/dist/operations-compute.js.map +1 -0
- package/modules/workflows/dist/operations-journey.d.ts +27 -0
- package/modules/workflows/dist/operations-journey.d.ts.map +1 -0
- package/modules/workflows/dist/operations-journey.js +2445 -0
- package/modules/workflows/dist/operations-journey.js.map +1 -0
- package/modules/workflows/dist/operations-trade.d.ts +3 -0
- package/modules/workflows/dist/operations-trade.d.ts.map +1 -0
- package/modules/workflows/dist/operations-trade.js +648 -0
- package/modules/workflows/dist/operations-trade.js.map +1 -0
- package/modules/workflows/dist/preview.d.ts +16 -0
- package/modules/workflows/dist/preview.d.ts.map +1 -0
- package/modules/workflows/dist/preview.js +30 -0
- package/modules/workflows/dist/preview.js.map +1 -0
- package/modules/workflows/dist/registry.d.ts +26 -0
- package/modules/workflows/dist/registry.d.ts.map +1 -0
- package/modules/workflows/dist/registry.js +110 -0
- package/modules/workflows/dist/registry.js.map +1 -0
- package/modules/workflows/dist/runtime.d.ts +76 -0
- package/modules/workflows/dist/runtime.d.ts.map +1 -0
- package/modules/workflows/dist/runtime.js +445 -0
- package/modules/workflows/dist/runtime.js.map +1 -0
- package/modules/workflows/dist/stores-trade.d.ts +101 -0
- package/modules/workflows/dist/stores-trade.d.ts.map +1 -0
- package/modules/workflows/dist/stores-trade.js +275 -0
- package/modules/workflows/dist/stores-trade.js.map +1 -0
- package/modules/workflows/dist/stores.d.ts +109 -0
- package/modules/workflows/dist/stores.d.ts.map +1 -0
- package/modules/workflows/dist/stores.js +393 -0
- package/modules/workflows/dist/stores.js.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts +57 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js +286 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts +102 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js +321 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts +5 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js +84 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts +1134 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.js +755 -0
- package/modules/workflows/dist/trade-wire-schemas.js.map +1 -0
- package/modules/workflows/dist/version.d.ts +3 -0
- package/modules/workflows/dist/version.d.ts.map +1 -0
- package/modules/workflows/dist/version.js +3 -0
- package/modules/workflows/dist/version.js.map +1 -0
- package/modules/workflows/dist/wire-schemas.d.ts +84 -0
- package/modules/workflows/dist/wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/wire-schemas.js +88 -0
- package/modules/workflows/dist/wire-schemas.js.map +1 -0
- package/modules/workflows/etc/workflows.api.md +95 -0
- package/modules/workflows/src/capabilities.ts +67 -0
- package/modules/workflows/src/envelope-schema.ts +170 -0
- package/modules/workflows/src/index.ts +118 -0
- package/modules/workflows/src/json-safe.ts +19 -0
- package/modules/workflows/src/local/file-lock.ts +200 -0
- package/modules/workflows/src/local/file-stores.ts +452 -0
- package/modules/workflows/src/local/index.ts +20 -0
- package/modules/workflows/src/local/job-worker.ts +74 -0
- package/modules/workflows/src/local/jobs.ts +458 -0
- package/modules/workflows/src/local/local-runner.ts +170 -0
- package/modules/workflows/src/local/profiles.ts +113 -0
- package/modules/workflows/src/operation-kit.ts +234 -0
- package/modules/workflows/src/operation.ts +607 -0
- package/modules/workflows/src/operations-analysis.ts +1058 -0
- package/modules/workflows/src/operations-compute.ts +1458 -0
- package/modules/workflows/src/operations-journey.ts +2744 -0
- package/modules/workflows/src/operations-trade.ts +946 -0
- package/modules/workflows/src/preview.ts +34 -0
- package/modules/workflows/src/registry.ts +150 -0
- package/modules/workflows/src/runtime.ts +633 -0
- package/modules/workflows/src/stores-trade.ts +463 -0
- package/modules/workflows/src/stores.ts +608 -0
- package/modules/workflows/src/trade-wire-common-schemas.ts +337 -0
- package/modules/workflows/src/trade-wire-ledger-schemas.ts +359 -0
- package/modules/workflows/src/trade-wire-market-schemas.ts +103 -0
- package/modules/workflows/src/trade-wire-schemas.ts +906 -0
- package/modules/workflows/src/version.ts +2 -0
- package/modules/workflows/src/wire-schemas.ts +100 -0
- package/package.json +1008 -0
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"curves.js","sourceRoot":"","sources":["../src/curves.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EAEL,gBAAgB,EAChB,SAAS,EACT,UAAU,EACV,eAAe,EACf,gBAAgB,EAChB,oBAAoB,EACpB,qBAAqB,GACtB,MAAM,0BAAoB,CAAC;AAC5B,OAAO,EAAE,yBAAyB,EAAE,MAAM,eAAe,CAAC;AAC1D,OAAO,EAAE,gBAAgB,EAAE,oBAAoB,EAAwB,MAAM,kBAAkB,CAAC;AAChG,OAAO,EAAE,KAAK,EAAE,sBAAsB,EAAE,qBAAqB,EAAE,MAAM,0BAAoB,CAAC;AAC1F,OAAO,EAGL,YAAY,EACZ,gBAAgB,EAChB,YAAY,GACb,MAAM,kBAAkB,CAAC;AAoC1B,sFAAsF;AACtF,MAAM,kBAAkB,GAAG;IACzB,eAAe;IACf,UAAU;IACV,eAAe;IACf,eAAe;IACf,aAAa;CACL,CAAC;AAEX,MAAM,MAAM,GAAG,UAAU,CAAC;AAgC1B,sGAAsG;AACtG,8DAA8D;AAC9D,sGAAsG;AAEtG,SAAS,oBAAoB,CAAC,CAAsB;IAClD,IAAI,OAAO,CAAC,KAAK,QAAQ,IAAI,CAAC,KAAK,IAAI,IAAK,CAAwB,CAAC,IAAI,KAAK,UAAU,EAAE,CAAC;QACzF,MAAM,CAAC,GAAI,CAAgC,CAAC,cAAc,CAAC;QAC3D,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC;YAClC,MAAM,IAAI,UAAU,CAClB,oEAAoE,CAAC,GAAG,EACxE;gBACE,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,KAAK,EAAE,aAAa,EAAE,KAAK,EAAE,CAAC,EAAE;aAC5C,CACF,CAAC;QACJ,CAAC;QACD,OAAO,CAAC,CAAC;IACX,CAAC;IACD,uFAAuF;IACvF,IAAI,OAAO,CAAC,KAAK,QAAQ,EAAE,CAAC;QAC1B,MAAM,IAAI,UAAU,CAClB,oGAAoG,MAAM,CAAC,CAAC,CAAC,KAAK,EAClH,EAAE,IAAI,EAAE,SAAS,CAAC,gBAAgB,EAAE,OAAO,EAAE,EAAE,KAAK,EAAE,aAAa,EAAE,KAAK,EAAE,CAAC,EAAE,EAAE,CAClF,CAAC;IACJ,CAAC;IACD,QAAQ,CAAC,EAAE,CAAC;QACV,KAAK,YAAY;YACf,OAAO,YAAY,CAAC;QACtB,KAAK,QAAQ;YACX,OAAO,QAAQ,CAAC;QAClB,KAAK,QAAQ;YACX,OAAO,CAAC,CAAC;QACX,KAAK,YAAY;YACf,OAAO,CAAC,CAAC;QACX,KAAK,WAAW;YACd,OAAO,CAAC,CAAC;QACX,KAAK,SAAS;YACZ,OAAO,EAAE,CAAC;QACZ;YACE,MAAM,IAAI,UAAU,CAAC,8CAA8C,MAAM,CAAC,CAAC,CAAC,IAAI,EAAE;gBAChF,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,KAAK,EAAE,aAAa,EAAE,KAAK,EAAE,CAAC,EAAE;aAC5C,CAAC,CAAC;IACP,CAAC;AACH,CAAC;AAED,oFAAoF;AACpF,SAAS,gBAAgB,CAAC,IAAY,EAAE,KAAa,EAAE,WAAgC;IACrF,IAAI,KAAK,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IAC1B,MAAM,CAAC,GAAG,oBAAoB,CAAC,WAAW,CAAC,CAAC;IAC5C,IAAI,CAAC,KAAK,YAAY;QAAE,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,IAAI,GAAG,KAAK,CAAC,CAAC;IACvD,IAAI,CAAC,KAAK,QAAQ;QAAE,OAAO,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,GAAG,KAAK,CAAC,CAAC;IAClD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC;AAC5C,CAAC;AAED,+EAA+E;AAC/E,SAAS,gBAAgB,CACvB,cAAsB,EACtB,KAAa,EACb,WAAgC;IAEhC,MAAM,CAAC,GAAG,oBAAoB,CAAC,WAAW,CAAC,CAAC;IAC5C,IAAI,CAAC,KAAK,YAAY;QAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,cAAc,CAAC,GAAG,KAAK,CAAC;IACjE,IAAI,CAAC,KAAK,QAAQ;QAAE,OAAO,CAAC,CAAC,GAAG,cAAc,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC;IAC5D,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;AAC9D,CAAC;AAQD,SAAS,UAAU,CAAC,KAAiB;IACnC,MAAM,EAAE,EAAE,EAAE,KAAK,EAAE,aAAa,EAAE,aAAa,EAAE,QAAQ,EAAE,aAAa,EAAE,GAAG,KAAK,CAAC;IACnF,MAAM,CAAC,GAAG,EAAE,CAAC,MAAM,CAAC;IACpB,MAAM,MAAM,GAAG,EAAE,CAAC,CAAC,CAAE,CAAC;IACtB,MAAM,KAAK,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC;IAEzB,0FAA0F;IAC1F,MAAM,IAAI,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAE,GAAG,CAAC,CAAC,CAAC,CAAC,8BAA8B;IAC7E,MAAM,GAAG,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,CAAE,GAAG,CAAC,CAAC,CAAC,CAAC;IAEvD,IAAI,WAAgD,CAAC;IACrD,IAAI,WAAgD,CAAC;IACrD,IAAI,aAAa,KAAK,WAAW;QAAE,WAAW,GAAG,sBAAsB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;IACnF,IAAI,aAAa,KAAK,WAAW;QAAE,WAAW,GAAG,qBAAqB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;IAElF,qFAAqF;IACrF,MAAM,OAAO,GAAG,CAAC,CAAS,EAAU,EAAE;QACpC,IAAI,EAAE,GAAG,CAAC,CAAC;QACX,IAAI,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACf,OAAO,EAAE,GAAG,EAAE,GAAG,CAAC,EAAE,CAAC;YACnB,MAAM,GAAG,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;YAC3B,IAAI,EAAE,CAAC,GAAG,CAAE,IAAI,CAAC;gBAAE,EAAE,GAAG,GAAG,CAAC;;gBACvB,EAAE,GAAG,GAAG,CAAC;QAChB,CAAC;QACD,OAAO,EAAE,CAAC;IACZ,CAAC,CAAC;IAEF,iFAAiF;IACjF,MAAM,gBAAgB,GAAG,CAAC,CAAS,EAAU,EAAE;QAC7C,IAAI,CAAC,IAAI,MAAM;YAAE,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,CAAE,GAAG,CAAC,CAAC,CAAC,CAAC,4BAA4B;QAC9E,IAAI,CAAC,IAAI,KAAK;YAAE,OAAO,GAAG,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC;QACnC,MAAM,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QACrB,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC,CAAE,CAAC;QAClB,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC;QACtB,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC;QAC/B,QAAQ,aAAa,EAAE,CAAC;YACtB,KAAK,mBAAmB,CAAC,CAAC,CAAC;gBACzB,MAAM,EAAE,GAAG,IAAI,CAAC,CAAC,CAAE,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,CAAC;gBACpD,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;YACtB,CAAC;YACD,KAAK,gBAAgB;gBACnB,OAAO,GAAG,CAAC,CAAC,CAAE,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,GAAG,CAAC,CAAC,CAAE,CAAC,CAAC;YAC/C,KAAK,YAAY,CAAC,CAAC,CAAC;gBAClB,MAAM,CAAC,GAAG,KAAK,CAAC,CAAC,CAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,KAAK,CAAC,CAAC,CAAE,CAAC,CAAC;gBACtD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAC1B,CAAC;YACD,KAAK,WAAW;gBACd,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,WAAY,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YACxC,KAAK,WAAW;gBACd,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,WAAY,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAC1C,CAAC;IACH,CAAC,CAAC;IAEF;;;;;;;;;;;;;;OAcG;IACH,MAAM,YAAY,GAAG,GAAW,EAAE;QAChC,IAAI,CAAC,GAAG,CAAC,IAAI,MAAM,KAAK,CAAC,IAAI,KAAK,CAAC,eAAe,KAAK,IAAI;YAAE,OAAO,KAAK,CAAC,CAAC,CAAE,CAAC;QAC9E,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC,CAAE,CAAC;QAClB,QAAQ,aAAa,EAAE,CAAC;YACtB,KAAK,mBAAmB;gBACtB,yFAAyF;gBACzF,OAAO,KAAK,CAAC,CAAC,CAAE,CAAC;YACnB,KAAK,gBAAgB;gBACnB,wDAAwD;gBACxD,OAAO,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAE,CAAC,GAAG,EAAE,CAAC;YAC5B,KAAK,YAAY;gBACf,4EAA4E;gBAC5E,OAAO,KAAK,CAAC,CAAC,CAAE,CAAC;YACnB,KAAK,WAAW;gBACd,OAAO,WAAY,CAAC,CAAC,CAAC,CAAC;YACzB,KAAK,WAAW;gBACd,OAAO,WAAY,CAAC,CAAC,CAAC,CAAC;QAC3B,CAAC;IACH,CAAC,CAAC;IAEF,wGAAwG;IACxG,MAAM,SAAS,GAAG,GAAW,EAAE;QAC7B,IAAI,CAAC,GAAG,CAAC;YAAE,OAAO,KAAK,CAAC,CAAC,CAAE,CAAC,CAAC,uBAAuB;QACpD,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAChB,OAAO,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,KAAK,CAAC,CAAC,CAAE,GAAG,EAAE,CAAC,CAAC,CAAE,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,EAAE,CAAC,CAAC,CAAE,CAAC,CAAC;IACnF,CAAC,CAAC;IAEF,MAAM,UAAU,GAAG,CAAC,CAAS,EAAU,EAAE;QACvC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC;YACV,MAAM,IAAI,UAAU,CAAC,oDAAoD,CAAC,IAAI,EAAE;gBAC9E,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,SAAS,EAAE,CAAC,EAAE;aAC1B,CAAC,CAAC;QACL,CAAC;QACD,IAAI,CAAC,KAAK,CAAC;YAAE,OAAO,CAAC,CAAC;QACtB,IAAI,CAAC,IAAI,KAAK;YAAE,OAAO,gBAAgB,CAAC,CAAC,CAAC,CAAC;QAC3C,0BAA0B;QAC1B,QAAQ,aAAa,EAAE,CAAC;YACtB,KAAK,UAAU;gBACb,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,CAAC,CAAC,CAAC;YACtC,KAAK,aAAa;gBAChB,OAAO,GAAG,CAAC,CAAC,GAAG,CAAC,CAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,SAAS,EAAE,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC;YAC5D,KAAK,OAAO;gBACV,MAAM,IAAI,UAAU,CAAC,iDAAiD,CAAC,MAAM,KAAK,IAAI,EAAE;oBACtF,IAAI,EAAE,SAAS,CAAC,eAAe;oBAC/B,OAAO,EAAE,EAAE,SAAS,EAAE,CAAC,EAAE,eAAe,EAAE,KAAK,EAAE;iBAClD,CAAC,CAAC;QACP,CAAC;IACH,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG,CAAC,EAAmB,EAAU,EAAE,CAC7C,OAAO,EAAE,KAAK,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,YAAY,CAAC,aAAa,EAAE,EAAE,EAAE,QAAQ,CAAC,CAAC;IAE1E,MAAM,OAAO,GAAkB,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/C,wFAAwF;QACxF,wBAAwB;QACxB,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,IAAI,mBAAmB,CAAC,aAAa,EAAE,CAAC,EAAE,QAAQ,CAAC;QACzE,UAAU,EAAE,CAAC;QACb,IAAI,EAAE,KAAK,CAAC,CAAC,CAAE;QACf,QAAQ,EAAE,GAAG,CAAC,CAAC,CAAE;KAClB,CAAC,CAAC,CAAC;IAEJ,MAAM,IAAI,GAAe;QACvB,aAAa;QACb,QAAQ;QACR,aAAa;QACb,aAAa;QACb,OAAO;QACP,MAAM;QACN,QAAQ,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,UAAU,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QACxC,QAAQ,EAAE,CAAC,EAAE,EAAE,WAAW,GAAG,YAAY,EAAE,EAAE;YAC3C,MAAM,CAAC,GAAG,MAAM,CAAC,EAAE,CAAC,CAAC;YACrB,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC;gBACZ,2FAA2F;gBAC3F,gFAAgF;gBAChF,MAAM,EAAE,GAAG,YAAY,EAAE,CAAC;gBAC1B,MAAM,CAAC,GAAG,oBAAoB,CAAC,WAAW,CAAC,CAAC;gBAC5C,OAAO,CAAC,KAAK,YAAY,IAAI,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAChF,CAAC;YACD,OAAO,gBAAgB,CAAC,UAAU,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,WAAW,CAAC,CAAC;QACzD,CAAC;QACD,WAAW,EAAE,CAAC,IAAI,EAAE,EAAE,EAAE,WAAW,GAAG,QAAQ,EAAE,EAAE;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC;YACxB,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,CAAC;YACtB,IAAI,EAAE,IAAI,EAAE,EAAE,CAAC;gBACb,MAAM,IAAI,UAAU,CAAC,kCAAkC,EAAE;oBACvD,IAAI,EAAE,SAAS,CAAC,eAAe;oBAC/B,OAAO,EAAE,EAAE,IAAI,EAAE,EAAE,EAAE;iBACtB,CAAC,CAAC;YACL,CAAC;YACD,MAAM,OAAO,GACX,OAAO,IAAI,KAAK,QAAQ,IAAI,OAAO,EAAE,KAAK,QAAQ;gBAChD,CAAC,CAAC,YAAY,CAAC,IAAI,EAAE,EAAE,EAAE,WAAW,CAAC;gBACrC,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC;YACd,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,UAAU,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,GAAG,OAAO,CAAC;QACzD,CAAC;QACD,oBAAoB,EAAE,CAAC,EAAE,EAAE,EAAE;YAC3B,MAAM,CAAC,GAAG,MAAM,CAAC,EAAE,CAAC,CAAC;YACrB,MAAM,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,GAAG,IAAI,CAAC,CAAC;YACnC,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC;YAC9B,MAAM,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YACjB,sFAAsF;YACtF,OAAO,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC;QAC5E,CAAC;QACD,KAAK,EAAE,CAAC,KAAK,EAAE,EAAE,CAAC,UAAU,CAAC,EAAE,GAAG,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,KAAK,CAAC,EAAE,CAAC;QAC9E,UAAU,EAAE,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE;YAC3B,4FAA4F;YAC5F,8DAA8D;YAC9D,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,KAAK,CAAC,IAAI,KAAK,GAAG,CAAC,IAAI,KAAK,IAAI,CAAC,EAAE,CAAC;gBAC5D,MAAM,IAAI,UAAU,CAAC,qBAAqB,KAAK,qBAAqB,CAAC,GAAG,CAAC,IAAI,EAAE;oBAC7E,IAAI,EAAE,SAAS,CAAC,eAAe;oBAC/B,OAAO,EAAE,EAAE,KAAK,EAAE,OAAO,EAAE,CAAC,EAAE;iBAC/B,CAAC,CAAC;YACL,CAAC;YACD,MAAM,IAAI,GAAG,KAAK,CAAC,KAAK,EAAE,CAAC;YAC3B,IAAI,CAAC,KAAK,CAAC,GAAG,IAAI,CAAC,KAAK,CAAE,GAAG,KAAK,CAAC;YACnC,OAAO,UAAU,CAAC,EAAE,GAAG,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CAAC;QAC/C,CAAC;QACD,SAAS,EAAE,CAAC,MAAM,EAAE,EAAE;YACpB,8FAA8F;YAC9F,2FAA2F;YAC3F,2FAA2F;YAC3F,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CACvB,IAAI,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,EAAE,EAAE,GAAG,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CACxF,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YACxB,MAAM,aAAa,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;YAC3F,OAAO,UAAU,CAAC;gBAChB,aAAa;gBACb,QAAQ;gBACR,aAAa;gBACb,aAAa;gBACb,EAAE,EAAE,MAAM;gBACV,KAAK,EAAE,aAAa;aACrB,CAAC,CAAC;QACL,CAAC;KACF,CAAC;IACF,gBAAgB,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;IAC9B,OAAO,IAAI,CAAC;AACd,CAAC;AACD,oBAAoB,CAAC,UAAU,CAAC,CAAC;AAEjC,4DAA4D;AAC5D,SAAS,YAAY,CAAC,WAAmB,EAAE,IAAY;IACrD,MAAM,CAAC,GAAG,IAAI,IAAI,CAAC,WAAW,GAAG,IAAI,GAAG,MAAM,CAAC,CAAC;IAChD,MAAM,GAAG,GAAG,CAAC,CAAS,EAAU,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;IAC9D,OAAO,GAAG,CAAC,CAAC,cAAc,EAAE,IAAI,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC;AACpF,CAAC;AAED;;;;;GAKG;AACH,SAAS,mBAAmB,CAC1B,aAAqB,EACrB,CAAS,EACT,QAA6B;IAE7B,MAAM,KAAK,GAAG,gBAAgB,CAAC,aAAa,CAAC,CAAC;IAC9C,0EAA0E;IAC1E,IAAI,EAAE,GAAG,CAAC,CAAC;IACX,IAAI,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;IAC7C,OAAO,EAAE,GAAG,EAAE,GAAG,CAAC,EAAE,CAAC;QACnB,MAAM,GAAG,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;QAC3B,IAAI,YAAY,CAAC,aAAa,EAAE,YAAY,CAAC,KAAK,EAAE,GAAG,CAAC,EAAE,QAAQ,CAAC,GAAG,CAAC;YAAE,EAAE,GAAG,GAAG,CAAC;;YAC7E,EAAE,GAAG,GAAG,CAAC;IAChB,CAAC;IACD,0EAA0E;IAC1E,MAAM,GAAG,GAAG,YAAY,CAAC,aAAa,EAAE,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,EAAE,QAAQ,CAAC,CAAC;IAC3E,MAAM,GAAG,GAAG,YAAY,CAAC,aAAa,EAAE,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,EAAE,QAAQ,CAAC,CAAC;IAC3E,OAAO,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC,IAAI,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;AACpG,CAAC;AAED,wGAAwG;AACxG,SAAS,cAAc,CACrB,MAAgD,EAChD,aAAqB,EACrB,QAA6B,EAC7B,KAAa;IAEb,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACxB,MAAM,IAAI,UAAU,CAAC,qBAAqB,KAAK,mCAAmC,EAAE;YAClF,IAAI,EAAE,SAAS,CAAC,eAAe;YAC/B,OAAO,EAAE,EAAE,KAAK,EAAE;SACnB,CAAC,CAAC;IACL,CAAC;IACD,MAAM,IAAI,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,KAAK,CAAC,EAAE,EAAE;QACxC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;YAC5B,MAAM,IAAI,UAAU,CAAC,8BAA8B,KAAK,aAAa,IAAI,GAAG,EAAE;gBAC5E,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,IAAI,EAAE,KAAK,EAAE;aACzB,CAAC,CAAC;QACL,CAAC;QACD,OAAO,EAAE,CAAC,EAAE,YAAY,CAAC,aAAa,EAAE,IAAI,EAAE,QAAQ,CAAC,EAAE,IAAI,EAAE,KAAK,EAAE,CAAC;IACzE,CAAC,CAAC,CAAC;IACH,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACrC,IAAI,IAAI,CAAC,CAAC,CAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC;YACnB,MAAM,IAAI,UAAU,CAClB,0BAA0B,IAAI,CAAC,CAAC,CAAE,CAAC,IAAI,iCAAiC,aAAa,GAAG,EACxF;gBACE,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,CAAC,CAAE,CAAC,IAAI,EAAE,aAAa,EAAE;aAChD,CACF,CAAC;QACJ,CAAC;QACD,IAAI,CAAC,GAAG,CAAC,IAAI,IAAI,CAAC,CAAC,CAAE,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,CAAC,EAAE,CAAC;YAC3C,MAAM,IAAI,UAAU,CAAC,4CAA4C,IAAI,CAAC,CAAC,CAAE,CAAC,IAAI,GAAG,EAAE;gBACjF,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,IAAI,EAAE,IAAI,CAAC,CAAC,CAAE,CAAC,IAAI,EAAE;aACjC,CAAC,CAAC;QACL,CAAC;IACH,CAAC;IACD,OAAO;QACL,EAAE,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACxB,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,KAAK,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC;KAC/B,CAAC;AACJ,CAAC;AAED,MAAM,oBAAoB,GAAG;IAC3B,mBAAmB;IACnB,YAAY;IACZ,gBAAgB;IAChB,WAAW;IACX,WAAW;CACqC,CAAC;AACnD,MAAM,oBAAoB,GAAG;IAC3B,aAAa;IACb,UAAU;IACV,OAAO;CACyC,CAAC;AACnD,MAAM,kBAAkB,GAAG;IACzB,YAAY;IACZ,QAAQ;IACR,QAAQ;IACR,YAAY;IACZ,WAAW;IACX,SAAS;CACD,CAAC;AAEX;;;;GAIG;AACH,SAAS,uBAAuB,CAC9B,YAAoB,EACpB,OAKC;IAED,yBAAyB,CAAC,OAAO,CAAC,QAAQ,EAAE,YAAY,CAAC,CAAC;IAC1D,MAAM,SAAS,GAAI,OAAuC,CAAC,aAAa,CAAC;IACzE,IAAI,SAAS,KAAK,SAAS,IAAI,CAAC,OAAO,SAAS,KAAK,QAAQ,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC,CAAC,EAAE,CAAC;QACzF,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,sEAAsE,SAAS,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,SAAS,GAAG,EACtI;YACE,IAAI,EAAE,SAAS,CAAC,cAAc;YAC9B,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,eAAe,EAAE;SAC5D,CACF,CAAC;IACJ,CAAC;IACD,MAAM,QAAQ,GAAG,CAAC,KAAc,EAAE,KAAa,EAAE,MAAyB,EAAQ,EAAE;QAClF,IAAI,KAAK,KAAK,SAAS;YAAE,OAAO;QAChC,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,OAAO;QAChE,IAAI,KAAK,KAAK,aAAa,EAAE,CAAC;YAC5B,yFAAyF;YACzF,uFAAuF;YACvF,IACE,OAAO,KAAK,KAAK,QAAQ;gBACzB,KAAK,KAAK,IAAI;gBACb,KAA4B,CAAC,IAAI,KAAK,UAAU,EACjD,CAAC;gBACD,MAAM,CAAC,GAAI,KAAsC,CAAC,cAAc,CAAC;gBACjE,IAAI,OAAO,CAAC,KAAK,QAAQ,IAAI,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC;oBAAE,OAAO;gBACjE,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,sEAAsE,MAAM,CAAC,CAAC,CAAC,GAAG,EACjG;oBACE,IAAI,EAAE,SAAS,CAAC,eAAe;oBAC/B,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,aAAa,EAAE;iBAC1D,CACF,CAAC;YACJ,CAAC;YACD,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;gBAC9B,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,qGAAqG,MAAM,CAAC,KAAK,CAAC,KAAK,EACtI;oBACE,IAAI,EAAE,SAAS,CAAC,gBAAgB;oBAChC,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,aAAa,EAAE;iBAC1D,CACF,CAAC;YACJ,CAAC;QACH,CAAC;QACD,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,KAAK,KAAK,mBAAmB,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,KAAK,KAAK,aAAa,CAAC,CAAC,CAAC,0CAA0C,CAAC,CAAC,CAAC,EAAE,4BAA4B,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,KAAK,KAAK,QAAQ,CAAC,CAAC,CAAC,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,OAAO,KAAK,GAAG,EAC1P;YACE,IAAI,EAAE,SAAS,CAAC,gBAAgB;YAChC,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,QAAQ,EAAE,KAAK,EAAE;SAC5D,CACF,CAAC;IACJ,CAAC,CAAC;IACF,QAAQ,CAAC,OAAO,CAAC,aAAa,EAAE,eAAe,EAAE,oBAAoB,CAAC,CAAC;IACvE,QAAQ,CAAC,OAAO,CAAC,aAAa,EAAE,eAAe,EAAE,oBAAoB,CAAC,CAAC;IACvE,QAAQ,CAAC,OAAO,CAAC,WAAW,EAAE,aAAa,EAAE,kBAAkB,CAAC,CAAC;AACnE,CAAC;AAED;;;GAGG;AACH,SAAS,+BAA+B,CAAC,YAAoB,EAAE,OAAgB;IAC7E,IAAI,OAAO,KAAK,SAAS;QAAE,OAAO;IAClC,IAAI,OAAO,KAAK,IAAI,IAAI,OAAO,OAAO,KAAK,QAAQ,IAAI,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE,CAAC;QAC9E,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,uDAAuD,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO,OAAO,GAAG,EACtJ,EAAE,IAAI,EAAE,SAAS,CAAC,cAAc,EAAE,OAAO,EAAE,EAAE,KAAK,EAAE,SAAS,EAAE,EAAE,CAClE,CAAC;IACJ,CAAC;AACH,CAAC;AAED,SAAS,aAAa,CAAC,OAAqB,EAAE,SAAiB;IAC7D,uBAAuB,CAAC,sBAAsB,EAAE,OAAO,CAAC,CAAC;IACzD,OAAO;QACL,aAAa,EAAE,OAAO,CAAC,aAAa,IAAI,SAAS;QACjD,QAAQ,EAAE,OAAO,CAAC,QAAQ,IAAK,UAAkC;QACjE,aAAa,EAAE,OAAO,CAAC,aAAa,IAAK,mBAA0C;QACnF,aAAa,EAAE,OAAO,CAAC,aAAa,IAAK,aAAoC;KAC9E,CAAC;AACJ,CAAC;AAED,0GAA0G;AAC1G,SAAS,aAAa,CACpB,MAAgD,EAChD,UAAwB,EAAE;IAE1B,oBAAoB,CAAC,sBAAsB,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;IAC/D,+BAA+B,CAAC,sBAAsB,EAAE,OAAO,CAAC,CAAC;IACjE,eAAe,CAAC,sBAAsB,EAAE,SAAS,EAAE,OAAO,EAAE,kBAAkB,CAAC,CAAC;IAChF,IAAI,MAAM,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;QACnD,MAAM,IAAI,UAAU,CAClB,sFAAsF,EACtF,EAAE,IAAI,EAAE,SAAS,CAAC,cAAc,EAAE,OAAO,EAAE,EAAE,EAAE,CAChD,CAAC;IACJ,CAAC;IACD,MAAM,SAAS,GAAG,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;IACvC,MAAM,EAAE,aAAa,EAAE,QAAQ,EAAE,aAAa,EAAE,aAAa,EAAE,GAAG,aAAa,CAC7E,OAAO,EACP,SAAS,CACV,CAAC;IACF,MAAM,EAAE,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG,cAAc,CAAC,MAAM,EAAE,aAAa,EAAE,QAAQ,EAAE,WAAW,CAAC,CAAC;IAC3F,MAAM,WAAW,GAAG,OAAO,CAAC,WAAW,IAAI,YAAY,CAAC;IACxD,MAAM,CAAC,GAAG,oBAAoB,CAAC,WAAW,CAAC,CAAC;IAC5C,yEAAyE;IACzE,MAAM,KAAK,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;QAC5B,MAAM,MAAM,GAAG,MAAM,CAAC,CAAC,CAAE,CAAC;QAC1B,IAAI,CAAC,GAAG,CAAC;YAAE,OAAO,gBAAgB,CAAC,gBAAgB,CAAC,MAAM,EAAE,CAAC,EAAE,WAAW,CAAC,EAAE,CAAC,EAAE,YAAY,CAAC,CAAC;QAC9F,2FAA2F;QAC3F,2FAA2F;QAC3F,4FAA4F;QAC5F,0FAA0F;QAC1F,oFAAoF;QACpF,8BAA8B;QAC9B,IAAI,CAAC,KAAK,YAAY,IAAI,CAAC,KAAK,QAAQ;YAAE,OAAO,MAAM,CAAC;QACxD,IAAI,CAAC,CAAC,CAAC,GAAG,MAAM,GAAG,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC;YAC1B,MAAM,IAAI,UAAU,CAClB,iCAAiC,MAAM,WAAW,MAAM,CAAC,WAAW,CAAC,cAAc,CAAC,oBAAoB;gBACtG,kDAAkD,EACpD,EAAE,IAAI,EAAE,SAAS,CAAC,eAAe,EAAE,OAAO,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,WAAW,EAAE,EAAE,CAChF,CAAC;QACJ,CAAC;QACD,OAAO,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;IACH,OAAO,UAAU,CAAC;QAChB,aAAa;QACb,QAAQ;QACR,aAAa;QACb,aAAa;QACb,EAAE;QACF,KAAK;QACL,KAAK;QACL,gGAAgG;QAChG,yDAAyD;QACzD,eAAe,EAAE,IAAI;KACtB,CAAC,CAAC;AACL,CAAC;AAED,2DAA2D;AAC3D,SAAS,mBAAmB,CAC1B,MAAgD,EAChD,UAAwB,EAAE;IAE1B,oBAAoB,CAAC,4BAA4B,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;IACrE,+BAA+B,CAAC,4BAA4B,EAAE,OAAO,CAAC,CAAC;IACvE,eAAe,CAAC,4BAA4B,EAAE,SAAS,EAAE,OAAO,EAAE,kBAAkB,CAAC,CAAC;IACtF,IAAI,MAAM,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;QACnD,MAAM,IAAI,UAAU;QAClB,0FAA0F;QAC1F,mFAAmF;QACnF,sGAAsG,EACtG,EAAE,IAAI,EAAE,SAAS,CAAC,cAAc,EAAE,OAAO,EAAE,EAAE,EAAE,CAChD,CAAC;IACJ,CAAC;IACD,MAAM,SAAS,GAAG,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;IACvC,MAAM,EAAE,aAAa,EAAE,QAAQ,EAAE,aAAa,EAAE,aAAa,EAAE,GAAG,aAAa,CAC7E,OAAO,EACP,SAAS,CACV,CAAC;IACF,MAAM,EAAE,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG,cAAc,CAAC,MAAM,EAAE,aAAa,EAAE,QAAQ,EAAE,iBAAiB,CAAC,CAAC;IACjG,MAAM,KAAK,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;QAC5B,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAE,CAAC;QACtB,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC;YACZ,MAAM,IAAI,UAAU,CAAC,8DAA8D,EAAE,IAAI,EAAE;gBACzF,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,cAAc,EAAE,EAAE,EAAE;aAChC,CAAC,CAAC;QACL,CAAC;QACD,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC;IACzC,CAAC,CAAC,CAAC;IACH,OAAO,UAAU,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,aAAa,EAAE,aAAa,EAAE,EAAE,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC;AACjG,CAAC;AAED,uFAAuF;AACvF,MAAM,uBAAuB,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,eAAe,CAAC,CAAC;AASxF,kGAAkG;AAClG,SAAS,IAAI,CAAC,KAAqB;IACjC,qBAAqB,CAAC,aAAa,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;IACrD,eAAe,CAAC,aAAa,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,MAAM,EAAE,eAAe,EAAE,SAAS,CAAC,CAAC,CAAC;IACrF,MAAM,EAAE,IAAI,EAAE,aAAa,EAAE,OAAO,EAAE,OAAO,GAAG,EAAE,EAAE,GAAG,KAAK,CAAC;IAC7D,iGAAiG;IACjG,qBAAqB,CAAC,aAAa,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IACzD,eAAe,CAAC,aAAa,EAAE,SAAS,EAAE,OAAO,EAAE,uBAAuB,CAAC,CAAC;IAC5E,uBAAuB,CAAC,aAAa,EAAE,OAAO,CAAC,CAAC;IAChD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;QAC3B,MAAM,IAAI,UAAU,CAAC,6CAA6C,IAAI,IAAI,EAAE;YAC1E,IAAI,EAAE,SAAS,CAAC,eAAe;YAC/B,OAAO,EAAE,EAAE,QAAQ,EAAE,IAAI,EAAE;SAC5B,CAAC,CAAC;IACL,CAAC;IACD,MAAM,QAAQ,GAAG,OAAO,CAAC,QAAQ,IAAK,UAAkC,CAAC;IACzE,OAAO,UAAU,CAAC;QAChB,aAAa;QACb,QAAQ;QACR,aAAa,EAAE,OAAO,CAAC,aAAa,IAAI,YAAY;QACpD,aAAa,EAAE,OAAO,CAAC,aAAa,IAAI,UAAU;QAClD,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC;QACV,KAAK,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC;KACpB,CAAC,CAAC;AACL,CAAC;AAwED,0FAA0F;AAC1F,MAAM,sBAAsB,GAAG;IAC7B,eAAe;IACf,UAAU;IACV,eAAe;IACf,eAAe;CACP,CAAC;AAYX,uEAAuE;AACvE,MAAM,iCAAiC,GAAG,CAAC,GAAG,sBAAsB,EAAE,eAAe,CAAU,CAAC;AAUhG,uEAAuE;AACvE,MAAM,wBAAwB,GAAG,CAAC,GAAG,sBAAsB,EAAE,KAAK,EAAE,YAAY,CAAU,CAAC;AAY3F,qGAAqG;AACrG,SAAS,oBAAoB,CAC3B,KAAc,EACd,YAAoB,EACpB,KAAa;IAEb,IACE,KAAK,KAAK,IAAI;QACd,OAAO,KAAK,KAAK,QAAQ;QACzB,OAAQ,KAAgC,CAAC,QAAQ,KAAK,UAAU,EAChE,CAAC;QACD,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,KAAK,KAAK,8EAA8E;YACrG,kGAAkG,EACpG,EAAE,IAAI,EAAE,SAAS,CAAC,cAAc,EAAE,OAAO,EAAE,EAAE,KAAK,EAAE,EAAE,CACvD,CAAC;IACJ,CAAC;AACH,CAAC;AAED,SAAS,kBAAkB,CAAC,IAAyB;IACnD,OAAO,IAAI,CAAC,IAAI,KAAK,KAAK,IAAI,IAAI,CAAC,IAAI,KAAK,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC;AAClF,CAAC;AA2BD,iFAAiF;AACjF,SAAS,gBAAgB,CAAC,OAAyB;IACjD,uBAAuB,CAAC,kBAAkB,EAAE,OAAO,CAAC,CAAC;IACrD,OAAO;QACL,QAAQ,EAAE,OAAO,CAAC,QAAQ,IAAK,UAAkC;QACjE,aAAa,EAAE,OAAO,CAAC,aAAa,IAAK,mBAA0C;QACnF,aAAa,EAAE,OAAO,CAAC,aAAa,IAAK,aAAoC;KAC9E,CAAC;AACJ,CAAC;AAED;;;;;GAKG;AACH,SAAS,iBAAiB,CACxB,WAAkC,EAClC,aAAqB,EACrB,SAAyB,EACzB,UAAsB;IAEtB,MAAM,MAAM,GAAG,CAAC,GAAG,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAC5C,YAAY,CAAC,kBAAkB,CAAC,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAAC,CAAC,CAC3D,CAAC;IACF,yFAAyF;IACzF,MAAM,MAAM,GAAuB,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,CAAC;IACxD,MAAM,YAAY,GAAG,GAAe,EAAE,CACpC,mBAAmB,CAAC,MAAM,EAAE,EAAE,aAAa,EAAE,GAAG,SAAS,EAAE,CAAC,CAAC;IAE/D,KAAK,MAAM,IAAI,IAAI,MAAM,EAAE,CAAC;QAC1B,MAAM,QAAQ,GAAG,kBAAkB,CAAC,IAAI,CAAC,CAAC;QAC1C,IAAI,YAAY,CAAC,QAAQ,EAAE,aAAa,CAAC,IAAI,CAAC,EAAE,CAAC;YAC/C,MAAM,IAAI,UAAU,CAClB,0CAA0C,QAAQ,mCAAmC,EACrF;gBACE,IAAI,EAAE,SAAS,CAAC,eAAe;gBAC/B,OAAO,EAAE,EAAE,QAAQ,EAAE,aAAa,EAAE;aACrC,CACF,CAAC;QACJ,CAAC;QACD,IAAI,IAAI,CAAC,IAAI,KAAK,SAAS,EAAE,CAAC;YAC5B,MAAM,GAAG,GAAG,YAAY,CAAC,aAAa,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,QAAQ,IAAI,SAAS,CAAC,CAAC;YACnF,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,IAAI,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;QAC1D,CAAC;aAAM,IAAI,IAAI,CAAC,IAAI,KAAK,KAAK,IAAI,IAAI,CAAC,IAAI,KAAK,QAAQ,EAAE,CAAC;YACzD,MAAM,EAAE,GAAG,IAAI,CAAC,QAAQ,IAAI,SAAS,CAAC;YACtC,MAAM,GAAG,GAAG,YAAY,CAAC,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;YACnD,MAAM,GAAG,GACP,IAAI,CAAC,IAAI,KAAK,KAAK;gBACjB,CAAC,CAAC,IAAI,CAAC,IAAI;gBACX,CAAC,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,GAAG,GAAG,CAAC,IAAI,CAAC,mBAAmB,IAAI,CAAC,CAAC,CAAC;YACjE,MAAM,OAAO,GAAG,YAAY,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;YACpD,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,OAAO,GAAG,CAAC,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;QACrD,CAAC;aAAM,CAAC;YACN,MAAM,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,EAAE,aAAa,EAAE,MAAM,EAAE,SAAS,CAAC,CAAC,CAAC;QAClE,CAAC;IACH,CAAC;IACD,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,SAAS,SAAS,CAAC,WAAkC,EAAE,OAAyB;IAC9E,oBAAoB,CAAC,kBAAkB,EAAE,aAAa,EAAE,WAAW,CAAC,CAAC;IACrE,qBAAqB,CAAC,kBAAkB,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IAC9D,eAAe,CAAC,kBAAkB,EAAE,SAAS,EAAE,OAAO,EAAE,sBAAsB,CAAC,CAAC;IAChF,IAAI,WAAW,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC7B,MAAM,IAAI,UAAU,CAAC,qDAAqD,EAAE;YAC1E,IAAI,EAAE,SAAS,CAAC,eAAe;YAC/B,OAAO,EAAE,EAAE,WAAW,EAAE,CAAC,EAAE;SAC5B,CAAC,CAAC;IACL,CAAC;IACD,MAAM,SAAS,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAC;IAC5C,MAAM,MAAM,GAAG,iBAAiB,CAC9B,WAAW,EACX,OAAO,CAAC,aAAa,EACrB,SAAS,EACT,mBAAmB,CACpB,CAAC;IACF,OAAO,mBAAmB,CAAC,MAAM,EAAE,EAAE,aAAa,EAAE,OAAO,CAAC,aAAa,EAAE,GAAG,SAAS,EAAE,CAAC,CAAC;AAC7F,CAAC;AAED;;;;;;;;;GASG;AACH,SAAS,mBAAmB,CAC1B,WAAkC,EAClC,OAAmC;IAEnC,oBAAoB,CAAC,4BAA4B,EAAE,aAAa,EAAE,WAAW,CAAC,CAAC;IAC/E,qBAAqB,CAAC,4BAA4B,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IACxE,eAAe,CACb,4BAA4B,EAC5B,SAAS,EACT,OAAO,EACP,iCAAiC,CAClC,CAAC;IACF,oBAAoB,CAClB,OAAO,CAAC,aAAa,EACrB,4BAA4B,EAC5B,uBAAuB,CACxB,CAAC;IACF,IAAI,WAAW,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC7B,MAAM,IAAI,UAAU,CAAC,+DAA+D,EAAE;YACpF,IAAI,EAAE,SAAS,CAAC,eAAe;YAC/B,OAAO,EAAE,EAAE,WAAW,EAAE,CAAC,EAAE;SAC5B,CAAC,CAAC;IACL,CAAC;IACD,MAAM,SAAS,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAC;IAC5C,MAAM,MAAM,GAAG,iBAAiB,CAC9B,WAAW,EACX,OAAO,CAAC,aAAa,EACrB,SAAS,EACT,oBAAoB,CAAC,OAAO,CAAC,aAAa,CAAC,CAC5C,CAAC;IACF,OAAO,mBAAmB,CAAC,MAAM,EAAE,EAAE,aAAa,EAAE,OAAO,CAAC,aAAa,EAAE,GAAG,SAAS,EAAE,CAAC,CAAC;AAC7F,CAAC;AAED;;;;;GAKG;AACH,SAAS,mBAAmB,CAAC,OAAmC;IAC9D,qBAAqB,CAAC,4BAA4B,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IACxE,eAAe,CAAC,4BAA4B,EAAE,SAAS,EAAE,OAAO,EAAE,wBAAwB,CAAC,CAAC;IAC5F,oBAAoB,CAAC,4BAA4B,EAAE,aAAa,EAAE,OAAO,CAAC,GAAG,CAAC,CAAC;IAC/E,oBAAoB,CAAC,4BAA4B,EAAE,oBAAoB,EAAE,OAAO,CAAC,UAAU,CAAC,CAAC;IAC7F,MAAM,MAAM,GAAqB;QAC/B,aAAa,EAAE,OAAO,CAAC,aAAa;QACpC,GAAG,CAAC,OAAO,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACzE,GAAG,CAAC,OAAO,CAAC,aAAa,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,aAAa,EAAE,OAAO,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACxF,GAAG,CAAC,OAAO,CAAC,aAAa,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,aAAa,EAAE,OAAO,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;KACzF,CAAC;IACF,MAAM,aAAa,GAAG,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IACrD,MAAM,aAAa,GAAG,mBAAmB,CAAC,OAAO,CAAC,UAAU,EAAE,EAAE,GAAG,MAAM,EAAE,aAAa,EAAE,CAAC,CAAC;IAC5F,OAAO,EAAE,aAAa,EAAE,aAAa,EAAE,CAAC;AAC1C,CAAC;AAED;;;;;;;;;;;;;GAaG;AACH,SAAS,mBAAmB,CAC1B,IAAoB,EACpB,aAAqB,EACrB,MAAgD,EAChD,SAIC;IAED,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,CAAC,IAAI,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;IAC9F,MAAM,aAAa,GAAG,IAAI,CAAC,aAAa,IAAI,QAAQ,CAAC;IACrD,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,WAAW,CAAC;IAC1D,MAAM,aAAa,GAAG,IAAI,CAAC,aAAa,IAAI,SAAS,CAAC;IACtD,MAAM,aAAa,GAAG,gBAAgB,CAAC;QACrC,aAAa,EAAE,aAAa;QAC5B,YAAY,EAAE,IAAI,CAAC,QAAQ;QAC3B,SAAS,EAAE,cAAc;KAC1B,CAAC,CAAC;IACH,MAAM,aAAa,GAAG,gBAAgB,CAAC;QACrC,aAAa,EAAE,aAAa;QAC5B,YAAY,EAAE,IAAI,CAAC,QAAQ;QAC3B,SAAS,EAAE,cAAc;KAC1B,CAAC,CAAC;IAEH,MAAM,QAAQ,GAAG,CAAC,OAAe,EAAU,EAAE;QAC3C,MAAM,KAAK,GAAG,mBAAmB,CAAC,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAC,EAAE;YACvE,aAAa;YACb,GAAG,SAAS;SACb,CAAC,CAAC;QACH,IAAI,OAAO,GAAG,CAAC,CAAC;QAChB,KAAK,MAAM,CAAC,IAAI,aAAa,EAAE,CAAC;YAC9B,OAAO;gBACL,YAAY,CAAC,CAAC,CAAC,YAAY,EAAE,CAAC,CAAC,UAAU,EAAE,aAAa,CAAC,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;QAC9F,CAAC;QACD,wFAAwF;QACxF,6EAA6E;QAC7E,IAAI,OAAO,GAAG,CAAC,CAAC;QAChB,KAAK,MAAM,CAAC,IAAI,aAAa,EAAE,CAAC;YAC9B,MAAM,OAAO,GAAG,YAAY,CAAC,CAAC,CAAC,YAAY,EAAE,CAAC,CAAC,UAAU,EAAE,aAAa,CAAC,CAAC;YAC1E,OAAO;gBACL,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,EAAE,CAAC,CAAC,UAAU,EAAE,aAAa,CAAC;oBAC9D,OAAO;oBACP,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;QAClC,CAAC;QACD,OAAO,IAAI,CAAC,IAAI,GAAG,OAAO,GAAG,OAAO,CAAC;IACvC,CAAC,CAAC;IAEF,MAAM,GAAG,GAAG,KAAK,CAAC,QAAQ,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,aAAa,EAAE,KAAK,EAAE,iBAAiB,EAAE,GAAG,EAAE,CAAC,CAAC;IACvF,IAAI,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC;QACnB,MAAM,IAAI,gBAAgB,CACxB,sCAAsC,IAAI,CAAC,IAAI,aAAa,IAAI,CAAC,QAAQ,GAAG,EAC5E;YACE,IAAI,EAAE,SAAS,CAAC,mBAAmB;YACnC,OAAO,EAAE,EAAE,QAAQ,EAAE,IAAI,CAAC,QAAQ,EAAE,UAAU,EAAE,IAAI,CAAC,IAAI,EAAE,MAAM,EAAE,GAAG,CAAC,MAAM,EAAE;SAChF,CACF,CAAC;IACJ,CAAC;IACD,OAAO,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,CAAC,KAAK,CAAC,CAAC;AACpC,CAAC;AAED;;;;;;GAMG;AACH,SAAS,oBAAoB,CAAC,aAAyB;IACrD,OAAO,CAAC,IAAI,EAAE,aAAa,EAAE,MAAM,EAAE,SAAS,EAAE,EAAE;QAChD,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,CAAC,IAAI,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;QAC9F,MAAM,aAAa,GAAG,IAAI,CAAC,aAAa,IAAI,QAAQ,CAAC;QACrD,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,IAAI,WAAW,CAAC;QAC1D,MAAM,aAAa,GAAG,IAAI,CAAC,aAAa,IAAI,SAAS,CAAC;QACtD,MAAM,aAAa,GAAG,gBAAgB,CAAC;YACrC,aAAa,EAAE,aAAa;YAC5B,YAAY,EAAE,IAAI,CAAC,QAAQ;YAC3B,SAAS,EAAE,cAAc;SAC1B,CAAC,CAAC;QACH,MAAM,aAAa,GAAG,gBAAgB,CAAC;YACrC,aAAa,EAAE,aAAa;YAC5B,YAAY,EAAE,IAAI,CAAC,QAAQ;YAC3B,SAAS,EAAE,cAAc;SAC1B,CAAC,CAAC;QACH,4FAA4F;QAC5F,IAAI,OAAO,GAAG,CAAC,CAAC;QAChB,KAAK,MAAM,CAAC,IAAI,aAAa,EAAE,CAAC;YAC9B,OAAO;gBACL,YAAY,CAAC,CAAC,CAAC,YAAY,EAAE,CAAC,CAAC,UAAU,EAAE,aAAa,CAAC;oBACzD,aAAa,CAAC,QAAQ,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;QAC1C,CAAC;QAED,MAAM,QAAQ,GAAG,CAAC,OAAe,EAAU,EAAE;YAC3C,MAAM,IAAI,GAAG,mBAAmB,CAAC,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,QAAQ,EAAE,OAAO,CAAC,CAAC,EAAE;gBACtE,aAAa;gBACb,GAAG,SAAS;aACb,CAAC,CAAC;YACH,uFAAuF;YACvF,IAAI,OAAO,GAAG,CAAC,CAAC;YAChB,KAAK,MAAM,CAAC,IAAI,aAAa,EAAE,CAAC;gBAC9B,MAAM,OAAO,GAAG,YAAY,CAAC,CAAC,CAAC,YAAY,EAAE,CAAC,CAAC,UAAU,EAAE,aAAa,CAAC,CAAC;gBAC1E,MAAM,GAAG,GAAG,IAAI,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,EAAE,CAAC,CAAC,UAAU,EAAE,aAAa,CAAC,CAAC;gBAC1E,OAAO,IAAI,GAAG,GAAG,OAAO,GAAG,aAAa,CAAC,QAAQ,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;YACnE,CAAC;YACD,OAAO,IAAI,CAAC,IAAI,GAAG,OAAO,GAAG,OAAO,CAAC;QACvC,CAAC,CAAC;QAEF,MAAM,GAAG,GAAG,KAAK,CAAC,QAAQ,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,aAAa,EAAE,KAAK,EAAE,iBAAiB,EAAE,GAAG,EAAE,CAAC,CAAC;QACvF,IAAI,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC;YACnB,MAAM,IAAI,gBAAgB,CACxB,iDAAiD,IAAI,CAAC,IAAI,aAAa,IAAI,CAAC,QAAQ,GAAG,EACvF;gBACE,IAAI,EAAE,SAAS,CAAC,mBAAmB;gBACnC,OAAO,EAAE,EAAE,QAAQ,EAAE,IAAI,CAAC,QAAQ,EAAE,UAAU,EAAE,IAAI,CAAC,IAAI,EAAE,MAAM,EAAE,GAAG,CAAC,MAAM,EAAE;aAChF,CACF,CAAC;QACJ,CAAC;QACD,OAAO,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,CAAC,KAAK,CAAC,CAAC;IACpC,CAAC,CAAC;AACJ,CAAC;AAED;;;GAGG;AACH,MAAM,CAAC,MAAM,MAAM,GAAG;IACpB,aAAa;IACb,mBAAmB;IACnB,IAAI;IACJ,SAAS;IACT,8DAA8D;IAC9D,mBAAmB;IACnB,qGAAqG;IACrG,mBAAmB;IACnB,kDAAkD;IAClD,cAAc,EAAE,mBAAmB;CACpC,CAAC;AAEF,OAAO,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,CAAC"}
|
|
@@ -0,0 +1,277 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* `@insiderfinance/totalfinance/fixed-income/artifacts` — the six verbs of Stage 4.5 Decision 3 that an exact
|
|
3
|
+
* bootstrap can honour, over the four curve families (Decision 2), riding the Gate B spine and
|
|
4
|
+
* the shared fitted-model kit in core: `fittedModelArtifact`, `readFittedModel`,
|
|
5
|
+
* `evaluateFittedModel`, `replayFittedModel`, `compareFittedModels`, `fittedModelHoldout`.
|
|
6
|
+
*
|
|
7
|
+
* A bootstrap is exact by construction, so the family has no search to warm-start or perturb:
|
|
8
|
+
* this subpath exports no `warmStartFrom` and no `fittedModelStability` (a verb that refuses
|
|
9
|
+
* every input is a dead door, not shape parity — the descriptor's `warmStart: false` discloses
|
|
10
|
+
* the absence with its reason), and `fittedModelHoldout` is the family's residual diagnostic — a
|
|
11
|
+
* refit on the retained instruments and the repricing residuals of the held-out ones through the
|
|
12
|
+
* package's public valuation.
|
|
13
|
+
*
|
|
14
|
+
* Curves are stored as their data (`YieldCurveData` / `SurvivalCurveData`) and restored EXACTLY
|
|
15
|
+
* (`curve-data.ts`); a restored discount curve drops into `MarketSnapshot.observations.curves`
|
|
16
|
+
* through `rateCurveFromYieldCurve` — Program 5's "used in a book/scenario calculation".
|
|
17
|
+
*/
|
|
18
|
+
import { type Provenance, type QuantWarning } from '../../core/dist/index.js';
|
|
19
|
+
import { type AnalysisArtifact, type AppliedMigration, type ArtifactMigrationRegistry, type ArtifactReplayParity, type ComparisonLimits, type ComparisonTolerance, type FittedModelSummary, type TableHandle } from '../../core/dist/artifacts/index.js';
|
|
20
|
+
import { type CalibrationOf, type CurveModelFamily, type EvaluationOf, type FitOf, type LiveFitOf, type StoredCalibrationOf } from './fitted-model-families.js';
|
|
21
|
+
export declare const FIXED_INCOME_FITTED_MODEL_ARTIFACT_TYPE = "fixed-income.fitted-model";
|
|
22
|
+
export interface FittedModelArtifactLimits {
|
|
23
|
+
maximumEmbeddedBytes?: number;
|
|
24
|
+
embeddedRowLimit?: number;
|
|
25
|
+
}
|
|
26
|
+
/** The typed report every curve verb reads and writes — the artifact's `result`, verbatim. */
|
|
27
|
+
export type CurveFittedModelReport<F extends CurveModelFamily = CurveModelFamily> = Readonly<Record<string, unknown>> & {
|
|
28
|
+
family: F;
|
|
29
|
+
modelVersion: number;
|
|
30
|
+
summary: FittedModelSummary;
|
|
31
|
+
/** The bootstrap's result as its own data (restored exactly by the public constructors). */
|
|
32
|
+
fit: FitOf<F>;
|
|
33
|
+
/** The bootstrap's input, verbatim, with live curves as their data and referenced row sets as handles. */
|
|
34
|
+
calibration: StoredCalibrationOf<F>;
|
|
35
|
+
referencedData: Record<string, TableHandle>;
|
|
36
|
+
assumptions: {
|
|
37
|
+
conventionsVersion: string;
|
|
38
|
+
family: F;
|
|
39
|
+
modelVersion: number;
|
|
40
|
+
calibrator: string;
|
|
41
|
+
evaluator: string | null;
|
|
42
|
+
inputPolicy: 'embedded' | 'referenced';
|
|
43
|
+
/** The curve's currency — a stored curve without a unit is a number without one. */
|
|
44
|
+
currency: string;
|
|
45
|
+
projection: string;
|
|
46
|
+
};
|
|
47
|
+
diagnostics: {
|
|
48
|
+
warnings: QuantWarning[];
|
|
49
|
+
fitWarningCount: number;
|
|
50
|
+
embeddedCalibrationBytes: number;
|
|
51
|
+
referencedRowSets: string[];
|
|
52
|
+
};
|
|
53
|
+
};
|
|
54
|
+
export interface FittedModelArtifactInput<F extends CurveModelFamily> {
|
|
55
|
+
family: F;
|
|
56
|
+
/** The live result the bootstrap returned (a YieldCurve, a MultiCurve, a SurvivalCurve). */
|
|
57
|
+
fit: LiveFitOf<F>;
|
|
58
|
+
/** The bootstrap's input with its rows and live curves — the adapter stores curve data and mints handles. */
|
|
59
|
+
calibration: CalibrationOf<F>;
|
|
60
|
+
currency: string;
|
|
61
|
+
referenceRowSets?: readonly string[];
|
|
62
|
+
locators?: Record<string, string>;
|
|
63
|
+
snapshotHash?: string;
|
|
64
|
+
libraryVersion?: string;
|
|
65
|
+
createdFrom?: string[];
|
|
66
|
+
provenance?: Provenance;
|
|
67
|
+
limits?: FittedModelArtifactLimits;
|
|
68
|
+
}
|
|
69
|
+
export interface ReadFittedModelResult<F extends CurveModelFamily = CurveModelFamily> {
|
|
70
|
+
report: CurveFittedModelReport<F>;
|
|
71
|
+
artifact: AnalysisArtifact;
|
|
72
|
+
migrationsApplied: AppliedMigration[];
|
|
73
|
+
modelMigrationsApplied: AppliedMigration[];
|
|
74
|
+
}
|
|
75
|
+
export interface FittedModelEvaluation<F extends CurveModelFamily = CurveModelFamily> {
|
|
76
|
+
family: F;
|
|
77
|
+
at: EvaluationOf<F>;
|
|
78
|
+
values: (number | null)[];
|
|
79
|
+
reasons: Array<{
|
|
80
|
+
index: number;
|
|
81
|
+
reason: string;
|
|
82
|
+
}>;
|
|
83
|
+
coordinates: Array<Record<string, number | string>>;
|
|
84
|
+
unit: string;
|
|
85
|
+
assumptions: {
|
|
86
|
+
conventionsVersion: string;
|
|
87
|
+
family: F;
|
|
88
|
+
modelVersion: number;
|
|
89
|
+
currency: string;
|
|
90
|
+
evaluator: string;
|
|
91
|
+
options: Record<string, unknown>;
|
|
92
|
+
extrapolation: string;
|
|
93
|
+
};
|
|
94
|
+
diagnostics: {
|
|
95
|
+
warnings: QuantWarning[];
|
|
96
|
+
outsideCalibratedRange: number;
|
|
97
|
+
};
|
|
98
|
+
}
|
|
99
|
+
export interface FittedModelReplay<F extends CurveModelFamily = CurveModelFamily> {
|
|
100
|
+
family: F;
|
|
101
|
+
artifactId: string;
|
|
102
|
+
recomputed: CurveFittedModelReport<F>;
|
|
103
|
+
parity: ArtifactReplayParity;
|
|
104
|
+
assumptions: {
|
|
105
|
+
conventionsVersion: string;
|
|
106
|
+
family: F;
|
|
107
|
+
modelVersion: number;
|
|
108
|
+
calibrator: string;
|
|
109
|
+
libraryVersion: {
|
|
110
|
+
saved: string | null;
|
|
111
|
+
current: string | null;
|
|
112
|
+
};
|
|
113
|
+
referencedRowSets: string[];
|
|
114
|
+
};
|
|
115
|
+
diagnostics: {
|
|
116
|
+
warnings: QuantWarning[];
|
|
117
|
+
};
|
|
118
|
+
}
|
|
119
|
+
export interface ParameterDelta {
|
|
120
|
+
parameter: string;
|
|
121
|
+
baselineValue: number | string;
|
|
122
|
+
candidateValue: number | string;
|
|
123
|
+
absoluteDelta: number | null;
|
|
124
|
+
relativeDelta: number | null;
|
|
125
|
+
}
|
|
126
|
+
export interface CurveEvaluationDifference {
|
|
127
|
+
measure: string;
|
|
128
|
+
unit: string;
|
|
129
|
+
grid: Array<Record<string, number | string>>;
|
|
130
|
+
comparedCount: number;
|
|
131
|
+
nullCount: number;
|
|
132
|
+
maximumAbsoluteDifference: number | null;
|
|
133
|
+
rootMeanSquareDifference: number | null;
|
|
134
|
+
placement: string;
|
|
135
|
+
}
|
|
136
|
+
export interface FittedModelComparison<F extends CurveModelFamily = CurveModelFamily> {
|
|
137
|
+
family: F;
|
|
138
|
+
artifactIds: {
|
|
139
|
+
baseline: string | null;
|
|
140
|
+
candidate: string | null;
|
|
141
|
+
};
|
|
142
|
+
sameMarket: boolean | null;
|
|
143
|
+
sameCalibrationInput: boolean;
|
|
144
|
+
sameCurrency: boolean;
|
|
145
|
+
parameters: ParameterDelta[];
|
|
146
|
+
objective: {
|
|
147
|
+
kind: string;
|
|
148
|
+
unit: string;
|
|
149
|
+
baselineValue: number | null;
|
|
150
|
+
candidateValue: number | null;
|
|
151
|
+
absoluteDelta: number | null;
|
|
152
|
+
};
|
|
153
|
+
convergence: {
|
|
154
|
+
baseline: boolean;
|
|
155
|
+
candidate: boolean;
|
|
156
|
+
};
|
|
157
|
+
residuals: {
|
|
158
|
+
baselineRootMeanSquare: number | null;
|
|
159
|
+
candidateRootMeanSquare: number | null;
|
|
160
|
+
absoluteDelta: number | null;
|
|
161
|
+
};
|
|
162
|
+
fit: {
|
|
163
|
+
differenceCount: number;
|
|
164
|
+
retainedDifferences: number;
|
|
165
|
+
addedPaths: string[];
|
|
166
|
+
removedPaths: string[];
|
|
167
|
+
truncated: boolean;
|
|
168
|
+
};
|
|
169
|
+
/** One section per measure on the union of both fits' pillar dates (Decision 6's curve rule). */
|
|
170
|
+
evaluation: CurveEvaluationDifference[];
|
|
171
|
+
withinTolerance: boolean | null;
|
|
172
|
+
assumptions: {
|
|
173
|
+
conventionsVersion: string;
|
|
174
|
+
family: F;
|
|
175
|
+
tolerance: ComparisonTolerance | null;
|
|
176
|
+
limits: {
|
|
177
|
+
maximumDifferences: number;
|
|
178
|
+
maximumLeaves: number;
|
|
179
|
+
};
|
|
180
|
+
};
|
|
181
|
+
diagnostics: {
|
|
182
|
+
warnings: QuantWarning[];
|
|
183
|
+
};
|
|
184
|
+
}
|
|
185
|
+
export type FittedModelHoldoutSelection = {
|
|
186
|
+
indices: number[];
|
|
187
|
+
} | {
|
|
188
|
+
everyNth: number;
|
|
189
|
+
offset: number;
|
|
190
|
+
};
|
|
191
|
+
export interface FittedModelHoldoutInput<F extends CurveModelFamily> {
|
|
192
|
+
family: F;
|
|
193
|
+
calibration: CalibrationOf<F>;
|
|
194
|
+
holdout: FittedModelHoldoutSelection;
|
|
195
|
+
}
|
|
196
|
+
export interface FittedModelHoldoutReport<F extends CurveModelFamily = CurveModelFamily> {
|
|
197
|
+
family: F;
|
|
198
|
+
retainedCount: number;
|
|
199
|
+
heldOutCount: number;
|
|
200
|
+
inSample: {
|
|
201
|
+
count: number;
|
|
202
|
+
rootMeanSquare: number | null;
|
|
203
|
+
maximumAbsolute: number | null;
|
|
204
|
+
};
|
|
205
|
+
outOfSample: {
|
|
206
|
+
count: number;
|
|
207
|
+
rootMeanSquare: number | null;
|
|
208
|
+
maximumAbsolute: number | null;
|
|
209
|
+
};
|
|
210
|
+
/** Per held-out instrument: its index and its repricing residual (curve-implied − quoted). */
|
|
211
|
+
heldOut: Array<{
|
|
212
|
+
index: number;
|
|
213
|
+
residual: number;
|
|
214
|
+
}>;
|
|
215
|
+
unit: string;
|
|
216
|
+
retainedFit: FittedModelSummary;
|
|
217
|
+
assumptions: {
|
|
218
|
+
conventionsVersion: string;
|
|
219
|
+
family: F;
|
|
220
|
+
modelVersion: number;
|
|
221
|
+
holdout: FittedModelHoldoutSelection;
|
|
222
|
+
instruments: string;
|
|
223
|
+
residualSource: 'direct-evaluator';
|
|
224
|
+
partition: 'cross-sectional instruments';
|
|
225
|
+
};
|
|
226
|
+
diagnostics: {
|
|
227
|
+
warnings: QuantWarning[];
|
|
228
|
+
};
|
|
229
|
+
}
|
|
230
|
+
/**
|
|
231
|
+
* Describe a bootstrap's result and save it as an identified, immutable artifact.
|
|
232
|
+
*
|
|
233
|
+
* @example
|
|
234
|
+
* ```ts
|
|
235
|
+
* const curve = curves.bootstrap(instruments, { referenceDate: '2026-01-01' });
|
|
236
|
+
* const artifact = fittedModelArtifact({
|
|
237
|
+
* family: 'discount-curve',
|
|
238
|
+
* fit: curve,
|
|
239
|
+
* calibration: { instruments, options: { referenceDate: '2026-01-01' } },
|
|
240
|
+
* currency: 'USD',
|
|
241
|
+
* });
|
|
242
|
+
* ```
|
|
243
|
+
*/
|
|
244
|
+
export declare function fittedModelArtifact<F extends CurveModelFamily>(input: FittedModelArtifactInput<F>): AnalysisArtifact;
|
|
245
|
+
/** Restore a curve artifact: Gate B's read door, a foreign-type refusal, the report-level migration policy, report re-validation. */
|
|
246
|
+
export declare function readFittedModel(input: {
|
|
247
|
+
/** The artifact as held OR as restored from JSON (`fromCanonicalJson`) — validated at runtime, never trusted by declaration. */
|
|
248
|
+
artifact: unknown;
|
|
249
|
+
migrations?: ArtifactMigrationRegistry;
|
|
250
|
+
}): ReadFittedModelResult;
|
|
251
|
+
/** Evaluate a restored curve through its own methods, at dates, in one stated measure. */
|
|
252
|
+
export declare function evaluateFittedModel<F extends CurveModelFamily>(input: {
|
|
253
|
+
model: CurveFittedModelReport<F> | AnalysisArtifact;
|
|
254
|
+
at: EvaluationOf<F>;
|
|
255
|
+
}): FittedModelEvaluation<F>;
|
|
256
|
+
/** Re-issue the bootstrap from the stored calibration (curves restored exactly, referenced rows verified) and prove byte parity. */
|
|
257
|
+
export declare function replayFittedModel(input: {
|
|
258
|
+
/** The artifact as held OR as restored from JSON (`fromCanonicalJson`) — validated at runtime, never trusted by declaration. */
|
|
259
|
+
artifact: unknown;
|
|
260
|
+
migrations?: ArtifactMigrationRegistry;
|
|
261
|
+
referencedData?: Record<string, unknown[]>;
|
|
262
|
+
libraryVersion?: string;
|
|
263
|
+
limits?: ComparisonLimits;
|
|
264
|
+
}): FittedModelReplay;
|
|
265
|
+
/** Compare two curve fits of one family (Decision 6). */
|
|
266
|
+
export declare function compareFittedModels<F extends CurveModelFamily>(input: {
|
|
267
|
+
baseline: CurveFittedModelReport<F> | AnalysisArtifact;
|
|
268
|
+
candidate: CurveFittedModelReport<F> | AnalysisArtifact;
|
|
269
|
+
tolerance?: ComparisonTolerance;
|
|
270
|
+
limits?: ComparisonLimits;
|
|
271
|
+
}): FittedModelComparison<F>;
|
|
272
|
+
/**
|
|
273
|
+
* Fit on the retained instruments and reprice the held-out ones with the restored curve through
|
|
274
|
+
* the package's public valuation (Decision 8 — Program 5's residuals for an exact bootstrap).
|
|
275
|
+
*/
|
|
276
|
+
export declare function fittedModelHoldout<F extends CurveModelFamily>(input: FittedModelHoldoutInput<F>): FittedModelHoldoutReport<F>;
|
|
277
|
+
//# sourceMappingURL=fitted-model-artifacts.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"fitted-model-artifacts.d.ts","sourceRoot":"","sources":["../src/fitted-model-artifacts.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;GAgBG;AAEH,OAAO,EASL,KAAK,UAAU,EACf,KAAK,YAAY,EAElB,MAAM,0BAAoB,CAAC;AAC5B,OAAO,EAkBL,KAAK,gBAAgB,EACrB,KAAK,gBAAgB,EACrB,KAAK,yBAAyB,EAC9B,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,mBAAmB,EACxB,KAAK,kBAAkB,EACvB,KAAK,WAAW,EACjB,MAAM,oCAA8B,CAAC;AAStC,OAAO,EAGL,KAAK,aAAa,EAClB,KAAK,gBAAgB,EACrB,KAAK,YAAY,EAEjB,KAAK,KAAK,EACV,KAAK,SAAS,EACd,KAAK,mBAAmB,EACzB,MAAM,4BAA4B,CAAC;AAEpC,eAAO,MAAM,uCAAuC,8BAA8B,CAAC;AAEnF,MAAM,WAAW,yBAAyB;IACxC,oBAAoB,CAAC,EAAE,MAAM,CAAC;IAC9B,gBAAgB,CAAC,EAAE,MAAM,CAAC;CAC3B;AAED,8FAA8F;AAC9F,MAAM,MAAM,sBAAsB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB,IAAI,QAAQ,CAC1F,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CACxB,GAAG;IACF,MAAM,EAAE,CAAC,CAAC;IACV,YAAY,EAAE,MAAM,CAAC;IACrB,OAAO,EAAE,kBAAkB,CAAC;IAC5B,4FAA4F;IAC5F,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC;IACd,0GAA0G;IAC1G,WAAW,EAAE,mBAAmB,CAAC,CAAC,CAAC,CAAC;IACpC,cAAc,EAAE,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC;IAC5C,WAAW,EAAE;QACX,kBAAkB,EAAE,MAAM,CAAC;QAC3B,MAAM,EAAE,CAAC,CAAC;QACV,YAAY,EAAE,MAAM,CAAC;QACrB,UAAU,EAAE,MAAM,CAAC;QACnB,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;QACzB,WAAW,EAAE,UAAU,GAAG,YAAY,CAAC;QACvC,oFAAoF;QACpF,QAAQ,EAAE,MAAM,CAAC;QACjB,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;IACF,WAAW,EAAE;QACX,QAAQ,EAAE,YAAY,EAAE,CAAC;QACzB,eAAe,EAAE,MAAM,CAAC;QACxB,wBAAwB,EAAE,MAAM,CAAC;QACjC,iBAAiB,EAAE,MAAM,EAAE,CAAC;KAC7B,CAAC;CACH,CAAC;AAEF,MAAM,WAAW,wBAAwB,CAAC,CAAC,SAAS,gBAAgB;IAClE,MAAM,EAAE,CAAC,CAAC;IACV,4FAA4F;IAC5F,GAAG,EAAE,SAAS,CAAC,CAAC,CAAC,CAAC;IAClB,6GAA6G;IAC7G,WAAW,EAAE,aAAa,CAAC,CAAC,CAAC,CAAC;IAC9B,QAAQ,EAAE,MAAM,CAAC;IACjB,gBAAgB,CAAC,EAAE,SAAS,MAAM,EAAE,CAAC;IACrC,QAAQ,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAClC,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,WAAW,CAAC,EAAE,MAAM,EAAE,CAAC;IACvB,UAAU,CAAC,EAAE,UAAU,CAAC;IACxB,MAAM,CAAC,EAAE,yBAAyB,CAAC;CACpC;AAED,MAAM,WAAW,qBAAqB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB;IAClF,MAAM,EAAE,sBAAsB,CAAC,CAAC,CAAC,CAAC;IAClC,QAAQ,EAAE,gBAAgB,CAAC;IAC3B,iBAAiB,EAAE,gBAAgB,EAAE,CAAC;IACtC,sBAAsB,EAAE,gBAAgB,EAAE,CAAC;CAC5C;AAED,MAAM,WAAW,qBAAqB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB;IAClF,MAAM,EAAE,CAAC,CAAC;IACV,EAAE,EAAE,YAAY,CAAC,CAAC,CAAC,CAAC;IACpB,MAAM,EAAE,CAAC,MAAM,GAAG,IAAI,CAAC,EAAE,CAAC;IAC1B,OAAO,EAAE,KAAK,CAAC;QAAE,KAAK,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IAClD,WAAW,EAAE,KAAK,CAAC,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC;IACpD,IAAI,EAAE,MAAM,CAAC;IACb,WAAW,EAAE;QACX,kBAAkB,EAAE,MAAM,CAAC;QAC3B,MAAM,EAAE,CAAC,CAAC;QACV,YAAY,EAAE,MAAM,CAAC;QACrB,QAAQ,EAAE,MAAM,CAAC;QACjB,SAAS,EAAE,MAAM,CAAC;QAClB,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;QACjC,aAAa,EAAE,MAAM,CAAC;KACvB,CAAC;IACF,WAAW,EAAE;QAAE,QAAQ,EAAE,YAAY,EAAE,CAAC;QAAC,sBAAsB,EAAE,MAAM,CAAA;KAAE,CAAC;CAC3E;AAED,MAAM,WAAW,iBAAiB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB;IAC9E,MAAM,EAAE,CAAC,CAAC;IACV,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,sBAAsB,CAAC,CAAC,CAAC,CAAC;IACtC,MAAM,EAAE,oBAAoB,CAAC;IAC7B,WAAW,EAAE;QACX,kBAAkB,EAAE,MAAM,CAAC;QAC3B,MAAM,EAAE,CAAC,CAAC;QACV,YAAY,EAAE,MAAM,CAAC;QACrB,UAAU,EAAE,MAAM,CAAC;QACnB,cAAc,EAAE;YAAE,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;YAAC,OAAO,EAAE,MAAM,GAAG,IAAI,CAAA;SAAE,CAAC;QACjE,iBAAiB,EAAE,MAAM,EAAE,CAAC;KAC7B,CAAC;IACF,WAAW,EAAE;QAAE,QAAQ,EAAE,YAAY,EAAE,CAAA;KAAE,CAAC;CAC3C;AAED,MAAM,WAAW,cAAc;IAC7B,SAAS,EAAE,MAAM,CAAC;IAClB,aAAa,EAAE,MAAM,GAAG,MAAM,CAAC;IAC/B,cAAc,EAAE,MAAM,GAAG,MAAM,CAAC;IAChC,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;CAC9B;AAED,MAAM,WAAW,yBAAyB;IACxC,OAAO,EAAE,MAAM,CAAC;IAChB,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,KAAK,CAAC,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC;IAC7C,aAAa,EAAE,MAAM,CAAC;IACtB,SAAS,EAAE,MAAM,CAAC;IAClB,yBAAyB,EAAE,MAAM,GAAG,IAAI,CAAC;IACzC,wBAAwB,EAAE,MAAM,GAAG,IAAI,CAAC;IACxC,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,qBAAqB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB;IAClF,MAAM,EAAE,CAAC,CAAC;IACV,WAAW,EAAE;QAAE,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;QAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAA;KAAE,CAAC;IACnE,UAAU,EAAE,OAAO,GAAG,IAAI,CAAC;IAC3B,oBAAoB,EAAE,OAAO,CAAC;IAC9B,YAAY,EAAE,OAAO,CAAC;IACtB,UAAU,EAAE,cAAc,EAAE,CAAC;IAC7B,SAAS,EAAE;QACT,IAAI,EAAE,MAAM,CAAC;QACb,IAAI,EAAE,MAAM,CAAC;QACb,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;QAC7B,cAAc,EAAE,MAAM,GAAG,IAAI,CAAC;QAC9B,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;KAC9B,CAAC;IACF,WAAW,EAAE;QAAE,QAAQ,EAAE,OAAO,CAAC;QAAC,SAAS,EAAE,OAAO,CAAA;KAAE,CAAC;IACvD,SAAS,EAAE;QACT,sBAAsB,EAAE,MAAM,GAAG,IAAI,CAAC;QACtC,uBAAuB,EAAE,MAAM,GAAG,IAAI,CAAC;QACvC,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;KAC9B,CAAC;IACF,GAAG,EAAE;QACH,eAAe,EAAE,MAAM,CAAC;QACxB,mBAAmB,EAAE,MAAM,CAAC;QAC5B,UAAU,EAAE,MAAM,EAAE,CAAC;QACrB,YAAY,EAAE,MAAM,EAAE,CAAC;QACvB,SAAS,EAAE,OAAO,CAAC;KACpB,CAAC;IACF,iGAAiG;IACjG,UAAU,EAAE,yBAAyB,EAAE,CAAC;IACxC,eAAe,EAAE,OAAO,GAAG,IAAI,CAAC;IAChC,WAAW,EAAE;QACX,kBAAkB,EAAE,MAAM,CAAC;QAC3B,MAAM,EAAE,CAAC,CAAC;QACV,SAAS,EAAE,mBAAmB,GAAG,IAAI,CAAC;QACtC,MAAM,EAAE;YAAE,kBAAkB,EAAE,MAAM,CAAC;YAAC,aAAa,EAAE,MAAM,CAAA;SAAE,CAAC;KAC/D,CAAC;IACF,WAAW,EAAE;QAAE,QAAQ,EAAE,YAAY,EAAE,CAAA;KAAE,CAAC;CAC3C;AAED,MAAM,MAAM,2BAA2B,GACnC;IAAE,OAAO,EAAE,MAAM,EAAE,CAAA;CAAE,GACrB;IAAE,QAAQ,EAAE,MAAM,CAAC;IAAC,MAAM,EAAE,MAAM,CAAA;CAAE,CAAC;AAEzC,MAAM,WAAW,uBAAuB,CAAC,CAAC,SAAS,gBAAgB;IACjE,MAAM,EAAE,CAAC,CAAC;IACV,WAAW,EAAE,aAAa,CAAC,CAAC,CAAC,CAAC;IAC9B,OAAO,EAAE,2BAA2B,CAAC;CACtC;AAED,MAAM,WAAW,wBAAwB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB;IACrF,MAAM,EAAE,CAAC,CAAC;IACV,aAAa,EAAE,MAAM,CAAC;IACtB,YAAY,EAAE,MAAM,CAAC;IACrB,QAAQ,EAAE;QAAE,KAAK,EAAE,MAAM,CAAC;QAAC,cAAc,EAAE,MAAM,GAAG,IAAI,CAAC;QAAC,eAAe,EAAE,MAAM,GAAG,IAAI,CAAA;KAAE,CAAC;IAC3F,WAAW,EAAE;QAAE,KAAK,EAAE,MAAM,CAAC;QAAC,cAAc,EAAE,MAAM,GAAG,IAAI,CAAC;QAAC,eAAe,EAAE,MAAM,GAAG,IAAI,CAAA;KAAE,CAAC;IAC9F,8FAA8F;IAC9F,OAAO,EAAE,KAAK,CAAC;QAAE,KAAK,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IACpD,IAAI,EAAE,MAAM,CAAC;IACb,WAAW,EAAE,kBAAkB,CAAC;IAChC,WAAW,EAAE;QACX,kBAAkB,EAAE,MAAM,CAAC;QAC3B,MAAM,EAAE,CAAC,CAAC;QACV,YAAY,EAAE,MAAM,CAAC;QACrB,OAAO,EAAE,2BAA2B,CAAC;QACrC,WAAW,EAAE,MAAM,CAAC;QACpB,cAAc,EAAE,kBAAkB,CAAC;QACnC,SAAS,EAAE,6BAA6B,CAAC;KAC1C,CAAC;IACF,WAAW,EAAE;QAAE,QAAQ,EAAE,YAAY,EAAE,CAAA;KAAE,CAAC;CAC3C;AAqXD;;;;;;;;;;;;;GAaG;AACH,wBAAgB,mBAAmB,CAAC,CAAC,SAAS,gBAAgB,EAC5D,KAAK,EAAE,wBAAwB,CAAC,CAAC,CAAC,GACjC,gBAAgB,CAuLlB;AAED,qIAAqI;AACrI,wBAAgB,eAAe,CAAC,KAAK,EAAE;IACrC,gIAAgI;IAChI,QAAQ,EAAE,OAAO,CAAC;IAClB,UAAU,CAAC,EAAE,yBAAyB,CAAC;CACxC,GAAG,qBAAqB,CAoCxB;AAED,0FAA0F;AAC1F,wBAAgB,mBAAmB,CAAC,CAAC,SAAS,gBAAgB,EAAE,KAAK,EAAE;IACrE,KAAK,EAAE,sBAAsB,CAAC,CAAC,CAAC,GAAG,gBAAgB,CAAC;IACpD,EAAE,EAAE,YAAY,CAAC,CAAC,CAAC,CAAC;CACrB,GAAG,qBAAqB,CAAC,CAAC,CAAC,CAoC3B;AAED,oIAAoI;AACpI,wBAAgB,iBAAiB,CAAC,KAAK,EAAE;IACvC,gIAAgI;IAChI,QAAQ,EAAE,OAAO,CAAC;IAClB,UAAU,CAAC,EAAE,yBAAyB,CAAC;IACvC,cAAc,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,CAAC;IAC3C,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,MAAM,CAAC,EAAE,gBAAgB,CAAC;CAC3B,GAAG,iBAAiB,CAwEpB;AA6FD,yDAAyD;AACzD,wBAAgB,mBAAmB,CAAC,CAAC,SAAS,gBAAgB,EAAE,KAAK,EAAE;IACrE,QAAQ,EAAE,sBAAsB,CAAC,CAAC,CAAC,GAAG,gBAAgB,CAAC;IACvD,SAAS,EAAE,sBAAsB,CAAC,CAAC,CAAC,GAAG,gBAAgB,CAAC;IACxD,SAAS,CAAC,EAAE,mBAAmB,CAAC;IAChC,MAAM,CAAC,EAAE,gBAAgB,CAAC;CAC3B,GAAG,qBAAqB,CAAC,CAAC,CAAC,CA8J3B;AAED;;;GAGG;AACH,wBAAgB,kBAAkB,CAAC,CAAC,SAAS,gBAAgB,EAC3D,KAAK,EAAE,uBAAuB,CAAC,CAAC,CAAC,GAChC,wBAAwB,CAAC,CAAC,CAAC,CAmJ7B"}
|