@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
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- 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
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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if (value < minimum)
|
|
26
|
+
minimum = value;
|
|
27
|
+
if (value > maximum)
|
|
28
|
+
maximum = value;
|
|
29
|
+
}
|
|
30
|
+
return { minimum, maximum };
|
|
31
|
+
}
|
|
32
|
+
function statistics(residuals) {
|
|
33
|
+
if (residuals.length === 0)
|
|
34
|
+
return { count: 0, rootMeanSquare: null, maximumAbsolute: null };
|
|
35
|
+
let sumSquares = 0;
|
|
36
|
+
let maximumAbsolute = 0;
|
|
37
|
+
for (const residual of residuals) {
|
|
38
|
+
sumSquares += residual * residual;
|
|
39
|
+
if (Math.abs(residual) > maximumAbsolute)
|
|
40
|
+
maximumAbsolute = Math.abs(residual);
|
|
41
|
+
}
|
|
42
|
+
return {
|
|
43
|
+
count: residuals.length,
|
|
44
|
+
rootMeanSquare: Math.sqrt(sumSquares / residuals.length),
|
|
45
|
+
maximumAbsolute,
|
|
46
|
+
};
|
|
47
|
+
}
|
|
48
|
+
const CONVERGENCE = {
|
|
49
|
+
converged: true,
|
|
50
|
+
iterations: null,
|
|
51
|
+
reason: 'a sequential bootstrap pins one pillar per instrument; there is no iterative search over the curve as a whole',
|
|
52
|
+
};
|
|
53
|
+
const NO_ARBITRAGE_NOTION = 'arbitrage freedom is a smile notion; a bootstrapped curve reprices its instruments by construction';
|
|
54
|
+
function instrumentResidual(instrument, referenceDate, swapCurves, forwardCurve) {
|
|
55
|
+
switch (instrument.type) {
|
|
56
|
+
case 'deposit':
|
|
57
|
+
return (forwardCurve.forwardRate(referenceDate, instrument.maturity, instrument.dayCount ?? 'ACT/360') - instrument.rate);
|
|
58
|
+
case 'fra':
|
|
59
|
+
return (forwardCurve.forwardRate(instrument.start, instrument.end, instrument.dayCount ?? 'ACT/360') - instrument.rate);
|
|
60
|
+
case 'future': {
|
|
61
|
+
const quoted = (100 - instrument.price) / 100 - (instrument.convexityAdjustment ?? 0);
|
|
62
|
+
return (forwardCurve.forwardRate(instrument.start, instrument.end, instrument.dayCount ?? 'ACT/360') - quoted);
|
|
63
|
+
}
|
|
64
|
+
case 'swap':
|
|
65
|
+
case 'ois': {
|
|
66
|
+
// The bootstrap's own pillar conventions, stated explicitly so the public par rate reprices
|
|
67
|
+
// the SAME swap the bootstrap solved (its defaults: fixed semiannual — annual for OIS — on
|
|
68
|
+
// 30/360; float quarterly on ACT/360).
|
|
69
|
+
const par = swapRate({
|
|
70
|
+
startDate: referenceDate,
|
|
71
|
+
maturityDate: instrument.maturity,
|
|
72
|
+
fixedFrequency: instrument.fixedFrequency ?? (instrument.type === 'ois' ? 'annual' : 'semiannual'),
|
|
73
|
+
fixedDayCount: instrument.fixedDayCount ?? '30/360',
|
|
74
|
+
floatFrequency: instrument.floatFrequency ?? 'quarterly',
|
|
75
|
+
floatDayCount: instrument.floatDayCount ?? 'ACT/360',
|
|
76
|
+
}, swapCurves);
|
|
77
|
+
return par - instrument.rate;
|
|
78
|
+
}
|
|
79
|
+
}
|
|
80
|
+
}
|
|
81
|
+
function instrumentNotes(instruments) {
|
|
82
|
+
const counts = new Map();
|
|
83
|
+
for (const instrument of instruments)
|
|
84
|
+
counts.set(instrument.type, (counts.get(instrument.type) ?? 0) + 1);
|
|
85
|
+
return [...counts.entries()].map(([type, count]) => `${count} ${type}`).join(', ');
|
|
86
|
+
}
|
|
87
|
+
function yieldCurveParameters(prefix, data) {
|
|
88
|
+
return {
|
|
89
|
+
[`${prefix}pillars.tenorYears`]: data.pillars.map((pillar) => pillar.tenorYears),
|
|
90
|
+
[`${prefix}pillars.zero`]: data.pillars.map((pillar) => pillar.zero),
|
|
91
|
+
[`${prefix}pillars.discount`]: data.pillars.map((pillar) => pillar.discount),
|
|
92
|
+
[`${prefix}interpolation`]: data.interpolation,
|
|
93
|
+
[`${prefix}extrapolation`]: data.extrapolation,
|
|
94
|
+
};
|
|
95
|
+
}
|
|
96
|
+
function yieldCurveRange(prefix, data) {
|
|
97
|
+
return { [`${prefix}tenorYears`]: rangeOf(data.pillars.map((pillar) => pillar.tenorYears)) };
|
|
98
|
+
}
|
|
99
|
+
function yieldCurveEvaluation(curve, dates, measure, range, evaluator) {
|
|
100
|
+
const values = [];
|
|
101
|
+
const coordinates = [];
|
|
102
|
+
let outside = 0;
|
|
103
|
+
for (const date of dates) {
|
|
104
|
+
const tenorYears = curve.timeTo(date);
|
|
105
|
+
if (range !== undefined && (tenorYears < range.minimum || tenorYears > range.maximum))
|
|
106
|
+
outside += 1;
|
|
107
|
+
// `curve.extrapolation: 'throw'` refuses here on its own — the adapter never softens the curve's law.
|
|
108
|
+
values.push(measure === 'discount'
|
|
109
|
+
? curve.discount(date)
|
|
110
|
+
: measure === 'zeroRate'
|
|
111
|
+
? curve.zeroRate(date)
|
|
112
|
+
: curve.instantaneousForward(date));
|
|
113
|
+
coordinates.push({ date, tenorYears });
|
|
114
|
+
}
|
|
115
|
+
const warnings = [];
|
|
116
|
+
if (outside > 0) {
|
|
117
|
+
warnings.push(warning(WarningCode.CurveExtrapolated, `evaluateFittedModel: ${outside} date${outside === 1 ? '' : 's'} lie outside the calibrated pillar range${range !== undefined ? ` (tenor ∈ [${range.minimum}, ${range.maximum}] years)` : ''} — answered under the curve's stored '${curve.extrapolation}' extrapolation, counted and disclosed, never silent.`, 'warn', { count: outside, extrapolation: curve.extrapolation }));
|
|
118
|
+
}
|
|
119
|
+
return {
|
|
120
|
+
values,
|
|
121
|
+
reasons: [],
|
|
122
|
+
coordinates,
|
|
123
|
+
unit: measure === 'discount'
|
|
124
|
+
? 'discount factor'
|
|
125
|
+
: measure === 'zeroRate'
|
|
126
|
+
? 'continuous zero rate'
|
|
127
|
+
: 'instantaneous forward rate',
|
|
128
|
+
evaluator,
|
|
129
|
+
options: { measure, interpolation: curve.interpolation, extrapolation: curve.extrapolation },
|
|
130
|
+
outsideCalibratedRange: outside,
|
|
131
|
+
warnings,
|
|
132
|
+
};
|
|
133
|
+
}
|
|
134
|
+
function requireMeasure(functionName, value, allowed) {
|
|
135
|
+
if (typeof value !== 'string' || !allowed.includes(value)) {
|
|
136
|
+
throw new InputError(`${functionName}: at.measure must be one of ${allowed.join(', ')} — the curve answers one quantity per call, in that quantity's unit. Received ${typeof value === 'string' ? JSON.stringify(value) : value === null ? 'null' : typeof value}.`, {
|
|
137
|
+
code: ErrorCode.InputInvalidEnum,
|
|
138
|
+
context: { function: functionName, field: 'at.measure' },
|
|
139
|
+
});
|
|
140
|
+
}
|
|
141
|
+
return value;
|
|
142
|
+
}
|
|
143
|
+
const YIELD_MEASURES = [
|
|
144
|
+
'discount',
|
|
145
|
+
'zeroRate',
|
|
146
|
+
'instantaneousForward',
|
|
147
|
+
];
|
|
148
|
+
const SURVIVAL_MEASURES = ['survival', 'hazard'];
|
|
149
|
+
function requireDates(functionName, value) {
|
|
150
|
+
if (!Array.isArray(value) ||
|
|
151
|
+
value.length === 0 ||
|
|
152
|
+
value.some((date) => typeof date !== 'string')) {
|
|
153
|
+
throw new InputError(`${functionName}: at.dates must be a non-empty array of 'YYYY-MM-DD' strings.`, {
|
|
154
|
+
code: ErrorCode.InputWrongType,
|
|
155
|
+
context: { function: functionName, field: 'at.dates' },
|
|
156
|
+
});
|
|
157
|
+
}
|
|
158
|
+
return value;
|
|
159
|
+
}
|
|
160
|
+
// ───────────────────────────────────────────── families ─────────────────────────────────────────────
|
|
161
|
+
function singleCurveProjection(fit, data, instruments, residuals, extraNotes) {
|
|
162
|
+
return {
|
|
163
|
+
parameters: yieldCurveParameters('', data),
|
|
164
|
+
objective: {
|
|
165
|
+
kind: 'exact-bootstrap',
|
|
166
|
+
value: null,
|
|
167
|
+
unit: 'rate',
|
|
168
|
+
reason: 'a bootstrap reprices its instruments exactly by construction; the repricing residuals are reported in residuals and by fittedModelHoldout',
|
|
169
|
+
},
|
|
170
|
+
convergence: CONVERGENCE,
|
|
171
|
+
residuals: { ...statistics(residuals), unit: 'rate', source: 'direct-evaluator' },
|
|
172
|
+
modelRisk: {
|
|
173
|
+
arbitrageFree: null,
|
|
174
|
+
calibratedRange: yieldCurveRange('', data),
|
|
175
|
+
notes: [
|
|
176
|
+
NO_ARBITRAGE_NOTION,
|
|
177
|
+
`${instruments.length} instruments (${instrumentNotes(instruments)}); pillars ${data.pillars.map((pillar) => pillar.date).join(', ')}`,
|
|
178
|
+
`day count ${fit.dayCount}; interpolation ${fit.interpolation}; extrapolation ${fit.extrapolation}`,
|
|
179
|
+
...extraNotes,
|
|
180
|
+
],
|
|
181
|
+
},
|
|
182
|
+
weighting: null,
|
|
183
|
+
};
|
|
184
|
+
}
|
|
185
|
+
const discountCurve = {
|
|
186
|
+
descriptor: {
|
|
187
|
+
family: 'discount-curve',
|
|
188
|
+
qualifiedFamily: 'fixed-income.discount-curve',
|
|
189
|
+
modelVersion: 1,
|
|
190
|
+
calibrator: 'curves.bootstrap',
|
|
191
|
+
evaluator: 'YieldCurve.discount / zeroRate / instantaneousForward',
|
|
192
|
+
warmStart: false,
|
|
193
|
+
referenceableRowSets: ['instruments'],
|
|
194
|
+
costClass: 'bootstrap',
|
|
195
|
+
requiredData: 'deposits, FRAs, futures, and par swaps/OIS with the curve conventions',
|
|
196
|
+
supportedProducts: 'a discount curve: discount factors, zero rates, and forwards at any date; drops into MarketSnapshot via rateCurveFromYieldCurve',
|
|
197
|
+
},
|
|
198
|
+
rowSets: [['instruments']],
|
|
199
|
+
liveCurves: [],
|
|
200
|
+
calibrate: (calibration) => curves.bootstrap(calibration.instruments, calibration.options),
|
|
201
|
+
fitDataOf: yieldCurveDataOf,
|
|
202
|
+
fitFromData: (functionName, data) => yieldCurveFromData(functionName, 'fit', data),
|
|
203
|
+
repricingResiduals: (fit, calibration) => calibration.instruments.map((instrument) => instrumentResidual(instrument, calibration.options.referenceDate, { discountCurve: fit }, fit)),
|
|
204
|
+
residualUnit: 'rate',
|
|
205
|
+
project: (fit, data, calibration) => singleCurveProjection(fit, data, calibration.instruments, discountCurve.repricingResiduals(fit, calibration), []),
|
|
206
|
+
evaluationKeys: ['dates', 'measure'],
|
|
207
|
+
evaluate: (fit, at, range) => yieldCurveEvaluation(fit, requireDates('evaluateFittedModel', at.dates), requireMeasure('evaluateFittedModel', at.measure, YIELD_MEASURES), range['tenorYears'], 'YieldCurve'),
|
|
208
|
+
points: {
|
|
209
|
+
count: (calibration) => calibration.instruments.length,
|
|
210
|
+
subset: (calibration, keep) => ({
|
|
211
|
+
...calibration,
|
|
212
|
+
instruments: calibration.instruments.filter((_, index) => keep[index] === true),
|
|
213
|
+
}),
|
|
214
|
+
residuals: (fit, calibration, heldOut) => heldOut.map((index) => instrumentResidual(calibration.instruments[index], calibration.options.referenceDate, { discountCurve: fit }, fit)),
|
|
215
|
+
label: 'instruments',
|
|
216
|
+
},
|
|
217
|
+
};
|
|
218
|
+
const projectionCurve = {
|
|
219
|
+
descriptor: {
|
|
220
|
+
family: 'projection-curve',
|
|
221
|
+
qualifiedFamily: 'fixed-income.projection-curve',
|
|
222
|
+
modelVersion: 1,
|
|
223
|
+
calibrator: 'curves.bootstrapProjection',
|
|
224
|
+
evaluator: 'YieldCurve.discount / zeroRate / instantaneousForward',
|
|
225
|
+
warmStart: false,
|
|
226
|
+
referenceableRowSets: ['instruments'],
|
|
227
|
+
costClass: 'bootstrap',
|
|
228
|
+
requiredData: 'par swaps (and deposits/FRAs/futures) plus the OIS discount curve they are discounted on',
|
|
229
|
+
supportedProducts: 'an index projection curve under dual-curve discounting: forwards at any date',
|
|
230
|
+
},
|
|
231
|
+
rowSets: [['instruments']],
|
|
232
|
+
liveCurves: [['options', 'discountCurve']],
|
|
233
|
+
calibrate: (calibration) => curves.bootstrapProjection(calibration.instruments, calibration.options),
|
|
234
|
+
fitDataOf: yieldCurveDataOf,
|
|
235
|
+
fitFromData: (functionName, data) => yieldCurveFromData(functionName, 'fit', data),
|
|
236
|
+
repricingResiduals: (fit, calibration) => calibration.instruments.map((instrument) => instrumentResidual(instrument, calibration.options.referenceDate, { discountCurve: calibration.options.discountCurve, forecastCurve: fit }, fit)),
|
|
237
|
+
residualUnit: 'rate',
|
|
238
|
+
project: (fit, data, calibration) => singleCurveProjection(fit, data, calibration.instruments, projectionCurve.repricingResiduals(fit, calibration), ['discounted on the stored OIS curve (calibration.options.discountCurve, restored exactly)']),
|
|
239
|
+
evaluationKeys: ['dates', 'measure'],
|
|
240
|
+
evaluate: (fit, at, range) => yieldCurveEvaluation(fit, requireDates('evaluateFittedModel', at.dates), requireMeasure('evaluateFittedModel', at.measure, YIELD_MEASURES), range['tenorYears'], 'YieldCurve'),
|
|
241
|
+
points: {
|
|
242
|
+
count: (calibration) => calibration.instruments.length,
|
|
243
|
+
subset: (calibration, keep) => ({
|
|
244
|
+
...calibration,
|
|
245
|
+
instruments: calibration.instruments.filter((_, index) => keep[index] === true),
|
|
246
|
+
}),
|
|
247
|
+
residuals: (fit, calibration, heldOut) => heldOut.map((index) => instrumentResidual(calibration.instruments[index], calibration.options.referenceDate, { discountCurve: calibration.options.discountCurve, forecastCurve: fit }, fit)),
|
|
248
|
+
label: 'instruments',
|
|
249
|
+
},
|
|
250
|
+
};
|
|
251
|
+
const multiCurve = {
|
|
252
|
+
descriptor: {
|
|
253
|
+
family: 'multi-curve',
|
|
254
|
+
qualifiedFamily: 'fixed-income.multi-curve',
|
|
255
|
+
modelVersion: 1,
|
|
256
|
+
calibrator: 'curves.bootstrapMultiCurve',
|
|
257
|
+
evaluator: 'YieldCurve.discount / zeroRate / instantaneousForward (discountCurve or forecastCurve)',
|
|
258
|
+
warmStart: false,
|
|
259
|
+
referenceableRowSets: ['options.ois', 'options.projection'],
|
|
260
|
+
costClass: 'bootstrap',
|
|
261
|
+
requiredData: 'OIS instruments and index instruments under one set of curve conventions',
|
|
262
|
+
supportedProducts: 'the dual-curve set { discountCurve, forecastCurve } every swap analytic consumes',
|
|
263
|
+
},
|
|
264
|
+
rowSets: [
|
|
265
|
+
['options', 'ois'],
|
|
266
|
+
['options', 'projection'],
|
|
267
|
+
],
|
|
268
|
+
liveCurves: [],
|
|
269
|
+
calibrate: (calibration) => curves.bootstrapMultiCurve(calibration.options),
|
|
270
|
+
fitDataOf: (fit) => ({
|
|
271
|
+
discountCurve: yieldCurveDataOf(fit.discountCurve),
|
|
272
|
+
forecastCurve: yieldCurveDataOf(fit.forecastCurve),
|
|
273
|
+
}),
|
|
274
|
+
fitFromData: (functionName, data) => ({
|
|
275
|
+
discountCurve: yieldCurveFromData(functionName, 'fit.discountCurve', data.discountCurve),
|
|
276
|
+
forecastCurve: yieldCurveFromData(functionName, 'fit.forecastCurve', data.forecastCurve),
|
|
277
|
+
}),
|
|
278
|
+
repricingResiduals: (fit, calibration) => [
|
|
279
|
+
...calibration.options.ois.map((instrument) => instrumentResidual(instrument, calibration.options.referenceDate, { discountCurve: fit.discountCurve }, fit.discountCurve)),
|
|
280
|
+
...calibration.options.projection.map((instrument) => instrumentResidual(instrument, calibration.options.referenceDate, { discountCurve: fit.discountCurve, forecastCurve: fit.forecastCurve }, fit.forecastCurve)),
|
|
281
|
+
],
|
|
282
|
+
residualUnit: 'rate',
|
|
283
|
+
project: (fit, data, calibration) => ({
|
|
284
|
+
parameters: {
|
|
285
|
+
...yieldCurveParameters('discountCurve.', data.discountCurve),
|
|
286
|
+
...yieldCurveParameters('forecastCurve.', data.forecastCurve),
|
|
287
|
+
},
|
|
288
|
+
objective: {
|
|
289
|
+
kind: 'exact-bootstrap',
|
|
290
|
+
value: null,
|
|
291
|
+
unit: 'rate',
|
|
292
|
+
reason: 'both bootstraps reprice their instruments exactly by construction; the repricing residuals are reported in residuals and by fittedModelHoldout',
|
|
293
|
+
},
|
|
294
|
+
convergence: CONVERGENCE,
|
|
295
|
+
residuals: {
|
|
296
|
+
...statistics(multiCurve.repricingResiduals(fit, calibration)),
|
|
297
|
+
unit: 'rate',
|
|
298
|
+
source: 'direct-evaluator',
|
|
299
|
+
},
|
|
300
|
+
modelRisk: {
|
|
301
|
+
arbitrageFree: null,
|
|
302
|
+
calibratedRange: {
|
|
303
|
+
...yieldCurveRange('discountCurve.', data.discountCurve),
|
|
304
|
+
...yieldCurveRange('forecastCurve.', data.forecastCurve),
|
|
305
|
+
},
|
|
306
|
+
notes: [
|
|
307
|
+
NO_ARBITRAGE_NOTION,
|
|
308
|
+
`OIS: ${calibration.options.ois.length} instruments (${instrumentNotes(calibration.options.ois)}); projection: ${calibration.options.projection.length} instruments (${instrumentNotes(calibration.options.projection)})`,
|
|
309
|
+
`day count ${fit.discountCurve.dayCount}; interpolation ${fit.discountCurve.interpolation}; extrapolation ${fit.discountCurve.extrapolation}`,
|
|
310
|
+
],
|
|
311
|
+
},
|
|
312
|
+
weighting: null,
|
|
313
|
+
}),
|
|
314
|
+
evaluationKeys: ['curve', 'dates', 'measure'],
|
|
315
|
+
evaluate: (fit, at, range) => {
|
|
316
|
+
const which = requireMeasure('evaluateFittedModel', at.curve, [
|
|
317
|
+
'discountCurve',
|
|
318
|
+
'forecastCurve',
|
|
319
|
+
]);
|
|
320
|
+
const answer = yieldCurveEvaluation(fit[which], requireDates('evaluateFittedModel', at.dates), requireMeasure('evaluateFittedModel', at.measure, YIELD_MEASURES), range[`${which}.tenorYears`], `MultiCurve.${which}`);
|
|
321
|
+
return { ...answer, options: { ...answer.options, curve: which } };
|
|
322
|
+
},
|
|
323
|
+
points: {
|
|
324
|
+
count: (calibration) => calibration.options.projection.length,
|
|
325
|
+
subset: (calibration, keep) => ({
|
|
326
|
+
options: {
|
|
327
|
+
...calibration.options,
|
|
328
|
+
projection: calibration.options.projection.filter((_, index) => keep[index] === true),
|
|
329
|
+
},
|
|
330
|
+
}),
|
|
331
|
+
residuals: (fit, calibration, heldOut) => heldOut.map((index) => instrumentResidual(calibration.options.projection[index], calibration.options.referenceDate, { discountCurve: fit.discountCurve, forecastCurve: fit.forecastCurve }, fit.forecastCurve)),
|
|
332
|
+
label: 'options.projection',
|
|
333
|
+
},
|
|
334
|
+
};
|
|
335
|
+
function cdsResidual(quote, options, survivalCurve) {
|
|
336
|
+
return (cdsParSpread({
|
|
337
|
+
effectiveDate: options.referenceDate,
|
|
338
|
+
maturityDate: quote.maturity,
|
|
339
|
+
...(options.recovery !== undefined ? { recovery: options.recovery } : {}),
|
|
340
|
+
...(options.frequency !== undefined ? { frequency: options.frequency } : {}),
|
|
341
|
+
...(options.dayCount !== undefined ? { dayCount: options.dayCount } : {}),
|
|
342
|
+
...(options.accrualOnDefault !== undefined
|
|
343
|
+
? { accrualOnDefault: options.accrualOnDefault }
|
|
344
|
+
: {}),
|
|
345
|
+
...(options.protectionSteps !== undefined
|
|
346
|
+
? { protectionSteps: options.protectionSteps }
|
|
347
|
+
: {}),
|
|
348
|
+
}, { discountCurve: options.discountCurve, survivalCurve }) - quote.spread);
|
|
349
|
+
}
|
|
350
|
+
const hazardCurve = {
|
|
351
|
+
descriptor: {
|
|
352
|
+
family: 'hazard-curve',
|
|
353
|
+
qualifiedFamily: 'fixed-income.hazard-curve',
|
|
354
|
+
modelVersion: 1,
|
|
355
|
+
calibrator: 'bootstrapHazardFromCds',
|
|
356
|
+
evaluator: 'SurvivalCurve.survival / hazard',
|
|
357
|
+
warmStart: false,
|
|
358
|
+
referenceableRowSets: ['quotes'],
|
|
359
|
+
costClass: 'bootstrap',
|
|
360
|
+
requiredData: 'CDS par spreads by maturity, the discount curve, recovery and CDS conventions',
|
|
361
|
+
supportedProducts: 'a piecewise-constant hazard curve: survival and default probabilities at any date',
|
|
362
|
+
},
|
|
363
|
+
rowSets: [['quotes']],
|
|
364
|
+
liveCurves: [['options', 'discountCurve']],
|
|
365
|
+
calibrate: (calibration) => bootstrapHazardFromCds(calibration.quotes, calibration.options),
|
|
366
|
+
fitDataOf: survivalCurveDataOf,
|
|
367
|
+
fitFromData: (_functionName, data) => survivalCurveFromData(data),
|
|
368
|
+
repricingResiduals: (fit, calibration) => calibration.quotes.map((quote) => cdsResidual(quote, calibration.options, fit)),
|
|
369
|
+
residualUnit: 'spread',
|
|
370
|
+
project: (fit, data, calibration) => ({
|
|
371
|
+
parameters: {
|
|
372
|
+
'pillars.tenorYears': data.pillars.map((pillar) => pillar.tenorYears),
|
|
373
|
+
'pillars.hazard': data.pillars.map((pillar) => pillar.hazard),
|
|
374
|
+
'pillars.survival': data.pillars.map((pillar) => pillar.survival),
|
|
375
|
+
'pillars.cumulativeHazard': data.pillars.map((pillar) => pillar.cumulativeHazard),
|
|
376
|
+
},
|
|
377
|
+
objective: {
|
|
378
|
+
kind: 'exact-bootstrap',
|
|
379
|
+
value: null,
|
|
380
|
+
unit: 'spread',
|
|
381
|
+
reason: 'each CDS pillar is solved to reprice its quote exactly; the repricing residuals are reported in residuals and by fittedModelHoldout',
|
|
382
|
+
},
|
|
383
|
+
convergence: {
|
|
384
|
+
converged: true,
|
|
385
|
+
iterations: null,
|
|
386
|
+
reason: 'one Brent solve per pillar, each converged by construction (a non-converging pillar throws)',
|
|
387
|
+
},
|
|
388
|
+
residuals: {
|
|
389
|
+
...statistics(hazardCurve.repricingResiduals(fit, calibration)),
|
|
390
|
+
unit: 'spread',
|
|
391
|
+
source: 'direct-evaluator',
|
|
392
|
+
},
|
|
393
|
+
modelRisk: {
|
|
394
|
+
arbitrageFree: null,
|
|
395
|
+
calibratedRange: { tenorYears: rangeOf(data.pillars.map((pillar) => pillar.tenorYears)) },
|
|
396
|
+
notes: [
|
|
397
|
+
NO_ARBITRAGE_NOTION,
|
|
398
|
+
`${calibration.quotes.length} CDS quotes; recovery ${calibration.options.recovery ?? 'default'}; day count ${fit.dayCount}`,
|
|
399
|
+
'discounted on the stored discount curve (calibration.options.discountCurve, restored exactly)',
|
|
400
|
+
],
|
|
401
|
+
},
|
|
402
|
+
weighting: null,
|
|
403
|
+
}),
|
|
404
|
+
evaluationKeys: ['dates', 'measure'],
|
|
405
|
+
evaluate: (fit, at, range) => {
|
|
406
|
+
const measure = requireMeasure('evaluateFittedModel', at.measure, SURVIVAL_MEASURES);
|
|
407
|
+
const dates = requireDates('evaluateFittedModel', at.dates);
|
|
408
|
+
const tenor = range['tenorYears'];
|
|
409
|
+
const values = [];
|
|
410
|
+
const coordinates = [];
|
|
411
|
+
let outside = 0;
|
|
412
|
+
for (const date of dates) {
|
|
413
|
+
const tenorYears = fit.timeTo(date);
|
|
414
|
+
if (tenor !== undefined && (tenorYears < tenor.minimum || tenorYears > tenor.maximum))
|
|
415
|
+
outside += 1;
|
|
416
|
+
values.push(measure === 'survival' ? fit.survival(date) : fit.hazard(date));
|
|
417
|
+
coordinates.push({ date, tenorYears });
|
|
418
|
+
}
|
|
419
|
+
const warnings = outside > 0
|
|
420
|
+
? [
|
|
421
|
+
warning(WarningCode.CurveExtrapolated, `evaluateFittedModel: ${outside} date${outside === 1 ? '' : 's'} lie outside the calibrated pillar range — answered by the survival curve's flat-hazard extension, counted and disclosed.`, 'warn', { count: outside }),
|
|
422
|
+
]
|
|
423
|
+
: [];
|
|
424
|
+
return {
|
|
425
|
+
values,
|
|
426
|
+
reasons: [],
|
|
427
|
+
coordinates,
|
|
428
|
+
unit: measure === 'survival' ? 'survival probability' : 'hazard rate',
|
|
429
|
+
evaluator: 'SurvivalCurve',
|
|
430
|
+
options: { measure },
|
|
431
|
+
outsideCalibratedRange: outside,
|
|
432
|
+
warnings,
|
|
433
|
+
};
|
|
434
|
+
},
|
|
435
|
+
points: {
|
|
436
|
+
count: (calibration) => calibration.quotes.length,
|
|
437
|
+
subset: (calibration, keep) => ({
|
|
438
|
+
...calibration,
|
|
439
|
+
quotes: calibration.quotes.filter((_, index) => keep[index] === true),
|
|
440
|
+
}),
|
|
441
|
+
residuals: (fit, calibration, heldOut) => heldOut.map((index) => cdsResidual(calibration.quotes[index], calibration.options, fit)),
|
|
442
|
+
label: 'quotes',
|
|
443
|
+
},
|
|
444
|
+
};
|
|
445
|
+
export const FAMILY_SPECS = {
|
|
446
|
+
'discount-curve': discountCurve,
|
|
447
|
+
'projection-curve': projectionCurve,
|
|
448
|
+
'multi-curve': multiCurve,
|
|
449
|
+
'hazard-curve': hazardCurve,
|
|
450
|
+
};
|
|
451
|
+
/** The frozen, data-only descriptor table (Program 5's registry metadata) for the curve families. */
|
|
452
|
+
export const FITTED_MODEL_FAMILIES = Object.freeze(Object.fromEntries(CURVE_MODEL_FAMILIES.map((family) => [
|
|
453
|
+
family,
|
|
454
|
+
Object.freeze({
|
|
455
|
+
...FAMILY_SPECS[family].descriptor,
|
|
456
|
+
referenceableRowSets: Object.freeze([
|
|
457
|
+
...FAMILY_SPECS[family].descriptor.referenceableRowSets,
|
|
458
|
+
]),
|
|
459
|
+
}),
|
|
460
|
+
])));
|
|
461
|
+
//# sourceMappingURL=fitted-model-families.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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