@insiderfinance/totalfinance 0.1.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
  41. package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
  42. package/modules/backtest/dist/diagnostics.js +63 -0
  43. package/modules/backtest/dist/diagnostics.js.map +1 -0
  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
  47. package/modules/backtest/dist/environment/bench.js.map +1 -0
  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
  49. package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
  85. package/modules/backtest/dist/event-driven.d.ts.map +1 -0
  86. package/modules/backtest/dist/event-driven.js +325 -0
  87. package/modules/backtest/dist/event-driven.js.map +1 -0
  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
  89. package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
  90. package/modules/backtest/dist/execution/conformance.js +269 -0
  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
  94. package/modules/backtest/dist/execution/fill-models.js +375 -0
  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
  177. package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
  178. package/modules/backtest/dist/portfolio/index.js +11 -0
  179. package/modules/backtest/dist/portfolio/index.js.map +1 -0
  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
  199. package/modules/backtest/dist/tearsheet.js.map +1 -0
  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
  271. package/modules/calendars/dist/cboe.d.ts.map +1 -0
  272. package/modules/calendars/dist/cboe.js +16 -0
  273. package/modules/calendars/dist/cboe.js.map +1 -0
  274. package/modules/calendars/dist/crypto.d.ts +15 -0
  275. package/modules/calendars/dist/crypto.d.ts.map +1 -0
  276. package/modules/calendars/dist/crypto.js +16 -0
  277. package/modules/calendars/dist/crypto.js.map +1 -0
  278. package/modules/calendars/dist/expirations.d.ts +35 -0
  279. package/modules/calendars/dist/expirations.d.ts.map +1 -0
  280. package/modules/calendars/dist/expirations.js +158 -0
  281. package/modules/calendars/dist/expirations.js.map +1 -0
  282. package/modules/calendars/dist/index.d.ts +16 -0
  283. package/modules/calendars/dist/index.d.ts.map +1 -0
  284. package/modules/calendars/dist/index.js +13 -0
  285. package/modules/calendars/dist/index.js.map +1 -0
  286. package/modules/calendars/dist/nyse.d.ts +11 -0
  287. package/modules/calendars/dist/nyse.d.ts.map +1 -0
  288. package/modules/calendars/dist/nyse.js +12 -0
  289. package/modules/calendars/dist/nyse.js.map +1 -0
  290. package/modules/calendars/dist/trading-calendar.d.ts +32 -0
  291. package/modules/calendars/dist/trading-calendar.d.ts.map +1 -0
  292. package/modules/calendars/dist/trading-calendar.js +67 -0
  293. package/modules/calendars/dist/trading-calendar.js.map +1 -0
  294. package/modules/calendars/dist/us-market.d.ts +29 -0
  295. package/modules/calendars/dist/us-market.d.ts.map +1 -0
  296. package/modules/calendars/dist/us-market.js +72 -0
  297. package/modules/calendars/dist/us-market.js.map +1 -0
  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
  303. package/modules/calendars/src/nyse.ts +13 -0
  304. package/modules/calendars/src/trading-calendar.ts +85 -0
  305. package/modules/calendars/src/us-market.ts +86 -0
  306. package/modules/cli/dist/bin.d.ts +9 -0
  307. package/modules/cli/dist/bin.d.ts.map +1 -0
  308. package/modules/cli/dist/bin.js +458 -0
  309. package/modules/cli/dist/bin.js.map +1 -0
  310. package/modules/cli/dist/commands.d.ts +7 -0
  311. package/modules/cli/dist/commands.d.ts.map +1 -0
  312. package/modules/cli/dist/commands.js +17 -0
  313. package/modules/cli/dist/commands.js.map +1 -0
  314. package/modules/cli/dist/exit-codes.d.ts +20 -0
  315. package/modules/cli/dist/exit-codes.d.ts.map +1 -0
  316. package/modules/cli/dist/exit-codes.js +19 -0
  317. package/modules/cli/dist/exit-codes.js.map +1 -0
  318. package/modules/cli/dist/index.d.ts +13 -0
  319. package/modules/cli/dist/index.d.ts.map +1 -0
  320. package/modules/cli/dist/index.js +10 -0
  321. package/modules/cli/dist/index.js.map +1 -0
  322. package/modules/cli/etc/cli.api.md +25 -0
  323. package/modules/cli/src/bin.ts +530 -0
  324. package/modules/cli/src/commands.ts +19 -0
  325. package/modules/cli/src/exit-codes.ts +21 -0
  326. package/modules/cli/src/index.ts +29 -0
  327. package/modules/commodities/dist/forwards.d.ts +274 -0
  328. package/modules/commodities/dist/forwards.d.ts.map +1 -0
  329. package/modules/commodities/dist/forwards.js +359 -0
  330. package/modules/commodities/dist/forwards.js.map +1 -0
  331. package/modules/commodities/dist/index.d.ts +10 -0
  332. package/modules/commodities/dist/index.d.ts.map +1 -0
  333. package/modules/commodities/dist/index.js +10 -0
  334. package/modules/commodities/dist/index.js.map +1 -0
  335. package/modules/commodities/dist/internal.d.ts +6 -0
  336. package/modules/commodities/dist/internal.d.ts.map +1 -0
  337. package/modules/commodities/dist/internal.js +6 -0
  338. package/modules/commodities/dist/internal.js.map +1 -0
  339. package/modules/commodities/dist/term-structure.d.ts +327 -0
  340. package/modules/commodities/dist/term-structure.d.ts.map +1 -0
  341. package/modules/commodities/dist/term-structure.js +416 -0
  342. package/modules/commodities/dist/term-structure.js.map +1 -0
  343. package/modules/commodities/etc/commodities.api.md +53 -0
  344. package/modules/commodities/src/forwards.ts +791 -0
  345. package/modules/commodities/src/index.ts +10 -0
  346. package/modules/commodities/src/internal.ts +6 -0
  347. package/modules/commodities/src/term-structure.ts +828 -0
  348. package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
  349. package/modules/core/dist/artifacts/analysis-artifact.d.ts.map +1 -0
  350. package/modules/core/dist/artifacts/analysis-artifact.js +356 -0
  351. package/modules/core/dist/artifacts/analysis-artifact.js.map +1 -0
  352. package/modules/core/dist/artifacts/calculation-comparison.d.ts +125 -0
  353. package/modules/core/dist/artifacts/calculation-comparison.d.ts.map +1 -0
  354. package/modules/core/dist/artifacts/calculation-comparison.js +444 -0
  355. package/modules/core/dist/artifacts/calculation-comparison.js.map +1 -0
  356. package/modules/core/dist/artifacts/canonical-scan.d.ts +58 -0
  357. package/modules/core/dist/artifacts/canonical-scan.d.ts.map +1 -0
  358. package/modules/core/dist/artifacts/canonical-scan.js +250 -0
  359. package/modules/core/dist/artifacts/canonical-scan.js.map +1 -0
  360. package/modules/core/dist/artifacts/comparison.d.ts +179 -0
  361. package/modules/core/dist/artifacts/comparison.d.ts.map +1 -0
  362. package/modules/core/dist/artifacts/comparison.js +383 -0
  363. package/modules/core/dist/artifacts/comparison.js.map +1 -0
  364. package/modules/core/dist/artifacts/content-hash.d.ts +38 -0
  365. package/modules/core/dist/artifacts/content-hash.d.ts.map +1 -0
  366. package/modules/core/dist/artifacts/content-hash.js +170 -0
  367. package/modules/core/dist/artifacts/content-hash.js.map +1 -0
  368. package/modules/core/dist/artifacts/deep-freeze.d.ts +8 -0
  369. package/modules/core/dist/artifacts/deep-freeze.d.ts.map +1 -0
  370. package/modules/core/dist/artifacts/deep-freeze.js +16 -0
  371. package/modules/core/dist/artifacts/deep-freeze.js.map +1 -0
  372. package/modules/core/dist/artifacts/fitted-model-kit.d.ts +123 -0
  373. package/modules/core/dist/artifacts/fitted-model-kit.d.ts.map +1 -0
  374. package/modules/core/dist/artifacts/fitted-model-kit.js +281 -0
  375. package/modules/core/dist/artifacts/fitted-model-kit.js.map +1 -0
  376. package/modules/core/dist/artifacts/fitted-model-summary.d.ts +73 -0
  377. package/modules/core/dist/artifacts/fitted-model-summary.d.ts.map +1 -0
  378. package/modules/core/dist/artifacts/fitted-model-summary.js +254 -0
  379. package/modules/core/dist/artifacts/fitted-model-summary.js.map +1 -0
  380. package/modules/core/dist/artifacts/index.d.ts +52 -0
  381. package/modules/core/dist/artifacts/index.d.ts.map +1 -0
  382. package/modules/core/dist/artifacts/index.js +47 -0
  383. package/modules/core/dist/artifacts/index.js.map +1 -0
  384. package/modules/core/dist/artifacts/market-snapshot.d.ts +189 -0
  385. package/modules/core/dist/artifacts/market-snapshot.d.ts.map +1 -0
  386. package/modules/core/dist/artifacts/market-snapshot.js +517 -0
  387. package/modules/core/dist/artifacts/market-snapshot.js.map +1 -0
  388. package/modules/core/dist/artifacts/migration.d.ts +60 -0
  389. package/modules/core/dist/artifacts/migration.d.ts.map +1 -0
  390. package/modules/core/dist/artifacts/migration.js +106 -0
  391. package/modules/core/dist/artifacts/migration.js.map +1 -0
  392. package/modules/core/dist/artifacts/numeric-comparison.d.ts +12 -0
  393. package/modules/core/dist/artifacts/numeric-comparison.d.ts.map +1 -0
  394. package/modules/core/dist/artifacts/numeric-comparison.js +53 -0
  395. package/modules/core/dist/artifacts/numeric-comparison.js.map +1 -0
  396. package/modules/core/dist/artifacts/scenario-set.d.ts +97 -0
  397. package/modules/core/dist/artifacts/scenario-set.d.ts.map +1 -0
  398. package/modules/core/dist/artifacts/scenario-set.js +249 -0
  399. package/modules/core/dist/artifacts/scenario-set.js.map +1 -0
  400. package/modules/core/dist/artifacts/table-handle.d.ts +96 -0
  401. package/modules/core/dist/artifacts/table-handle.d.ts.map +1 -0
  402. package/modules/core/dist/artifacts/table-handle.js +253 -0
  403. package/modules/core/dist/artifacts/table-handle.js.map +1 -0
  404. package/modules/core/dist/assumptions.d.ts +52 -0
  405. package/modules/core/dist/assumptions.d.ts.map +1 -0
  406. package/modules/core/dist/assumptions.js +13 -0
  407. package/modules/core/dist/assumptions.js.map +1 -0
  408. package/modules/core/dist/calendar.d.ts +98 -0
  409. package/modules/core/dist/calendar.d.ts.map +1 -0
  410. package/modules/core/dist/calendar.js +301 -0
  411. package/modules/core/dist/calendar.js.map +1 -0
  412. package/modules/core/dist/canonical-json.d.ts +63 -0
  413. package/modules/core/dist/canonical-json.d.ts.map +1 -0
  414. package/modules/core/dist/canonical-json.js +241 -0
  415. package/modules/core/dist/canonical-json.js.map +1 -0
  416. package/modules/core/dist/computed.d.ts +31 -0
  417. package/modules/core/dist/computed.d.ts.map +1 -0
  418. package/modules/core/dist/computed.js +40 -0
  419. package/modules/core/dist/computed.js.map +1 -0
  420. package/modules/core/dist/contracts.d.ts +59 -0
  421. package/modules/core/dist/contracts.d.ts.map +1 -0
  422. package/modules/core/dist/contracts.js +9 -0
  423. package/modules/core/dist/contracts.js.map +1 -0
  424. package/modules/core/dist/dates.d.ts +31 -0
  425. package/modules/core/dist/dates.d.ts.map +1 -0
  426. package/modules/core/dist/dates.js +126 -0
  427. package/modules/core/dist/dates.js.map +1 -0
  428. package/modules/core/dist/diagnostics.d.ts +278 -0
  429. package/modules/core/dist/diagnostics.d.ts.map +1 -0
  430. package/modules/core/dist/diagnostics.js +287 -0
  431. package/modules/core/dist/diagnostics.js.map +1 -0
  432. package/modules/core/dist/errors.d.ts +324 -0
  433. package/modules/core/dist/errors.d.ts.map +1 -0
  434. package/modules/core/dist/errors.js +363 -0
  435. package/modules/core/dist/errors.js.map +1 -0
  436. package/modules/core/dist/facade.d.ts +97 -0
  437. package/modules/core/dist/facade.d.ts.map +1 -0
  438. package/modules/core/dist/facade.js +354 -0
  439. package/modules/core/dist/facade.js.map +1 -0
  440. package/modules/core/dist/index.d.ts +45 -0
  441. package/modules/core/dist/index.d.ts.map +1 -0
  442. package/modules/core/dist/index.js +23 -0
  443. package/modules/core/dist/index.js.map +1 -0
  444. package/modules/core/dist/invariants.d.ts +112 -0
  445. package/modules/core/dist/invariants.d.ts.map +1 -0
  446. package/modules/core/dist/invariants.js +240 -0
  447. package/modules/core/dist/invariants.js.map +1 -0
  448. package/modules/core/dist/market-data.d.ts +219 -0
  449. package/modules/core/dist/market-data.d.ts.map +1 -0
  450. package/modules/core/dist/market-data.js +183 -0
  451. package/modules/core/dist/market-data.js.map +1 -0
  452. package/modules/core/dist/numeric.d.ts +46 -0
  453. package/modules/core/dist/numeric.d.ts.map +1 -0
  454. package/modules/core/dist/numeric.js +145 -0
  455. package/modules/core/dist/numeric.js.map +1 -0
  456. package/modules/core/dist/orders.d.ts +28 -0
  457. package/modules/core/dist/orders.d.ts.map +1 -0
  458. package/modules/core/dist/orders.js +49 -0
  459. package/modules/core/dist/orders.js.map +1 -0
  460. package/modules/core/dist/pricing.d.ts +418 -0
  461. package/modules/core/dist/pricing.d.ts.map +1 -0
  462. package/modules/core/dist/pricing.js +987 -0
  463. package/modules/core/dist/pricing.js.map +1 -0
  464. package/modules/core/dist/provenance.d.ts +25 -0
  465. package/modules/core/dist/provenance.d.ts.map +1 -0
  466. package/modules/core/dist/provenance.js +75 -0
  467. package/modules/core/dist/provenance.js.map +1 -0
  468. package/modules/core/dist/schema/index.d.ts +14 -0
  469. package/modules/core/dist/schema/index.d.ts.map +1 -0
  470. package/modules/core/dist/schema/index.js +12 -0
  471. package/modules/core/dist/schema/index.js.map +1 -0
  472. package/modules/core/dist/schema/json-schema-guard.d.ts +21 -0
  473. package/modules/core/dist/schema/json-schema-guard.d.ts.map +1 -0
  474. package/modules/core/dist/schema/json-schema-guard.js +114 -0
  475. package/modules/core/dist/schema/json-schema-guard.js.map +1 -0
  476. package/modules/core/dist/schema/json-schema.d.ts +33 -0
  477. package/modules/core/dist/schema/json-schema.d.ts.map +1 -0
  478. package/modules/core/dist/schema/json-schema.js +3 -0
  479. package/modules/core/dist/schema/json-schema.js.map +1 -0
  480. package/modules/core/dist/schema/payloads.d.ts +429 -0
  481. package/modules/core/dist/schema/payloads.d.ts.map +1 -0
  482. package/modules/core/dist/schema/payloads.js +323 -0
  483. package/modules/core/dist/schema/payloads.js.map +1 -0
  484. package/modules/core/dist/schema/schema.d.ts +282 -0
  485. package/modules/core/dist/schema/schema.d.ts.map +1 -0
  486. package/modules/core/dist/schema/schema.js +780 -0
  487. package/modules/core/dist/schema/schema.js.map +1 -0
  488. package/modules/core/dist/schema/standard.d.ts +32 -0
  489. package/modules/core/dist/schema/standard.d.ts.map +1 -0
  490. package/modules/core/dist/schema/standard.js +8 -0
  491. package/modules/core/dist/schema/standard.js.map +1 -0
  492. package/modules/core/dist/symbology.d.ts +30 -0
  493. package/modules/core/dist/symbology.d.ts.map +1 -0
  494. package/modules/core/dist/symbology.js +126 -0
  495. package/modules/core/dist/symbology.js.map +1 -0
  496. package/modules/core/dist/time.d.ts +122 -0
  497. package/modules/core/dist/time.d.ts.map +1 -0
  498. package/modules/core/dist/time.js +349 -0
  499. package/modules/core/dist/time.js.map +1 -0
  500. package/modules/core/dist/validation-codes.d.ts +24 -0
  501. package/modules/core/dist/validation-codes.d.ts.map +1 -0
  502. package/modules/core/dist/validation-codes.js +24 -0
  503. package/modules/core/dist/validation-codes.js.map +1 -0
  504. package/modules/core/dist/validation.d.ts +117 -0
  505. package/modules/core/dist/validation.d.ts.map +1 -0
  506. package/modules/core/dist/validation.js +415 -0
  507. package/modules/core/dist/validation.js.map +1 -0
  508. package/modules/core/etc/core.api.md +157 -0
  509. package/modules/core/src/artifacts/analysis-artifact.ts +515 -0
  510. package/modules/core/src/artifacts/calculation-comparison.ts +641 -0
  511. package/modules/core/src/artifacts/canonical-scan.ts +358 -0
  512. package/modules/core/src/artifacts/comparison.ts +586 -0
  513. package/modules/core/src/artifacts/content-hash.ts +183 -0
  514. package/modules/core/src/artifacts/deep-freeze.ts +15 -0
  515. package/modules/core/src/artifacts/fitted-model-kit.ts +402 -0
  516. package/modules/core/src/artifacts/fitted-model-summary.ts +478 -0
  517. package/modules/core/src/artifacts/index.ts +155 -0
  518. package/modules/core/src/artifacts/market-snapshot.ts +787 -0
  519. package/modules/core/src/artifacts/migration.ts +195 -0
  520. package/modules/core/src/artifacts/numeric-comparison.ts +71 -0
  521. package/modules/core/src/artifacts/scenario-set.ts +383 -0
  522. package/modules/core/src/artifacts/table-handle.ts +329 -0
  523. package/modules/core/src/assumptions.ts +62 -0
  524. package/modules/core/src/calendar.ts +407 -0
  525. package/modules/core/src/canonical-json.ts +289 -0
  526. package/modules/core/src/computed.ts +55 -0
  527. package/modules/core/src/contracts.ts +63 -0
  528. package/modules/core/src/dates.ts +163 -0
  529. package/modules/core/src/diagnostics.ts +397 -0
  530. package/modules/core/src/errors.ts +404 -0
  531. package/modules/core/src/facade.ts +436 -0
  532. package/modules/core/src/index.ts +185 -0
  533. package/modules/core/src/invariants.ts +339 -0
  534. package/modules/core/src/market-data.ts +481 -0
  535. package/modules/core/src/numeric.ts +205 -0
  536. package/modules/core/src/orders.ts +71 -0
  537. package/modules/core/src/pricing.ts +1647 -0
  538. package/modules/core/src/provenance.ts +121 -0
  539. package/modules/core/src/schema/index.ts +61 -0
  540. package/modules/core/src/schema/json-schema-guard.ts +172 -0
  541. package/modules/core/src/schema/json-schema.ts +52 -0
  542. package/modules/core/src/schema/payloads.ts +364 -0
  543. package/modules/core/src/schema/schema.ts +986 -0
  544. package/modules/core/src/schema/standard.ts +40 -0
  545. package/modules/core/src/symbology.ts +170 -0
  546. package/modules/core/src/time.ts +458 -0
  547. package/modules/core/src/validation-codes.ts +23 -0
  548. package/modules/core/src/validation.ts +607 -0
  549. package/modules/crypto/dist/carry.d.ts +176 -0
  550. package/modules/crypto/dist/carry.d.ts.map +1 -0
  551. package/modules/crypto/dist/carry.js +349 -0
  552. package/modules/crypto/dist/carry.js.map +1 -0
  553. package/modules/crypto/dist/curve.d.ts +69 -0
  554. package/modules/crypto/dist/curve.d.ts.map +1 -0
  555. package/modules/crypto/dist/curve.js +180 -0
  556. package/modules/crypto/dist/curve.js.map +1 -0
  557. package/modules/crypto/dist/index.d.ts +20 -0
  558. package/modules/crypto/dist/index.d.ts.map +1 -0
  559. package/modules/crypto/dist/index.js +16 -0
  560. package/modules/crypto/dist/index.js.map +1 -0
  561. package/modules/crypto/dist/inverse.d.ts +61 -0
  562. package/modules/crypto/dist/inverse.d.ts.map +1 -0
  563. package/modules/crypto/dist/inverse.js +89 -0
  564. package/modules/crypto/dist/inverse.js.map +1 -0
  565. package/modules/crypto/dist/liquidation.d.ts +67 -0
  566. package/modules/crypto/dist/liquidation.d.ts.map +1 -0
  567. package/modules/crypto/dist/liquidation.js +103 -0
  568. package/modules/crypto/dist/liquidation.js.map +1 -0
  569. package/modules/crypto/etc/crypto.api.md +45 -0
  570. package/modules/crypto/src/carry.ts +656 -0
  571. package/modules/crypto/src/curve.ts +273 -0
  572. package/modules/crypto/src/index.ts +62 -0
  573. package/modules/crypto/src/inverse.ts +172 -0
  574. package/modules/crypto/src/liquidation.ts +174 -0
  575. package/modules/fixed-income/dist/artifacts.d.ts +24 -0
  576. package/modules/fixed-income/dist/artifacts.d.ts.map +1 -0
  577. package/modules/fixed-income/dist/artifacts.js +21 -0
  578. package/modules/fixed-income/dist/artifacts.js.map +1 -0
  579. package/modules/fixed-income/dist/bonds.d.ts +298 -0
  580. package/modules/fixed-income/dist/bonds.d.ts.map +1 -0
  581. package/modules/fixed-income/dist/bonds.js +951 -0
  582. package/modules/fixed-income/dist/bonds.js.map +1 -0
  583. package/modules/fixed-income/dist/conventions.d.ts +77 -0
  584. package/modules/fixed-income/dist/conventions.d.ts.map +1 -0
  585. package/modules/fixed-income/dist/conventions.js +266 -0
  586. package/modules/fixed-income/dist/conventions.js.map +1 -0
  587. package/modules/fixed-income/dist/convertible.d.ts +76 -0
  588. package/modules/fixed-income/dist/convertible.d.ts.map +1 -0
  589. package/modules/fixed-income/dist/convertible.js +182 -0
  590. package/modules/fixed-income/dist/convertible.js.map +1 -0
  591. package/modules/fixed-income/dist/credit.d.ts +227 -0
  592. package/modules/fixed-income/dist/credit.d.ts.map +1 -0
  593. package/modules/fixed-income/dist/credit.js +653 -0
  594. package/modules/fixed-income/dist/credit.js.map +1 -0
  595. package/modules/fixed-income/dist/cross-currency.d.ts +82 -0
  596. package/modules/fixed-income/dist/cross-currency.d.ts.map +1 -0
  597. package/modules/fixed-income/dist/cross-currency.js +93 -0
  598. package/modules/fixed-income/dist/cross-currency.js.map +1 -0
  599. package/modules/fixed-income/dist/curve-data.d.ts +70 -0
  600. package/modules/fixed-income/dist/curve-data.d.ts.map +1 -0
  601. package/modules/fixed-income/dist/curve-data.js +254 -0
  602. package/modules/fixed-income/dist/curve-data.js.map +1 -0
  603. package/modules/fixed-income/dist/curve-mappers.d.ts +57 -0
  604. package/modules/fixed-income/dist/curve-mappers.d.ts.map +1 -0
  605. package/modules/fixed-income/dist/curve-mappers.js +131 -0
  606. package/modules/fixed-income/dist/curve-mappers.js.map +1 -0
  607. package/modules/fixed-income/dist/curve-state.d.ts +47 -0
  608. package/modules/fixed-income/dist/curve-state.d.ts.map +1 -0
  609. package/modules/fixed-income/dist/curve-state.js +33 -0
  610. package/modules/fixed-income/dist/curve-state.js.map +1 -0
  611. package/modules/fixed-income/dist/curves.d.ts +198 -0
  612. package/modules/fixed-income/dist/curves.d.ts.map +1 -0
  613. package/modules/fixed-income/dist/curves.js +803 -0
  614. package/modules/fixed-income/dist/curves.js.map +1 -0
  615. package/modules/fixed-income/dist/fitted-model-artifacts.d.ts +277 -0
  616. package/modules/fixed-income/dist/fitted-model-artifacts.d.ts.map +1 -0
  617. package/modules/fixed-income/dist/fitted-model-artifacts.js +839 -0
  618. package/modules/fixed-income/dist/fitted-model-artifacts.js.map +1 -0
  619. package/modules/fixed-income/dist/fitted-model-families.d.ts +170 -0
  620. package/modules/fixed-income/dist/fitted-model-families.d.ts.map +1 -0
  621. package/modules/fixed-income/dist/fitted-model-families.js +461 -0
  622. package/modules/fixed-income/dist/fitted-model-families.js.map +1 -0
  623. package/modules/fixed-income/dist/futures.d.ts +264 -0
  624. package/modules/fixed-income/dist/futures.d.ts.map +1 -0
  625. package/modules/fixed-income/dist/futures.js +630 -0
  626. package/modules/fixed-income/dist/futures.js.map +1 -0
  627. package/modules/fixed-income/dist/generated/validation-specs.d.ts +12 -0
  628. package/modules/fixed-income/dist/generated/validation-specs.d.ts.map +1 -0
  629. package/modules/fixed-income/dist/generated/validation-specs.js +556 -0
  630. package/modules/fixed-income/dist/generated/validation-specs.js.map +1 -0
  631. package/modules/fixed-income/dist/index.d.ts +36 -0
  632. package/modules/fixed-income/dist/index.d.ts.map +1 -0
  633. package/modules/fixed-income/dist/index.js +37 -0
  634. package/modules/fixed-income/dist/index.js.map +1 -0
  635. package/modules/fixed-income/dist/inflation.d.ts +174 -0
  636. package/modules/fixed-income/dist/inflation.d.ts.map +1 -0
  637. package/modules/fixed-income/dist/inflation.js +335 -0
  638. package/modules/fixed-income/dist/inflation.js.map +1 -0
  639. package/modules/fixed-income/dist/lattice.d.ts +156 -0
  640. package/modules/fixed-income/dist/lattice.d.ts.map +1 -0
  641. package/modules/fixed-income/dist/lattice.js +433 -0
  642. package/modules/fixed-income/dist/lattice.js.map +1 -0
  643. package/modules/fixed-income/dist/models.d.ts +187 -0
  644. package/modules/fixed-income/dist/models.d.ts.map +1 -0
  645. package/modules/fixed-income/dist/models.js +580 -0
  646. package/modules/fixed-income/dist/models.js.map +1 -0
  647. package/modules/fixed-income/dist/pricer.d.ts +48 -0
  648. package/modules/fixed-income/dist/pricer.d.ts.map +1 -0
  649. package/modules/fixed-income/dist/pricer.js +445 -0
  650. package/modules/fixed-income/dist/pricer.js.map +1 -0
  651. package/modules/fixed-income/dist/rates.d.ts +305 -0
  652. package/modules/fixed-income/dist/rates.d.ts.map +1 -0
  653. package/modules/fixed-income/dist/rates.js +686 -0
  654. package/modules/fixed-income/dist/rates.js.map +1 -0
  655. package/modules/fixed-income/dist/validate.d.ts +28 -0
  656. package/modules/fixed-income/dist/validate.d.ts.map +1 -0
  657. package/modules/fixed-income/dist/validate.js +123 -0
  658. package/modules/fixed-income/dist/validate.js.map +1 -0
  659. package/modules/fixed-income/dist/xva.d.ts +88 -0
  660. package/modules/fixed-income/dist/xva.d.ts.map +1 -0
  661. package/modules/fixed-income/dist/xva.js +316 -0
  662. package/modules/fixed-income/dist/xva.js.map +1 -0
  663. package/modules/fixed-income/etc/fixed-income.api.md +195 -0
  664. package/modules/fixed-income/src/artifacts.ts +60 -0
  665. package/modules/fixed-income/src/bonds.ts +1514 -0
  666. package/modules/fixed-income/src/conventions.ts +387 -0
  667. package/modules/fixed-income/src/convertible.ts +286 -0
  668. package/modules/fixed-income/src/credit.ts +1065 -0
  669. package/modules/fixed-income/src/cross-currency.ts +176 -0
  670. package/modules/fixed-income/src/curve-data.ts +381 -0
  671. package/modules/fixed-income/src/curve-mappers.ts +170 -0
  672. package/modules/fixed-income/src/curve-state.ts +70 -0
  673. package/modules/fixed-income/src/curves.ts +1169 -0
  674. package/modules/fixed-income/src/fitted-model-artifacts.ts +1414 -0
  675. package/modules/fixed-income/src/fitted-model-families.ts +834 -0
  676. package/modules/fixed-income/src/futures.ts +1018 -0
  677. package/modules/fixed-income/src/generated/validation-specs.ts +559 -0
  678. package/modules/fixed-income/src/index.ts +241 -0
  679. package/modules/fixed-income/src/inflation.ts +554 -0
  680. package/modules/fixed-income/src/lattice.ts +675 -0
  681. package/modules/fixed-income/src/models.ts +897 -0
  682. package/modules/fixed-income/src/pricer.ts +624 -0
  683. package/modules/fixed-income/src/rates.ts +1086 -0
  684. package/modules/fixed-income/src/validate.ts +169 -0
  685. package/modules/fixed-income/src/xva.ts +466 -0
  686. package/modules/foreign-exchange/dist/exposure.d.ts +140 -0
  687. package/modules/foreign-exchange/dist/exposure.d.ts.map +1 -0
  688. package/modules/foreign-exchange/dist/exposure.js +253 -0
  689. package/modules/foreign-exchange/dist/exposure.js.map +1 -0
  690. package/modules/foreign-exchange/dist/forwards.d.ts +159 -0
  691. package/modules/foreign-exchange/dist/forwards.d.ts.map +1 -0
  692. package/modules/foreign-exchange/dist/forwards.js +310 -0
  693. package/modules/foreign-exchange/dist/forwards.js.map +1 -0
  694. package/modules/foreign-exchange/dist/index.d.ts +11 -0
  695. package/modules/foreign-exchange/dist/index.d.ts.map +1 -0
  696. package/modules/foreign-exchange/dist/index.js +11 -0
  697. package/modules/foreign-exchange/dist/index.js.map +1 -0
  698. package/modules/foreign-exchange/dist/internal.d.ts +6 -0
  699. package/modules/foreign-exchange/dist/internal.d.ts.map +1 -0
  700. package/modules/foreign-exchange/dist/internal.js +6 -0
  701. package/modules/foreign-exchange/dist/internal.js.map +1 -0
  702. package/modules/foreign-exchange/dist/spot.d.ts +150 -0
  703. package/modules/foreign-exchange/dist/spot.d.ts.map +1 -0
  704. package/modules/foreign-exchange/dist/spot.js +289 -0
  705. package/modules/foreign-exchange/dist/spot.js.map +1 -0
  706. package/modules/foreign-exchange/etc/foreign-exchange.api.md +52 -0
  707. package/modules/foreign-exchange/src/exposure.ts +485 -0
  708. package/modules/foreign-exchange/src/forwards.ts +595 -0
  709. package/modules/foreign-exchange/src/index.ts +11 -0
  710. package/modules/foreign-exchange/src/internal.ts +6 -0
  711. package/modules/foreign-exchange/src/spot.ts +530 -0
  712. package/modules/fundamentals/dist/analyze.d.ts +90 -0
  713. package/modules/fundamentals/dist/analyze.d.ts.map +1 -0
  714. package/modules/fundamentals/dist/analyze.js +293 -0
  715. package/modules/fundamentals/dist/analyze.js.map +1 -0
  716. package/modules/fundamentals/dist/index.d.ts +17 -0
  717. package/modules/fundamentals/dist/index.d.ts.map +1 -0
  718. package/modules/fundamentals/dist/index.js +15 -0
  719. package/modules/fundamentals/dist/index.js.map +1 -0
  720. package/modules/fundamentals/dist/periods.d.ts +47 -0
  721. package/modules/fundamentals/dist/periods.d.ts.map +1 -0
  722. package/modules/fundamentals/dist/periods.js +106 -0
  723. package/modules/fundamentals/dist/periods.js.map +1 -0
  724. package/modules/fundamentals/dist/ratio-heads.d.ts +47 -0
  725. package/modules/fundamentals/dist/ratio-heads.d.ts.map +1 -0
  726. package/modules/fundamentals/dist/ratio-heads.js +766 -0
  727. package/modules/fundamentals/dist/ratio-heads.js.map +1 -0
  728. package/modules/fundamentals/dist/ratio-internals.d.ts +187 -0
  729. package/modules/fundamentals/dist/ratio-internals.d.ts.map +1 -0
  730. package/modules/fundamentals/dist/ratio-internals.js +299 -0
  731. package/modules/fundamentals/dist/ratio-internals.js.map +1 -0
  732. package/modules/fundamentals/dist/ratios.d.ts +9 -0
  733. package/modules/fundamentals/dist/ratios.d.ts.map +1 -0
  734. package/modules/fundamentals/dist/ratios.js +8 -0
  735. package/modules/fundamentals/dist/ratios.js.map +1 -0
  736. package/modules/fundamentals/dist/score-heads.d.ts +130 -0
  737. package/modules/fundamentals/dist/score-heads.d.ts.map +1 -0
  738. package/modules/fundamentals/dist/score-heads.js +364 -0
  739. package/modules/fundamentals/dist/score-heads.js.map +1 -0
  740. package/modules/fundamentals/dist/scores.d.ts +6 -0
  741. package/modules/fundamentals/dist/scores.d.ts.map +1 -0
  742. package/modules/fundamentals/dist/scores.js +6 -0
  743. package/modules/fundamentals/dist/scores.js.map +1 -0
  744. package/modules/fundamentals/dist/statement-contracts.d.ts +170 -0
  745. package/modules/fundamentals/dist/statement-contracts.d.ts.map +1 -0
  746. package/modules/fundamentals/dist/statement-contracts.js +207 -0
  747. package/modules/fundamentals/dist/statement-contracts.js.map +1 -0
  748. package/modules/fundamentals/dist/statement-utilities.d.ts +190 -0
  749. package/modules/fundamentals/dist/statement-utilities.d.ts.map +1 -0
  750. package/modules/fundamentals/dist/statement-utilities.js +501 -0
  751. package/modules/fundamentals/dist/statement-utilities.js.map +1 -0
  752. package/modules/fundamentals/dist/statements.d.ts +8 -0
  753. package/modules/fundamentals/dist/statements.d.ts.map +1 -0
  754. package/modules/fundamentals/dist/statements.js +7 -0
  755. package/modules/fundamentals/dist/statements.js.map +1 -0
  756. package/modules/fundamentals/etc/fundamentals.api.md +110 -0
  757. package/modules/fundamentals/src/analyze.ts +401 -0
  758. package/modules/fundamentals/src/index.ts +24 -0
  759. package/modules/fundamentals/src/periods.ts +197 -0
  760. package/modules/fundamentals/src/ratio-heads.ts +945 -0
  761. package/modules/fundamentals/src/ratio-internals.ts +562 -0
  762. package/modules/fundamentals/src/ratios.ts +23 -0
  763. package/modules/fundamentals/src/score-heads.ts +651 -0
  764. package/modules/fundamentals/src/scores.ts +6 -0
  765. package/modules/fundamentals/src/statement-contracts.ts +393 -0
  766. package/modules/fundamentals/src/statement-utilities.ts +833 -0
  767. package/modules/fundamentals/src/statements.ts +22 -0
  768. package/modules/http/dist/bin.d.ts +7 -0
  769. package/modules/http/dist/bin.d.ts.map +1 -0
  770. package/modules/http/dist/bin.js +167 -0
  771. package/modules/http/dist/bin.js.map +1 -0
  772. package/modules/http/dist/index.d.ts +10 -0
  773. package/modules/http/dist/index.d.ts.map +1 -0
  774. package/modules/http/dist/index.js +8 -0
  775. package/modules/http/dist/index.js.map +1 -0
  776. package/modules/http/dist/openapi.d.ts +38 -0
  777. package/modules/http/dist/openapi.d.ts.map +1 -0
  778. package/modules/http/dist/openapi.js +431 -0
  779. package/modules/http/dist/openapi.js.map +1 -0
  780. package/modules/http/dist/security.d.ts +21 -0
  781. package/modules/http/dist/security.d.ts.map +1 -0
  782. package/modules/http/dist/security.js +116 -0
  783. package/modules/http/dist/security.js.map +1 -0
  784. package/modules/http/dist/server.d.ts +63 -0
  785. package/modules/http/dist/server.d.ts.map +1 -0
  786. package/modules/http/dist/server.js +544 -0
  787. package/modules/http/dist/server.js.map +1 -0
  788. package/modules/http/etc/http.api.md +15 -0
  789. package/modules/http/etc/openapi.json +51958 -0
  790. package/modules/http/src/bin.ts +190 -0
  791. package/modules/http/src/index.ts +10 -0
  792. package/modules/http/src/openapi.ts +488 -0
  793. package/modules/http/src/security.ts +158 -0
  794. package/modules/http/src/server.ts +941 -0
  795. package/modules/math/dist/bivariate.d.ts +17 -0
  796. package/modules/math/dist/bivariate.d.ts.map +1 -0
  797. package/modules/math/dist/bivariate.js +123 -0
  798. package/modules/math/dist/bivariate.js.map +1 -0
  799. package/modules/math/dist/distributions.d.ts +66 -0
  800. package/modules/math/dist/distributions.d.ts.map +1 -0
  801. package/modules/math/dist/distributions.js +465 -0
  802. package/modules/math/dist/distributions.js.map +1 -0
  803. package/modules/math/dist/filters.d.ts +96 -0
  804. package/modules/math/dist/filters.d.ts.map +1 -0
  805. package/modules/math/dist/filters.js +347 -0
  806. package/modules/math/dist/filters.js.map +1 -0
  807. package/modules/math/dist/index.d.ts +34 -0
  808. package/modules/math/dist/index.d.ts.map +1 -0
  809. package/modules/math/dist/index.js +23 -0
  810. package/modules/math/dist/index.js.map +1 -0
  811. package/modules/math/dist/integration.d.ts +58 -0
  812. package/modules/math/dist/integration.d.ts.map +1 -0
  813. package/modules/math/dist/integration.js +176 -0
  814. package/modules/math/dist/integration.js.map +1 -0
  815. package/modules/math/dist/interpolation.d.ts +57 -0
  816. package/modules/math/dist/interpolation.d.ts.map +1 -0
  817. package/modules/math/dist/interpolation.js +464 -0
  818. package/modules/math/dist/interpolation.js.map +1 -0
  819. package/modules/math/dist/linalg.d.ts +251 -0
  820. package/modules/math/dist/linalg.d.ts.map +1 -0
  821. package/modules/math/dist/linalg.js +1503 -0
  822. package/modules/math/dist/linalg.js.map +1 -0
  823. package/modules/math/dist/lowdiscrepancy.d.ts +21 -0
  824. package/modules/math/dist/lowdiscrepancy.d.ts.map +1 -0
  825. package/modules/math/dist/lowdiscrepancy.js +200 -0
  826. package/modules/math/dist/lowdiscrepancy.js.map +1 -0
  827. package/modules/math/dist/montecarlo.d.ts +58 -0
  828. package/modules/math/dist/montecarlo.d.ts.map +1 -0
  829. package/modules/math/dist/montecarlo.js +248 -0
  830. package/modules/math/dist/montecarlo.js.map +1 -0
  831. package/modules/math/dist/normal.d.ts +40 -0
  832. package/modules/math/dist/normal.d.ts.map +1 -0
  833. package/modules/math/dist/normal.js +157 -0
  834. package/modules/math/dist/normal.js.map +1 -0
  835. package/modules/math/dist/optimize.d.ts +83 -0
  836. package/modules/math/dist/optimize.d.ts.map +1 -0
  837. package/modules/math/dist/optimize.js +784 -0
  838. package/modules/math/dist/optimize.js.map +1 -0
  839. package/modules/math/dist/random.d.ts +76 -0
  840. package/modules/math/dist/random.d.ts.map +1 -0
  841. package/modules/math/dist/random.js +261 -0
  842. package/modules/math/dist/random.js.map +1 -0
  843. package/modules/math/dist/regression.d.ts +58 -0
  844. package/modules/math/dist/regression.d.ts.map +1 -0
  845. package/modules/math/dist/regression.js +283 -0
  846. package/modules/math/dist/regression.js.map +1 -0
  847. package/modules/math/dist/resource-validation.d.ts +18 -0
  848. package/modules/math/dist/resource-validation.d.ts.map +1 -0
  849. package/modules/math/dist/resource-validation.js +60 -0
  850. package/modules/math/dist/resource-validation.js.map +1 -0
  851. package/modules/math/dist/sobol-data.d.ts +36 -0
  852. package/modules/math/dist/sobol-data.d.ts.map +1 -0
  853. package/modules/math/dist/sobol-data.js +172 -0
  854. package/modules/math/dist/sobol-data.js.map +1 -0
  855. package/modules/math/dist/solvers.d.ts +90 -0
  856. package/modules/math/dist/solvers.d.ts.map +1 -0
  857. package/modules/math/dist/solvers.js +663 -0
  858. package/modules/math/dist/solvers.js.map +1 -0
  859. package/modules/math/dist/statistics-internal.d.ts +73 -0
  860. package/modules/math/dist/statistics-internal.d.ts.map +1 -0
  861. package/modules/math/dist/statistics-internal.js +217 -0
  862. package/modules/math/dist/statistics-internal.js.map +1 -0
  863. package/modules/math/dist/statistics.d.ts +113 -0
  864. package/modules/math/dist/statistics.d.ts.map +1 -0
  865. package/modules/math/dist/statistics.js +545 -0
  866. package/modules/math/dist/statistics.js.map +1 -0
  867. package/modules/math/dist/timeseries.d.ts +131 -0
  868. package/modules/math/dist/timeseries.d.ts.map +1 -0
  869. package/modules/math/dist/timeseries.js +502 -0
  870. package/modules/math/dist/timeseries.js.map +1 -0
  871. package/modules/math/etc/math.api.md +178 -0
  872. package/modules/math/src/bivariate.ts +124 -0
  873. package/modules/math/src/distributions.ts +481 -0
  874. package/modules/math/src/filters.ts +452 -0
  875. package/modules/math/src/index.ts +223 -0
  876. package/modules/math/src/integration.ts +259 -0
  877. package/modules/math/src/interpolation.ts +588 -0
  878. package/modules/math/src/linalg.ts +1892 -0
  879. package/modules/math/src/lowdiscrepancy.ts +241 -0
  880. package/modules/math/src/montecarlo.ts +326 -0
  881. package/modules/math/src/normal.ts +161 -0
  882. package/modules/math/src/optimize.ts +943 -0
  883. package/modules/math/src/random.ts +372 -0
  884. package/modules/math/src/regression.ts +340 -0
  885. package/modules/math/src/resource-validation.ts +79 -0
  886. package/modules/math/src/sobol-data.ts +187 -0
  887. package/modules/math/src/solvers.ts +859 -0
  888. package/modules/math/src/statistics-internal.ts +256 -0
  889. package/modules/math/src/statistics.ts +636 -0
  890. package/modules/math/src/timeseries.ts +611 -0
  891. package/modules/options/dist/american-iv.d.ts +116 -0
  892. package/modules/options/dist/american-iv.d.ts.map +1 -0
  893. package/modules/options/dist/american-iv.js +385 -0
  894. package/modules/options/dist/american-iv.js.map +1 -0
  895. package/modules/options/dist/arbitrage.d.ts +42 -0
  896. package/modules/options/dist/arbitrage.d.ts.map +1 -0
  897. package/modules/options/dist/arbitrage.js +79 -0
  898. package/modules/options/dist/arbitrage.js.map +1 -0
  899. package/modules/options/dist/bachelier.d.ts +68 -0
  900. package/modules/options/dist/bachelier.d.ts.map +1 -0
  901. package/modules/options/dist/bachelier.js +348 -0
  902. package/modules/options/dist/bachelier.js.map +1 -0
  903. package/modules/options/dist/batch.d.ts +82 -0
  904. package/modules/options/dist/batch.d.ts.map +1 -0
  905. package/modules/options/dist/batch.js +346 -0
  906. package/modules/options/dist/batch.js.map +1 -0
  907. package/modules/options/dist/black-scholes.d.ts +42 -0
  908. package/modules/options/dist/black-scholes.d.ts.map +1 -0
  909. package/modules/options/dist/black-scholes.js +334 -0
  910. package/modules/options/dist/black-scholes.js.map +1 -0
  911. package/modules/options/dist/black76.d.ts +77 -0
  912. package/modules/options/dist/black76.d.ts.map +1 -0
  913. package/modules/options/dist/black76.js +400 -0
  914. package/modules/options/dist/black76.js.map +1 -0
  915. package/modules/options/dist/bsm.d.ts +120 -0
  916. package/modules/options/dist/bsm.d.ts.map +1 -0
  917. package/modules/options/dist/bsm.js +414 -0
  918. package/modules/options/dist/bsm.js.map +1 -0
  919. package/modules/options/dist/chain-greeks.d.ts +69 -0
  920. package/modules/options/dist/chain-greeks.d.ts.map +1 -0
  921. package/modules/options/dist/chain-greeks.js +154 -0
  922. package/modules/options/dist/chain-greeks.js.map +1 -0
  923. package/modules/options/dist/chain-health.d.ts +254 -0
  924. package/modules/options/dist/chain-health.d.ts.map +1 -0
  925. package/modules/options/dist/chain-health.js +746 -0
  926. package/modules/options/dist/chain-health.js.map +1 -0
  927. package/modules/options/dist/contract.d.ts +73 -0
  928. package/modules/options/dist/contract.d.ts.map +1 -0
  929. package/modules/options/dist/contract.js +226 -0
  930. package/modules/options/dist/contract.js.map +1 -0
  931. package/modules/options/dist/dividend-term-structure.d.ts +76 -0
  932. package/modules/options/dist/dividend-term-structure.d.ts.map +1 -0
  933. package/modules/options/dist/dividend-term-structure.js +180 -0
  934. package/modules/options/dist/dividend-term-structure.js.map +1 -0
  935. package/modules/options/dist/dividends.d.ts +34 -0
  936. package/modules/options/dist/dividends.d.ts.map +1 -0
  937. package/modules/options/dist/dividends.js +51 -0
  938. package/modules/options/dist/dividends.js.map +1 -0
  939. package/modules/options/dist/engine-bsm.d.ts +22 -0
  940. package/modules/options/dist/engine-bsm.d.ts.map +1 -0
  941. package/modules/options/dist/engine-bsm.js +236 -0
  942. package/modules/options/dist/engine-bsm.js.map +1 -0
  943. package/modules/options/dist/engines/american-approx.d.ts +29 -0
  944. package/modules/options/dist/engines/american-approx.d.ts.map +1 -0
  945. package/modules/options/dist/engines/american-approx.js +483 -0
  946. package/modules/options/dist/engines/american-approx.js.map +1 -0
  947. package/modules/options/dist/engines/bounds.d.ts +49 -0
  948. package/modules/options/dist/engines/bounds.d.ts.map +1 -0
  949. package/modules/options/dist/engines/bounds.js +58 -0
  950. package/modules/options/dist/engines/bounds.js.map +1 -0
  951. package/modules/options/dist/engines/engine-factory.d.ts +92 -0
  952. package/modules/options/dist/engines/engine-factory.d.ts.map +1 -0
  953. package/modules/options/dist/engines/engine-factory.js +372 -0
  954. package/modules/options/dist/engines/engine-factory.js.map +1 -0
  955. package/modules/options/dist/engines/fd-greeks.d.ts +84 -0
  956. package/modules/options/dist/engines/fd-greeks.d.ts.map +1 -0
  957. package/modules/options/dist/engines/fd-greeks.js +343 -0
  958. package/modules/options/dist/engines/fd-greeks.js.map +1 -0
  959. package/modules/options/dist/engines/fdm.d.ts +78 -0
  960. package/modules/options/dist/engines/fdm.d.ts.map +1 -0
  961. package/modules/options/dist/engines/fdm.js +218 -0
  962. package/modules/options/dist/engines/fdm.js.map +1 -0
  963. package/modules/options/dist/engines/scalar-pricing.d.ts +24 -0
  964. package/modules/options/dist/engines/scalar-pricing.d.ts.map +1 -0
  965. package/modules/options/dist/engines/scalar-pricing.js +2 -0
  966. package/modules/options/dist/engines/scalar-pricing.js.map +1 -0
  967. package/modules/options/dist/engines/tree.d.ts +78 -0
  968. package/modules/options/dist/engines/tree.d.ts.map +1 -0
  969. package/modules/options/dist/engines/tree.js +247 -0
  970. package/modules/options/dist/engines/tree.js.map +1 -0
  971. package/modules/options/dist/engines.d.ts +272 -0
  972. package/modules/options/dist/engines.d.ts.map +1 -0
  973. package/modules/options/dist/engines.js +1309 -0
  974. package/modules/options/dist/engines.js.map +1 -0
  975. package/modules/options/dist/equity-lattice.d.ts +58 -0
  976. package/modules/options/dist/equity-lattice.d.ts.map +1 -0
  977. package/modules/options/dist/equity-lattice.js +139 -0
  978. package/modules/options/dist/equity-lattice.js.map +1 -0
  979. package/modules/options/dist/exercise.d.ts +80 -0
  980. package/modules/options/dist/exercise.d.ts.map +1 -0
  981. package/modules/options/dist/exercise.js +266 -0
  982. package/modules/options/dist/exercise.js.map +1 -0
  983. package/modules/options/dist/exotics.d.ts +640 -0
  984. package/modules/options/dist/exotics.d.ts.map +1 -0
  985. package/modules/options/dist/exotics.js +2880 -0
  986. package/modules/options/dist/exotics.js.map +1 -0
  987. package/modules/options/dist/facade-util.d.ts +51 -0
  988. package/modules/options/dist/facade-util.d.ts.map +1 -0
  989. package/modules/options/dist/facade-util.js +93 -0
  990. package/modules/options/dist/facade-util.js.map +1 -0
  991. package/modules/options/dist/generated/validation-specs.d.ts +12 -0
  992. package/modules/options/dist/generated/validation-specs.d.ts.map +1 -0
  993. package/modules/options/dist/generated/validation-specs.js +2616 -0
  994. package/modules/options/dist/generated/validation-specs.js.map +1 -0
  995. package/modules/options/dist/heston.d.ts +160 -0
  996. package/modules/options/dist/heston.d.ts.map +1 -0
  997. package/modules/options/dist/heston.js +983 -0
  998. package/modules/options/dist/heston.js.map +1 -0
  999. package/modules/options/dist/index.d.ts +65 -0
  1000. package/modules/options/dist/index.d.ts.map +1 -0
  1001. package/modules/options/dist/index.js +58 -0
  1002. package/modules/options/dist/index.js.map +1 -0
  1003. package/modules/options/dist/iv.d.ts +85 -0
  1004. package/modules/options/dist/iv.d.ts.map +1 -0
  1005. package/modules/options/dist/iv.js +424 -0
  1006. package/modules/options/dist/iv.js.map +1 -0
  1007. package/modules/options/dist/lattice.d.ts +7 -0
  1008. package/modules/options/dist/lattice.d.ts.map +1 -0
  1009. package/modules/options/dist/lattice.js +7 -0
  1010. package/modules/options/dist/lattice.js.map +1 -0
  1011. package/modules/options/dist/local-volatility.d.ts +128 -0
  1012. package/modules/options/dist/local-volatility.d.ts.map +1 -0
  1013. package/modules/options/dist/local-volatility.js +333 -0
  1014. package/modules/options/dist/local-volatility.js.map +1 -0
  1015. package/modules/options/dist/market.d.ts +19 -0
  1016. package/modules/options/dist/market.d.ts.map +1 -0
  1017. package/modules/options/dist/market.js +58 -0
  1018. package/modules/options/dist/market.js.map +1 -0
  1019. package/modules/options/dist/mc/complex.d.ts +23 -0
  1020. package/modules/options/dist/mc/complex.d.ts.map +1 -0
  1021. package/modules/options/dist/mc/complex.js +42 -0
  1022. package/modules/options/dist/mc/complex.js.map +1 -0
  1023. package/modules/options/dist/mc/core.d.ts +151 -0
  1024. package/modules/options/dist/mc/core.d.ts.map +1 -0
  1025. package/modules/options/dist/mc/core.js +319 -0
  1026. package/modules/options/dist/mc/core.js.map +1 -0
  1027. package/modules/options/dist/monte-carlo.d.ts +66 -0
  1028. package/modules/options/dist/monte-carlo.d.ts.map +1 -0
  1029. package/modules/options/dist/monte-carlo.js +388 -0
  1030. package/modules/options/dist/monte-carlo.js.map +1 -0
  1031. package/modules/options/dist/parity.d.ts +191 -0
  1032. package/modules/options/dist/parity.d.ts.map +1 -0
  1033. package/modules/options/dist/parity.js +566 -0
  1034. package/modules/options/dist/parity.js.map +1 -0
  1035. package/modules/options/dist/payoff-kernel.d.ts +33 -0
  1036. package/modules/options/dist/payoff-kernel.d.ts.map +1 -0
  1037. package/modules/options/dist/payoff-kernel.js +27 -0
  1038. package/modules/options/dist/payoff-kernel.js.map +1 -0
  1039. package/modules/options/dist/payoff.d.ts +34 -0
  1040. package/modules/options/dist/payoff.d.ts.map +1 -0
  1041. package/modules/options/dist/payoff.js +60 -0
  1042. package/modules/options/dist/payoff.js.map +1 -0
  1043. package/modules/options/dist/pricer.d.ts +44 -0
  1044. package/modules/options/dist/pricer.d.ts.map +1 -0
  1045. package/modules/options/dist/pricer.js +179 -0
  1046. package/modules/options/dist/pricer.js.map +1 -0
  1047. package/modules/options/dist/pro.d.ts +82 -0
  1048. package/modules/options/dist/pro.d.ts.map +1 -0
  1049. package/modules/options/dist/pro.js +177 -0
  1050. package/modules/options/dist/pro.js.map +1 -0
  1051. package/modules/options/dist/quote.d.ts +18 -0
  1052. package/modules/options/dist/quote.d.ts.map +1 -0
  1053. package/modules/options/dist/quote.js +26 -0
  1054. package/modules/options/dist/quote.js.map +1 -0
  1055. package/modules/options/dist/resource-validation-internal.d.ts +8 -0
  1056. package/modules/options/dist/resource-validation-internal.d.ts.map +1 -0
  1057. package/modules/options/dist/resource-validation-internal.js +23 -0
  1058. package/modules/options/dist/resource-validation-internal.js.map +1 -0
  1059. package/modules/options/dist/sabr.d.ts +153 -0
  1060. package/modules/options/dist/sabr.d.ts.map +1 -0
  1061. package/modules/options/dist/sabr.js +515 -0
  1062. package/modules/options/dist/sabr.js.map +1 -0
  1063. package/modules/options/dist/schema.d.ts +120 -0
  1064. package/modules/options/dist/schema.d.ts.map +1 -0
  1065. package/modules/options/dist/schema.js +62 -0
  1066. package/modules/options/dist/schema.js.map +1 -0
  1067. package/modules/options/dist/time.d.ts +44 -0
  1068. package/modules/options/dist/time.d.ts.map +1 -0
  1069. package/modules/options/dist/time.js +76 -0
  1070. package/modules/options/dist/time.js.map +1 -0
  1071. package/modules/options/dist/types.d.ts +115 -0
  1072. package/modules/options/dist/types.d.ts.map +1 -0
  1073. package/modules/options/dist/types.js +3 -0
  1074. package/modules/options/dist/types.js.map +1 -0
  1075. package/modules/options/etc/options.api.md +230 -0
  1076. package/modules/options/src/american-iv.ts +547 -0
  1077. package/modules/options/src/arbitrage.ts +134 -0
  1078. package/modules/options/src/bachelier.ts +515 -0
  1079. package/modules/options/src/batch.ts +496 -0
  1080. package/modules/options/src/black-scholes.ts +501 -0
  1081. package/modules/options/src/black76.ts +573 -0
  1082. package/modules/options/src/bsm.ts +575 -0
  1083. package/modules/options/src/chain-greeks.ts +242 -0
  1084. package/modules/options/src/chain-health.ts +1083 -0
  1085. package/modules/options/src/contract.ts +329 -0
  1086. package/modules/options/src/dividend-term-structure.ts +303 -0
  1087. package/modules/options/src/dividends.ts +75 -0
  1088. package/modules/options/src/engine-bsm.ts +306 -0
  1089. package/modules/options/src/engines/american-approx.ts +669 -0
  1090. package/modules/options/src/engines/bounds.ts +106 -0
  1091. package/modules/options/src/engines/engine-factory.ts +502 -0
  1092. package/modules/options/src/engines/fd-greeks.ts +426 -0
  1093. package/modules/options/src/engines/fdm.ts +302 -0
  1094. package/modules/options/src/engines/scalar-pricing.ts +27 -0
  1095. package/modules/options/src/engines/tree.ts +350 -0
  1096. package/modules/options/src/engines.ts +1845 -0
  1097. package/modules/options/src/equity-lattice.ts +224 -0
  1098. package/modules/options/src/exercise.ts +422 -0
  1099. package/modules/options/src/exotics.ts +3966 -0
  1100. package/modules/options/src/facade-util.ts +137 -0
  1101. package/modules/options/src/generated/validation-specs.ts +2621 -0
  1102. package/modules/options/src/heston.ts +1348 -0
  1103. package/modules/options/src/index.ts +325 -0
  1104. package/modules/options/src/iv.ts +591 -0
  1105. package/modules/options/src/lattice.ts +6 -0
  1106. package/modules/options/src/local-volatility.ts +493 -0
  1107. package/modules/options/src/market.ts +74 -0
  1108. package/modules/options/src/mc/complex.ts +55 -0
  1109. package/modules/options/src/mc/core.ts +538 -0
  1110. package/modules/options/src/monte-carlo.ts +567 -0
  1111. package/modules/options/src/parity.ts +928 -0
  1112. package/modules/options/src/payoff-kernel.ts +39 -0
  1113. package/modules/options/src/payoff.ts +81 -0
  1114. package/modules/options/src/pricer.ts +217 -0
  1115. package/modules/options/src/pro.ts +272 -0
  1116. package/modules/options/src/quote.ts +34 -0
  1117. package/modules/options/src/resource-validation-internal.ts +31 -0
  1118. package/modules/options/src/sabr.ts +716 -0
  1119. package/modules/options/src/schema.ts +73 -0
  1120. package/modules/options/src/time.ts +104 -0
  1121. package/modules/options/src/types.ts +124 -0
  1122. package/modules/performance/dist/activity.d.ts +24 -0
  1123. package/modules/performance/dist/activity.d.ts.map +1 -0
  1124. package/modules/performance/dist/activity.js +137 -0
  1125. package/modules/performance/dist/activity.js.map +1 -0
  1126. package/modules/performance/dist/analyze.d.ts +85 -0
  1127. package/modules/performance/dist/analyze.d.ts.map +1 -0
  1128. package/modules/performance/dist/analyze.js +203 -0
  1129. package/modules/performance/dist/analyze.js.map +1 -0
  1130. package/modules/performance/dist/annualization-internal.d.ts +21 -0
  1131. package/modules/performance/dist/annualization-internal.d.ts.map +1 -0
  1132. package/modules/performance/dist/annualization-internal.js +34 -0
  1133. package/modules/performance/dist/annualization-internal.js.map +1 -0
  1134. package/modules/performance/dist/drawdown.d.ts +34 -0
  1135. package/modules/performance/dist/drawdown.d.ts.map +1 -0
  1136. package/modules/performance/dist/drawdown.js +99 -0
  1137. package/modules/performance/dist/drawdown.js.map +1 -0
  1138. package/modules/performance/dist/flow-aware.d.ts +388 -0
  1139. package/modules/performance/dist/flow-aware.d.ts.map +1 -0
  1140. package/modules/performance/dist/flow-aware.js +888 -0
  1141. package/modules/performance/dist/flow-aware.js.map +1 -0
  1142. package/modules/performance/dist/index.d.ts +26 -0
  1143. package/modules/performance/dist/index.d.ts.map +1 -0
  1144. package/modules/performance/dist/index.js +25 -0
  1145. package/modules/performance/dist/index.js.map +1 -0
  1146. package/modules/performance/dist/metrics.d.ts +13 -0
  1147. package/modules/performance/dist/metrics.d.ts.map +1 -0
  1148. package/modules/performance/dist/metrics.js +87 -0
  1149. package/modules/performance/dist/metrics.js.map +1 -0
  1150. package/modules/performance/dist/ratios.d.ts +55 -0
  1151. package/modules/performance/dist/ratios.d.ts.map +1 -0
  1152. package/modules/performance/dist/ratios.js +168 -0
  1153. package/modules/performance/dist/ratios.js.map +1 -0
  1154. package/modules/performance/dist/relative.d.ts +33 -0
  1155. package/modules/performance/dist/relative.d.ts.map +1 -0
  1156. package/modules/performance/dist/relative.js +150 -0
  1157. package/modules/performance/dist/relative.js.map +1 -0
  1158. package/modules/performance/dist/returns.d.ts +18 -0
  1159. package/modules/performance/dist/returns.d.ts.map +1 -0
  1160. package/modules/performance/dist/returns.js +70 -0
  1161. package/modules/performance/dist/returns.js.map +1 -0
  1162. package/modules/performance/dist/rolling.d.ts +36 -0
  1163. package/modules/performance/dist/rolling.d.ts.map +1 -0
  1164. package/modules/performance/dist/rolling.js +102 -0
  1165. package/modules/performance/dist/rolling.js.map +1 -0
  1166. package/modules/performance/dist/sector-performance-internal.d.ts +61 -0
  1167. package/modules/performance/dist/sector-performance-internal.d.ts.map +1 -0
  1168. package/modules/performance/dist/sector-performance-internal.js +216 -0
  1169. package/modules/performance/dist/sector-performance-internal.js.map +1 -0
  1170. package/modules/performance/dist/sector-performance.d.ts +288 -0
  1171. package/modules/performance/dist/sector-performance.d.ts.map +1 -0
  1172. package/modules/performance/dist/sector-performance.js +690 -0
  1173. package/modules/performance/dist/sector-performance.js.map +1 -0
  1174. package/modules/performance/dist/sharpe.d.ts +74 -0
  1175. package/modules/performance/dist/sharpe.d.ts.map +1 -0
  1176. package/modules/performance/dist/sharpe.js +157 -0
  1177. package/modules/performance/dist/sharpe.js.map +1 -0
  1178. package/modules/performance/etc/performance.api.md +109 -0
  1179. package/modules/performance/src/activity.ts +182 -0
  1180. package/modules/performance/src/analyze.ts +305 -0
  1181. package/modules/performance/src/annualization-internal.ts +43 -0
  1182. package/modules/performance/src/drawdown.ts +132 -0
  1183. package/modules/performance/src/flow-aware.ts +1518 -0
  1184. package/modules/performance/src/index.ts +89 -0
  1185. package/modules/performance/src/metrics.ts +150 -0
  1186. package/modules/performance/src/ratios.ts +243 -0
  1187. package/modules/performance/src/relative.ts +278 -0
  1188. package/modules/performance/src/returns.ts +80 -0
  1189. package/modules/performance/src/rolling.ts +155 -0
  1190. package/modules/performance/src/sector-performance-internal.ts +293 -0
  1191. package/modules/performance/src/sector-performance.ts +1263 -0
  1192. package/modules/performance/src/sharpe.ts +256 -0
  1193. package/modules/portfolio/dist/allocation.d.ts +227 -0
  1194. package/modules/portfolio/dist/allocation.d.ts.map +1 -0
  1195. package/modules/portfolio/dist/allocation.js +545 -0
  1196. package/modules/portfolio/dist/allocation.js.map +1 -0
  1197. package/modules/portfolio/dist/events.d.ts +502 -0
  1198. package/modules/portfolio/dist/events.d.ts.map +1 -0
  1199. package/modules/portfolio/dist/events.js +1061 -0
  1200. package/modules/portfolio/dist/events.js.map +1 -0
  1201. package/modules/portfolio/dist/index.d.ts +47 -0
  1202. package/modules/portfolio/dist/index.d.ts.map +1 -0
  1203. package/modules/portfolio/dist/index.js +34 -0
  1204. package/modules/portfolio/dist/index.js.map +1 -0
  1205. package/modules/portfolio/dist/internal.d.ts +101 -0
  1206. package/modules/portfolio/dist/internal.d.ts.map +1 -0
  1207. package/modules/portfolio/dist/internal.js +356 -0
  1208. package/modules/portfolio/dist/internal.js.map +1 -0
  1209. package/modules/portfolio/dist/ledger.d.ts +129 -0
  1210. package/modules/portfolio/dist/ledger.d.ts.map +1 -0
  1211. package/modules/portfolio/dist/ledger.js +271 -0
  1212. package/modules/portfolio/dist/ledger.js.map +1 -0
  1213. package/modules/portfolio/dist/lifecycle-corporate.d.ts +49 -0
  1214. package/modules/portfolio/dist/lifecycle-corporate.d.ts.map +1 -0
  1215. package/modules/portfolio/dist/lifecycle-corporate.js +462 -0
  1216. package/modules/portfolio/dist/lifecycle-corporate.js.map +1 -0
  1217. package/modules/portfolio/dist/lifecycle-derivatives.d.ts +59 -0
  1218. package/modules/portfolio/dist/lifecycle-derivatives.d.ts.map +1 -0
  1219. package/modules/portfolio/dist/lifecycle-derivatives.js +422 -0
  1220. package/modules/portfolio/dist/lifecycle-derivatives.js.map +1 -0
  1221. package/modules/portfolio/dist/marks.d.ts +44 -0
  1222. package/modules/portfolio/dist/marks.d.ts.map +1 -0
  1223. package/modules/portfolio/dist/marks.js +81 -0
  1224. package/modules/portfolio/dist/marks.js.map +1 -0
  1225. package/modules/portfolio/dist/monitor.d.ts +222 -0
  1226. package/modules/portfolio/dist/monitor.d.ts.map +1 -0
  1227. package/modules/portfolio/dist/monitor.js +1806 -0
  1228. package/modules/portfolio/dist/monitor.js.map +1 -0
  1229. package/modules/portfolio/dist/performance.d.ts +78 -0
  1230. package/modules/portfolio/dist/performance.d.ts.map +1 -0
  1231. package/modules/portfolio/dist/performance.js +146 -0
  1232. package/modules/portfolio/dist/performance.js.map +1 -0
  1233. package/modules/portfolio/dist/pnl.d.ts +154 -0
  1234. package/modules/portfolio/dist/pnl.d.ts.map +1 -0
  1235. package/modules/portfolio/dist/pnl.js +548 -0
  1236. package/modules/portfolio/dist/pnl.js.map +1 -0
  1237. package/modules/portfolio/dist/policy-grammar.d.ts +358 -0
  1238. package/modules/portfolio/dist/policy-grammar.d.ts.map +1 -0
  1239. package/modules/portfolio/dist/policy-grammar.js +1198 -0
  1240. package/modules/portfolio/dist/policy-grammar.js.map +1 -0
  1241. package/modules/portfolio/dist/policy.d.ts +24 -0
  1242. package/modules/portfolio/dist/policy.d.ts.map +1 -0
  1243. package/modules/portfolio/dist/policy.js +20 -0
  1244. package/modules/portfolio/dist/policy.js.map +1 -0
  1245. package/modules/portfolio/dist/rebalance.d.ts +281 -0
  1246. package/modules/portfolio/dist/rebalance.d.ts.map +1 -0
  1247. package/modules/portfolio/dist/rebalance.js +1236 -0
  1248. package/modules/portfolio/dist/rebalance.js.map +1 -0
  1249. package/modules/portfolio/dist/reconciliation.d.ts +150 -0
  1250. package/modules/portfolio/dist/reconciliation.d.ts.map +1 -0
  1251. package/modules/portfolio/dist/reconciliation.js +392 -0
  1252. package/modules/portfolio/dist/reconciliation.js.map +1 -0
  1253. package/modules/portfolio/dist/reducer-kernel.d.ts +92 -0
  1254. package/modules/portfolio/dist/reducer-kernel.d.ts.map +1 -0
  1255. package/modules/portfolio/dist/reducer-kernel.js +320 -0
  1256. package/modules/portfolio/dist/reducer-kernel.js.map +1 -0
  1257. package/modules/portfolio/dist/snapshot.d.ts +128 -0
  1258. package/modules/portfolio/dist/snapshot.d.ts.map +1 -0
  1259. package/modules/portfolio/dist/snapshot.js +205 -0
  1260. package/modules/portfolio/dist/snapshot.js.map +1 -0
  1261. package/modules/portfolio/dist/state.d.ts +196 -0
  1262. package/modules/portfolio/dist/state.d.ts.map +1 -0
  1263. package/modules/portfolio/dist/state.js +1093 -0
  1264. package/modules/portfolio/dist/state.js.map +1 -0
  1265. package/modules/portfolio/dist/timeline.d.ts +107 -0
  1266. package/modules/portfolio/dist/timeline.d.ts.map +1 -0
  1267. package/modules/portfolio/dist/timeline.js +220 -0
  1268. package/modules/portfolio/dist/timeline.js.map +1 -0
  1269. package/modules/portfolio/dist/trade/grant.d.ts +21 -0
  1270. package/modules/portfolio/dist/trade/grant.d.ts.map +1 -0
  1271. package/modules/portfolio/dist/trade/grant.js +411 -0
  1272. package/modules/portfolio/dist/trade/grant.js.map +1 -0
  1273. package/modules/portfolio/dist/trade/index.d.ts +20 -0
  1274. package/modules/portfolio/dist/trade/index.d.ts.map +1 -0
  1275. package/modules/portfolio/dist/trade/index.js +17 -0
  1276. package/modules/portfolio/dist/trade/index.js.map +1 -0
  1277. package/modules/portfolio/dist/trade/journal.d.ts +23 -0
  1278. package/modules/portfolio/dist/trade/journal.d.ts.map +1 -0
  1279. package/modules/portfolio/dist/trade/journal.js +352 -0
  1280. package/modules/portfolio/dist/trade/journal.js.map +1 -0
  1281. package/modules/portfolio/dist/trade/plan.d.ts +25 -0
  1282. package/modules/portfolio/dist/trade/plan.d.ts.map +1 -0
  1283. package/modules/portfolio/dist/trade/plan.js +285 -0
  1284. package/modules/portfolio/dist/trade/plan.js.map +1 -0
  1285. package/modules/portfolio/dist/trade/policy.d.ts +5 -0
  1286. package/modules/portfolio/dist/trade/policy.d.ts.map +1 -0
  1287. package/modules/portfolio/dist/trade/policy.js +133 -0
  1288. package/modules/portfolio/dist/trade/policy.js.map +1 -0
  1289. package/modules/portfolio/dist/trade/preflight.d.ts +3 -0
  1290. package/modules/portfolio/dist/trade/preflight.d.ts.map +1 -0
  1291. package/modules/portfolio/dist/trade/preflight.js +381 -0
  1292. package/modules/portfolio/dist/trade/preflight.js.map +1 -0
  1293. package/modules/portfolio/dist/trade/reconcile.d.ts +8 -0
  1294. package/modules/portfolio/dist/trade/reconcile.d.ts.map +1 -0
  1295. package/modules/portfolio/dist/trade/reconcile.js +240 -0
  1296. package/modules/portfolio/dist/trade/reconcile.js.map +1 -0
  1297. package/modules/portfolio/dist/trade/types.d.ts +559 -0
  1298. package/modules/portfolio/dist/trade/types.d.ts.map +1 -0
  1299. package/modules/portfolio/dist/trade/types.js +36 -0
  1300. package/modules/portfolio/dist/trade/types.js.map +1 -0
  1301. package/modules/portfolio/dist/trade/validate.d.ts +36 -0
  1302. package/modules/portfolio/dist/trade/validate.d.ts.map +1 -0
  1303. package/modules/portfolio/dist/trade/validate.js +776 -0
  1304. package/modules/portfolio/dist/trade/validate.js.map +1 -0
  1305. package/modules/portfolio/etc/portfolio.api.md +236 -0
  1306. package/modules/portfolio/src/allocation.ts +844 -0
  1307. package/modules/portfolio/src/events.ts +1968 -0
  1308. package/modules/portfolio/src/index.ts +295 -0
  1309. package/modules/portfolio/src/internal.ts +523 -0
  1310. package/modules/portfolio/src/ledger.ts +420 -0
  1311. package/modules/portfolio/src/lifecycle-corporate.ts +888 -0
  1312. package/modules/portfolio/src/lifecycle-derivatives.ts +735 -0
  1313. package/modules/portfolio/src/marks.ts +140 -0
  1314. package/modules/portfolio/src/monitor.ts +2421 -0
  1315. package/modules/portfolio/src/performance.ts +237 -0
  1316. package/modules/portfolio/src/pnl.ts +840 -0
  1317. package/modules/portfolio/src/policy-grammar.ts +1891 -0
  1318. package/modules/portfolio/src/policy.ts +119 -0
  1319. package/modules/portfolio/src/rebalance.ts +1742 -0
  1320. package/modules/portfolio/src/reconciliation.ts +621 -0
  1321. package/modules/portfolio/src/reducer-kernel.ts +512 -0
  1322. package/modules/portfolio/src/snapshot.ts +372 -0
  1323. package/modules/portfolio/src/state.ts +1776 -0
  1324. package/modules/portfolio/src/timeline.ts +359 -0
  1325. package/modules/portfolio/src/trade/grant.ts +514 -0
  1326. package/modules/portfolio/src/trade/index.ts +96 -0
  1327. package/modules/portfolio/src/trade/journal.ts +432 -0
  1328. package/modules/portfolio/src/trade/plan.ts +424 -0
  1329. package/modules/portfolio/src/trade/policy.ts +153 -0
  1330. package/modules/portfolio/src/trade/preflight.ts +605 -0
  1331. package/modules/portfolio/src/trade/reconcile.ts +276 -0
  1332. package/modules/portfolio/src/trade/types.ts +637 -0
  1333. package/modules/portfolio/src/trade/validate.ts +1213 -0
  1334. package/modules/research/dist/artifacts.d.ts +25 -0
  1335. package/modules/research/dist/artifacts.d.ts.map +1 -0
  1336. package/modules/research/dist/artifacts.js +22 -0
  1337. package/modules/research/dist/artifacts.js.map +1 -0
  1338. package/modules/research/dist/events.d.ts +238 -0
  1339. package/modules/research/dist/events.d.ts.map +1 -0
  1340. package/modules/research/dist/events.js +844 -0
  1341. package/modules/research/dist/events.js.map +1 -0
  1342. package/modules/research/dist/factors.d.ts +330 -0
  1343. package/modules/research/dist/factors.d.ts.map +1 -0
  1344. package/modules/research/dist/factors.js +891 -0
  1345. package/modules/research/dist/factors.js.map +1 -0
  1346. package/modules/research/dist/index.d.ts +11 -0
  1347. package/modules/research/dist/index.d.ts.map +1 -0
  1348. package/modules/research/dist/index.js +13 -0
  1349. package/modules/research/dist/index.js.map +1 -0
  1350. package/modules/research/dist/observations.d.ts +77 -0
  1351. package/modules/research/dist/observations.d.ts.map +1 -0
  1352. package/modules/research/dist/observations.js +201 -0
  1353. package/modules/research/dist/observations.js.map +1 -0
  1354. package/modules/research/dist/point-in-time.d.ts +17 -0
  1355. package/modules/research/dist/point-in-time.d.ts.map +1 -0
  1356. package/modules/research/dist/point-in-time.js +34 -0
  1357. package/modules/research/dist/point-in-time.js.map +1 -0
  1358. package/modules/research/dist/research-hygiene.d.ts +126 -0
  1359. package/modules/research/dist/research-hygiene.d.ts.map +1 -0
  1360. package/modules/research/dist/research-hygiene.js +290 -0
  1361. package/modules/research/dist/research-hygiene.js.map +1 -0
  1362. package/modules/research/dist/research-run-artifacts.d.ts +315 -0
  1363. package/modules/research/dist/research-run-artifacts.d.ts.map +1 -0
  1364. package/modules/research/dist/research-run-artifacts.js +766 -0
  1365. package/modules/research/dist/research-run-artifacts.js.map +1 -0
  1366. package/modules/research/dist/research-run-kinds.d.ts +135 -0
  1367. package/modules/research/dist/research-run-kinds.d.ts.map +1 -0
  1368. package/modules/research/dist/research-run-kinds.js +470 -0
  1369. package/modules/research/dist/research-run-kinds.js.map +1 -0
  1370. package/modules/research/dist/screening.d.ts +215 -0
  1371. package/modules/research/dist/screening.d.ts.map +1 -0
  1372. package/modules/research/dist/screening.js +616 -0
  1373. package/modules/research/dist/screening.js.map +1 -0
  1374. package/modules/research/dist/universe.d.ts +131 -0
  1375. package/modules/research/dist/universe.d.ts.map +1 -0
  1376. package/modules/research/dist/universe.js +294 -0
  1377. package/modules/research/dist/universe.js.map +1 -0
  1378. package/modules/research/etc/research.api.md +109 -0
  1379. package/modules/research/src/artifacts.ts +68 -0
  1380. package/modules/research/src/events.ts +1358 -0
  1381. package/modules/research/src/factors.ts +1322 -0
  1382. package/modules/research/src/index.ts +28 -0
  1383. package/modules/research/src/observations.ts +360 -0
  1384. package/modules/research/src/point-in-time.ts +44 -0
  1385. package/modules/research/src/research-hygiene.ts +544 -0
  1386. package/modules/research/src/research-run-artifacts.ts +1464 -0
  1387. package/modules/research/src/research-run-kinds.ts +723 -0
  1388. package/modules/research/src/screening.ts +957 -0
  1389. package/modules/research/src/universe.ts +494 -0
  1390. package/modules/risk/dist/attribution.d.ts +166 -0
  1391. package/modules/risk/dist/attribution.d.ts.map +1 -0
  1392. package/modules/risk/dist/attribution.js +278 -0
  1393. package/modules/risk/dist/attribution.js.map +1 -0
  1394. package/modules/risk/dist/book-var.d.ts +113 -0
  1395. package/modules/risk/dist/book-var.d.ts.map +1 -0
  1396. package/modules/risk/dist/book-var.js +487 -0
  1397. package/modules/risk/dist/book-var.js.map +1 -0
  1398. package/modules/risk/dist/book.d.ts +95 -0
  1399. package/modules/risk/dist/book.d.ts.map +1 -0
  1400. package/modules/risk/dist/book.js +201 -0
  1401. package/modules/risk/dist/book.js.map +1 -0
  1402. package/modules/risk/dist/covariance.d.ts +96 -0
  1403. package/modules/risk/dist/covariance.d.ts.map +1 -0
  1404. package/modules/risk/dist/covariance.js +183 -0
  1405. package/modules/risk/dist/covariance.js.map +1 -0
  1406. package/modules/risk/dist/evt.d.ts +188 -0
  1407. package/modules/risk/dist/evt.d.ts.map +1 -0
  1408. package/modules/risk/dist/evt.js +625 -0
  1409. package/modules/risk/dist/evt.js.map +1 -0
  1410. package/modules/risk/dist/expected-returns.d.ts +139 -0
  1411. package/modules/risk/dist/expected-returns.d.ts.map +1 -0
  1412. package/modules/risk/dist/expected-returns.js +350 -0
  1413. package/modules/risk/dist/expected-returns.js.map +1 -0
  1414. package/modules/risk/dist/factor.d.ts +66 -0
  1415. package/modules/risk/dist/factor.d.ts.map +1 -0
  1416. package/modules/risk/dist/factor.js +133 -0
  1417. package/modules/risk/dist/factor.js.map +1 -0
  1418. package/modules/risk/dist/frontier.d.ts +158 -0
  1419. package/modules/risk/dist/frontier.d.ts.map +1 -0
  1420. package/modules/risk/dist/frontier.js +1183 -0
  1421. package/modules/risk/dist/frontier.js.map +1 -0
  1422. package/modules/risk/dist/index.d.ts +47 -0
  1423. package/modules/risk/dist/index.d.ts.map +1 -0
  1424. package/modules/risk/dist/index.js +43 -0
  1425. package/modules/risk/dist/index.js.map +1 -0
  1426. package/modules/risk/dist/input-description.d.ts +3 -0
  1427. package/modules/risk/dist/input-description.d.ts.map +1 -0
  1428. package/modules/risk/dist/input-description.js +24 -0
  1429. package/modules/risk/dist/input-description.js.map +1 -0
  1430. package/modules/risk/dist/kelly.d.ts +217 -0
  1431. package/modules/risk/dist/kelly.d.ts.map +1 -0
  1432. package/modules/risk/dist/kelly.js +731 -0
  1433. package/modules/risk/dist/kelly.js.map +1 -0
  1434. package/modules/risk/dist/linalg.d.ts +27 -0
  1435. package/modules/risk/dist/linalg.d.ts.map +1 -0
  1436. package/modules/risk/dist/linalg.js +89 -0
  1437. package/modules/risk/dist/linalg.js.map +1 -0
  1438. package/modules/risk/dist/numeric-vector.d.ts +9 -0
  1439. package/modules/risk/dist/numeric-vector.d.ts.map +1 -0
  1440. package/modules/risk/dist/numeric-vector.js +112 -0
  1441. package/modules/risk/dist/numeric-vector.js.map +1 -0
  1442. package/modules/risk/dist/optimize.d.ts +231 -0
  1443. package/modules/risk/dist/optimize.d.ts.map +1 -0
  1444. package/modules/risk/dist/optimize.js +1258 -0
  1445. package/modules/risk/dist/optimize.js.map +1 -0
  1446. package/modules/risk/dist/optimizer-validation.d.ts +26 -0
  1447. package/modules/risk/dist/optimizer-validation.d.ts.map +1 -0
  1448. package/modules/risk/dist/optimizer-validation.js +306 -0
  1449. package/modules/risk/dist/optimizer-validation.js.map +1 -0
  1450. package/modules/risk/dist/options-internal.d.ts +18 -0
  1451. package/modules/risk/dist/options-internal.d.ts.map +1 -0
  1452. package/modules/risk/dist/options-internal.js +49 -0
  1453. package/modules/risk/dist/options-internal.js.map +1 -0
  1454. package/modules/risk/dist/pnl-explain.d.ts +169 -0
  1455. package/modules/risk/dist/pnl-explain.d.ts.map +1 -0
  1456. package/modules/risk/dist/pnl-explain.js +327 -0
  1457. package/modules/risk/dist/pnl-explain.js.map +1 -0
  1458. package/modules/risk/dist/portfolio.d.ts +322 -0
  1459. package/modules/risk/dist/portfolio.d.ts.map +1 -0
  1460. package/modules/risk/dist/portfolio.js +547 -0
  1461. package/modules/risk/dist/portfolio.js.map +1 -0
  1462. package/modules/risk/dist/research-protocol.d.ts +74 -0
  1463. package/modules/risk/dist/research-protocol.d.ts.map +1 -0
  1464. package/modules/risk/dist/research-protocol.js +193 -0
  1465. package/modules/risk/dist/research-protocol.js.map +1 -0
  1466. package/modules/risk/dist/research.d.ts +255 -0
  1467. package/modules/risk/dist/research.d.ts.map +1 -0
  1468. package/modules/risk/dist/research.js +752 -0
  1469. package/modules/risk/dist/research.js.map +1 -0
  1470. package/modules/risk/dist/scenario.d.ts +279 -0
  1471. package/modules/risk/dist/scenario.d.ts.map +1 -0
  1472. package/modules/risk/dist/scenario.js +458 -0
  1473. package/modules/risk/dist/scenario.js.map +1 -0
  1474. package/modules/risk/dist/sizing.d.ts +14 -0
  1475. package/modules/risk/dist/sizing.d.ts.map +1 -0
  1476. package/modules/risk/dist/sizing.js +12 -0
  1477. package/modules/risk/dist/sizing.js.map +1 -0
  1478. package/modules/risk/dist/strategy-shape.d.ts +84 -0
  1479. package/modules/risk/dist/strategy-shape.d.ts.map +1 -0
  1480. package/modules/risk/dist/strategy-shape.js +17 -0
  1481. package/modules/risk/dist/strategy-shape.js.map +1 -0
  1482. package/modules/risk/dist/value-at-risk.d.ts +240 -0
  1483. package/modules/risk/dist/value-at-risk.d.ts.map +1 -0
  1484. package/modules/risk/dist/value-at-risk.js +743 -0
  1485. package/modules/risk/dist/value-at-risk.js.map +1 -0
  1486. package/modules/risk/etc/risk.api.md +228 -0
  1487. package/modules/risk/src/attribution.ts +480 -0
  1488. package/modules/risk/src/book-var.ts +717 -0
  1489. package/modules/risk/src/book.ts +327 -0
  1490. package/modules/risk/src/covariance.ts +293 -0
  1491. package/modules/risk/src/evt.ts +899 -0
  1492. package/modules/risk/src/expected-returns.ts +572 -0
  1493. package/modules/risk/src/factor.ts +199 -0
  1494. package/modules/risk/src/frontier.ts +1570 -0
  1495. package/modules/risk/src/index.ts +281 -0
  1496. package/modules/risk/src/input-description.ts +15 -0
  1497. package/modules/risk/src/kelly.ts +1119 -0
  1498. package/modules/risk/src/linalg.ts +100 -0
  1499. package/modules/risk/src/numeric-vector.ts +153 -0
  1500. package/modules/risk/src/optimize.ts +1769 -0
  1501. package/modules/risk/src/optimizer-validation.ts +467 -0
  1502. package/modules/risk/src/options-internal.ts +73 -0
  1503. package/modules/risk/src/pnl-explain.ts +544 -0
  1504. package/modules/risk/src/portfolio.ts +911 -0
  1505. package/modules/risk/src/research-protocol.ts +277 -0
  1506. package/modules/risk/src/research.ts +1076 -0
  1507. package/modules/risk/src/scenario.ts +728 -0
  1508. package/modules/risk/src/sizing.ts +15 -0
  1509. package/modules/risk/src/strategy-shape.ts +90 -0
  1510. package/modules/risk/src/value-at-risk.ts +1102 -0
  1511. package/modules/scenarios/dist/aggregates.d.ts +27 -0
  1512. package/modules/scenarios/dist/aggregates.d.ts.map +1 -0
  1513. package/modules/scenarios/dist/aggregates.js +262 -0
  1514. package/modules/scenarios/dist/aggregates.js.map +1 -0
  1515. package/modules/scenarios/dist/fx.d.ts +69 -0
  1516. package/modules/scenarios/dist/fx.d.ts.map +1 -0
  1517. package/modules/scenarios/dist/fx.js +349 -0
  1518. package/modules/scenarios/dist/fx.js.map +1 -0
  1519. package/modules/scenarios/dist/index.d.ts +6 -0
  1520. package/modules/scenarios/dist/index.d.ts.map +1 -0
  1521. package/modules/scenarios/dist/index.js +6 -0
  1522. package/modules/scenarios/dist/index.js.map +1 -0
  1523. package/modules/scenarios/dist/internal/behaviors.d.ts +28 -0
  1524. package/modules/scenarios/dist/internal/behaviors.d.ts.map +1 -0
  1525. package/modules/scenarios/dist/internal/behaviors.js +169 -0
  1526. package/modules/scenarios/dist/internal/behaviors.js.map +1 -0
  1527. package/modules/scenarios/dist/internal/data.d.ts +35 -0
  1528. package/modules/scenarios/dist/internal/data.d.ts.map +1 -0
  1529. package/modules/scenarios/dist/internal/data.js +194 -0
  1530. package/modules/scenarios/dist/internal/data.js.map +1 -0
  1531. package/modules/scenarios/dist/internal/failures.d.ts +18 -0
  1532. package/modules/scenarios/dist/internal/failures.d.ts.map +1 -0
  1533. package/modules/scenarios/dist/internal/failures.js +184 -0
  1534. package/modules/scenarios/dist/internal/failures.js.map +1 -0
  1535. package/modules/scenarios/dist/internal/results.d.ts +18 -0
  1536. package/modules/scenarios/dist/internal/results.d.ts.map +1 -0
  1537. package/modules/scenarios/dist/internal/results.js +100 -0
  1538. package/modules/scenarios/dist/internal/results.js.map +1 -0
  1539. package/modules/scenarios/dist/market-resolution.d.ts +32 -0
  1540. package/modules/scenarios/dist/market-resolution.d.ts.map +1 -0
  1541. package/modules/scenarios/dist/market-resolution.js +296 -0
  1542. package/modules/scenarios/dist/market-resolution.js.map +1 -0
  1543. package/modules/scenarios/dist/portfolio.d.ts +11 -0
  1544. package/modules/scenarios/dist/portfolio.d.ts.map +1 -0
  1545. package/modules/scenarios/dist/portfolio.js +419 -0
  1546. package/modules/scenarios/dist/portfolio.js.map +1 -0
  1547. package/modules/scenarios/dist/run.d.ts +4 -0
  1548. package/modules/scenarios/dist/run.d.ts.map +1 -0
  1549. package/modules/scenarios/dist/run.js +933 -0
  1550. package/modules/scenarios/dist/run.js.map +1 -0
  1551. package/modules/scenarios/dist/spot-pricer.d.ts +21 -0
  1552. package/modules/scenarios/dist/spot-pricer.d.ts.map +1 -0
  1553. package/modules/scenarios/dist/spot-pricer.js +97 -0
  1554. package/modules/scenarios/dist/spot-pricer.js.map +1 -0
  1555. package/modules/scenarios/dist/targets.d.ts +18 -0
  1556. package/modules/scenarios/dist/targets.d.ts.map +1 -0
  1557. package/modules/scenarios/dist/targets.js +507 -0
  1558. package/modules/scenarios/dist/targets.js.map +1 -0
  1559. package/modules/scenarios/dist/taylor.d.ts +23 -0
  1560. package/modules/scenarios/dist/taylor.d.ts.map +1 -0
  1561. package/modules/scenarios/dist/taylor.js +209 -0
  1562. package/modules/scenarios/dist/taylor.js.map +1 -0
  1563. package/modules/scenarios/dist/transform.d.ts +31 -0
  1564. package/modules/scenarios/dist/transform.d.ts.map +1 -0
  1565. package/modules/scenarios/dist/transform.js +318 -0
  1566. package/modules/scenarios/dist/transform.js.map +1 -0
  1567. package/modules/scenarios/dist/types.d.ts +591 -0
  1568. package/modules/scenarios/dist/types.d.ts.map +1 -0
  1569. package/modules/scenarios/dist/types.js +2 -0
  1570. package/modules/scenarios/dist/types.js.map +1 -0
  1571. package/modules/scenarios/dist/work.d.ts +85 -0
  1572. package/modules/scenarios/dist/work.d.ts.map +1 -0
  1573. package/modules/scenarios/dist/work.js +629 -0
  1574. package/modules/scenarios/dist/work.js.map +1 -0
  1575. package/modules/scenarios/etc/scenarios.api.md +76 -0
  1576. package/modules/scenarios/src/aggregates.ts +429 -0
  1577. package/modules/scenarios/src/fx.ts +563 -0
  1578. package/modules/scenarios/src/index.ts +5 -0
  1579. package/modules/scenarios/src/internal/behaviors.ts +249 -0
  1580. package/modules/scenarios/src/internal/data.ts +258 -0
  1581. package/modules/scenarios/src/internal/failures.ts +219 -0
  1582. package/modules/scenarios/src/internal/results.ts +131 -0
  1583. package/modules/scenarios/src/market-resolution.ts +436 -0
  1584. package/modules/scenarios/src/portfolio.ts +639 -0
  1585. package/modules/scenarios/src/run.ts +1417 -0
  1586. package/modules/scenarios/src/spot-pricer.ts +129 -0
  1587. package/modules/scenarios/src/targets.ts +729 -0
  1588. package/modules/scenarios/src/taylor.ts +287 -0
  1589. package/modules/scenarios/src/transform.ts +468 -0
  1590. package/modules/scenarios/src/types.ts +713 -0
  1591. package/modules/scenarios/src/work.ts +1055 -0
  1592. package/modules/strategy/dist/auto-range.d.ts +14 -0
  1593. package/modules/strategy/dist/auto-range.d.ts.map +1 -0
  1594. package/modules/strategy/dist/auto-range.js +19 -0
  1595. package/modules/strategy/dist/auto-range.js.map +1 -0
  1596. package/modules/strategy/dist/builders.d.ts +75 -0
  1597. package/modules/strategy/dist/builders.d.ts.map +1 -0
  1598. package/modules/strategy/dist/builders.js +112 -0
  1599. package/modules/strategy/dist/builders.js.map +1 -0
  1600. package/modules/strategy/dist/calendars.d.ts +70 -0
  1601. package/modules/strategy/dist/calendars.d.ts.map +1 -0
  1602. package/modules/strategy/dist/calendars.js +149 -0
  1603. package/modules/strategy/dist/calendars.js.map +1 -0
  1604. package/modules/strategy/dist/classify.d.ts +77 -0
  1605. package/modules/strategy/dist/classify.d.ts.map +1 -0
  1606. package/modules/strategy/dist/classify.js +144 -0
  1607. package/modules/strategy/dist/classify.js.map +1 -0
  1608. package/modules/strategy/dist/explain.d.ts +77 -0
  1609. package/modules/strategy/dist/explain.d.ts.map +1 -0
  1610. package/modules/strategy/dist/explain.js +300 -0
  1611. package/modules/strategy/dist/explain.js.map +1 -0
  1612. package/modules/strategy/dist/from-chain.d.ts +88 -0
  1613. package/modules/strategy/dist/from-chain.d.ts.map +1 -0
  1614. package/modules/strategy/dist/from-chain.js +457 -0
  1615. package/modules/strategy/dist/from-chain.js.map +1 -0
  1616. package/modules/strategy/dist/index.d.ts +102 -0
  1617. package/modules/strategy/dist/index.d.ts.map +1 -0
  1618. package/modules/strategy/dist/index.js +41 -0
  1619. package/modules/strategy/dist/index.js.map +1 -0
  1620. package/modules/strategy/dist/legs.d.ts +47 -0
  1621. package/modules/strategy/dist/legs.d.ts.map +1 -0
  1622. package/modules/strategy/dist/legs.js +87 -0
  1623. package/modules/strategy/dist/legs.js.map +1 -0
  1624. package/modules/strategy/dist/manifest.d.ts +116 -0
  1625. package/modules/strategy/dist/manifest.d.ts.map +1 -0
  1626. package/modules/strategy/dist/manifest.js +376 -0
  1627. package/modules/strategy/dist/manifest.js.map +1 -0
  1628. package/modules/strategy/dist/optimizer.d.ts +184 -0
  1629. package/modules/strategy/dist/optimizer.d.ts.map +1 -0
  1630. package/modules/strategy/dist/optimizer.js +404 -0
  1631. package/modules/strategy/dist/optimizer.js.map +1 -0
  1632. package/modules/strategy/dist/position.d.ts +181 -0
  1633. package/modules/strategy/dist/position.d.ts.map +1 -0
  1634. package/modules/strategy/dist/position.js +1693 -0
  1635. package/modules/strategy/dist/position.js.map +1 -0
  1636. package/modules/strategy/dist/probability.d.ts +192 -0
  1637. package/modules/strategy/dist/probability.d.ts.map +1 -0
  1638. package/modules/strategy/dist/probability.js +106 -0
  1639. package/modules/strategy/dist/probability.js.map +1 -0
  1640. package/modules/strategy/dist/scanner.d.ts +147 -0
  1641. package/modules/strategy/dist/scanner.d.ts.map +1 -0
  1642. package/modules/strategy/dist/scanner.js +438 -0
  1643. package/modules/strategy/dist/scanner.js.map +1 -0
  1644. package/modules/strategy/dist/strategies.d.ts +187 -0
  1645. package/modules/strategy/dist/strategies.d.ts.map +1 -0
  1646. package/modules/strategy/dist/strategies.js +541 -0
  1647. package/modules/strategy/dist/strategies.js.map +1 -0
  1648. package/modules/strategy/dist/svg.d.ts +35 -0
  1649. package/modules/strategy/dist/svg.d.ts.map +1 -0
  1650. package/modules/strategy/dist/svg.js +298 -0
  1651. package/modules/strategy/dist/svg.js.map +1 -0
  1652. package/modules/strategy/dist/thesis-distribution.d.ts +79 -0
  1653. package/modules/strategy/dist/thesis-distribution.d.ts.map +1 -0
  1654. package/modules/strategy/dist/thesis-distribution.js +125 -0
  1655. package/modules/strategy/dist/thesis-distribution.js.map +1 -0
  1656. package/modules/strategy/dist/types.d.ts +370 -0
  1657. package/modules/strategy/dist/types.d.ts.map +1 -0
  1658. package/modules/strategy/dist/types.js +8 -0
  1659. package/modules/strategy/dist/types.js.map +1 -0
  1660. package/modules/strategy/dist/validate.d.ts +63 -0
  1661. package/modules/strategy/dist/validate.d.ts.map +1 -0
  1662. package/modules/strategy/dist/validate.js +146 -0
  1663. package/modules/strategy/dist/validate.js.map +1 -0
  1664. package/modules/strategy/etc/strategy.api.md +174 -0
  1665. package/modules/strategy/src/auto-range.ts +21 -0
  1666. package/modules/strategy/src/builders.ts +221 -0
  1667. package/modules/strategy/src/calendars.ts +245 -0
  1668. package/modules/strategy/src/classify.ts +215 -0
  1669. package/modules/strategy/src/explain.ts +471 -0
  1670. package/modules/strategy/src/from-chain.ts +643 -0
  1671. package/modules/strategy/src/index.ts +212 -0
  1672. package/modules/strategy/src/legs.ts +140 -0
  1673. package/modules/strategy/src/manifest.ts +756 -0
  1674. package/modules/strategy/src/optimizer.ts +679 -0
  1675. package/modules/strategy/src/position.ts +2084 -0
  1676. package/modules/strategy/src/probability.ts +301 -0
  1677. package/modules/strategy/src/scanner.ts +711 -0
  1678. package/modules/strategy/src/strategies.ts +1018 -0
  1679. package/modules/strategy/src/svg.ts +415 -0
  1680. package/modules/strategy/src/thesis-distribution.ts +188 -0
  1681. package/modules/strategy/src/types.ts +380 -0
  1682. package/modules/strategy/src/validate.ts +207 -0
  1683. package/modules/structure/OPTION-FLOW-DRIFT.md +126 -0
  1684. package/modules/structure/dist/exposure.d.ts +350 -0
  1685. package/modules/structure/dist/exposure.d.ts.map +1 -0
  1686. package/modules/structure/dist/exposure.js +917 -0
  1687. package/modules/structure/dist/exposure.js.map +1 -0
  1688. package/modules/structure/dist/flow.d.ts +247 -0
  1689. package/modules/structure/dist/flow.d.ts.map +1 -0
  1690. package/modules/structure/dist/flow.js +643 -0
  1691. package/modules/structure/dist/flow.js.map +1 -0
  1692. package/modules/structure/dist/index.d.ts +20 -0
  1693. package/modules/structure/dist/index.d.ts.map +1 -0
  1694. package/modules/structure/dist/index.js +16 -0
  1695. package/modules/structure/dist/index.js.map +1 -0
  1696. package/modules/structure/dist/market-day.d.ts +29 -0
  1697. package/modules/structure/dist/market-day.d.ts.map +1 -0
  1698. package/modules/structure/dist/market-day.js +43 -0
  1699. package/modules/structure/dist/market-day.js.map +1 -0
  1700. package/modules/structure/dist/option-flow-drift.d.ts +184 -0
  1701. package/modules/structure/dist/option-flow-drift.d.ts.map +1 -0
  1702. package/modules/structure/dist/option-flow-drift.js +475 -0
  1703. package/modules/structure/dist/option-flow-drift.js.map +1 -0
  1704. package/modules/structure/dist/supplied-exposure.d.ts +191 -0
  1705. package/modules/structure/dist/supplied-exposure.d.ts.map +1 -0
  1706. package/modules/structure/dist/supplied-exposure.js +421 -0
  1707. package/modules/structure/dist/supplied-exposure.js.map +1 -0
  1708. package/modules/structure/etc/structure.api.md +72 -0
  1709. package/modules/structure/src/exposure.ts +1330 -0
  1710. package/modules/structure/src/flow.ts +955 -0
  1711. package/modules/structure/src/index.ts +83 -0
  1712. package/modules/structure/src/market-day.ts +47 -0
  1713. package/modules/structure/src/option-flow-drift.ts +726 -0
  1714. package/modules/structure/src/supplied-exposure.ts +671 -0
  1715. package/modules/technical-analysis/dist/aliases.d.ts +42 -0
  1716. package/modules/technical-analysis/dist/aliases.d.ts.map +1 -0
  1717. package/modules/technical-analysis/dist/aliases.js +413 -0
  1718. package/modules/technical-analysis/dist/aliases.js.map +1 -0
  1719. package/modules/technical-analysis/dist/bands.d.ts +31 -0
  1720. package/modules/technical-analysis/dist/bands.d.ts.map +1 -0
  1721. package/modules/technical-analysis/dist/bands.js +79 -0
  1722. package/modules/technical-analysis/dist/bands.js.map +1 -0
  1723. package/modules/technical-analysis/dist/bars.d.ts +113 -0
  1724. package/modules/technical-analysis/dist/bars.d.ts.map +1 -0
  1725. package/modules/technical-analysis/dist/bars.js +374 -0
  1726. package/modules/technical-analysis/dist/bars.js.map +1 -0
  1727. package/modules/technical-analysis/dist/builtin-metadata.d.ts +1817 -0
  1728. package/modules/technical-analysis/dist/builtin-metadata.d.ts.map +1 -0
  1729. package/modules/technical-analysis/dist/builtin-metadata.js +1399 -0
  1730. package/modules/technical-analysis/dist/builtin-metadata.js.map +1 -0
  1731. package/modules/technical-analysis/dist/candle-aliases.d.ts +56 -0
  1732. package/modules/technical-analysis/dist/candle-aliases.d.ts.map +1 -0
  1733. package/modules/technical-analysis/dist/candle-aliases.js +246 -0
  1734. package/modules/technical-analysis/dist/candle-aliases.js.map +1 -0
  1735. package/modules/technical-analysis/dist/candle-talib.d.ts +114 -0
  1736. package/modules/technical-analysis/dist/candle-talib.d.ts.map +1 -0
  1737. package/modules/technical-analysis/dist/candle-talib.js +185 -0
  1738. package/modules/technical-analysis/dist/candle-talib.js.map +1 -0
  1739. package/modules/technical-analysis/dist/candlesticks.d.ts +103 -0
  1740. package/modules/technical-analysis/dist/candlesticks.d.ts.map +1 -0
  1741. package/modules/technical-analysis/dist/candlesticks.js +1009 -0
  1742. package/modules/technical-analysis/dist/candlesticks.js.map +1 -0
  1743. package/modules/technical-analysis/dist/chart-types.d.ts +205 -0
  1744. package/modules/technical-analysis/dist/chart-types.d.ts.map +1 -0
  1745. package/modules/technical-analysis/dist/chart-types.js +633 -0
  1746. package/modules/technical-analysis/dist/chart-types.js.map +1 -0
  1747. package/modules/technical-analysis/dist/columns.d.ts +24 -0
  1748. package/modules/technical-analysis/dist/columns.d.ts.map +1 -0
  1749. package/modules/technical-analysis/dist/columns.js +71 -0
  1750. package/modules/technical-analysis/dist/columns.js.map +1 -0
  1751. package/modules/technical-analysis/dist/cycle.d.ts +174 -0
  1752. package/modules/technical-analysis/dist/cycle.d.ts.map +1 -0
  1753. package/modules/technical-analysis/dist/cycle.js +489 -0
  1754. package/modules/technical-analysis/dist/cycle.js.map +1 -0
  1755. package/modules/technical-analysis/dist/discover.d.ts +100 -0
  1756. package/modules/technical-analysis/dist/discover.d.ts.map +1 -0
  1757. package/modules/technical-analysis/dist/discover.js +273 -0
  1758. package/modules/technical-analysis/dist/discover.js.map +1 -0
  1759. package/modules/technical-analysis/dist/divergence.d.ts +82 -0
  1760. package/modules/technical-analysis/dist/divergence.d.ts.map +1 -0
  1761. package/modules/technical-analysis/dist/divergence.js +269 -0
  1762. package/modules/technical-analysis/dist/divergence.js.map +1 -0
  1763. package/modules/technical-analysis/dist/features-ext.d.ts +162 -0
  1764. package/modules/technical-analysis/dist/features-ext.d.ts.map +1 -0
  1765. package/modules/technical-analysis/dist/features-ext.js +633 -0
  1766. package/modules/technical-analysis/dist/features-ext.js.map +1 -0
  1767. package/modules/technical-analysis/dist/features.d.ts +10 -0
  1768. package/modules/technical-analysis/dist/features.d.ts.map +1 -0
  1769. package/modules/technical-analysis/dist/features.js +10 -0
  1770. package/modules/technical-analysis/dist/features.js.map +1 -0
  1771. package/modules/technical-analysis/dist/framework.d.ts +353 -0
  1772. package/modules/technical-analysis/dist/framework.d.ts.map +1 -0
  1773. package/modules/technical-analysis/dist/framework.js +999 -0
  1774. package/modules/technical-analysis/dist/framework.js.map +1 -0
  1775. package/modules/technical-analysis/dist/fuzzy.d.ts +33 -0
  1776. package/modules/technical-analysis/dist/fuzzy.d.ts.map +1 -0
  1777. package/modules/technical-analysis/dist/fuzzy.js +80 -0
  1778. package/modules/technical-analysis/dist/fuzzy.js.map +1 -0
  1779. package/modules/technical-analysis/dist/generated/validation-specs.d.ts +12 -0
  1780. package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map +1 -0
  1781. package/modules/technical-analysis/dist/generated/validation-specs.js +1052 -0
  1782. package/modules/technical-analysis/dist/generated/validation-specs.js.map +1 -0
  1783. package/modules/technical-analysis/dist/index.d.ts +132 -0
  1784. package/modules/technical-analysis/dist/index.d.ts.map +1 -0
  1785. package/modules/technical-analysis/dist/index.js +100 -0
  1786. package/modules/technical-analysis/dist/index.js.map +1 -0
  1787. package/modules/technical-analysis/dist/indicator-metadata.d.ts +21 -0
  1788. package/modules/technical-analysis/dist/indicator-metadata.d.ts.map +1 -0
  1789. package/modules/technical-analysis/dist/indicator-metadata.js +23 -0
  1790. package/modules/technical-analysis/dist/indicator-metadata.js.map +1 -0
  1791. package/modules/technical-analysis/dist/limits.d.ts +19 -0
  1792. package/modules/technical-analysis/dist/limits.d.ts.map +1 -0
  1793. package/modules/technical-analysis/dist/limits.js +19 -0
  1794. package/modules/technical-analysis/dist/limits.js.map +1 -0
  1795. package/modules/technical-analysis/dist/macd.d.ts +29 -0
  1796. package/modules/technical-analysis/dist/macd.d.ts.map +1 -0
  1797. package/modules/technical-analysis/dist/macd.js +61 -0
  1798. package/modules/technical-analysis/dist/macd.js.map +1 -0
  1799. package/modules/technical-analysis/dist/math.d.ts +69 -0
  1800. package/modules/technical-analysis/dist/math.d.ts.map +1 -0
  1801. package/modules/technical-analysis/dist/math.js +124 -0
  1802. package/modules/technical-analysis/dist/math.js.map +1 -0
  1803. package/modules/technical-analysis/dist/microstructure.d.ts +252 -0
  1804. package/modules/technical-analysis/dist/microstructure.d.ts.map +1 -0
  1805. package/modules/technical-analysis/dist/microstructure.js +552 -0
  1806. package/modules/technical-analysis/dist/microstructure.js.map +1 -0
  1807. package/modules/technical-analysis/dist/momentum-ext.d.ts +619 -0
  1808. package/modules/technical-analysis/dist/momentum-ext.d.ts.map +1 -0
  1809. package/modules/technical-analysis/dist/momentum-ext.js +1772 -0
  1810. package/modules/technical-analysis/dist/momentum-ext.js.map +1 -0
  1811. package/modules/technical-analysis/dist/momentum.d.ts +15 -0
  1812. package/modules/technical-analysis/dist/momentum.d.ts.map +1 -0
  1813. package/modules/technical-analysis/dist/momentum.js +14 -0
  1814. package/modules/technical-analysis/dist/momentum.js.map +1 -0
  1815. package/modules/technical-analysis/dist/moving-averages.d.ts +344 -0
  1816. package/modules/technical-analysis/dist/moving-averages.d.ts.map +1 -0
  1817. package/modules/technical-analysis/dist/moving-averages.js +1279 -0
  1818. package/modules/technical-analysis/dist/moving-averages.js.map +1 -0
  1819. package/modules/technical-analysis/dist/nan-policy.d.ts +42 -0
  1820. package/modules/technical-analysis/dist/nan-policy.d.ts.map +1 -0
  1821. package/modules/technical-analysis/dist/nan-policy.js +60 -0
  1822. package/modules/technical-analysis/dist/nan-policy.js.map +1 -0
  1823. package/modules/technical-analysis/dist/oscillators.d.ts +377 -0
  1824. package/modules/technical-analysis/dist/oscillators.d.ts.map +1 -0
  1825. package/modules/technical-analysis/dist/oscillators.js +1225 -0
  1826. package/modules/technical-analysis/dist/oscillators.js.map +1 -0
  1827. package/modules/technical-analysis/dist/output-meta.d.ts +71 -0
  1828. package/modules/technical-analysis/dist/output-meta.d.ts.map +1 -0
  1829. package/modules/technical-analysis/dist/output-meta.js +399 -0
  1830. package/modules/technical-analysis/dist/output-meta.js.map +1 -0
  1831. package/modules/technical-analysis/dist/overlap-ext.d.ts +206 -0
  1832. package/modules/technical-analysis/dist/overlap-ext.d.ts.map +1 -0
  1833. package/modules/technical-analysis/dist/overlap-ext.js +550 -0
  1834. package/modules/technical-analysis/dist/overlap-ext.js.map +1 -0
  1835. package/modules/technical-analysis/dist/overlap.d.ts +11 -0
  1836. package/modules/technical-analysis/dist/overlap.d.ts.map +1 -0
  1837. package/modules/technical-analysis/dist/overlap.js +10 -0
  1838. package/modules/technical-analysis/dist/overlap.js.map +1 -0
  1839. package/modules/technical-analysis/dist/performance-ext.d.ts +21 -0
  1840. package/modules/technical-analysis/dist/performance-ext.d.ts.map +1 -0
  1841. package/modules/technical-analysis/dist/performance-ext.js +31 -0
  1842. package/modules/technical-analysis/dist/performance-ext.js.map +1 -0
  1843. package/modules/technical-analysis/dist/pipeline.d.ts +105 -0
  1844. package/modules/technical-analysis/dist/pipeline.d.ts.map +1 -0
  1845. package/modules/technical-analysis/dist/pipeline.js +224 -0
  1846. package/modules/technical-analysis/dist/pipeline.js.map +1 -0
  1847. package/modules/technical-analysis/dist/price-action-ext.d.ts +90 -0
  1848. package/modules/technical-analysis/dist/price-action-ext.d.ts.map +1 -0
  1849. package/modules/technical-analysis/dist/price-action-ext.js +511 -0
  1850. package/modules/technical-analysis/dist/price-action-ext.js.map +1 -0
  1851. package/modules/technical-analysis/dist/price-action.d.ts +348 -0
  1852. package/modules/technical-analysis/dist/price-action.d.ts.map +1 -0
  1853. package/modules/technical-analysis/dist/price-action.js +613 -0
  1854. package/modules/technical-analysis/dist/price-action.js.map +1 -0
  1855. package/modules/technical-analysis/dist/registry.d.ts +84 -0
  1856. package/modules/technical-analysis/dist/registry.d.ts.map +1 -0
  1857. package/modules/technical-analysis/dist/registry.js +625 -0
  1858. package/modules/technical-analysis/dist/registry.js.map +1 -0
  1859. package/modules/technical-analysis/dist/resample.d.ts +77 -0
  1860. package/modules/technical-analysis/dist/resample.d.ts.map +1 -0
  1861. package/modules/technical-analysis/dist/resample.js +239 -0
  1862. package/modules/technical-analysis/dist/resample.js.map +1 -0
  1863. package/modules/technical-analysis/dist/rsi.d.ts +36 -0
  1864. package/modules/technical-analysis/dist/rsi.d.ts.map +1 -0
  1865. package/modules/technical-analysis/dist/rsi.js +95 -0
  1866. package/modules/technical-analysis/dist/rsi.js.map +1 -0
  1867. package/modules/technical-analysis/dist/series.d.ts +40 -0
  1868. package/modules/technical-analysis/dist/series.d.ts.map +1 -0
  1869. package/modules/technical-analysis/dist/series.js +125 -0
  1870. package/modules/technical-analysis/dist/series.js.map +1 -0
  1871. package/modules/technical-analysis/dist/signal.d.ts +140 -0
  1872. package/modules/technical-analysis/dist/signal.d.ts.map +1 -0
  1873. package/modules/technical-analysis/dist/signal.js +353 -0
  1874. package/modules/technical-analysis/dist/signal.js.map +1 -0
  1875. package/modules/technical-analysis/dist/snapshot-cardinality.d.ts +17 -0
  1876. package/modules/technical-analysis/dist/snapshot-cardinality.d.ts.map +1 -0
  1877. package/modules/technical-analysis/dist/snapshot-cardinality.js +53 -0
  1878. package/modules/technical-analysis/dist/snapshot-cardinality.js.map +1 -0
  1879. package/modules/technical-analysis/dist/snapshot-envelope.d.ts +19 -0
  1880. package/modules/technical-analysis/dist/snapshot-envelope.d.ts.map +1 -0
  1881. package/modules/technical-analysis/dist/snapshot-envelope.js +87 -0
  1882. package/modules/technical-analysis/dist/snapshot-envelope.js.map +1 -0
  1883. package/modules/technical-analysis/dist/statistics.d.ts +146 -0
  1884. package/modules/technical-analysis/dist/statistics.d.ts.map +1 -0
  1885. package/modules/technical-analysis/dist/statistics.js +524 -0
  1886. package/modules/technical-analysis/dist/statistics.js.map +1 -0
  1887. package/modules/technical-analysis/dist/stream-validation.d.ts +14 -0
  1888. package/modules/technical-analysis/dist/stream-validation.d.ts.map +1 -0
  1889. package/modules/technical-analysis/dist/stream-validation.js +35 -0
  1890. package/modules/technical-analysis/dist/stream-validation.js.map +1 -0
  1891. package/modules/technical-analysis/dist/transforms.d.ts +77 -0
  1892. package/modules/technical-analysis/dist/transforms.d.ts.map +1 -0
  1893. package/modules/technical-analysis/dist/transforms.js +246 -0
  1894. package/modules/technical-analysis/dist/transforms.js.map +1 -0
  1895. package/modules/technical-analysis/dist/trend-ext.d.ts +121 -0
  1896. package/modules/technical-analysis/dist/trend-ext.d.ts.map +1 -0
  1897. package/modules/technical-analysis/dist/trend-ext.js +691 -0
  1898. package/modules/technical-analysis/dist/trend-ext.js.map +1 -0
  1899. package/modules/technical-analysis/dist/trend.d.ts +373 -0
  1900. package/modules/technical-analysis/dist/trend.d.ts.map +1 -0
  1901. package/modules/technical-analysis/dist/trend.js +1159 -0
  1902. package/modules/technical-analysis/dist/trend.js.map +1 -0
  1903. package/modules/technical-analysis/dist/validate.d.ts +61 -0
  1904. package/modules/technical-analysis/dist/validate.d.ts.map +1 -0
  1905. package/modules/technical-analysis/dist/validate.js +334 -0
  1906. package/modules/technical-analysis/dist/validate.js.map +1 -0
  1907. package/modules/technical-analysis/dist/volatility-ext.d.ts +98 -0
  1908. package/modules/technical-analysis/dist/volatility-ext.d.ts.map +1 -0
  1909. package/modules/technical-analysis/dist/volatility-ext.js +535 -0
  1910. package/modules/technical-analysis/dist/volatility-ext.js.map +1 -0
  1911. package/modules/technical-analysis/dist/volatility.d.ts +239 -0
  1912. package/modules/technical-analysis/dist/volatility.d.ts.map +1 -0
  1913. package/modules/technical-analysis/dist/volatility.js +709 -0
  1914. package/modules/technical-analysis/dist/volatility.js.map +1 -0
  1915. package/modules/technical-analysis/dist/volume-core.d.ts +273 -0
  1916. package/modules/technical-analysis/dist/volume-core.d.ts.map +1 -0
  1917. package/modules/technical-analysis/dist/volume-core.js +847 -0
  1918. package/modules/technical-analysis/dist/volume-core.js.map +1 -0
  1919. package/modules/technical-analysis/dist/volume-ext.d.ts +61 -0
  1920. package/modules/technical-analysis/dist/volume-ext.d.ts.map +1 -0
  1921. package/modules/technical-analysis/dist/volume-ext.js +270 -0
  1922. package/modules/technical-analysis/dist/volume-ext.js.map +1 -0
  1923. package/modules/technical-analysis/dist/volume.d.ts +15 -0
  1924. package/modules/technical-analysis/dist/volume.d.ts.map +1 -0
  1925. package/modules/technical-analysis/dist/volume.js +15 -0
  1926. package/modules/technical-analysis/dist/volume.js.map +1 -0
  1927. package/modules/technical-analysis/dist/warmup.d.ts +38 -0
  1928. package/modules/technical-analysis/dist/warmup.d.ts.map +1 -0
  1929. package/modules/technical-analysis/dist/warmup.js +269 -0
  1930. package/modules/technical-analysis/dist/warmup.js.map +1 -0
  1931. package/modules/technical-analysis/etc/technical-analysis.api.md +663 -0
  1932. package/modules/technical-analysis/src/aliases.ts +466 -0
  1933. package/modules/technical-analysis/src/bands.ts +113 -0
  1934. package/modules/technical-analysis/src/bars.ts +456 -0
  1935. package/modules/technical-analysis/src/builtin-metadata.ts +1686 -0
  1936. package/modules/technical-analysis/src/candle-aliases.ts +289 -0
  1937. package/modules/technical-analysis/src/candle-talib.ts +215 -0
  1938. package/modules/technical-analysis/src/candlesticks.ts +1024 -0
  1939. package/modules/technical-analysis/src/chart-types.ts +813 -0
  1940. package/modules/technical-analysis/src/columns.ts +87 -0
  1941. package/modules/technical-analysis/src/cycle.ts +625 -0
  1942. package/modules/technical-analysis/src/discover.ts +390 -0
  1943. package/modules/technical-analysis/src/divergence.ts +388 -0
  1944. package/modules/technical-analysis/src/features-ext.ts +866 -0
  1945. package/modules/technical-analysis/src/features.ts +9 -0
  1946. package/modules/technical-analysis/src/framework.ts +1331 -0
  1947. package/modules/technical-analysis/src/fuzzy.ts +92 -0
  1948. package/modules/technical-analysis/src/generated/validation-specs.ts +1055 -0
  1949. package/modules/technical-analysis/src/index.ts +825 -0
  1950. package/modules/technical-analysis/src/indicator-metadata.ts +43 -0
  1951. package/modules/technical-analysis/src/limits.ts +19 -0
  1952. package/modules/technical-analysis/src/macd.ts +95 -0
  1953. package/modules/technical-analysis/src/math.ts +181 -0
  1954. package/modules/technical-analysis/src/microstructure.ts +870 -0
  1955. package/modules/technical-analysis/src/momentum-ext.ts +2348 -0
  1956. package/modules/technical-analysis/src/momentum.ts +16 -0
  1957. package/modules/technical-analysis/src/moving-averages.ts +1525 -0
  1958. package/modules/technical-analysis/src/nan-policy.ts +58 -0
  1959. package/modules/technical-analysis/src/oscillators.ts +1586 -0
  1960. package/modules/technical-analysis/src/output-meta.ts +466 -0
  1961. package/modules/technical-analysis/src/overlap-ext.ts +792 -0
  1962. package/modules/technical-analysis/src/overlap.ts +12 -0
  1963. package/modules/technical-analysis/src/performance-ext.ts +57 -0
  1964. package/modules/technical-analysis/src/pipeline.ts +270 -0
  1965. package/modules/technical-analysis/src/price-action-ext.ts +675 -0
  1966. package/modules/technical-analysis/src/price-action.ts +955 -0
  1967. package/modules/technical-analysis/src/registry.ts +784 -0
  1968. package/modules/technical-analysis/src/resample.ts +335 -0
  1969. package/modules/technical-analysis/src/rsi.ts +120 -0
  1970. package/modules/technical-analysis/src/series.ts +168 -0
  1971. package/modules/technical-analysis/src/signal.ts +429 -0
  1972. package/modules/technical-analysis/src/snapshot-cardinality.ts +83 -0
  1973. package/modules/technical-analysis/src/snapshot-envelope.ts +131 -0
  1974. package/modules/technical-analysis/src/statistics.ts +720 -0
  1975. package/modules/technical-analysis/src/stream-validation.ts +42 -0
  1976. package/modules/technical-analysis/src/transforms.ts +351 -0
  1977. package/modules/technical-analysis/src/trend-ext.ts +957 -0
  1978. package/modules/technical-analysis/src/trend.ts +1529 -0
  1979. package/modules/technical-analysis/src/validate.ts +555 -0
  1980. package/modules/technical-analysis/src/volatility-ext.ts +781 -0
  1981. package/modules/technical-analysis/src/volatility.ts +963 -0
  1982. package/modules/technical-analysis/src/volume-core.ts +1106 -0
  1983. package/modules/technical-analysis/src/volume-ext.ts +380 -0
  1984. package/modules/technical-analysis/src/volume.ts +14 -0
  1985. package/modules/technical-analysis/src/warmup.ts +322 -0
  1986. package/modules/totalfinance/dist/backtest.d.ts +3 -0
  1987. package/modules/totalfinance/dist/backtest.d.ts.map +1 -0
  1988. package/modules/totalfinance/dist/backtest.js +3 -0
  1989. package/modules/totalfinance/dist/backtest.js.map +1 -0
  1990. package/modules/totalfinance/dist/calendars.d.ts +3 -0
  1991. package/modules/totalfinance/dist/calendars.d.ts.map +1 -0
  1992. package/modules/totalfinance/dist/calendars.js +3 -0
  1993. package/modules/totalfinance/dist/calendars.js.map +1 -0
  1994. package/modules/totalfinance/dist/commodities.d.ts +2 -0
  1995. package/modules/totalfinance/dist/commodities.d.ts.map +1 -0
  1996. package/modules/totalfinance/dist/commodities.js +2 -0
  1997. package/modules/totalfinance/dist/commodities.js.map +1 -0
  1998. package/modules/totalfinance/dist/core.d.ts +3 -0
  1999. package/modules/totalfinance/dist/core.d.ts.map +1 -0
  2000. package/modules/totalfinance/dist/core.js +3 -0
  2001. package/modules/totalfinance/dist/core.js.map +1 -0
  2002. package/modules/totalfinance/dist/crypto.d.ts +3 -0
  2003. package/modules/totalfinance/dist/crypto.d.ts.map +1 -0
  2004. package/modules/totalfinance/dist/crypto.js +3 -0
  2005. package/modules/totalfinance/dist/crypto.js.map +1 -0
  2006. package/modules/totalfinance/dist/fixed-income.d.ts +3 -0
  2007. package/modules/totalfinance/dist/fixed-income.d.ts.map +1 -0
  2008. package/modules/totalfinance/dist/fixed-income.js +3 -0
  2009. package/modules/totalfinance/dist/fixed-income.js.map +1 -0
  2010. package/modules/totalfinance/dist/foreign-exchange.d.ts +2 -0
  2011. package/modules/totalfinance/dist/foreign-exchange.d.ts.map +1 -0
  2012. package/modules/totalfinance/dist/foreign-exchange.js +2 -0
  2013. package/modules/totalfinance/dist/foreign-exchange.js.map +1 -0
  2014. package/modules/totalfinance/dist/fundamentals.d.ts +3 -0
  2015. package/modules/totalfinance/dist/fundamentals.d.ts.map +1 -0
  2016. package/modules/totalfinance/dist/fundamentals.js +3 -0
  2017. package/modules/totalfinance/dist/fundamentals.js.map +1 -0
  2018. package/modules/totalfinance/dist/index.d.ts +90 -0
  2019. package/modules/totalfinance/dist/index.d.ts.map +1 -0
  2020. package/modules/totalfinance/dist/index.js +68 -0
  2021. package/modules/totalfinance/dist/index.js.map +1 -0
  2022. package/modules/totalfinance/dist/math.d.ts +3 -0
  2023. package/modules/totalfinance/dist/math.d.ts.map +1 -0
  2024. package/modules/totalfinance/dist/math.js +3 -0
  2025. package/modules/totalfinance/dist/math.js.map +1 -0
  2026. package/modules/totalfinance/dist/options.d.ts +3 -0
  2027. package/modules/totalfinance/dist/options.d.ts.map +1 -0
  2028. package/modules/totalfinance/dist/options.js +3 -0
  2029. package/modules/totalfinance/dist/options.js.map +1 -0
  2030. package/modules/totalfinance/dist/performance.d.ts +3 -0
  2031. package/modules/totalfinance/dist/performance.d.ts.map +1 -0
  2032. package/modules/totalfinance/dist/performance.js +3 -0
  2033. package/modules/totalfinance/dist/performance.js.map +1 -0
  2034. package/modules/totalfinance/dist/portfolio.d.ts +2 -0
  2035. package/modules/totalfinance/dist/portfolio.d.ts.map +1 -0
  2036. package/modules/totalfinance/dist/portfolio.js +2 -0
  2037. package/modules/totalfinance/dist/portfolio.js.map +1 -0
  2038. package/modules/totalfinance/dist/research.d.ts +2 -0
  2039. package/modules/totalfinance/dist/research.d.ts.map +1 -0
  2040. package/modules/totalfinance/dist/research.js +2 -0
  2041. package/modules/totalfinance/dist/research.js.map +1 -0
  2042. package/modules/totalfinance/dist/risk.d.ts +3 -0
  2043. package/modules/totalfinance/dist/risk.d.ts.map +1 -0
  2044. package/modules/totalfinance/dist/risk.js +3 -0
  2045. package/modules/totalfinance/dist/risk.js.map +1 -0
  2046. package/modules/totalfinance/dist/scenarios.d.ts +2 -0
  2047. package/modules/totalfinance/dist/scenarios.d.ts.map +1 -0
  2048. package/modules/totalfinance/dist/scenarios.js +2 -0
  2049. package/modules/totalfinance/dist/scenarios.js.map +1 -0
  2050. package/modules/totalfinance/dist/strategy.d.ts +3 -0
  2051. package/modules/totalfinance/dist/strategy.d.ts.map +1 -0
  2052. package/modules/totalfinance/dist/strategy.js +3 -0
  2053. package/modules/totalfinance/dist/strategy.js.map +1 -0
  2054. package/modules/totalfinance/dist/structure.d.ts +3 -0
  2055. package/modules/totalfinance/dist/structure.d.ts.map +1 -0
  2056. package/modules/totalfinance/dist/structure.js +3 -0
  2057. package/modules/totalfinance/dist/structure.js.map +1 -0
  2058. package/modules/totalfinance/dist/technical-analysis.d.ts +3 -0
  2059. package/modules/totalfinance/dist/technical-analysis.d.ts.map +1 -0
  2060. package/modules/totalfinance/dist/technical-analysis.js +3 -0
  2061. package/modules/totalfinance/dist/technical-analysis.js.map +1 -0
  2062. package/modules/totalfinance/dist/valuation.d.ts +3 -0
  2063. package/modules/totalfinance/dist/valuation.d.ts.map +1 -0
  2064. package/modules/totalfinance/dist/valuation.js +3 -0
  2065. package/modules/totalfinance/dist/valuation.js.map +1 -0
  2066. package/modules/totalfinance/dist/volatility.d.ts +3 -0
  2067. package/modules/totalfinance/dist/volatility.d.ts.map +1 -0
  2068. package/modules/totalfinance/dist/volatility.js +3 -0
  2069. package/modules/totalfinance/dist/volatility.js.map +1 -0
  2070. package/modules/totalfinance/etc/totalfinance.api.md +73 -0
  2071. package/modules/totalfinance/src/backtest.ts +2 -0
  2072. package/modules/totalfinance/src/calendars.ts +2 -0
  2073. package/modules/totalfinance/src/commodities.ts +1 -0
  2074. package/modules/totalfinance/src/core.ts +2 -0
  2075. package/modules/totalfinance/src/crypto.ts +2 -0
  2076. package/modules/totalfinance/src/fixed-income.ts +2 -0
  2077. package/modules/totalfinance/src/foreign-exchange.ts +1 -0
  2078. package/modules/totalfinance/src/fundamentals.ts +2 -0
  2079. package/modules/totalfinance/src/index.ts +129 -0
  2080. package/modules/totalfinance/src/math.ts +2 -0
  2081. package/modules/totalfinance/src/options.ts +2 -0
  2082. package/modules/totalfinance/src/performance.ts +2 -0
  2083. package/modules/totalfinance/src/portfolio.ts +1 -0
  2084. package/modules/totalfinance/src/research.ts +1 -0
  2085. package/modules/totalfinance/src/risk.ts +2 -0
  2086. package/modules/totalfinance/src/scenarios.ts +1 -0
  2087. package/modules/totalfinance/src/strategy.ts +2 -0
  2088. package/modules/totalfinance/src/structure.ts +2 -0
  2089. package/modules/totalfinance/src/technical-analysis.ts +2 -0
  2090. package/modules/totalfinance/src/valuation.ts +2 -0
  2091. package/modules/totalfinance/src/volatility.ts +2 -0
  2092. package/modules/valuation/dist/adjusted-present-value.d.ts +62 -0
  2093. package/modules/valuation/dist/adjusted-present-value.d.ts.map +1 -0
  2094. package/modules/valuation/dist/adjusted-present-value.js +85 -0
  2095. package/modules/valuation/dist/adjusted-present-value.js.map +1 -0
  2096. package/modules/valuation/dist/capital-budgeting.d.ts +84 -0
  2097. package/modules/valuation/dist/capital-budgeting.d.ts.map +1 -0
  2098. package/modules/valuation/dist/capital-budgeting.js +204 -0
  2099. package/modules/valuation/dist/capital-budgeting.js.map +1 -0
  2100. package/modules/valuation/dist/cash-flows.d.ts +11 -0
  2101. package/modules/valuation/dist/cash-flows.d.ts.map +1 -0
  2102. package/modules/valuation/dist/cash-flows.js +10 -0
  2103. package/modules/valuation/dist/cash-flows.js.map +1 -0
  2104. package/modules/valuation/dist/comparable.d.ts +101 -0
  2105. package/modules/valuation/dist/comparable.d.ts.map +1 -0
  2106. package/modules/valuation/dist/comparable.js +194 -0
  2107. package/modules/valuation/dist/comparable.js.map +1 -0
  2108. package/modules/valuation/dist/corporate-primitives.d.ts +185 -0
  2109. package/modules/valuation/dist/corporate-primitives.d.ts.map +1 -0
  2110. package/modules/valuation/dist/corporate-primitives.js +337 -0
  2111. package/modules/valuation/dist/corporate-primitives.js.map +1 -0
  2112. package/modules/valuation/dist/corporate.d.ts +14 -0
  2113. package/modules/valuation/dist/corporate.d.ts.map +1 -0
  2114. package/modules/valuation/dist/corporate.js +13 -0
  2115. package/modules/valuation/dist/corporate.js.map +1 -0
  2116. package/modules/valuation/dist/discounted-cash-flow.d.ts +269 -0
  2117. package/modules/valuation/dist/discounted-cash-flow.d.ts.map +1 -0
  2118. package/modules/valuation/dist/discounted-cash-flow.js +611 -0
  2119. package/modules/valuation/dist/discounted-cash-flow.js.map +1 -0
  2120. package/modules/valuation/dist/discounting.d.ts +124 -0
  2121. package/modules/valuation/dist/discounting.d.ts.map +1 -0
  2122. package/modules/valuation/dist/discounting.js +235 -0
  2123. package/modules/valuation/dist/discounting.js.map +1 -0
  2124. package/modules/valuation/dist/equity-valuation.d.ts +104 -0
  2125. package/modules/valuation/dist/equity-valuation.d.ts.map +1 -0
  2126. package/modules/valuation/dist/equity-valuation.js +164 -0
  2127. package/modules/valuation/dist/equity-valuation.js.map +1 -0
  2128. package/modules/valuation/dist/flows.d.ts +30 -0
  2129. package/modules/valuation/dist/flows.d.ts.map +1 -0
  2130. package/modules/valuation/dist/flows.js +77 -0
  2131. package/modules/valuation/dist/flows.js.map +1 -0
  2132. package/modules/valuation/dist/forecasting.d.ts +205 -0
  2133. package/modules/valuation/dist/forecasting.d.ts.map +1 -0
  2134. package/modules/valuation/dist/forecasting.js +359 -0
  2135. package/modules/valuation/dist/forecasting.js.map +1 -0
  2136. package/modules/valuation/dist/index.d.ts +9 -0
  2137. package/modules/valuation/dist/index.d.ts.map +1 -0
  2138. package/modules/valuation/dist/index.js +10 -0
  2139. package/modules/valuation/dist/index.js.map +1 -0
  2140. package/modules/valuation/dist/leveraged-buyout.d.ts +160 -0
  2141. package/modules/valuation/dist/leveraged-buyout.d.ts.map +1 -0
  2142. package/modules/valuation/dist/leveraged-buyout.js +326 -0
  2143. package/modules/valuation/dist/leveraged-buyout.js.map +1 -0
  2144. package/modules/valuation/dist/loans.d.ts +148 -0
  2145. package/modules/valuation/dist/loans.d.ts.map +1 -0
  2146. package/modules/valuation/dist/loans.js +518 -0
  2147. package/modules/valuation/dist/loans.js.map +1 -0
  2148. package/modules/valuation/dist/probabilistic.d.ts +88 -0
  2149. package/modules/valuation/dist/probabilistic.d.ts.map +1 -0
  2150. package/modules/valuation/dist/probabilistic.js +239 -0
  2151. package/modules/valuation/dist/probabilistic.js.map +1 -0
  2152. package/modules/valuation/dist/solvers.d.ts +90 -0
  2153. package/modules/valuation/dist/solvers.d.ts.map +1 -0
  2154. package/modules/valuation/dist/solvers.js +238 -0
  2155. package/modules/valuation/dist/solvers.js.map +1 -0
  2156. package/modules/valuation/etc/valuation.api.md +162 -0
  2157. package/modules/valuation/src/adjusted-present-value.ts +181 -0
  2158. package/modules/valuation/src/capital-budgeting.ts +329 -0
  2159. package/modules/valuation/src/cash-flows.ts +11 -0
  2160. package/modules/valuation/src/comparable.ts +340 -0
  2161. package/modules/valuation/src/corporate-primitives.ts +665 -0
  2162. package/modules/valuation/src/corporate.ts +36 -0
  2163. package/modules/valuation/src/discounted-cash-flow.ts +1083 -0
  2164. package/modules/valuation/src/discounting.ts +437 -0
  2165. package/modules/valuation/src/equity-valuation.ts +313 -0
  2166. package/modules/valuation/src/flows.ts +144 -0
  2167. package/modules/valuation/src/forecasting.ts +666 -0
  2168. package/modules/valuation/src/index.ts +10 -0
  2169. package/modules/valuation/src/leveraged-buyout.ts +560 -0
  2170. package/modules/valuation/src/loans.ts +778 -0
  2171. package/modules/valuation/src/probabilistic.ts +438 -0
  2172. package/modules/valuation/src/solvers.ts +397 -0
  2173. package/modules/volatility/dist/analytics.d.ts +133 -0
  2174. package/modules/volatility/dist/analytics.d.ts.map +1 -0
  2175. package/modules/volatility/dist/analytics.js +320 -0
  2176. package/modules/volatility/dist/analytics.js.map +1 -0
  2177. package/modules/volatility/dist/arbitrage.d.ts +118 -0
  2178. package/modules/volatility/dist/arbitrage.d.ts.map +1 -0
  2179. package/modules/volatility/dist/arbitrage.js +397 -0
  2180. package/modules/volatility/dist/arbitrage.js.map +1 -0
  2181. package/modules/volatility/dist/artifacts.d.ts +24 -0
  2182. package/modules/volatility/dist/artifacts.d.ts.map +1 -0
  2183. package/modules/volatility/dist/artifacts.js +22 -0
  2184. package/modules/volatility/dist/artifacts.js.map +1 -0
  2185. package/modules/volatility/dist/calibration-limits.d.ts +13 -0
  2186. package/modules/volatility/dist/calibration-limits.d.ts.map +1 -0
  2187. package/modules/volatility/dist/calibration-limits.js +46 -0
  2188. package/modules/volatility/dist/calibration-limits.js.map +1 -0
  2189. package/modules/volatility/dist/calibration-start.d.ts +13 -0
  2190. package/modules/volatility/dist/calibration-start.d.ts.map +1 -0
  2191. package/modules/volatility/dist/calibration-start.js +55 -0
  2192. package/modules/volatility/dist/calibration-start.js.map +1 -0
  2193. package/modules/volatility/dist/earnings.d.ts +152 -0
  2194. package/modules/volatility/dist/earnings.d.ts.map +1 -0
  2195. package/modules/volatility/dist/earnings.js +340 -0
  2196. package/modules/volatility/dist/earnings.js.map +1 -0
  2197. package/modules/volatility/dist/essvi.d.ts +115 -0
  2198. package/modules/volatility/dist/essvi.d.ts.map +1 -0
  2199. package/modules/volatility/dist/essvi.js +362 -0
  2200. package/modules/volatility/dist/essvi.js.map +1 -0
  2201. package/modules/volatility/dist/estimate.d.ts +14 -0
  2202. package/modules/volatility/dist/estimate.d.ts.map +1 -0
  2203. package/modules/volatility/dist/estimate.js +18 -0
  2204. package/modules/volatility/dist/estimate.js.map +1 -0
  2205. package/modules/volatility/dist/event.d.ts +155 -0
  2206. package/modules/volatility/dist/event.d.ts.map +1 -0
  2207. package/modules/volatility/dist/event.js +319 -0
  2208. package/modules/volatility/dist/event.js.map +1 -0
  2209. package/modules/volatility/dist/fitted-model-artifacts.d.ts +378 -0
  2210. package/modules/volatility/dist/fitted-model-artifacts.d.ts.map +1 -0
  2211. package/modules/volatility/dist/fitted-model-artifacts.js +1139 -0
  2212. package/modules/volatility/dist/fitted-model-artifacts.js.map +1 -0
  2213. package/modules/volatility/dist/fitted-model-families.d.ts +287 -0
  2214. package/modules/volatility/dist/fitted-model-families.d.ts.map +1 -0
  2215. package/modules/volatility/dist/fitted-model-families.js +1251 -0
  2216. package/modules/volatility/dist/fitted-model-families.js.map +1 -0
  2217. package/modules/volatility/dist/forecast.d.ts +195 -0
  2218. package/modules/volatility/dist/forecast.d.ts.map +1 -0
  2219. package/modules/volatility/dist/forecast.js +493 -0
  2220. package/modules/volatility/dist/forecast.js.map +1 -0
  2221. package/modules/volatility/dist/generated/validation-specs.d.ts +12 -0
  2222. package/modules/volatility/dist/generated/validation-specs.d.ts.map +1 -0
  2223. package/modules/volatility/dist/generated/validation-specs.js +2181 -0
  2224. package/modules/volatility/dist/generated/validation-specs.js.map +1 -0
  2225. package/modules/volatility/dist/heston-surface.d.ts +67 -0
  2226. package/modules/volatility/dist/heston-surface.d.ts.map +1 -0
  2227. package/modules/volatility/dist/heston-surface.js +135 -0
  2228. package/modules/volatility/dist/heston-surface.js.map +1 -0
  2229. package/modules/volatility/dist/index.d.ts +64 -0
  2230. package/modules/volatility/dist/index.d.ts.map +1 -0
  2231. package/modules/volatility/dist/index.js +68 -0
  2232. package/modules/volatility/dist/index.js.map +1 -0
  2233. package/modules/volatility/dist/local-volatility.d.ts +34 -0
  2234. package/modules/volatility/dist/local-volatility.d.ts.map +1 -0
  2235. package/modules/volatility/dist/local-volatility.js +59 -0
  2236. package/modules/volatility/dist/local-volatility.js.map +1 -0
  2237. package/modules/volatility/dist/metrics.d.ts +41 -0
  2238. package/modules/volatility/dist/metrics.d.ts.map +1 -0
  2239. package/modules/volatility/dist/metrics.js +117 -0
  2240. package/modules/volatility/dist/metrics.js.map +1 -0
  2241. package/modules/volatility/dist/min-variance-delta.d.ts +61 -0
  2242. package/modules/volatility/dist/min-variance-delta.d.ts.map +1 -0
  2243. package/modules/volatility/dist/min-variance-delta.js +101 -0
  2244. package/modules/volatility/dist/min-variance-delta.js.map +1 -0
  2245. package/modules/volatility/dist/observed-skew.d.ts +137 -0
  2246. package/modules/volatility/dist/observed-skew.d.ts.map +1 -0
  2247. package/modules/volatility/dist/observed-skew.js +461 -0
  2248. package/modules/volatility/dist/observed-skew.js.map +1 -0
  2249. package/modules/volatility/dist/otm-strip.d.ts +39 -0
  2250. package/modules/volatility/dist/otm-strip.d.ts.map +1 -0
  2251. package/modules/volatility/dist/otm-strip.js +181 -0
  2252. package/modules/volatility/dist/otm-strip.js.map +1 -0
  2253. package/modules/volatility/dist/risk-reversal.d.ts +89 -0
  2254. package/modules/volatility/dist/risk-reversal.d.ts.map +1 -0
  2255. package/modules/volatility/dist/risk-reversal.js +176 -0
  2256. package/modules/volatility/dist/risk-reversal.js.map +1 -0
  2257. package/modules/volatility/dist/sabr-delta.d.ts +67 -0
  2258. package/modules/volatility/dist/sabr-delta.d.ts.map +1 -0
  2259. package/modules/volatility/dist/sabr-delta.js +153 -0
  2260. package/modules/volatility/dist/sabr-delta.js.map +1 -0
  2261. package/modules/volatility/dist/sabr.d.ts +62 -0
  2262. package/modules/volatility/dist/sabr.d.ts.map +1 -0
  2263. package/modules/volatility/dist/sabr.js +262 -0
  2264. package/modules/volatility/dist/sabr.js.map +1 -0
  2265. package/modules/volatility/dist/skew.d.ts +63 -0
  2266. package/modules/volatility/dist/skew.d.ts.map +1 -0
  2267. package/modules/volatility/dist/skew.js +147 -0
  2268. package/modules/volatility/dist/skew.js.map +1 -0
  2269. package/modules/volatility/dist/ssvi-kernel.d.ts +90 -0
  2270. package/modules/volatility/dist/ssvi-kernel.d.ts.map +1 -0
  2271. package/modules/volatility/dist/ssvi-kernel.js +103 -0
  2272. package/modules/volatility/dist/ssvi-kernel.js.map +1 -0
  2273. package/modules/volatility/dist/ssvi.d.ts +181 -0
  2274. package/modules/volatility/dist/ssvi.d.ts.map +1 -0
  2275. package/modules/volatility/dist/ssvi.js +490 -0
  2276. package/modules/volatility/dist/ssvi.js.map +1 -0
  2277. package/modules/volatility/dist/sticky-regime.d.ts +47 -0
  2278. package/modules/volatility/dist/sticky-regime.d.ts.map +1 -0
  2279. package/modules/volatility/dist/sticky-regime.js +81 -0
  2280. package/modules/volatility/dist/sticky-regime.js.map +1 -0
  2281. package/modules/volatility/dist/surface-pca.d.ts +111 -0
  2282. package/modules/volatility/dist/surface-pca.d.ts.map +1 -0
  2283. package/modules/volatility/dist/surface-pca.js +297 -0
  2284. package/modules/volatility/dist/surface-pca.js.map +1 -0
  2285. package/modules/volatility/dist/surface.d.ts +286 -0
  2286. package/modules/volatility/dist/surface.d.ts.map +1 -0
  2287. package/modules/volatility/dist/surface.js +1105 -0
  2288. package/modules/volatility/dist/surface.js.map +1 -0
  2289. package/modules/volatility/dist/svi.d.ts +133 -0
  2290. package/modules/volatility/dist/svi.d.ts.map +1 -0
  2291. package/modules/volatility/dist/svi.js +491 -0
  2292. package/modules/volatility/dist/svi.js.map +1 -0
  2293. package/modules/volatility/dist/swaption-cube.d.ts +125 -0
  2294. package/modules/volatility/dist/swaption-cube.d.ts.map +1 -0
  2295. package/modules/volatility/dist/swaption-cube.js +334 -0
  2296. package/modules/volatility/dist/swaption-cube.js.map +1 -0
  2297. package/modules/volatility/dist/tail-risk.d.ts +65 -0
  2298. package/modules/volatility/dist/tail-risk.d.ts.map +1 -0
  2299. package/modules/volatility/dist/tail-risk.js +155 -0
  2300. package/modules/volatility/dist/tail-risk.js.map +1 -0
  2301. package/modules/volatility/dist/term.d.ts +121 -0
  2302. package/modules/volatility/dist/term.d.ts.map +1 -0
  2303. package/modules/volatility/dist/term.js +336 -0
  2304. package/modules/volatility/dist/term.js.map +1 -0
  2305. package/modules/volatility/dist/vanna-volga.d.ts +278 -0
  2306. package/modules/volatility/dist/vanna-volga.d.ts.map +1 -0
  2307. package/modules/volatility/dist/vanna-volga.js +833 -0
  2308. package/modules/volatility/dist/vanna-volga.js.map +1 -0
  2309. package/modules/volatility/dist/variance-index.d.ts +101 -0
  2310. package/modules/volatility/dist/variance-index.d.ts.map +1 -0
  2311. package/modules/volatility/dist/variance-index.js +240 -0
  2312. package/modules/volatility/dist/variance-index.js.map +1 -0
  2313. package/modules/volatility/dist/volatility-spot-beta.d.ts +57 -0
  2314. package/modules/volatility/dist/volatility-spot-beta.d.ts.map +1 -0
  2315. package/modules/volatility/dist/volatility-spot-beta.js +136 -0
  2316. package/modules/volatility/dist/volatility-spot-beta.js.map +1 -0
  2317. package/modules/volatility/etc/volatility.api.md +207 -0
  2318. package/modules/volatility/src/analytics.ts +513 -0
  2319. package/modules/volatility/src/arbitrage.ts +561 -0
  2320. package/modules/volatility/src/artifacts.ts +62 -0
  2321. package/modules/volatility/src/calibration-limits.ts +61 -0
  2322. package/modules/volatility/src/calibration-start.ts +79 -0
  2323. package/modules/volatility/src/earnings.ts +548 -0
  2324. package/modules/volatility/src/essvi.ts +528 -0
  2325. package/modules/volatility/src/estimate.ts +21 -0
  2326. package/modules/volatility/src/event.ts +542 -0
  2327. package/modules/volatility/src/fitted-model-artifacts.ts +1844 -0
  2328. package/modules/volatility/src/fitted-model-families.ts +1681 -0
  2329. package/modules/volatility/src/forecast.ts +757 -0
  2330. package/modules/volatility/src/generated/validation-specs.ts +2184 -0
  2331. package/modules/volatility/src/heston-surface.ts +215 -0
  2332. package/modules/volatility/src/index.ts +285 -0
  2333. package/modules/volatility/src/local-volatility.ts +104 -0
  2334. package/modules/volatility/src/metrics.ts +176 -0
  2335. package/modules/volatility/src/min-variance-delta.ts +167 -0
  2336. package/modules/volatility/src/observed-skew.ts +684 -0
  2337. package/modules/volatility/src/otm-strip.ts +234 -0
  2338. package/modules/volatility/src/risk-reversal.ts +316 -0
  2339. package/modules/volatility/src/sabr-delta.ts +238 -0
  2340. package/modules/volatility/src/sabr.ts +375 -0
  2341. package/modules/volatility/src/skew.ts +244 -0
  2342. package/modules/volatility/src/ssvi-kernel.ts +134 -0
  2343. package/modules/volatility/src/ssvi.ts +707 -0
  2344. package/modules/volatility/src/sticky-regime.ts +150 -0
  2345. package/modules/volatility/src/surface-pca.ts +439 -0
  2346. package/modules/volatility/src/surface.ts +1499 -0
  2347. package/modules/volatility/src/svi.ts +687 -0
  2348. package/modules/volatility/src/swaption-cube.ts +539 -0
  2349. package/modules/volatility/src/tail-risk.ts +254 -0
  2350. package/modules/volatility/src/term.ts +587 -0
  2351. package/modules/volatility/src/vanna-volga.ts +1337 -0
  2352. package/modules/volatility/src/variance-index.ts +396 -0
  2353. package/modules/volatility/src/volatility-spot-beta.ts +252 -0
  2354. package/modules/workflows/dist/capabilities.d.ts +8 -0
  2355. package/modules/workflows/dist/capabilities.d.ts.map +1 -0
  2356. package/modules/workflows/dist/capabilities.js +50 -0
  2357. package/modules/workflows/dist/capabilities.js.map +1 -0
  2358. package/modules/workflows/dist/envelope-schema.d.ts +36 -0
  2359. package/modules/workflows/dist/envelope-schema.d.ts.map +1 -0
  2360. package/modules/workflows/dist/envelope-schema.js +152 -0
  2361. package/modules/workflows/dist/envelope-schema.js.map +1 -0
  2362. package/modules/workflows/dist/index.d.ts +33 -0
  2363. package/modules/workflows/dist/index.d.ts.map +1 -0
  2364. package/modules/workflows/dist/index.js +27 -0
  2365. package/modules/workflows/dist/index.js.map +1 -0
  2366. package/modules/workflows/dist/json-safe.d.ts +7 -0
  2367. package/modules/workflows/dist/json-safe.d.ts.map +1 -0
  2368. package/modules/workflows/dist/json-safe.js +23 -0
  2369. package/modules/workflows/dist/json-safe.js.map +1 -0
  2370. package/modules/workflows/dist/local/file-lock.d.ts +23 -0
  2371. package/modules/workflows/dist/local/file-lock.d.ts.map +1 -0
  2372. package/modules/workflows/dist/local/file-lock.js +198 -0
  2373. package/modules/workflows/dist/local/file-lock.js.map +1 -0
  2374. package/modules/workflows/dist/local/file-stores.d.ts +33 -0
  2375. package/modules/workflows/dist/local/file-stores.d.ts.map +1 -0
  2376. package/modules/workflows/dist/local/file-stores.js +376 -0
  2377. package/modules/workflows/dist/local/file-stores.js.map +1 -0
  2378. package/modules/workflows/dist/local/index.d.ts +15 -0
  2379. package/modules/workflows/dist/local/index.d.ts.map +1 -0
  2380. package/modules/workflows/dist/local/index.js +12 -0
  2381. package/modules/workflows/dist/local/index.js.map +1 -0
  2382. package/modules/workflows/dist/local/job-worker.d.ts +28 -0
  2383. package/modules/workflows/dist/local/job-worker.d.ts.map +1 -0
  2384. package/modules/workflows/dist/local/job-worker.js +56 -0
  2385. package/modules/workflows/dist/local/job-worker.js.map +1 -0
  2386. package/modules/workflows/dist/local/jobs.d.ts +51 -0
  2387. package/modules/workflows/dist/local/jobs.d.ts.map +1 -0
  2388. package/modules/workflows/dist/local/jobs.js +313 -0
  2389. package/modules/workflows/dist/local/jobs.js.map +1 -0
  2390. package/modules/workflows/dist/local/local-runner.d.ts +39 -0
  2391. package/modules/workflows/dist/local/local-runner.d.ts.map +1 -0
  2392. package/modules/workflows/dist/local/local-runner.js +102 -0
  2393. package/modules/workflows/dist/local/local-runner.js.map +1 -0
  2394. package/modules/workflows/dist/local/profiles.d.ts +27 -0
  2395. package/modules/workflows/dist/local/profiles.d.ts.map +1 -0
  2396. package/modules/workflows/dist/local/profiles.js +77 -0
  2397. package/modules/workflows/dist/local/profiles.js.map +1 -0
  2398. package/modules/workflows/dist/operation-kit.d.ts +10 -0
  2399. package/modules/workflows/dist/operation-kit.d.ts.map +1 -0
  2400. package/modules/workflows/dist/operation-kit.js +193 -0
  2401. package/modules/workflows/dist/operation-kit.js.map +1 -0
  2402. package/modules/workflows/dist/operation.d.ts +210 -0
  2403. package/modules/workflows/dist/operation.d.ts.map +1 -0
  2404. package/modules/workflows/dist/operation.js +255 -0
  2405. package/modules/workflows/dist/operation.js.map +1 -0
  2406. package/modules/workflows/dist/operations-analysis.d.ts +188 -0
  2407. package/modules/workflows/dist/operations-analysis.d.ts.map +1 -0
  2408. package/modules/workflows/dist/operations-analysis.js +908 -0
  2409. package/modules/workflows/dist/operations-analysis.js.map +1 -0
  2410. package/modules/workflows/dist/operations-compute.d.ts +21 -0
  2411. package/modules/workflows/dist/operations-compute.d.ts.map +1 -0
  2412. package/modules/workflows/dist/operations-compute.js +1227 -0
  2413. package/modules/workflows/dist/operations-compute.js.map +1 -0
  2414. package/modules/workflows/dist/operations-journey.d.ts +27 -0
  2415. package/modules/workflows/dist/operations-journey.d.ts.map +1 -0
  2416. package/modules/workflows/dist/operations-journey.js +2445 -0
  2417. package/modules/workflows/dist/operations-journey.js.map +1 -0
  2418. package/modules/workflows/dist/operations-trade.d.ts +3 -0
  2419. package/modules/workflows/dist/operations-trade.d.ts.map +1 -0
  2420. package/modules/workflows/dist/operations-trade.js +648 -0
  2421. package/modules/workflows/dist/operations-trade.js.map +1 -0
  2422. package/modules/workflows/dist/preview.d.ts +16 -0
  2423. package/modules/workflows/dist/preview.d.ts.map +1 -0
  2424. package/modules/workflows/dist/preview.js +30 -0
  2425. package/modules/workflows/dist/preview.js.map +1 -0
  2426. package/modules/workflows/dist/registry.d.ts +26 -0
  2427. package/modules/workflows/dist/registry.d.ts.map +1 -0
  2428. package/modules/workflows/dist/registry.js +110 -0
  2429. package/modules/workflows/dist/registry.js.map +1 -0
  2430. package/modules/workflows/dist/runtime.d.ts +76 -0
  2431. package/modules/workflows/dist/runtime.d.ts.map +1 -0
  2432. package/modules/workflows/dist/runtime.js +445 -0
  2433. package/modules/workflows/dist/runtime.js.map +1 -0
  2434. package/modules/workflows/dist/stores-trade.d.ts +101 -0
  2435. package/modules/workflows/dist/stores-trade.d.ts.map +1 -0
  2436. package/modules/workflows/dist/stores-trade.js +275 -0
  2437. package/modules/workflows/dist/stores-trade.js.map +1 -0
  2438. package/modules/workflows/dist/stores.d.ts +109 -0
  2439. package/modules/workflows/dist/stores.d.ts.map +1 -0
  2440. package/modules/workflows/dist/stores.js +393 -0
  2441. package/modules/workflows/dist/stores.js.map +1 -0
  2442. package/modules/workflows/dist/trade-wire-common-schemas.d.ts +57 -0
  2443. package/modules/workflows/dist/trade-wire-common-schemas.d.ts.map +1 -0
  2444. package/modules/workflows/dist/trade-wire-common-schemas.js +286 -0
  2445. package/modules/workflows/dist/trade-wire-common-schemas.js.map +1 -0
  2446. package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts +102 -0
  2447. package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts.map +1 -0
  2448. package/modules/workflows/dist/trade-wire-ledger-schemas.js +321 -0
  2449. package/modules/workflows/dist/trade-wire-ledger-schemas.js.map +1 -0
  2450. package/modules/workflows/dist/trade-wire-market-schemas.d.ts +5 -0
  2451. package/modules/workflows/dist/trade-wire-market-schemas.d.ts.map +1 -0
  2452. package/modules/workflows/dist/trade-wire-market-schemas.js +84 -0
  2453. package/modules/workflows/dist/trade-wire-market-schemas.js.map +1 -0
  2454. package/modules/workflows/dist/trade-wire-schemas.d.ts +1134 -0
  2455. package/modules/workflows/dist/trade-wire-schemas.d.ts.map +1 -0
  2456. package/modules/workflows/dist/trade-wire-schemas.js +755 -0
  2457. package/modules/workflows/dist/trade-wire-schemas.js.map +1 -0
  2458. package/modules/workflows/dist/version.d.ts +3 -0
  2459. package/modules/workflows/dist/version.d.ts.map +1 -0
  2460. package/modules/workflows/dist/version.js +3 -0
  2461. package/modules/workflows/dist/version.js.map +1 -0
  2462. package/modules/workflows/dist/wire-schemas.d.ts +84 -0
  2463. package/modules/workflows/dist/wire-schemas.d.ts.map +1 -0
  2464. package/modules/workflows/dist/wire-schemas.js +88 -0
  2465. package/modules/workflows/dist/wire-schemas.js.map +1 -0
  2466. package/modules/workflows/etc/workflows.api.md +95 -0
  2467. package/modules/workflows/src/capabilities.ts +67 -0
  2468. package/modules/workflows/src/envelope-schema.ts +170 -0
  2469. package/modules/workflows/src/index.ts +118 -0
  2470. package/modules/workflows/src/json-safe.ts +19 -0
  2471. package/modules/workflows/src/local/file-lock.ts +200 -0
  2472. package/modules/workflows/src/local/file-stores.ts +452 -0
  2473. package/modules/workflows/src/local/index.ts +20 -0
  2474. package/modules/workflows/src/local/job-worker.ts +74 -0
  2475. package/modules/workflows/src/local/jobs.ts +458 -0
  2476. package/modules/workflows/src/local/local-runner.ts +170 -0
  2477. package/modules/workflows/src/local/profiles.ts +113 -0
  2478. package/modules/workflows/src/operation-kit.ts +234 -0
  2479. package/modules/workflows/src/operation.ts +607 -0
  2480. package/modules/workflows/src/operations-analysis.ts +1058 -0
  2481. package/modules/workflows/src/operations-compute.ts +1458 -0
  2482. package/modules/workflows/src/operations-journey.ts +2744 -0
  2483. package/modules/workflows/src/operations-trade.ts +946 -0
  2484. package/modules/workflows/src/preview.ts +34 -0
  2485. package/modules/workflows/src/registry.ts +150 -0
  2486. package/modules/workflows/src/runtime.ts +633 -0
  2487. package/modules/workflows/src/stores-trade.ts +463 -0
  2488. package/modules/workflows/src/stores.ts +608 -0
  2489. package/modules/workflows/src/trade-wire-common-schemas.ts +337 -0
  2490. package/modules/workflows/src/trade-wire-ledger-schemas.ts +359 -0
  2491. package/modules/workflows/src/trade-wire-market-schemas.ts +103 -0
  2492. package/modules/workflows/src/trade-wire-schemas.ts +906 -0
  2493. package/modules/workflows/src/version.ts +2 -0
  2494. package/modules/workflows/src/wire-schemas.ts +100 -0
  2495. package/package.json +1008 -0
@@ -0,0 +1,2616 @@
1
+ /**
2
+ * GENERATED by `pnpm validation:update` from the checker-derived contract inventory.
3
+ * DO NOT EDIT — hand edits drift from the declarations and fail the drift gate
4
+ * (`tools/manifest/validation-specs.test.ts`). Membership is curated in
5
+ * `tools/manifest/validation-roster.ts`; content is projection, never authorship.
6
+ *
7
+ * This module is deliberately absent from the package exports map: the specs are
8
+ * implementation detail of the public boundaries that consume them, not API.
9
+ */
10
+ const SPEC_1 = {
11
+ contract: '@totalfinance/options:HestonCosineExpansionPriceInput',
12
+ fields: [
13
+ {
14
+ name: 'dividendYield',
15
+ kind: 'numeric',
16
+ },
17
+ {
18
+ name: 'parameters',
19
+ kind: 'object',
20
+ fields: [
21
+ {
22
+ name: 'kappa',
23
+ kind: 'numeric',
24
+ },
25
+ {
26
+ name: 'rho',
27
+ kind: 'numeric',
28
+ },
29
+ {
30
+ name: 'sigma',
31
+ kind: 'numeric',
32
+ },
33
+ {
34
+ name: 'theta',
35
+ kind: 'numeric',
36
+ },
37
+ {
38
+ name: 'v0',
39
+ kind: 'numeric',
40
+ },
41
+ ],
42
+ },
43
+ {
44
+ name: 'riskFreeRate',
45
+ kind: 'numeric',
46
+ },
47
+ {
48
+ name: 'spot',
49
+ kind: 'numeric',
50
+ },
51
+ {
52
+ name: 'strike',
53
+ kind: 'numeric',
54
+ },
55
+ {
56
+ name: 'terms',
57
+ kind: 'numeric',
58
+ optional: true,
59
+ },
60
+ {
61
+ name: 'timeToExpiryYears',
62
+ kind: 'numeric',
63
+ },
64
+ {
65
+ name: 'truncation',
66
+ kind: 'numeric',
67
+ optional: true,
68
+ },
69
+ {
70
+ name: 'type',
71
+ kind: 'enum',
72
+ literals: ['call', 'put'],
73
+ },
74
+ ],
75
+ };
76
+ const SPEC_2 = {
77
+ contract: '@totalfinance/options:HestonPriceRequest',
78
+ fields: [
79
+ {
80
+ name: 'input',
81
+ kind: 'object',
82
+ fields: [
83
+ {
84
+ name: 'dividendYield',
85
+ kind: 'numeric',
86
+ optional: true,
87
+ },
88
+ {
89
+ name: 'riskFreeRate',
90
+ kind: 'numeric',
91
+ },
92
+ {
93
+ name: 'spot',
94
+ kind: 'numeric',
95
+ },
96
+ {
97
+ name: 'strike',
98
+ kind: 'numeric',
99
+ },
100
+ {
101
+ name: 'timeToExpiryYears',
102
+ kind: 'numeric',
103
+ },
104
+ ],
105
+ },
106
+ {
107
+ name: 'options',
108
+ kind: 'object',
109
+ optional: true,
110
+ fields: [
111
+ {
112
+ name: 'extendedGreeks',
113
+ kind: 'boolean',
114
+ optional: true,
115
+ },
116
+ {
117
+ name: 'greeks',
118
+ kind: 'boolean',
119
+ optional: true,
120
+ },
121
+ {
122
+ name: 'terms',
123
+ kind: 'numeric',
124
+ optional: true,
125
+ },
126
+ {
127
+ name: 'truncation',
128
+ kind: 'numeric',
129
+ optional: true,
130
+ },
131
+ ],
132
+ },
133
+ {
134
+ name: 'parameters',
135
+ kind: 'object',
136
+ fields: [
137
+ {
138
+ name: 'kappa',
139
+ kind: 'numeric',
140
+ },
141
+ {
142
+ name: 'rho',
143
+ kind: 'numeric',
144
+ },
145
+ {
146
+ name: 'sigma',
147
+ kind: 'numeric',
148
+ },
149
+ {
150
+ name: 'theta',
151
+ kind: 'numeric',
152
+ },
153
+ {
154
+ name: 'v0',
155
+ kind: 'numeric',
156
+ },
157
+ ],
158
+ },
159
+ {
160
+ name: 'type',
161
+ kind: 'enum',
162
+ literals: ['call', 'put'],
163
+ },
164
+ ],
165
+ };
166
+ const SPEC_3 = {
167
+ contract: '@totalfinance/options:HestonMonteCarloEstimateInput',
168
+ fields: [
169
+ {
170
+ name: 'dividendYield',
171
+ kind: 'numeric',
172
+ },
173
+ {
174
+ name: 'options',
175
+ kind: 'object',
176
+ fields: [
177
+ {
178
+ name: 'antithetic',
179
+ kind: 'boolean',
180
+ optional: true,
181
+ },
182
+ {
183
+ name: 'brownianBridge',
184
+ kind: 'boolean',
185
+ optional: true,
186
+ },
187
+ {
188
+ name: 'confidence',
189
+ kind: 'numeric',
190
+ optional: true,
191
+ },
192
+ {
193
+ name: 'greeks',
194
+ kind: 'boolean',
195
+ optional: true,
196
+ },
197
+ {
198
+ name: 'method',
199
+ kind: 'enum',
200
+ optional: true,
201
+ literals: ['halton', 'pseudo', 'sobol'],
202
+ },
203
+ {
204
+ name: 'paths',
205
+ kind: 'numeric',
206
+ optional: true,
207
+ },
208
+ {
209
+ name: 'randomNumberGenerator',
210
+ kind: 'enum',
211
+ optional: true,
212
+ literals: ['mulberry32', 'xoshiro128'],
213
+ },
214
+ {
215
+ name: 'seed',
216
+ kind: 'numeric',
217
+ },
218
+ {
219
+ name: 'steps',
220
+ kind: 'numeric',
221
+ optional: true,
222
+ },
223
+ ],
224
+ },
225
+ {
226
+ name: 'parameters',
227
+ kind: 'object',
228
+ fields: [
229
+ {
230
+ name: 'kappa',
231
+ kind: 'numeric',
232
+ },
233
+ {
234
+ name: 'rho',
235
+ kind: 'numeric',
236
+ },
237
+ {
238
+ name: 'sigma',
239
+ kind: 'numeric',
240
+ },
241
+ {
242
+ name: 'theta',
243
+ kind: 'numeric',
244
+ },
245
+ {
246
+ name: 'v0',
247
+ kind: 'numeric',
248
+ },
249
+ ],
250
+ },
251
+ {
252
+ name: 'riskFreeRate',
253
+ kind: 'numeric',
254
+ },
255
+ {
256
+ name: 'spot',
257
+ kind: 'numeric',
258
+ },
259
+ {
260
+ name: 'strike',
261
+ kind: 'numeric',
262
+ },
263
+ {
264
+ name: 'timeToExpiryYears',
265
+ kind: 'numeric',
266
+ },
267
+ {
268
+ name: 'type',
269
+ kind: 'enum',
270
+ literals: ['call', 'put'],
271
+ },
272
+ ],
273
+ };
274
+ const SPEC_4 = {
275
+ contract: '@totalfinance/options:HestonPriceMonteCarloRequest',
276
+ fields: [
277
+ {
278
+ name: 'input',
279
+ kind: 'object',
280
+ fields: [
281
+ {
282
+ name: 'dividendYield',
283
+ kind: 'numeric',
284
+ optional: true,
285
+ },
286
+ {
287
+ name: 'riskFreeRate',
288
+ kind: 'numeric',
289
+ },
290
+ {
291
+ name: 'spot',
292
+ kind: 'numeric',
293
+ },
294
+ {
295
+ name: 'strike',
296
+ kind: 'numeric',
297
+ },
298
+ {
299
+ name: 'timeToExpiryYears',
300
+ kind: 'numeric',
301
+ },
302
+ ],
303
+ },
304
+ {
305
+ name: 'options',
306
+ kind: 'object',
307
+ fields: [
308
+ {
309
+ name: 'antithetic',
310
+ kind: 'boolean',
311
+ optional: true,
312
+ },
313
+ {
314
+ name: 'brownianBridge',
315
+ kind: 'boolean',
316
+ optional: true,
317
+ },
318
+ {
319
+ name: 'confidence',
320
+ kind: 'numeric',
321
+ optional: true,
322
+ },
323
+ {
324
+ name: 'greeks',
325
+ kind: 'boolean',
326
+ optional: true,
327
+ },
328
+ {
329
+ name: 'method',
330
+ kind: 'enum',
331
+ optional: true,
332
+ literals: ['halton', 'pseudo', 'sobol'],
333
+ },
334
+ {
335
+ name: 'paths',
336
+ kind: 'numeric',
337
+ optional: true,
338
+ },
339
+ {
340
+ name: 'randomNumberGenerator',
341
+ kind: 'enum',
342
+ optional: true,
343
+ literals: ['mulberry32', 'xoshiro128'],
344
+ },
345
+ {
346
+ name: 'seed',
347
+ kind: 'numeric',
348
+ },
349
+ {
350
+ name: 'steps',
351
+ kind: 'numeric',
352
+ optional: true,
353
+ },
354
+ ],
355
+ },
356
+ {
357
+ name: 'parameters',
358
+ kind: 'object',
359
+ fields: [
360
+ {
361
+ name: 'kappa',
362
+ kind: 'numeric',
363
+ },
364
+ {
365
+ name: 'rho',
366
+ kind: 'numeric',
367
+ },
368
+ {
369
+ name: 'sigma',
370
+ kind: 'numeric',
371
+ },
372
+ {
373
+ name: 'theta',
374
+ kind: 'numeric',
375
+ },
376
+ {
377
+ name: 'v0',
378
+ kind: 'numeric',
379
+ },
380
+ ],
381
+ },
382
+ {
383
+ name: 'type',
384
+ kind: 'enum',
385
+ literals: ['call', 'put'],
386
+ },
387
+ ],
388
+ };
389
+ const SPEC_5 = {
390
+ contract: '@totalfinance/options:HestonFirstOrderStepsInput',
391
+ fields: [
392
+ {
393
+ name: 'parameters',
394
+ kind: 'object',
395
+ fields: [
396
+ {
397
+ name: 'kappa',
398
+ kind: 'numeric',
399
+ },
400
+ {
401
+ name: 'rho',
402
+ kind: 'numeric',
403
+ },
404
+ {
405
+ name: 'sigma',
406
+ kind: 'numeric',
407
+ },
408
+ {
409
+ name: 'theta',
410
+ kind: 'numeric',
411
+ },
412
+ {
413
+ name: 'v0',
414
+ kind: 'numeric',
415
+ },
416
+ ],
417
+ },
418
+ {
419
+ name: 'spot',
420
+ kind: 'numeric',
421
+ },
422
+ {
423
+ name: 'timeToExpiryYears',
424
+ kind: 'numeric',
425
+ },
426
+ ],
427
+ };
428
+ const SPEC_6 = {
429
+ contract: '@totalfinance/options:OptionContract',
430
+ fields: [
431
+ {
432
+ name: 'adjusted',
433
+ kind: 'boolean',
434
+ optional: true,
435
+ },
436
+ {
437
+ name: 'currency',
438
+ kind: 'string',
439
+ optional: true,
440
+ },
441
+ {
442
+ name: 'deliverable',
443
+ kind: 'object',
444
+ optional: true,
445
+ fields: [
446
+ {
447
+ name: 'cash',
448
+ kind: 'numeric',
449
+ optional: true,
450
+ },
451
+ {
452
+ name: 'notes',
453
+ kind: 'string',
454
+ optional: true,
455
+ },
456
+ {
457
+ name: 'shares',
458
+ kind: 'array',
459
+ optional: true,
460
+ },
461
+ ],
462
+ },
463
+ {
464
+ name: 'exerciseTime',
465
+ kind: 'enum',
466
+ optional: true,
467
+ literals: ['AM', 'PM'],
468
+ },
469
+ {
470
+ name: 'expiresAt',
471
+ kind: 'numeric',
472
+ },
473
+ {
474
+ name: 'expiry',
475
+ kind: 'string',
476
+ },
477
+ {
478
+ name: 'expiryConvention',
479
+ kind: 'enum',
480
+ literals: ['explicit-instant', 'us-equity-close'],
481
+ },
482
+ {
483
+ name: 'multiplier',
484
+ kind: 'numeric',
485
+ optional: true,
486
+ },
487
+ {
488
+ name: 'occSymbol',
489
+ kind: 'string',
490
+ optional: true,
491
+ },
492
+ {
493
+ name: 'root',
494
+ kind: 'string',
495
+ optional: true,
496
+ },
497
+ {
498
+ name: 'settlement',
499
+ kind: 'enum',
500
+ optional: true,
501
+ literals: ['cash', 'physical'],
502
+ },
503
+ {
504
+ name: 'strike',
505
+ kind: 'numeric',
506
+ },
507
+ {
508
+ name: 'style',
509
+ kind: 'enum',
510
+ literals: ['american', 'european'],
511
+ },
512
+ {
513
+ name: 'type',
514
+ kind: 'enum',
515
+ literals: ['call', 'put'],
516
+ },
517
+ {
518
+ name: 'underlying',
519
+ kind: 'string',
520
+ },
521
+ ],
522
+ };
523
+ const SPEC_7 = {
524
+ contract: '@totalfinance/options:DupireLocalVolatilityInput',
525
+ fields: [
526
+ {
527
+ name: 'impliedVolatility',
528
+ kind: 'callback',
529
+ },
530
+ {
531
+ name: 'market',
532
+ kind: 'object',
533
+ fields: [
534
+ {
535
+ name: 'dividendYield',
536
+ kind: 'numeric',
537
+ optional: true,
538
+ },
539
+ {
540
+ name: 'riskFreeRate',
541
+ kind: 'numeric',
542
+ },
543
+ {
544
+ name: 'spot',
545
+ kind: 'numeric',
546
+ },
547
+ ],
548
+ },
549
+ {
550
+ name: 'options',
551
+ kind: 'object',
552
+ optional: true,
553
+ fields: [
554
+ {
555
+ name: 'floorVolatility',
556
+ kind: 'numeric',
557
+ optional: true,
558
+ },
559
+ {
560
+ name: 'logMoneynessStep',
561
+ kind: 'numeric',
562
+ optional: true,
563
+ },
564
+ {
565
+ name: 'timeStepYears',
566
+ kind: 'numeric',
567
+ optional: true,
568
+ },
569
+ ],
570
+ },
571
+ ],
572
+ };
573
+ const SPEC_8 = {
574
+ contract: '@totalfinance/options:AutoEngineOptions | undefined',
575
+ fields: [
576
+ {
577
+ name: 'objective',
578
+ kind: 'enum',
579
+ optional: true,
580
+ literals: ['accuracy', 'speed'],
581
+ },
582
+ ],
583
+ };
584
+ const SPEC_9 = {
585
+ contract: '@totalfinance/options:BinomialEngineOptions | undefined',
586
+ fields: [
587
+ {
588
+ name: 'steps',
589
+ kind: 'numeric',
590
+ optional: true,
591
+ },
592
+ {
593
+ name: 'variant',
594
+ kind: 'enum',
595
+ optional: true,
596
+ literals: ['crr', 'jarrow-rudd', 'leisen-reimer', 'tian'],
597
+ },
598
+ ],
599
+ };
600
+ const SPEC_10 = {
601
+ contract: '@totalfinance/options:FiniteDifferenceEngineOptions | undefined',
602
+ fields: [
603
+ {
604
+ name: 'gridPoints',
605
+ kind: 'numeric',
606
+ optional: true,
607
+ },
608
+ {
609
+ name: 'timeSteps',
610
+ kind: 'numeric',
611
+ optional: true,
612
+ },
613
+ ],
614
+ };
615
+ const SPEC_11 = {
616
+ contract: '@totalfinance/options:HestonParameters',
617
+ fields: [
618
+ {
619
+ name: 'kappa',
620
+ kind: 'numeric',
621
+ },
622
+ {
623
+ name: 'rho',
624
+ kind: 'numeric',
625
+ },
626
+ {
627
+ name: 'sigma',
628
+ kind: 'numeric',
629
+ },
630
+ {
631
+ name: 'theta',
632
+ kind: 'numeric',
633
+ },
634
+ {
635
+ name: 'v0',
636
+ kind: 'numeric',
637
+ },
638
+ ],
639
+ };
640
+ const SPEC_12 = {
641
+ contract: '@totalfinance/options:HestonCosineExpansionOptions | undefined',
642
+ fields: [
643
+ {
644
+ name: 'extendedGreeks',
645
+ kind: 'boolean',
646
+ optional: true,
647
+ },
648
+ {
649
+ name: 'greeks',
650
+ kind: 'boolean',
651
+ optional: true,
652
+ },
653
+ {
654
+ name: 'terms',
655
+ kind: 'numeric',
656
+ optional: true,
657
+ },
658
+ {
659
+ name: 'truncation',
660
+ kind: 'numeric',
661
+ optional: true,
662
+ },
663
+ ],
664
+ };
665
+ const SPEC_13 = {
666
+ contract: '@totalfinance/options:LocalVolatilityMonteCarloOptions',
667
+ fields: [
668
+ {
669
+ name: 'antithetic',
670
+ kind: 'boolean',
671
+ optional: true,
672
+ },
673
+ {
674
+ name: 'brownianBridge',
675
+ kind: 'boolean',
676
+ optional: true,
677
+ },
678
+ {
679
+ name: 'confidence',
680
+ kind: 'numeric',
681
+ optional: true,
682
+ },
683
+ {
684
+ name: 'method',
685
+ kind: 'enum',
686
+ optional: true,
687
+ literals: ['halton', 'pseudo', 'sobol'],
688
+ },
689
+ {
690
+ name: 'paths',
691
+ kind: 'numeric',
692
+ optional: true,
693
+ },
694
+ {
695
+ name: 'randomNumberGenerator',
696
+ kind: 'enum',
697
+ optional: true,
698
+ literals: ['mulberry32', 'xoshiro128'],
699
+ },
700
+ {
701
+ name: 'seed',
702
+ kind: 'numeric',
703
+ },
704
+ {
705
+ name: 'steps',
706
+ kind: 'numeric',
707
+ optional: true,
708
+ },
709
+ ],
710
+ };
711
+ const SPEC_14 = {
712
+ contract: '@totalfinance/options:MonteCarloPriceOptions',
713
+ fields: [
714
+ {
715
+ name: 'antithetic',
716
+ kind: 'boolean',
717
+ optional: true,
718
+ },
719
+ {
720
+ name: 'brownianBridge',
721
+ kind: 'boolean',
722
+ optional: true,
723
+ },
724
+ {
725
+ name: 'confidence',
726
+ kind: 'numeric',
727
+ optional: true,
728
+ },
729
+ {
730
+ name: 'extendedGreeks',
731
+ kind: 'boolean',
732
+ optional: true,
733
+ },
734
+ {
735
+ name: 'greeks',
736
+ kind: 'boolean',
737
+ optional: true,
738
+ },
739
+ {
740
+ name: 'method',
741
+ kind: 'enum',
742
+ optional: true,
743
+ literals: ['halton', 'pseudo', 'sobol'],
744
+ },
745
+ {
746
+ name: 'paths',
747
+ kind: 'numeric',
748
+ optional: true,
749
+ },
750
+ {
751
+ name: 'randomNumberGenerator',
752
+ kind: 'enum',
753
+ optional: true,
754
+ literals: ['mulberry32', 'xoshiro128'],
755
+ },
756
+ {
757
+ name: 'seed',
758
+ kind: 'numeric',
759
+ },
760
+ ],
761
+ };
762
+ const SPEC_15 = {
763
+ contract: '@totalfinance/options:SabrParameters',
764
+ fields: [
765
+ {
766
+ name: 'alpha',
767
+ kind: 'numeric',
768
+ },
769
+ {
770
+ name: 'beta',
771
+ kind: 'numeric',
772
+ },
773
+ {
774
+ name: 'nu',
775
+ kind: 'numeric',
776
+ },
777
+ {
778
+ name: 'rho',
779
+ kind: 'numeric',
780
+ },
781
+ ],
782
+ };
783
+ const SPEC_16 = {
784
+ contract: '@totalfinance/options:SabrOptions | undefined',
785
+ fields: [
786
+ {
787
+ name: 'extendedGreeks',
788
+ kind: 'boolean',
789
+ optional: true,
790
+ },
791
+ {
792
+ name: 'greeks',
793
+ kind: 'boolean',
794
+ optional: true,
795
+ },
796
+ {
797
+ name: 'volatilityType',
798
+ kind: 'enum',
799
+ optional: true,
800
+ literals: ['lognormal', 'normal'],
801
+ },
802
+ ],
803
+ };
804
+ const SPEC_17 = {
805
+ contract: '@totalfinance/options:TrinomialEngineOptions | undefined',
806
+ fields: [
807
+ {
808
+ name: 'steps',
809
+ kind: 'numeric',
810
+ optional: true,
811
+ },
812
+ ],
813
+ };
814
+ const SPEC_18 = {
815
+ contract: '@totalfinance/options:LocalVolatilityGridSpecification',
816
+ fields: [
817
+ {
818
+ name: 'levels',
819
+ kind: 'array',
820
+ },
821
+ {
822
+ name: 'times',
823
+ kind: 'array',
824
+ },
825
+ ],
826
+ };
827
+ const SPEC_19 = {
828
+ contract: '@totalfinance/options:LocalVolatilityMonteCarloEstimateInput',
829
+ fields: [
830
+ {
831
+ name: 'dividendYield',
832
+ kind: 'numeric',
833
+ },
834
+ {
835
+ name: 'localVolatility',
836
+ kind: 'callback',
837
+ },
838
+ {
839
+ name: 'options',
840
+ kind: 'object',
841
+ fields: [
842
+ {
843
+ name: 'antithetic',
844
+ kind: 'boolean',
845
+ optional: true,
846
+ },
847
+ {
848
+ name: 'brownianBridge',
849
+ kind: 'boolean',
850
+ optional: true,
851
+ },
852
+ {
853
+ name: 'confidence',
854
+ kind: 'numeric',
855
+ optional: true,
856
+ },
857
+ {
858
+ name: 'method',
859
+ kind: 'enum',
860
+ optional: true,
861
+ literals: ['halton', 'pseudo', 'sobol'],
862
+ },
863
+ {
864
+ name: 'paths',
865
+ kind: 'numeric',
866
+ optional: true,
867
+ },
868
+ {
869
+ name: 'randomNumberGenerator',
870
+ kind: 'enum',
871
+ optional: true,
872
+ literals: ['mulberry32', 'xoshiro128'],
873
+ },
874
+ {
875
+ name: 'seed',
876
+ kind: 'numeric',
877
+ },
878
+ {
879
+ name: 'steps',
880
+ kind: 'numeric',
881
+ optional: true,
882
+ },
883
+ ],
884
+ },
885
+ {
886
+ name: 'riskFreeRate',
887
+ kind: 'numeric',
888
+ },
889
+ {
890
+ name: 'spot',
891
+ kind: 'numeric',
892
+ },
893
+ {
894
+ name: 'strike',
895
+ kind: 'numeric',
896
+ },
897
+ {
898
+ name: 'timeToExpiryYears',
899
+ kind: 'numeric',
900
+ },
901
+ {
902
+ name: 'type',
903
+ kind: 'enum',
904
+ literals: ['call', 'put'],
905
+ },
906
+ ],
907
+ };
908
+ const SPEC_20 = {
909
+ contract: '@totalfinance/options:LocalVolatilityPriceMonteCarloRequest',
910
+ fields: [
911
+ {
912
+ name: 'input',
913
+ kind: 'object',
914
+ fields: [
915
+ {
916
+ name: 'dividendYield',
917
+ kind: 'numeric',
918
+ optional: true,
919
+ },
920
+ {
921
+ name: 'riskFreeRate',
922
+ kind: 'numeric',
923
+ },
924
+ {
925
+ name: 'spot',
926
+ kind: 'numeric',
927
+ },
928
+ {
929
+ name: 'strike',
930
+ kind: 'numeric',
931
+ },
932
+ {
933
+ name: 'timeToExpiryYears',
934
+ kind: 'numeric',
935
+ },
936
+ ],
937
+ },
938
+ {
939
+ name: 'localVolatility',
940
+ kind: 'callback',
941
+ },
942
+ {
943
+ name: 'options',
944
+ kind: 'object',
945
+ fields: [
946
+ {
947
+ name: 'antithetic',
948
+ kind: 'boolean',
949
+ optional: true,
950
+ },
951
+ {
952
+ name: 'brownianBridge',
953
+ kind: 'boolean',
954
+ optional: true,
955
+ },
956
+ {
957
+ name: 'confidence',
958
+ kind: 'numeric',
959
+ optional: true,
960
+ },
961
+ {
962
+ name: 'method',
963
+ kind: 'enum',
964
+ optional: true,
965
+ literals: ['halton', 'pseudo', 'sobol'],
966
+ },
967
+ {
968
+ name: 'paths',
969
+ kind: 'numeric',
970
+ optional: true,
971
+ },
972
+ {
973
+ name: 'randomNumberGenerator',
974
+ kind: 'enum',
975
+ optional: true,
976
+ literals: ['mulberry32', 'xoshiro128'],
977
+ },
978
+ {
979
+ name: 'seed',
980
+ kind: 'numeric',
981
+ },
982
+ {
983
+ name: 'steps',
984
+ kind: 'numeric',
985
+ optional: true,
986
+ },
987
+ ],
988
+ },
989
+ {
990
+ name: 'type',
991
+ kind: 'enum',
992
+ literals: ['call', 'put'],
993
+ },
994
+ ],
995
+ };
996
+ const SPEC_21 = {
997
+ contract: '@totalfinance/options:SabrMonteCarloEstimateInput',
998
+ fields: [
999
+ {
1000
+ name: 'forward',
1001
+ kind: 'numeric',
1002
+ },
1003
+ {
1004
+ name: 'options',
1005
+ kind: 'object',
1006
+ fields: [
1007
+ {
1008
+ name: 'antithetic',
1009
+ kind: 'boolean',
1010
+ optional: true,
1011
+ },
1012
+ {
1013
+ name: 'brownianBridge',
1014
+ kind: 'boolean',
1015
+ optional: true,
1016
+ },
1017
+ {
1018
+ name: 'confidence',
1019
+ kind: 'numeric',
1020
+ optional: true,
1021
+ },
1022
+ {
1023
+ name: 'method',
1024
+ kind: 'enum',
1025
+ optional: true,
1026
+ literals: ['halton', 'pseudo', 'sobol'],
1027
+ },
1028
+ {
1029
+ name: 'paths',
1030
+ kind: 'numeric',
1031
+ optional: true,
1032
+ },
1033
+ {
1034
+ name: 'randomNumberGenerator',
1035
+ kind: 'enum',
1036
+ optional: true,
1037
+ literals: ['mulberry32', 'xoshiro128'],
1038
+ },
1039
+ {
1040
+ name: 'seed',
1041
+ kind: 'numeric',
1042
+ },
1043
+ {
1044
+ name: 'steps',
1045
+ kind: 'numeric',
1046
+ optional: true,
1047
+ },
1048
+ ],
1049
+ },
1050
+ {
1051
+ name: 'parameters',
1052
+ kind: 'object',
1053
+ fields: [
1054
+ {
1055
+ name: 'alpha',
1056
+ kind: 'numeric',
1057
+ },
1058
+ {
1059
+ name: 'beta',
1060
+ kind: 'numeric',
1061
+ },
1062
+ {
1063
+ name: 'nu',
1064
+ kind: 'numeric',
1065
+ },
1066
+ {
1067
+ name: 'rho',
1068
+ kind: 'numeric',
1069
+ },
1070
+ ],
1071
+ },
1072
+ {
1073
+ name: 'riskFreeRate',
1074
+ kind: 'numeric',
1075
+ },
1076
+ {
1077
+ name: 'strike',
1078
+ kind: 'numeric',
1079
+ },
1080
+ {
1081
+ name: 'timeToExpiryYears',
1082
+ kind: 'numeric',
1083
+ },
1084
+ {
1085
+ name: 'type',
1086
+ kind: 'enum',
1087
+ literals: ['call', 'put'],
1088
+ },
1089
+ ],
1090
+ };
1091
+ const SPEC_22 = {
1092
+ contract: '@totalfinance/options:SabrPriceMonteCarloRequest',
1093
+ fields: [
1094
+ {
1095
+ name: 'input',
1096
+ kind: 'object',
1097
+ fields: [
1098
+ {
1099
+ name: 'dividendYield',
1100
+ kind: 'numeric',
1101
+ optional: true,
1102
+ },
1103
+ {
1104
+ name: 'forward',
1105
+ kind: 'numeric',
1106
+ optional: true,
1107
+ },
1108
+ {
1109
+ name: 'riskFreeRate',
1110
+ kind: 'numeric',
1111
+ optional: true,
1112
+ },
1113
+ {
1114
+ name: 'spot',
1115
+ kind: 'numeric',
1116
+ optional: true,
1117
+ },
1118
+ {
1119
+ name: 'strike',
1120
+ kind: 'numeric',
1121
+ },
1122
+ {
1123
+ name: 'timeToExpiryYears',
1124
+ kind: 'numeric',
1125
+ },
1126
+ ],
1127
+ },
1128
+ {
1129
+ name: 'options',
1130
+ kind: 'object',
1131
+ fields: [
1132
+ {
1133
+ name: 'antithetic',
1134
+ kind: 'boolean',
1135
+ optional: true,
1136
+ },
1137
+ {
1138
+ name: 'brownianBridge',
1139
+ kind: 'boolean',
1140
+ optional: true,
1141
+ },
1142
+ {
1143
+ name: 'confidence',
1144
+ kind: 'numeric',
1145
+ optional: true,
1146
+ },
1147
+ {
1148
+ name: 'method',
1149
+ kind: 'enum',
1150
+ optional: true,
1151
+ literals: ['halton', 'pseudo', 'sobol'],
1152
+ },
1153
+ {
1154
+ name: 'paths',
1155
+ kind: 'numeric',
1156
+ optional: true,
1157
+ },
1158
+ {
1159
+ name: 'randomNumberGenerator',
1160
+ kind: 'enum',
1161
+ optional: true,
1162
+ literals: ['mulberry32', 'xoshiro128'],
1163
+ },
1164
+ {
1165
+ name: 'seed',
1166
+ kind: 'numeric',
1167
+ },
1168
+ {
1169
+ name: 'steps',
1170
+ kind: 'numeric',
1171
+ optional: true,
1172
+ },
1173
+ ],
1174
+ },
1175
+ {
1176
+ name: 'parameters',
1177
+ kind: 'object',
1178
+ fields: [
1179
+ {
1180
+ name: 'alpha',
1181
+ kind: 'numeric',
1182
+ },
1183
+ {
1184
+ name: 'beta',
1185
+ kind: 'numeric',
1186
+ },
1187
+ {
1188
+ name: 'nu',
1189
+ kind: 'numeric',
1190
+ },
1191
+ {
1192
+ name: 'rho',
1193
+ kind: 'numeric',
1194
+ },
1195
+ ],
1196
+ },
1197
+ {
1198
+ name: 'type',
1199
+ kind: 'enum',
1200
+ literals: ['call', 'put'],
1201
+ },
1202
+ ],
1203
+ };
1204
+ const SPEC_23 = {
1205
+ contract: '@totalfinance/options:SabrPriceRequest',
1206
+ fields: [
1207
+ {
1208
+ name: 'input',
1209
+ kind: 'object',
1210
+ fields: [
1211
+ {
1212
+ name: 'dividendYield',
1213
+ kind: 'numeric',
1214
+ optional: true,
1215
+ },
1216
+ {
1217
+ name: 'forward',
1218
+ kind: 'numeric',
1219
+ optional: true,
1220
+ },
1221
+ {
1222
+ name: 'riskFreeRate',
1223
+ kind: 'numeric',
1224
+ optional: true,
1225
+ },
1226
+ {
1227
+ name: 'spot',
1228
+ kind: 'numeric',
1229
+ optional: true,
1230
+ },
1231
+ {
1232
+ name: 'strike',
1233
+ kind: 'numeric',
1234
+ },
1235
+ {
1236
+ name: 'timeToExpiryYears',
1237
+ kind: 'numeric',
1238
+ },
1239
+ ],
1240
+ },
1241
+ {
1242
+ name: 'options',
1243
+ kind: 'object',
1244
+ optional: true,
1245
+ fields: [
1246
+ {
1247
+ name: 'extendedGreeks',
1248
+ kind: 'boolean',
1249
+ optional: true,
1250
+ },
1251
+ {
1252
+ name: 'greeks',
1253
+ kind: 'boolean',
1254
+ optional: true,
1255
+ },
1256
+ {
1257
+ name: 'volatilityType',
1258
+ kind: 'enum',
1259
+ optional: true,
1260
+ literals: ['lognormal', 'normal'],
1261
+ },
1262
+ ],
1263
+ },
1264
+ {
1265
+ name: 'parameters',
1266
+ kind: 'object',
1267
+ fields: [
1268
+ {
1269
+ name: 'alpha',
1270
+ kind: 'numeric',
1271
+ },
1272
+ {
1273
+ name: 'beta',
1274
+ kind: 'numeric',
1275
+ },
1276
+ {
1277
+ name: 'nu',
1278
+ kind: 'numeric',
1279
+ },
1280
+ {
1281
+ name: 'rho',
1282
+ kind: 'numeric',
1283
+ },
1284
+ ],
1285
+ },
1286
+ {
1287
+ name: 'type',
1288
+ kind: 'enum',
1289
+ literals: ['call', 'put'],
1290
+ },
1291
+ ],
1292
+ };
1293
+ const SPEC_24 = {
1294
+ contract: '@totalfinance/options:SabrVolatilityRequest',
1295
+ fields: [
1296
+ {
1297
+ name: 'input',
1298
+ kind: 'object',
1299
+ fields: [
1300
+ {
1301
+ name: 'forward',
1302
+ kind: 'numeric',
1303
+ },
1304
+ {
1305
+ name: 'strike',
1306
+ kind: 'numeric',
1307
+ },
1308
+ {
1309
+ name: 'timeToExpiryYears',
1310
+ kind: 'numeric',
1311
+ },
1312
+ ],
1313
+ },
1314
+ {
1315
+ name: 'options',
1316
+ kind: 'object',
1317
+ optional: true,
1318
+ fields: [
1319
+ {
1320
+ name: 'volatilityType',
1321
+ kind: 'enum',
1322
+ optional: true,
1323
+ literals: ['lognormal', 'normal'],
1324
+ },
1325
+ ],
1326
+ },
1327
+ {
1328
+ name: 'parameters',
1329
+ kind: 'object',
1330
+ fields: [
1331
+ {
1332
+ name: 'alpha',
1333
+ kind: 'numeric',
1334
+ },
1335
+ {
1336
+ name: 'beta',
1337
+ kind: 'numeric',
1338
+ },
1339
+ {
1340
+ name: 'nu',
1341
+ kind: 'numeric',
1342
+ },
1343
+ {
1344
+ name: 'rho',
1345
+ kind: 'numeric',
1346
+ },
1347
+ ],
1348
+ },
1349
+ ],
1350
+ };
1351
+ const SPEC_25 = {
1352
+ contract: '@totalfinance/options:AsianInput & { type: OptionType; }',
1353
+ fields: [
1354
+ {
1355
+ name: 'averagingPoints',
1356
+ kind: 'numeric',
1357
+ optional: true,
1358
+ },
1359
+ {
1360
+ name: 'dividendYield',
1361
+ kind: 'numeric',
1362
+ optional: true,
1363
+ },
1364
+ {
1365
+ name: 'riskFreeRate',
1366
+ kind: 'numeric',
1367
+ },
1368
+ {
1369
+ name: 'spot',
1370
+ kind: 'numeric',
1371
+ },
1372
+ {
1373
+ name: 'strike',
1374
+ kind: 'numeric',
1375
+ },
1376
+ {
1377
+ name: 'timeToExpiryYears',
1378
+ kind: 'numeric',
1379
+ },
1380
+ {
1381
+ name: 'type',
1382
+ kind: 'enum',
1383
+ literals: ['call', 'put'],
1384
+ },
1385
+ {
1386
+ name: 'volatility',
1387
+ kind: 'numeric',
1388
+ },
1389
+ ],
1390
+ };
1391
+ const SPEC_26 = {
1392
+ contract: '@totalfinance/options:AsianMonteCarloInput & { type: OptionType; }',
1393
+ fields: [
1394
+ {
1395
+ name: 'dividendYield',
1396
+ kind: 'numeric',
1397
+ optional: true,
1398
+ },
1399
+ {
1400
+ name: 'riskFreeRate',
1401
+ kind: 'numeric',
1402
+ },
1403
+ {
1404
+ name: 'spot',
1405
+ kind: 'numeric',
1406
+ },
1407
+ {
1408
+ name: 'strike',
1409
+ kind: 'numeric',
1410
+ },
1411
+ {
1412
+ name: 'timeToExpiryYears',
1413
+ kind: 'numeric',
1414
+ },
1415
+ {
1416
+ name: 'type',
1417
+ kind: 'enum',
1418
+ literals: ['call', 'put'],
1419
+ },
1420
+ {
1421
+ name: 'volatility',
1422
+ kind: 'numeric',
1423
+ },
1424
+ ],
1425
+ };
1426
+ const SPEC_27 = {
1427
+ contract: '@totalfinance/options:AsianMonteCarloOptions',
1428
+ fields: [
1429
+ {
1430
+ name: 'antithetic',
1431
+ kind: 'boolean',
1432
+ optional: true,
1433
+ },
1434
+ {
1435
+ name: 'averagingPoints',
1436
+ kind: 'numeric',
1437
+ optional: true,
1438
+ },
1439
+ {
1440
+ name: 'brownianBridge',
1441
+ kind: 'boolean',
1442
+ optional: true,
1443
+ },
1444
+ {
1445
+ name: 'confidence',
1446
+ kind: 'numeric',
1447
+ optional: true,
1448
+ },
1449
+ {
1450
+ name: 'method',
1451
+ kind: 'enum',
1452
+ optional: true,
1453
+ literals: ['halton', 'pseudo', 'sobol'],
1454
+ },
1455
+ {
1456
+ name: 'paths',
1457
+ kind: 'numeric',
1458
+ optional: true,
1459
+ },
1460
+ {
1461
+ name: 'randomNumberGenerator',
1462
+ kind: 'enum',
1463
+ optional: true,
1464
+ literals: ['mulberry32', 'xoshiro128'],
1465
+ },
1466
+ {
1467
+ name: 'seed',
1468
+ kind: 'numeric',
1469
+ },
1470
+ ],
1471
+ };
1472
+ const SPEC_28 = {
1473
+ contract: '@totalfinance/options:AutocallableInput',
1474
+ fields: [
1475
+ {
1476
+ name: 'autocallBarrier',
1477
+ kind: 'numeric',
1478
+ },
1479
+ {
1480
+ name: 'couponRate',
1481
+ kind: 'numeric',
1482
+ },
1483
+ {
1484
+ name: 'dividendYield',
1485
+ kind: 'numeric',
1486
+ optional: true,
1487
+ },
1488
+ {
1489
+ name: 'knockInBarrier',
1490
+ kind: 'numeric',
1491
+ },
1492
+ {
1493
+ name: 'notional',
1494
+ kind: 'numeric',
1495
+ optional: true,
1496
+ },
1497
+ {
1498
+ name: 'observationTimes',
1499
+ kind: 'array',
1500
+ },
1501
+ {
1502
+ name: 'riskFreeRate',
1503
+ kind: 'numeric',
1504
+ },
1505
+ {
1506
+ name: 'spot',
1507
+ kind: 'numeric',
1508
+ },
1509
+ {
1510
+ name: 'volatility',
1511
+ kind: 'numeric',
1512
+ },
1513
+ ],
1514
+ };
1515
+ const SPEC_29 = {
1516
+ contract: '@totalfinance/options:MonteCarloSamplingOptions',
1517
+ fields: [
1518
+ {
1519
+ name: 'antithetic',
1520
+ kind: 'boolean',
1521
+ optional: true,
1522
+ },
1523
+ {
1524
+ name: 'brownianBridge',
1525
+ kind: 'boolean',
1526
+ optional: true,
1527
+ },
1528
+ {
1529
+ name: 'confidence',
1530
+ kind: 'numeric',
1531
+ optional: true,
1532
+ },
1533
+ {
1534
+ name: 'method',
1535
+ kind: 'enum',
1536
+ optional: true,
1537
+ literals: ['halton', 'pseudo', 'sobol'],
1538
+ },
1539
+ {
1540
+ name: 'paths',
1541
+ kind: 'numeric',
1542
+ optional: true,
1543
+ },
1544
+ {
1545
+ name: 'randomNumberGenerator',
1546
+ kind: 'enum',
1547
+ optional: true,
1548
+ literals: ['mulberry32', 'xoshiro128'],
1549
+ },
1550
+ {
1551
+ name: 'seed',
1552
+ kind: 'numeric',
1553
+ },
1554
+ ],
1555
+ };
1556
+ const SPEC_30 = {
1557
+ contract: '@totalfinance/options:BarrierInput & { barrierType: BarrierType; type: OptionType; }',
1558
+ fields: [
1559
+ {
1560
+ name: 'barrier',
1561
+ kind: 'numeric',
1562
+ },
1563
+ {
1564
+ name: 'barrierType',
1565
+ kind: 'enum',
1566
+ literals: ['down-in', 'down-out', 'up-in', 'up-out'],
1567
+ },
1568
+ {
1569
+ name: 'dividendYield',
1570
+ kind: 'numeric',
1571
+ optional: true,
1572
+ },
1573
+ {
1574
+ name: 'riskFreeRate',
1575
+ kind: 'numeric',
1576
+ },
1577
+ {
1578
+ name: 'spot',
1579
+ kind: 'numeric',
1580
+ },
1581
+ {
1582
+ name: 'strike',
1583
+ kind: 'numeric',
1584
+ },
1585
+ {
1586
+ name: 'timeToExpiryYears',
1587
+ kind: 'numeric',
1588
+ },
1589
+ {
1590
+ name: 'type',
1591
+ kind: 'enum',
1592
+ literals: ['call', 'put'],
1593
+ },
1594
+ {
1595
+ name: 'volatility',
1596
+ kind: 'numeric',
1597
+ },
1598
+ ],
1599
+ };
1600
+ const SPEC_31 = {
1601
+ contract: '@totalfinance/options:BarrierMonteCarloOptions',
1602
+ fields: [
1603
+ {
1604
+ name: 'antithetic',
1605
+ kind: 'boolean',
1606
+ optional: true,
1607
+ },
1608
+ {
1609
+ name: 'brownianBridge',
1610
+ kind: 'boolean',
1611
+ optional: true,
1612
+ },
1613
+ {
1614
+ name: 'confidence',
1615
+ kind: 'numeric',
1616
+ optional: true,
1617
+ },
1618
+ {
1619
+ name: 'method',
1620
+ kind: 'enum',
1621
+ optional: true,
1622
+ literals: ['halton', 'pseudo', 'sobol'],
1623
+ },
1624
+ {
1625
+ name: 'paths',
1626
+ kind: 'numeric',
1627
+ optional: true,
1628
+ },
1629
+ {
1630
+ name: 'randomNumberGenerator',
1631
+ kind: 'enum',
1632
+ optional: true,
1633
+ literals: ['mulberry32', 'xoshiro128'],
1634
+ },
1635
+ {
1636
+ name: 'seed',
1637
+ kind: 'numeric',
1638
+ },
1639
+ {
1640
+ name: 'steps',
1641
+ kind: 'numeric',
1642
+ optional: true,
1643
+ },
1644
+ ],
1645
+ };
1646
+ const SPEC_32 = {
1647
+ contract: '@totalfinance/options:BasketInput & { type: OptionType; }',
1648
+ fields: [
1649
+ {
1650
+ name: 'correlation',
1651
+ kind: 'array',
1652
+ },
1653
+ {
1654
+ name: 'dividendYields',
1655
+ kind: 'array',
1656
+ optional: true,
1657
+ },
1658
+ {
1659
+ name: 'riskFreeRate',
1660
+ kind: 'numeric',
1661
+ },
1662
+ {
1663
+ name: 'spots',
1664
+ kind: 'array',
1665
+ },
1666
+ {
1667
+ name: 'strike',
1668
+ kind: 'numeric',
1669
+ },
1670
+ {
1671
+ name: 'timeToExpiryYears',
1672
+ kind: 'numeric',
1673
+ },
1674
+ {
1675
+ name: 'type',
1676
+ kind: 'enum',
1677
+ literals: ['call', 'put'],
1678
+ },
1679
+ {
1680
+ name: 'volatilities',
1681
+ kind: 'array',
1682
+ },
1683
+ {
1684
+ name: 'weights',
1685
+ kind: 'array',
1686
+ },
1687
+ ],
1688
+ };
1689
+ const SPEC_33 = {
1690
+ contract: '@totalfinance/options:CliquetInput',
1691
+ fields: [
1692
+ {
1693
+ name: 'dividendYield',
1694
+ kind: 'numeric',
1695
+ optional: true,
1696
+ },
1697
+ {
1698
+ name: 'globalCap',
1699
+ kind: 'numeric',
1700
+ optional: true,
1701
+ allowsInfinity: true,
1702
+ },
1703
+ {
1704
+ name: 'globalFloor',
1705
+ kind: 'numeric',
1706
+ optional: true,
1707
+ allowsInfinity: true,
1708
+ },
1709
+ {
1710
+ name: 'localCap',
1711
+ kind: 'numeric',
1712
+ optional: true,
1713
+ allowsInfinity: true,
1714
+ },
1715
+ {
1716
+ name: 'localFloor',
1717
+ kind: 'numeric',
1718
+ optional: true,
1719
+ },
1720
+ {
1721
+ name: 'notional',
1722
+ kind: 'numeric',
1723
+ optional: true,
1724
+ },
1725
+ {
1726
+ name: 'resetTimes',
1727
+ kind: 'array',
1728
+ },
1729
+ {
1730
+ name: 'riskFreeRate',
1731
+ kind: 'numeric',
1732
+ },
1733
+ {
1734
+ name: 'spot',
1735
+ kind: 'numeric',
1736
+ },
1737
+ {
1738
+ name: 'volatility',
1739
+ kind: 'numeric',
1740
+ },
1741
+ ],
1742
+ };
1743
+ const SPEC_34 = {
1744
+ contract: '@totalfinance/options:CompoInput & { type: OptionType; }',
1745
+ fields: [
1746
+ {
1747
+ name: 'correlation',
1748
+ kind: 'numeric',
1749
+ },
1750
+ {
1751
+ name: 'dividendYield',
1752
+ kind: 'numeric',
1753
+ optional: true,
1754
+ },
1755
+ {
1756
+ name: 'domesticRate',
1757
+ kind: 'numeric',
1758
+ },
1759
+ {
1760
+ name: 'fxSpot',
1761
+ kind: 'numeric',
1762
+ },
1763
+ {
1764
+ name: 'fxVolatility',
1765
+ kind: 'numeric',
1766
+ },
1767
+ {
1768
+ name: 'spot',
1769
+ kind: 'numeric',
1770
+ },
1771
+ {
1772
+ name: 'strike',
1773
+ kind: 'numeric',
1774
+ },
1775
+ {
1776
+ name: 'timeToExpiryYears',
1777
+ kind: 'numeric',
1778
+ },
1779
+ {
1780
+ name: 'type',
1781
+ kind: 'enum',
1782
+ literals: ['call', 'put'],
1783
+ },
1784
+ {
1785
+ name: 'volatility',
1786
+ kind: 'numeric',
1787
+ },
1788
+ ],
1789
+ };
1790
+ const SPEC_35 = {
1791
+ contract: '@totalfinance/options:CompoMonteCarloOptions',
1792
+ fields: [
1793
+ {
1794
+ name: 'antithetic',
1795
+ kind: 'boolean',
1796
+ optional: true,
1797
+ },
1798
+ {
1799
+ name: 'brownianBridge',
1800
+ kind: 'boolean',
1801
+ optional: true,
1802
+ },
1803
+ {
1804
+ name: 'confidence',
1805
+ kind: 'numeric',
1806
+ optional: true,
1807
+ },
1808
+ {
1809
+ name: 'foreignRate',
1810
+ kind: 'numeric',
1811
+ optional: true,
1812
+ },
1813
+ {
1814
+ name: 'method',
1815
+ kind: 'enum',
1816
+ optional: true,
1817
+ literals: ['halton', 'pseudo', 'sobol'],
1818
+ },
1819
+ {
1820
+ name: 'paths',
1821
+ kind: 'numeric',
1822
+ optional: true,
1823
+ },
1824
+ {
1825
+ name: 'randomNumberGenerator',
1826
+ kind: 'enum',
1827
+ optional: true,
1828
+ literals: ['mulberry32', 'xoshiro128'],
1829
+ },
1830
+ {
1831
+ name: 'seed',
1832
+ kind: 'numeric',
1833
+ },
1834
+ ],
1835
+ };
1836
+ const SPEC_36 = {
1837
+ contract: '@totalfinance/options:DigitalInput & { kind: DigitalKind; type: OptionType; }',
1838
+ fields: [
1839
+ {
1840
+ name: 'cash',
1841
+ kind: 'numeric',
1842
+ optional: true,
1843
+ },
1844
+ {
1845
+ name: 'dividendYield',
1846
+ kind: 'numeric',
1847
+ optional: true,
1848
+ },
1849
+ {
1850
+ name: 'kind',
1851
+ kind: 'enum',
1852
+ literals: ['asset-or-nothing', 'cash-or-nothing'],
1853
+ },
1854
+ {
1855
+ name: 'riskFreeRate',
1856
+ kind: 'numeric',
1857
+ },
1858
+ {
1859
+ name: 'spot',
1860
+ kind: 'numeric',
1861
+ },
1862
+ {
1863
+ name: 'strike',
1864
+ kind: 'numeric',
1865
+ },
1866
+ {
1867
+ name: 'timeToExpiryYears',
1868
+ kind: 'numeric',
1869
+ },
1870
+ {
1871
+ name: 'type',
1872
+ kind: 'enum',
1873
+ literals: ['call', 'put'],
1874
+ },
1875
+ {
1876
+ name: 'volatility',
1877
+ kind: 'numeric',
1878
+ },
1879
+ ],
1880
+ };
1881
+ const SPEC_37 = {
1882
+ contract: '@totalfinance/options:DoubleTouchInput & { kind: DoubleTouchKind; }',
1883
+ fields: [
1884
+ {
1885
+ name: 'cash',
1886
+ kind: 'numeric',
1887
+ optional: true,
1888
+ },
1889
+ {
1890
+ name: 'dividendYield',
1891
+ kind: 'numeric',
1892
+ optional: true,
1893
+ },
1894
+ {
1895
+ name: 'kind',
1896
+ kind: 'enum',
1897
+ literals: ['double-no-touch', 'double-one-touch'],
1898
+ },
1899
+ {
1900
+ name: 'lower',
1901
+ kind: 'numeric',
1902
+ },
1903
+ {
1904
+ name: 'riskFreeRate',
1905
+ kind: 'numeric',
1906
+ },
1907
+ {
1908
+ name: 'spot',
1909
+ kind: 'numeric',
1910
+ },
1911
+ {
1912
+ name: 'timeToExpiryYears',
1913
+ kind: 'numeric',
1914
+ },
1915
+ {
1916
+ name: 'upper',
1917
+ kind: 'numeric',
1918
+ },
1919
+ {
1920
+ name: 'volatility',
1921
+ kind: 'numeric',
1922
+ },
1923
+ ],
1924
+ };
1925
+ const SPEC_38 = {
1926
+ contract: '@totalfinance/options:TouchMonteCarloOptions',
1927
+ fields: [
1928
+ {
1929
+ name: 'antithetic',
1930
+ kind: 'boolean',
1931
+ optional: true,
1932
+ },
1933
+ {
1934
+ name: 'brownianBridge',
1935
+ kind: 'boolean',
1936
+ optional: true,
1937
+ },
1938
+ {
1939
+ name: 'confidence',
1940
+ kind: 'numeric',
1941
+ optional: true,
1942
+ },
1943
+ {
1944
+ name: 'method',
1945
+ kind: 'enum',
1946
+ optional: true,
1947
+ literals: ['halton', 'pseudo', 'sobol'],
1948
+ },
1949
+ {
1950
+ name: 'paths',
1951
+ kind: 'numeric',
1952
+ optional: true,
1953
+ },
1954
+ {
1955
+ name: 'randomNumberGenerator',
1956
+ kind: 'enum',
1957
+ optional: true,
1958
+ literals: ['mulberry32', 'xoshiro128'],
1959
+ },
1960
+ {
1961
+ name: 'seed',
1962
+ kind: 'numeric',
1963
+ },
1964
+ {
1965
+ name: 'steps',
1966
+ kind: 'numeric',
1967
+ optional: true,
1968
+ },
1969
+ ],
1970
+ };
1971
+ const SPEC_39 = {
1972
+ contract: '@totalfinance/options:ForwardStartInput & { type: OptionType; }',
1973
+ fields: [
1974
+ {
1975
+ name: 'dividendYield',
1976
+ kind: 'numeric',
1977
+ optional: true,
1978
+ },
1979
+ {
1980
+ name: 'resetTime',
1981
+ kind: 'numeric',
1982
+ },
1983
+ {
1984
+ name: 'riskFreeRate',
1985
+ kind: 'numeric',
1986
+ },
1987
+ {
1988
+ name: 'spot',
1989
+ kind: 'numeric',
1990
+ },
1991
+ {
1992
+ name: 'strikeMultiplier',
1993
+ kind: 'numeric',
1994
+ optional: true,
1995
+ },
1996
+ {
1997
+ name: 'timeToExpiryYears',
1998
+ kind: 'numeric',
1999
+ },
2000
+ {
2001
+ name: 'type',
2002
+ kind: 'enum',
2003
+ literals: ['call', 'put'],
2004
+ },
2005
+ {
2006
+ name: 'volatility',
2007
+ kind: 'numeric',
2008
+ },
2009
+ ],
2010
+ };
2011
+ const SPEC_40 = {
2012
+ contract: '@totalfinance/options:InverseOptionInput#66b150b0f8c7',
2013
+ fields: [
2014
+ {
2015
+ name: 'barrier',
2016
+ kind: 'numeric',
2017
+ },
2018
+ {
2019
+ name: 'barrierType',
2020
+ kind: 'enum',
2021
+ literals: ['down-in', 'down-out', 'up-in', 'up-out'],
2022
+ },
2023
+ {
2024
+ name: 'coinYield',
2025
+ kind: 'numeric',
2026
+ optional: true,
2027
+ },
2028
+ {
2029
+ name: 'riskFreeRate',
2030
+ kind: 'numeric',
2031
+ },
2032
+ {
2033
+ name: 'spot',
2034
+ kind: 'numeric',
2035
+ },
2036
+ {
2037
+ name: 'strike',
2038
+ kind: 'numeric',
2039
+ },
2040
+ {
2041
+ name: 'timeToExpiryYears',
2042
+ kind: 'numeric',
2043
+ },
2044
+ {
2045
+ name: 'type',
2046
+ kind: 'enum',
2047
+ literals: ['call', 'put'],
2048
+ },
2049
+ {
2050
+ name: 'volatility',
2051
+ kind: 'numeric',
2052
+ },
2053
+ ],
2054
+ };
2055
+ const SPEC_41 = {
2056
+ contract: '@totalfinance/options:InverseOptionInput & { cash?: number; kind: DigitalKind; type: OptionType; }',
2057
+ fields: [
2058
+ {
2059
+ name: 'cash',
2060
+ kind: 'numeric',
2061
+ optional: true,
2062
+ },
2063
+ {
2064
+ name: 'coinYield',
2065
+ kind: 'numeric',
2066
+ optional: true,
2067
+ },
2068
+ {
2069
+ name: 'kind',
2070
+ kind: 'enum',
2071
+ literals: ['asset-or-nothing', 'cash-or-nothing'],
2072
+ },
2073
+ {
2074
+ name: 'riskFreeRate',
2075
+ kind: 'numeric',
2076
+ },
2077
+ {
2078
+ name: 'spot',
2079
+ kind: 'numeric',
2080
+ },
2081
+ {
2082
+ name: 'strike',
2083
+ kind: 'numeric',
2084
+ },
2085
+ {
2086
+ name: 'timeToExpiryYears',
2087
+ kind: 'numeric',
2088
+ },
2089
+ {
2090
+ name: 'type',
2091
+ kind: 'enum',
2092
+ literals: ['call', 'put'],
2093
+ },
2094
+ {
2095
+ name: 'volatility',
2096
+ kind: 'numeric',
2097
+ },
2098
+ ],
2099
+ };
2100
+ const SPEC_42 = {
2101
+ contract: '@totalfinance/options:InverseOptionInput & { type: OptionType; }',
2102
+ fields: [
2103
+ {
2104
+ name: 'coinYield',
2105
+ kind: 'numeric',
2106
+ optional: true,
2107
+ },
2108
+ {
2109
+ name: 'riskFreeRate',
2110
+ kind: 'numeric',
2111
+ },
2112
+ {
2113
+ name: 'spot',
2114
+ kind: 'numeric',
2115
+ },
2116
+ {
2117
+ name: 'strike',
2118
+ kind: 'numeric',
2119
+ },
2120
+ {
2121
+ name: 'timeToExpiryYears',
2122
+ kind: 'numeric',
2123
+ },
2124
+ {
2125
+ name: 'type',
2126
+ kind: 'enum',
2127
+ literals: ['call', 'put'],
2128
+ },
2129
+ {
2130
+ name: 'volatility',
2131
+ kind: 'numeric',
2132
+ },
2133
+ ],
2134
+ };
2135
+ const SPEC_43 = {
2136
+ contract: '@totalfinance/options:LookbackInput & { strikeType: LookbackStrike; type: OptionType; }',
2137
+ fields: [
2138
+ {
2139
+ name: 'dividendYield',
2140
+ kind: 'numeric',
2141
+ optional: true,
2142
+ },
2143
+ {
2144
+ name: 'riskFreeRate',
2145
+ kind: 'numeric',
2146
+ },
2147
+ {
2148
+ name: 'runningMax',
2149
+ kind: 'numeric',
2150
+ optional: true,
2151
+ },
2152
+ {
2153
+ name: 'runningMin',
2154
+ kind: 'numeric',
2155
+ optional: true,
2156
+ },
2157
+ {
2158
+ name: 'spot',
2159
+ kind: 'numeric',
2160
+ },
2161
+ {
2162
+ name: 'strike',
2163
+ kind: 'numeric',
2164
+ optional: true,
2165
+ },
2166
+ {
2167
+ name: 'strikeType',
2168
+ kind: 'enum',
2169
+ literals: ['fixed', 'floating'],
2170
+ },
2171
+ {
2172
+ name: 'timeToExpiryYears',
2173
+ kind: 'numeric',
2174
+ },
2175
+ {
2176
+ name: 'type',
2177
+ kind: 'enum',
2178
+ literals: ['call', 'put'],
2179
+ },
2180
+ {
2181
+ name: 'volatility',
2182
+ kind: 'numeric',
2183
+ },
2184
+ ],
2185
+ };
2186
+ const SPEC_44 = {
2187
+ contract: '@totalfinance/options:LookbackMonteCarloOptions',
2188
+ fields: [
2189
+ {
2190
+ name: 'antithetic',
2191
+ kind: 'boolean',
2192
+ optional: true,
2193
+ },
2194
+ {
2195
+ name: 'brownianBridge',
2196
+ kind: 'boolean',
2197
+ optional: true,
2198
+ },
2199
+ {
2200
+ name: 'confidence',
2201
+ kind: 'numeric',
2202
+ optional: true,
2203
+ },
2204
+ {
2205
+ name: 'method',
2206
+ kind: 'enum',
2207
+ optional: true,
2208
+ literals: ['halton', 'pseudo', 'sobol'],
2209
+ },
2210
+ {
2211
+ name: 'paths',
2212
+ kind: 'numeric',
2213
+ optional: true,
2214
+ },
2215
+ {
2216
+ name: 'randomNumberGenerator',
2217
+ kind: 'enum',
2218
+ optional: true,
2219
+ literals: ['mulberry32', 'xoshiro128'],
2220
+ },
2221
+ {
2222
+ name: 'seed',
2223
+ kind: 'numeric',
2224
+ },
2225
+ {
2226
+ name: 'steps',
2227
+ kind: 'numeric',
2228
+ optional: true,
2229
+ },
2230
+ ],
2231
+ };
2232
+ const SPEC_45 = {
2233
+ contract: '@totalfinance/options:NapoleonInput',
2234
+ fields: [
2235
+ {
2236
+ name: 'coupon',
2237
+ kind: 'numeric',
2238
+ },
2239
+ {
2240
+ name: 'dividendYield',
2241
+ kind: 'numeric',
2242
+ optional: true,
2243
+ },
2244
+ {
2245
+ name: 'globalFloor',
2246
+ kind: 'numeric',
2247
+ optional: true,
2248
+ allowsInfinity: true,
2249
+ },
2250
+ {
2251
+ name: 'notional',
2252
+ kind: 'numeric',
2253
+ optional: true,
2254
+ },
2255
+ {
2256
+ name: 'resetTimes',
2257
+ kind: 'array',
2258
+ },
2259
+ {
2260
+ name: 'riskFreeRate',
2261
+ kind: 'numeric',
2262
+ },
2263
+ {
2264
+ name: 'spot',
2265
+ kind: 'numeric',
2266
+ },
2267
+ {
2268
+ name: 'volatility',
2269
+ kind: 'numeric',
2270
+ },
2271
+ ],
2272
+ };
2273
+ const SPEC_46 = {
2274
+ contract: '@totalfinance/options:QuantoInput & { type: OptionType; }',
2275
+ fields: [
2276
+ {
2277
+ name: 'correlation',
2278
+ kind: 'numeric',
2279
+ },
2280
+ {
2281
+ name: 'dividendYield',
2282
+ kind: 'numeric',
2283
+ optional: true,
2284
+ },
2285
+ {
2286
+ name: 'domesticRate',
2287
+ kind: 'numeric',
2288
+ },
2289
+ {
2290
+ name: 'foreignRate',
2291
+ kind: 'numeric',
2292
+ },
2293
+ {
2294
+ name: 'fxVolatility',
2295
+ kind: 'numeric',
2296
+ },
2297
+ {
2298
+ name: 'spot',
2299
+ kind: 'numeric',
2300
+ },
2301
+ {
2302
+ name: 'strike',
2303
+ kind: 'numeric',
2304
+ },
2305
+ {
2306
+ name: 'timeToExpiryYears',
2307
+ kind: 'numeric',
2308
+ },
2309
+ {
2310
+ name: 'type',
2311
+ kind: 'enum',
2312
+ literals: ['call', 'put'],
2313
+ },
2314
+ {
2315
+ name: 'volatility',
2316
+ kind: 'numeric',
2317
+ },
2318
+ ],
2319
+ };
2320
+ const SPEC_47 = {
2321
+ contract: '@totalfinance/options:MultiAssetInput & { kind: RainbowKind; type: OptionType; }',
2322
+ fields: [
2323
+ {
2324
+ name: 'correlation',
2325
+ kind: 'array',
2326
+ },
2327
+ {
2328
+ name: 'dividendYields',
2329
+ kind: 'array',
2330
+ optional: true,
2331
+ },
2332
+ {
2333
+ name: 'kind',
2334
+ kind: 'enum',
2335
+ literals: ['max', 'min'],
2336
+ },
2337
+ {
2338
+ name: 'riskFreeRate',
2339
+ kind: 'numeric',
2340
+ },
2341
+ {
2342
+ name: 'spots',
2343
+ kind: 'array',
2344
+ },
2345
+ {
2346
+ name: 'strike',
2347
+ kind: 'numeric',
2348
+ },
2349
+ {
2350
+ name: 'timeToExpiryYears',
2351
+ kind: 'numeric',
2352
+ },
2353
+ {
2354
+ name: 'type',
2355
+ kind: 'enum',
2356
+ literals: ['call', 'put'],
2357
+ },
2358
+ {
2359
+ name: 'volatilities',
2360
+ kind: 'array',
2361
+ },
2362
+ ],
2363
+ };
2364
+ const SPEC_48 = {
2365
+ contract: '@totalfinance/options:SpreadInput & { type: OptionType; }',
2366
+ fields: [
2367
+ {
2368
+ name: 'correlation',
2369
+ kind: 'numeric',
2370
+ },
2371
+ {
2372
+ name: 'dividendYield1',
2373
+ kind: 'numeric',
2374
+ optional: true,
2375
+ },
2376
+ {
2377
+ name: 'dividendYield2',
2378
+ kind: 'numeric',
2379
+ optional: true,
2380
+ },
2381
+ {
2382
+ name: 'riskFreeRate',
2383
+ kind: 'numeric',
2384
+ },
2385
+ {
2386
+ name: 'spot1',
2387
+ kind: 'numeric',
2388
+ },
2389
+ {
2390
+ name: 'spot2',
2391
+ kind: 'numeric',
2392
+ },
2393
+ {
2394
+ name: 'strike',
2395
+ kind: 'numeric',
2396
+ },
2397
+ {
2398
+ name: 'timeToExpiryYears',
2399
+ kind: 'numeric',
2400
+ },
2401
+ {
2402
+ name: 'type',
2403
+ kind: 'enum',
2404
+ literals: ['call', 'put'],
2405
+ },
2406
+ {
2407
+ name: 'volatility1',
2408
+ kind: 'numeric',
2409
+ },
2410
+ {
2411
+ name: 'volatility2',
2412
+ kind: 'numeric',
2413
+ },
2414
+ ],
2415
+ };
2416
+ const SPEC_49 = {
2417
+ contract: '@totalfinance/options:TouchInput & { kind: TouchKind; }',
2418
+ fields: [
2419
+ {
2420
+ name: 'barrier',
2421
+ kind: 'numeric',
2422
+ },
2423
+ {
2424
+ name: 'cash',
2425
+ kind: 'numeric',
2426
+ optional: true,
2427
+ },
2428
+ {
2429
+ name: 'dividendYield',
2430
+ kind: 'numeric',
2431
+ optional: true,
2432
+ },
2433
+ {
2434
+ name: 'kind',
2435
+ kind: 'enum',
2436
+ literals: ['no-touch', 'one-touch'],
2437
+ },
2438
+ {
2439
+ name: 'payAt',
2440
+ kind: 'enum',
2441
+ optional: true,
2442
+ literals: ['expiry', 'hit'],
2443
+ },
2444
+ {
2445
+ name: 'riskFreeRate',
2446
+ kind: 'numeric',
2447
+ },
2448
+ {
2449
+ name: 'spot',
2450
+ kind: 'numeric',
2451
+ },
2452
+ {
2453
+ name: 'timeToExpiryYears',
2454
+ kind: 'numeric',
2455
+ },
2456
+ {
2457
+ name: 'volatility',
2458
+ kind: 'numeric',
2459
+ },
2460
+ ],
2461
+ };
2462
+ const SPEC_50 = {
2463
+ contract: '@totalfinance/options:{}#b3b9ffe5d3db',
2464
+ fields: [
2465
+ {
2466
+ name: 'kappa',
2467
+ kind: 'numeric',
2468
+ },
2469
+ {
2470
+ name: 'theta',
2471
+ kind: 'numeric',
2472
+ },
2473
+ {
2474
+ name: 'v0',
2475
+ kind: 'numeric',
2476
+ },
2477
+ ],
2478
+ };
2479
+ const SPEC_51 = {
2480
+ contract: '@totalfinance/options:{}#0570ec4f278a',
2481
+ fields: [
2482
+ {
2483
+ name: 'realizedVariance',
2484
+ kind: 'numeric',
2485
+ },
2486
+ {
2487
+ name: 'riskFreeRate',
2488
+ kind: 'numeric',
2489
+ },
2490
+ {
2491
+ name: 'strikeVariance',
2492
+ kind: 'numeric',
2493
+ },
2494
+ {
2495
+ name: 'timeToExpiryYears',
2496
+ kind: 'numeric',
2497
+ },
2498
+ {
2499
+ name: 'varianceNotional',
2500
+ kind: 'numeric',
2501
+ optional: true,
2502
+ },
2503
+ ],
2504
+ };
2505
+ const SPEC_52 = {
2506
+ contract: '@totalfinance/options:{}#591532fec82e',
2507
+ fields: [
2508
+ {
2509
+ name: 'fairVariance',
2510
+ kind: 'numeric',
2511
+ },
2512
+ {
2513
+ name: 'varianceOfVariance',
2514
+ kind: 'numeric',
2515
+ optional: true,
2516
+ },
2517
+ ],
2518
+ };
2519
+ export const VALIDATION_SPECS = {
2520
+ 'heston.cosineExpansion#0': SPEC_1,
2521
+ 'heston.impliedVolatility#0': SPEC_2,
2522
+ 'heston.monteCarloEstimate#0': SPEC_3,
2523
+ 'heston.monteCarloPrice#0': SPEC_4,
2524
+ 'heston.price#0': SPEC_2,
2525
+ 'hestonCosineExpansionPrice#0': SPEC_1,
2526
+ 'hestonFirstOrderSteps#0': SPEC_5,
2527
+ 'hestonImpliedVolatility#0': SPEC_2,
2528
+ 'hestonMonteCarloEstimate#0': SPEC_3,
2529
+ 'hestonMonteCarloPrice#0': SPEC_4,
2530
+ 'hestonPrice#0': SPEC_2,
2531
+ 'OptionPricingEngine#supports#0': SPEC_6,
2532
+ 'dupireLocalVolatility#0': SPEC_7,
2533
+ 'engines.auto#0': SPEC_8,
2534
+ 'engines.binomial#0': SPEC_9,
2535
+ 'engines.finiteDifference.crankNicolson#0': SPEC_10,
2536
+ 'engines.heston#0': SPEC_11,
2537
+ 'engines.heston#1': SPEC_12,
2538
+ 'engines.localVolatility#1': SPEC_13,
2539
+ 'engines.monteCarlo#0': SPEC_14,
2540
+ 'engines.sabr#0': SPEC_15,
2541
+ 'engines.sabr#1': SPEC_16,
2542
+ 'engines.trinomial#0': SPEC_17,
2543
+ 'localVolatility.fromImplied#0': SPEC_7,
2544
+ 'localVolatility.grid#1': SPEC_18,
2545
+ 'localVolatility.monteCarloEstimate#0': SPEC_19,
2546
+ 'localVolatility.monteCarloPrice#0': SPEC_20,
2547
+ 'localVolatilityGrid#1': SPEC_18,
2548
+ 'localVolatilityMonteCarloEstimate#0': SPEC_19,
2549
+ 'localVolatilityMonteCarloPrice#0': SPEC_20,
2550
+ 'sabr.monteCarloEstimate#0': SPEC_21,
2551
+ 'sabr.monteCarloPrice#0': SPEC_22,
2552
+ 'sabr.price#0': SPEC_23,
2553
+ 'sabr.volatility#0': SPEC_24,
2554
+ 'sabrMonteCarloEstimate#0': SPEC_21,
2555
+ 'sabrMonteCarloPrice#0': SPEC_22,
2556
+ 'sabrPrice#0': SPEC_23,
2557
+ 'sabrVolatility#0': SPEC_24,
2558
+ 'asian.geometricPrice#0': SPEC_25,
2559
+ 'asian.monteCarloPrice#0': SPEC_26,
2560
+ 'asian.monteCarloPrice#1': SPEC_27,
2561
+ 'autocallable.monteCarloPrice#0': SPEC_28,
2562
+ 'autocallable.monteCarloPrice#1': SPEC_29,
2563
+ 'barrier.monteCarloPrice#0': SPEC_30,
2564
+ 'barrier.monteCarloPrice#1': SPEC_31,
2565
+ 'barrier.price#0': SPEC_30,
2566
+ 'basket.approximatePrice#0': SPEC_32,
2567
+ 'basket.monteCarloPrice#0': SPEC_32,
2568
+ 'basket.monteCarloPrice#1': SPEC_29,
2569
+ 'cliquet.monteCarloPrice#0': SPEC_33,
2570
+ 'cliquet.monteCarloPrice#1': SPEC_29,
2571
+ 'cliquet.price#0': SPEC_33,
2572
+ 'compo.greeks#0': SPEC_34,
2573
+ 'compo.monteCarloPrice#0': SPEC_34,
2574
+ 'compo.monteCarloPrice#1': SPEC_35,
2575
+ 'compo.price#0': SPEC_34,
2576
+ 'digital.extendedGreeks#0': SPEC_36,
2577
+ 'digital.greeks#0': SPEC_36,
2578
+ 'digital.monteCarloPrice#0': SPEC_36,
2579
+ 'digital.monteCarloPrice#1': SPEC_29,
2580
+ 'digital.price#0': SPEC_36,
2581
+ 'doubleTouch.greeks#0': SPEC_37,
2582
+ 'doubleTouch.monteCarloPrice#0': SPEC_37,
2583
+ 'doubleTouch.monteCarloPrice#1': SPEC_38,
2584
+ 'doubleTouch.price#0': SPEC_37,
2585
+ 'forwardStart.monteCarloPrice#0': SPEC_39,
2586
+ 'forwardStart.monteCarloPrice#1': SPEC_29,
2587
+ 'forwardStart.price#0': SPEC_39,
2588
+ 'inverseOption.barrier#0': SPEC_40,
2589
+ 'inverseOption.digital#0': SPEC_41,
2590
+ 'inverseOption.greeks#0': SPEC_42,
2591
+ 'inverseOption.monteCarloPrice#0': SPEC_42,
2592
+ 'inverseOption.monteCarloPrice#1': SPEC_29,
2593
+ 'inverseOption.price#0': SPEC_42,
2594
+ 'lookback.monteCarloPrice#0': SPEC_43,
2595
+ 'lookback.monteCarloPrice#1': SPEC_44,
2596
+ 'lookback.price#0': SPEC_43,
2597
+ 'napoleon.monteCarloPrice#0': SPEC_45,
2598
+ 'napoleon.monteCarloPrice#1': SPEC_29,
2599
+ 'quanto.price#0': SPEC_46,
2600
+ 'rainbow.monteCarloPrice#0': SPEC_47,
2601
+ 'rainbow.monteCarloPrice#1': SPEC_29,
2602
+ 'reverseCliquet.floorlessValue#0': SPEC_45,
2603
+ 'reverseCliquet.monteCarloPrice#0': SPEC_45,
2604
+ 'reverseCliquet.monteCarloPrice#1': SPEC_29,
2605
+ 'spread.monteCarloPrice#0': SPEC_48,
2606
+ 'spread.monteCarloPrice#1': SPEC_29,
2607
+ 'spread.price#0': SPEC_48,
2608
+ 'touch.greeks#0': SPEC_49,
2609
+ 'touch.monteCarloPrice#0': SPEC_49,
2610
+ 'touch.monteCarloPrice#1': SPEC_38,
2611
+ 'touch.price#0': SPEC_49,
2612
+ 'varianceSwap.hestonFairVariance#0': SPEC_50,
2613
+ 'varianceSwap.value#0': SPEC_51,
2614
+ 'volatilitySwap.approximateFairVolatility#0': SPEC_52,
2615
+ };
2616
+ //# sourceMappingURL=validation-specs.js.map