@insiderfinance/totalfinance 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
- package/modules/calendars/dist/crypto.d.ts.map +1 -0
- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
- package/modules/calendars/dist/expirations.d.ts.map +1 -0
- package/modules/calendars/dist/expirations.js +158 -0
- package/modules/calendars/dist/expirations.js.map +1 -0
- package/modules/calendars/dist/index.d.ts +16 -0
- package/modules/calendars/dist/index.d.ts.map +1 -0
- package/modules/calendars/dist/index.js +13 -0
- package/modules/calendars/dist/index.js.map +1 -0
- package/modules/calendars/dist/nyse.d.ts +11 -0
- package/modules/calendars/dist/nyse.d.ts.map +1 -0
- package/modules/calendars/dist/nyse.js +12 -0
- package/modules/calendars/dist/nyse.js.map +1 -0
- package/modules/calendars/dist/trading-calendar.d.ts +32 -0
- package/modules/calendars/dist/trading-calendar.d.ts.map +1 -0
- package/modules/calendars/dist/trading-calendar.js +67 -0
- package/modules/calendars/dist/trading-calendar.js.map +1 -0
- package/modules/calendars/dist/us-market.d.ts +29 -0
- package/modules/calendars/dist/us-market.d.ts.map +1 -0
- package/modules/calendars/dist/us-market.js +72 -0
- package/modules/calendars/dist/us-market.js.map +1 -0
- package/modules/calendars/etc/calendars.api.md +22 -0
- package/modules/calendars/src/cboe.ts +17 -0
- package/modules/calendars/src/crypto.ts +17 -0
- package/modules/calendars/src/expirations.ts +200 -0
- package/modules/calendars/src/index.ts +23 -0
- package/modules/calendars/src/nyse.ts +13 -0
- package/modules/calendars/src/trading-calendar.ts +85 -0
- package/modules/calendars/src/us-market.ts +86 -0
- package/modules/cli/dist/bin.d.ts +9 -0
- package/modules/cli/dist/bin.d.ts.map +1 -0
- package/modules/cli/dist/bin.js +458 -0
- package/modules/cli/dist/bin.js.map +1 -0
- package/modules/cli/dist/commands.d.ts +7 -0
- package/modules/cli/dist/commands.d.ts.map +1 -0
- package/modules/cli/dist/commands.js +17 -0
- package/modules/cli/dist/commands.js.map +1 -0
- package/modules/cli/dist/exit-codes.d.ts +20 -0
- package/modules/cli/dist/exit-codes.d.ts.map +1 -0
- package/modules/cli/dist/exit-codes.js +19 -0
- package/modules/cli/dist/exit-codes.js.map +1 -0
- package/modules/cli/dist/index.d.ts +13 -0
- package/modules/cli/dist/index.d.ts.map +1 -0
- package/modules/cli/dist/index.js +10 -0
- package/modules/cli/dist/index.js.map +1 -0
- package/modules/cli/etc/cli.api.md +25 -0
- package/modules/cli/src/bin.ts +530 -0
- package/modules/cli/src/commands.ts +19 -0
- package/modules/cli/src/exit-codes.ts +21 -0
- package/modules/cli/src/index.ts +29 -0
- package/modules/commodities/dist/forwards.d.ts +274 -0
- package/modules/commodities/dist/forwards.d.ts.map +1 -0
- package/modules/commodities/dist/forwards.js +359 -0
- package/modules/commodities/dist/forwards.js.map +1 -0
- package/modules/commodities/dist/index.d.ts +10 -0
- package/modules/commodities/dist/index.d.ts.map +1 -0
- package/modules/commodities/dist/index.js +10 -0
- package/modules/commodities/dist/index.js.map +1 -0
- package/modules/commodities/dist/internal.d.ts +6 -0
- package/modules/commodities/dist/internal.d.ts.map +1 -0
- package/modules/commodities/dist/internal.js +6 -0
- package/modules/commodities/dist/internal.js.map +1 -0
- package/modules/commodities/dist/term-structure.d.ts +327 -0
- package/modules/commodities/dist/term-structure.d.ts.map +1 -0
- package/modules/commodities/dist/term-structure.js +416 -0
- package/modules/commodities/dist/term-structure.js.map +1 -0
- package/modules/commodities/etc/commodities.api.md +53 -0
- package/modules/commodities/src/forwards.ts +791 -0
- package/modules/commodities/src/index.ts +10 -0
- package/modules/commodities/src/internal.ts +6 -0
- package/modules/commodities/src/term-structure.ts +828 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts.map +1 -0
- package/modules/core/dist/artifacts/analysis-artifact.js +356 -0
- package/modules/core/dist/artifacts/analysis-artifact.js.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts +125 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.js +444 -0
- package/modules/core/dist/artifacts/calculation-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts +58 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.js +250 -0
- package/modules/core/dist/artifacts/canonical-scan.js.map +1 -0
- package/modules/core/dist/artifacts/comparison.d.ts +179 -0
- package/modules/core/dist/artifacts/comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/comparison.js +383 -0
- package/modules/core/dist/artifacts/comparison.js.map +1 -0
- package/modules/core/dist/artifacts/content-hash.d.ts +38 -0
- package/modules/core/dist/artifacts/content-hash.d.ts.map +1 -0
- package/modules/core/dist/artifacts/content-hash.js +170 -0
- package/modules/core/dist/artifacts/content-hash.js.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts +8 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.js +16 -0
- package/modules/core/dist/artifacts/deep-freeze.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts +123 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js +281 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts +73 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js +254 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js.map +1 -0
- package/modules/core/dist/artifacts/index.d.ts +52 -0
- package/modules/core/dist/artifacts/index.d.ts.map +1 -0
- package/modules/core/dist/artifacts/index.js +47 -0
- package/modules/core/dist/artifacts/index.js.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts +189 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.js +517 -0
- package/modules/core/dist/artifacts/market-snapshot.js.map +1 -0
- package/modules/core/dist/artifacts/migration.d.ts +60 -0
- package/modules/core/dist/artifacts/migration.d.ts.map +1 -0
- package/modules/core/dist/artifacts/migration.js +106 -0
- package/modules/core/dist/artifacts/migration.js.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts +12 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.js +53 -0
- package/modules/core/dist/artifacts/numeric-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts +97 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.js +249 -0
- package/modules/core/dist/artifacts/scenario-set.js.map +1 -0
- package/modules/core/dist/artifacts/table-handle.d.ts +96 -0
- package/modules/core/dist/artifacts/table-handle.d.ts.map +1 -0
- package/modules/core/dist/artifacts/table-handle.js +253 -0
- package/modules/core/dist/artifacts/table-handle.js.map +1 -0
- package/modules/core/dist/assumptions.d.ts +52 -0
- package/modules/core/dist/assumptions.d.ts.map +1 -0
- package/modules/core/dist/assumptions.js +13 -0
- package/modules/core/dist/assumptions.js.map +1 -0
- package/modules/core/dist/calendar.d.ts +98 -0
- package/modules/core/dist/calendar.d.ts.map +1 -0
- package/modules/core/dist/calendar.js +301 -0
- package/modules/core/dist/calendar.js.map +1 -0
- package/modules/core/dist/canonical-json.d.ts +63 -0
- package/modules/core/dist/canonical-json.d.ts.map +1 -0
- package/modules/core/dist/canonical-json.js +241 -0
- package/modules/core/dist/canonical-json.js.map +1 -0
- package/modules/core/dist/computed.d.ts +31 -0
- package/modules/core/dist/computed.d.ts.map +1 -0
- package/modules/core/dist/computed.js +40 -0
- package/modules/core/dist/computed.js.map +1 -0
- package/modules/core/dist/contracts.d.ts +59 -0
- package/modules/core/dist/contracts.d.ts.map +1 -0
- package/modules/core/dist/contracts.js +9 -0
- package/modules/core/dist/contracts.js.map +1 -0
- package/modules/core/dist/dates.d.ts +31 -0
- package/modules/core/dist/dates.d.ts.map +1 -0
- package/modules/core/dist/dates.js +126 -0
- package/modules/core/dist/dates.js.map +1 -0
- package/modules/core/dist/diagnostics.d.ts +278 -0
- package/modules/core/dist/diagnostics.d.ts.map +1 -0
- package/modules/core/dist/diagnostics.js +287 -0
- package/modules/core/dist/diagnostics.js.map +1 -0
- package/modules/core/dist/errors.d.ts +324 -0
- package/modules/core/dist/errors.d.ts.map +1 -0
- package/modules/core/dist/errors.js +363 -0
- package/modules/core/dist/errors.js.map +1 -0
- package/modules/core/dist/facade.d.ts +97 -0
- package/modules/core/dist/facade.d.ts.map +1 -0
- package/modules/core/dist/facade.js +354 -0
- package/modules/core/dist/facade.js.map +1 -0
- package/modules/core/dist/index.d.ts +45 -0
- package/modules/core/dist/index.d.ts.map +1 -0
- package/modules/core/dist/index.js +23 -0
- package/modules/core/dist/index.js.map +1 -0
- package/modules/core/dist/invariants.d.ts +112 -0
- package/modules/core/dist/invariants.d.ts.map +1 -0
- package/modules/core/dist/invariants.js +240 -0
- package/modules/core/dist/invariants.js.map +1 -0
- package/modules/core/dist/market-data.d.ts +219 -0
- package/modules/core/dist/market-data.d.ts.map +1 -0
- package/modules/core/dist/market-data.js +183 -0
- package/modules/core/dist/market-data.js.map +1 -0
- package/modules/core/dist/numeric.d.ts +46 -0
- package/modules/core/dist/numeric.d.ts.map +1 -0
- package/modules/core/dist/numeric.js +145 -0
- package/modules/core/dist/numeric.js.map +1 -0
- package/modules/core/dist/orders.d.ts +28 -0
- package/modules/core/dist/orders.d.ts.map +1 -0
- package/modules/core/dist/orders.js +49 -0
- package/modules/core/dist/orders.js.map +1 -0
- package/modules/core/dist/pricing.d.ts +418 -0
- package/modules/core/dist/pricing.d.ts.map +1 -0
- package/modules/core/dist/pricing.js +987 -0
- package/modules/core/dist/pricing.js.map +1 -0
- package/modules/core/dist/provenance.d.ts +25 -0
- package/modules/core/dist/provenance.d.ts.map +1 -0
- package/modules/core/dist/provenance.js +75 -0
- package/modules/core/dist/provenance.js.map +1 -0
- package/modules/core/dist/schema/index.d.ts +14 -0
- package/modules/core/dist/schema/index.d.ts.map +1 -0
- package/modules/core/dist/schema/index.js +12 -0
- package/modules/core/dist/schema/index.js.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts +21 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.js +114 -0
- package/modules/core/dist/schema/json-schema-guard.js.map +1 -0
- package/modules/core/dist/schema/json-schema.d.ts +33 -0
- package/modules/core/dist/schema/json-schema.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema.js +3 -0
- package/modules/core/dist/schema/json-schema.js.map +1 -0
- package/modules/core/dist/schema/payloads.d.ts +429 -0
- package/modules/core/dist/schema/payloads.d.ts.map +1 -0
- package/modules/core/dist/schema/payloads.js +323 -0
- package/modules/core/dist/schema/payloads.js.map +1 -0
- package/modules/core/dist/schema/schema.d.ts +282 -0
- package/modules/core/dist/schema/schema.d.ts.map +1 -0
- package/modules/core/dist/schema/schema.js +780 -0
- package/modules/core/dist/schema/schema.js.map +1 -0
- package/modules/core/dist/schema/standard.d.ts +32 -0
- package/modules/core/dist/schema/standard.d.ts.map +1 -0
- package/modules/core/dist/schema/standard.js +8 -0
- package/modules/core/dist/schema/standard.js.map +1 -0
- package/modules/core/dist/symbology.d.ts +30 -0
- package/modules/core/dist/symbology.d.ts.map +1 -0
- package/modules/core/dist/symbology.js +126 -0
- package/modules/core/dist/symbology.js.map +1 -0
- package/modules/core/dist/time.d.ts +122 -0
- package/modules/core/dist/time.d.ts.map +1 -0
- package/modules/core/dist/time.js +349 -0
- package/modules/core/dist/time.js.map +1 -0
- package/modules/core/dist/validation-codes.d.ts +24 -0
- package/modules/core/dist/validation-codes.d.ts.map +1 -0
- package/modules/core/dist/validation-codes.js +24 -0
- package/modules/core/dist/validation-codes.js.map +1 -0
- package/modules/core/dist/validation.d.ts +117 -0
- package/modules/core/dist/validation.d.ts.map +1 -0
- package/modules/core/dist/validation.js +415 -0
- package/modules/core/dist/validation.js.map +1 -0
- package/modules/core/etc/core.api.md +157 -0
- package/modules/core/src/artifacts/analysis-artifact.ts +515 -0
- package/modules/core/src/artifacts/calculation-comparison.ts +641 -0
- package/modules/core/src/artifacts/canonical-scan.ts +358 -0
- package/modules/core/src/artifacts/comparison.ts +586 -0
- package/modules/core/src/artifacts/content-hash.ts +183 -0
- package/modules/core/src/artifacts/deep-freeze.ts +15 -0
- package/modules/core/src/artifacts/fitted-model-kit.ts +402 -0
- package/modules/core/src/artifacts/fitted-model-summary.ts +478 -0
- package/modules/core/src/artifacts/index.ts +155 -0
- package/modules/core/src/artifacts/market-snapshot.ts +787 -0
- package/modules/core/src/artifacts/migration.ts +195 -0
- package/modules/core/src/artifacts/numeric-comparison.ts +71 -0
- package/modules/core/src/artifacts/scenario-set.ts +383 -0
- package/modules/core/src/artifacts/table-handle.ts +329 -0
- package/modules/core/src/assumptions.ts +62 -0
- package/modules/core/src/calendar.ts +407 -0
- package/modules/core/src/canonical-json.ts +289 -0
- package/modules/core/src/computed.ts +55 -0
- package/modules/core/src/contracts.ts +63 -0
- package/modules/core/src/dates.ts +163 -0
- package/modules/core/src/diagnostics.ts +397 -0
- package/modules/core/src/errors.ts +404 -0
- package/modules/core/src/facade.ts +436 -0
- package/modules/core/src/index.ts +185 -0
- package/modules/core/src/invariants.ts +339 -0
- package/modules/core/src/market-data.ts +481 -0
- package/modules/core/src/numeric.ts +205 -0
- package/modules/core/src/orders.ts +71 -0
- package/modules/core/src/pricing.ts +1647 -0
- package/modules/core/src/provenance.ts +121 -0
- package/modules/core/src/schema/index.ts +61 -0
- package/modules/core/src/schema/json-schema-guard.ts +172 -0
- package/modules/core/src/schema/json-schema.ts +52 -0
- package/modules/core/src/schema/payloads.ts +364 -0
- package/modules/core/src/schema/schema.ts +986 -0
- package/modules/core/src/schema/standard.ts +40 -0
- package/modules/core/src/symbology.ts +170 -0
- package/modules/core/src/time.ts +458 -0
- package/modules/core/src/validation-codes.ts +23 -0
- package/modules/core/src/validation.ts +607 -0
- package/modules/crypto/dist/carry.d.ts +176 -0
- package/modules/crypto/dist/carry.d.ts.map +1 -0
- package/modules/crypto/dist/carry.js +349 -0
- package/modules/crypto/dist/carry.js.map +1 -0
- package/modules/crypto/dist/curve.d.ts +69 -0
- package/modules/crypto/dist/curve.d.ts.map +1 -0
- package/modules/crypto/dist/curve.js +180 -0
- package/modules/crypto/dist/curve.js.map +1 -0
- package/modules/crypto/dist/index.d.ts +20 -0
- package/modules/crypto/dist/index.d.ts.map +1 -0
- package/modules/crypto/dist/index.js +16 -0
- package/modules/crypto/dist/index.js.map +1 -0
- package/modules/crypto/dist/inverse.d.ts +61 -0
- package/modules/crypto/dist/inverse.d.ts.map +1 -0
- package/modules/crypto/dist/inverse.js +89 -0
- package/modules/crypto/dist/inverse.js.map +1 -0
- package/modules/crypto/dist/liquidation.d.ts +67 -0
- package/modules/crypto/dist/liquidation.d.ts.map +1 -0
- package/modules/crypto/dist/liquidation.js +103 -0
- package/modules/crypto/dist/liquidation.js.map +1 -0
- package/modules/crypto/etc/crypto.api.md +45 -0
- package/modules/crypto/src/carry.ts +656 -0
- package/modules/crypto/src/curve.ts +273 -0
- package/modules/crypto/src/index.ts +62 -0
- package/modules/crypto/src/inverse.ts +172 -0
- package/modules/crypto/src/liquidation.ts +174 -0
- package/modules/fixed-income/dist/artifacts.d.ts +24 -0
- package/modules/fixed-income/dist/artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/artifacts.js +21 -0
- package/modules/fixed-income/dist/artifacts.js.map +1 -0
- package/modules/fixed-income/dist/bonds.d.ts +298 -0
- package/modules/fixed-income/dist/bonds.d.ts.map +1 -0
- package/modules/fixed-income/dist/bonds.js +951 -0
- package/modules/fixed-income/dist/bonds.js.map +1 -0
- package/modules/fixed-income/dist/conventions.d.ts +77 -0
- package/modules/fixed-income/dist/conventions.d.ts.map +1 -0
- package/modules/fixed-income/dist/conventions.js +266 -0
- package/modules/fixed-income/dist/conventions.js.map +1 -0
- package/modules/fixed-income/dist/convertible.d.ts +76 -0
- package/modules/fixed-income/dist/convertible.d.ts.map +1 -0
- package/modules/fixed-income/dist/convertible.js +182 -0
- package/modules/fixed-income/dist/convertible.js.map +1 -0
- package/modules/fixed-income/dist/credit.d.ts +227 -0
- package/modules/fixed-income/dist/credit.d.ts.map +1 -0
- package/modules/fixed-income/dist/credit.js +653 -0
- package/modules/fixed-income/dist/credit.js.map +1 -0
- package/modules/fixed-income/dist/cross-currency.d.ts +82 -0
- package/modules/fixed-income/dist/cross-currency.d.ts.map +1 -0
- package/modules/fixed-income/dist/cross-currency.js +93 -0
- package/modules/fixed-income/dist/cross-currency.js.map +1 -0
- package/modules/fixed-income/dist/curve-data.d.ts +70 -0
- package/modules/fixed-income/dist/curve-data.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-data.js +254 -0
- package/modules/fixed-income/dist/curve-data.js.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts +57 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.js +131 -0
- package/modules/fixed-income/dist/curve-mappers.js.map +1 -0
- package/modules/fixed-income/dist/curve-state.d.ts +47 -0
- package/modules/fixed-income/dist/curve-state.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-state.js +33 -0
- package/modules/fixed-income/dist/curve-state.js.map +1 -0
- package/modules/fixed-income/dist/curves.d.ts +198 -0
- package/modules/fixed-income/dist/curves.d.ts.map +1 -0
- package/modules/fixed-income/dist/curves.js +803 -0
- package/modules/fixed-income/dist/curves.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts +277 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js +839 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts +170 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.js +461 -0
- package/modules/fixed-income/dist/fitted-model-families.js.map +1 -0
- package/modules/fixed-income/dist/futures.d.ts +264 -0
- package/modules/fixed-income/dist/futures.d.ts.map +1 -0
- package/modules/fixed-income/dist/futures.js +630 -0
- package/modules/fixed-income/dist/futures.js.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts +12 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.js +556 -0
- package/modules/fixed-income/dist/generated/validation-specs.js.map +1 -0
- package/modules/fixed-income/dist/index.d.ts +36 -0
- package/modules/fixed-income/dist/index.d.ts.map +1 -0
- package/modules/fixed-income/dist/index.js +37 -0
- package/modules/fixed-income/dist/index.js.map +1 -0
- package/modules/fixed-income/dist/inflation.d.ts +174 -0
- package/modules/fixed-income/dist/inflation.d.ts.map +1 -0
- package/modules/fixed-income/dist/inflation.js +335 -0
- package/modules/fixed-income/dist/inflation.js.map +1 -0
- package/modules/fixed-income/dist/lattice.d.ts +156 -0
- package/modules/fixed-income/dist/lattice.d.ts.map +1 -0
- package/modules/fixed-income/dist/lattice.js +433 -0
- package/modules/fixed-income/dist/lattice.js.map +1 -0
- package/modules/fixed-income/dist/models.d.ts +187 -0
- package/modules/fixed-income/dist/models.d.ts.map +1 -0
- package/modules/fixed-income/dist/models.js +580 -0
- package/modules/fixed-income/dist/models.js.map +1 -0
- package/modules/fixed-income/dist/pricer.d.ts +48 -0
- package/modules/fixed-income/dist/pricer.d.ts.map +1 -0
- package/modules/fixed-income/dist/pricer.js +445 -0
- package/modules/fixed-income/dist/pricer.js.map +1 -0
- package/modules/fixed-income/dist/rates.d.ts +305 -0
- package/modules/fixed-income/dist/rates.d.ts.map +1 -0
- package/modules/fixed-income/dist/rates.js +686 -0
- package/modules/fixed-income/dist/rates.js.map +1 -0
- package/modules/fixed-income/dist/validate.d.ts +28 -0
- package/modules/fixed-income/dist/validate.d.ts.map +1 -0
- package/modules/fixed-income/dist/validate.js +123 -0
- package/modules/fixed-income/dist/validate.js.map +1 -0
- package/modules/fixed-income/dist/xva.d.ts +88 -0
- package/modules/fixed-income/dist/xva.d.ts.map +1 -0
- package/modules/fixed-income/dist/xva.js +316 -0
- package/modules/fixed-income/dist/xva.js.map +1 -0
- package/modules/fixed-income/etc/fixed-income.api.md +195 -0
- package/modules/fixed-income/src/artifacts.ts +60 -0
- package/modules/fixed-income/src/bonds.ts +1514 -0
- package/modules/fixed-income/src/conventions.ts +387 -0
- package/modules/fixed-income/src/convertible.ts +286 -0
- package/modules/fixed-income/src/credit.ts +1065 -0
- package/modules/fixed-income/src/cross-currency.ts +176 -0
- package/modules/fixed-income/src/curve-data.ts +381 -0
- package/modules/fixed-income/src/curve-mappers.ts +170 -0
- package/modules/fixed-income/src/curve-state.ts +70 -0
- package/modules/fixed-income/src/curves.ts +1169 -0
- package/modules/fixed-income/src/fitted-model-artifacts.ts +1414 -0
- package/modules/fixed-income/src/fitted-model-families.ts +834 -0
- package/modules/fixed-income/src/futures.ts +1018 -0
- package/modules/fixed-income/src/generated/validation-specs.ts +559 -0
- package/modules/fixed-income/src/index.ts +241 -0
- package/modules/fixed-income/src/inflation.ts +554 -0
- package/modules/fixed-income/src/lattice.ts +675 -0
- package/modules/fixed-income/src/models.ts +897 -0
- package/modules/fixed-income/src/pricer.ts +624 -0
- package/modules/fixed-income/src/rates.ts +1086 -0
- package/modules/fixed-income/src/validate.ts +169 -0
- package/modules/fixed-income/src/xva.ts +466 -0
- package/modules/foreign-exchange/dist/exposure.d.ts +140 -0
- package/modules/foreign-exchange/dist/exposure.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/exposure.js +253 -0
- package/modules/foreign-exchange/dist/exposure.js.map +1 -0
- package/modules/foreign-exchange/dist/forwards.d.ts +159 -0
- package/modules/foreign-exchange/dist/forwards.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/forwards.js +310 -0
- package/modules/foreign-exchange/dist/forwards.js.map +1 -0
- package/modules/foreign-exchange/dist/index.d.ts +11 -0
- package/modules/foreign-exchange/dist/index.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/index.js +11 -0
- package/modules/foreign-exchange/dist/index.js.map +1 -0
- package/modules/foreign-exchange/dist/internal.d.ts +6 -0
- package/modules/foreign-exchange/dist/internal.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/internal.js +6 -0
- package/modules/foreign-exchange/dist/internal.js.map +1 -0
- package/modules/foreign-exchange/dist/spot.d.ts +150 -0
- package/modules/foreign-exchange/dist/spot.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/spot.js +289 -0
- package/modules/foreign-exchange/dist/spot.js.map +1 -0
- package/modules/foreign-exchange/etc/foreign-exchange.api.md +52 -0
- package/modules/foreign-exchange/src/exposure.ts +485 -0
- package/modules/foreign-exchange/src/forwards.ts +595 -0
- package/modules/foreign-exchange/src/index.ts +11 -0
- package/modules/foreign-exchange/src/internal.ts +6 -0
- package/modules/foreign-exchange/src/spot.ts +530 -0
- package/modules/fundamentals/dist/analyze.d.ts +90 -0
- package/modules/fundamentals/dist/analyze.d.ts.map +1 -0
- package/modules/fundamentals/dist/analyze.js +293 -0
- package/modules/fundamentals/dist/analyze.js.map +1 -0
- package/modules/fundamentals/dist/index.d.ts +17 -0
- package/modules/fundamentals/dist/index.d.ts.map +1 -0
- package/modules/fundamentals/dist/index.js +15 -0
- package/modules/fundamentals/dist/index.js.map +1 -0
- package/modules/fundamentals/dist/periods.d.ts +47 -0
- package/modules/fundamentals/dist/periods.d.ts.map +1 -0
- package/modules/fundamentals/dist/periods.js +106 -0
- package/modules/fundamentals/dist/periods.js.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts +47 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.js +766 -0
- package/modules/fundamentals/dist/ratio-heads.js.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts +187 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.js +299 -0
- package/modules/fundamentals/dist/ratio-internals.js.map +1 -0
- package/modules/fundamentals/dist/ratios.d.ts +9 -0
- package/modules/fundamentals/dist/ratios.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratios.js +8 -0
- package/modules/fundamentals/dist/ratios.js.map +1 -0
- package/modules/fundamentals/dist/score-heads.d.ts +130 -0
- package/modules/fundamentals/dist/score-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/score-heads.js +364 -0
- package/modules/fundamentals/dist/score-heads.js.map +1 -0
- package/modules/fundamentals/dist/scores.d.ts +6 -0
- package/modules/fundamentals/dist/scores.d.ts.map +1 -0
- package/modules/fundamentals/dist/scores.js +6 -0
- package/modules/fundamentals/dist/scores.js.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts +170 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.js +207 -0
- package/modules/fundamentals/dist/statement-contracts.js.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts +190 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.js +501 -0
- package/modules/fundamentals/dist/statement-utilities.js.map +1 -0
- package/modules/fundamentals/dist/statements.d.ts +8 -0
- package/modules/fundamentals/dist/statements.d.ts.map +1 -0
- package/modules/fundamentals/dist/statements.js +7 -0
- package/modules/fundamentals/dist/statements.js.map +1 -0
- package/modules/fundamentals/etc/fundamentals.api.md +110 -0
- package/modules/fundamentals/src/analyze.ts +401 -0
- package/modules/fundamentals/src/index.ts +24 -0
- package/modules/fundamentals/src/periods.ts +197 -0
- package/modules/fundamentals/src/ratio-heads.ts +945 -0
- package/modules/fundamentals/src/ratio-internals.ts +562 -0
- package/modules/fundamentals/src/ratios.ts +23 -0
- package/modules/fundamentals/src/score-heads.ts +651 -0
- package/modules/fundamentals/src/scores.ts +6 -0
- package/modules/fundamentals/src/statement-contracts.ts +393 -0
- package/modules/fundamentals/src/statement-utilities.ts +833 -0
- package/modules/fundamentals/src/statements.ts +22 -0
- package/modules/http/dist/bin.d.ts +7 -0
- package/modules/http/dist/bin.d.ts.map +1 -0
- package/modules/http/dist/bin.js +167 -0
- package/modules/http/dist/bin.js.map +1 -0
- package/modules/http/dist/index.d.ts +10 -0
- package/modules/http/dist/index.d.ts.map +1 -0
- package/modules/http/dist/index.js +8 -0
- package/modules/http/dist/index.js.map +1 -0
- package/modules/http/dist/openapi.d.ts +38 -0
- package/modules/http/dist/openapi.d.ts.map +1 -0
- package/modules/http/dist/openapi.js +431 -0
- package/modules/http/dist/openapi.js.map +1 -0
- package/modules/http/dist/security.d.ts +21 -0
- package/modules/http/dist/security.d.ts.map +1 -0
- package/modules/http/dist/security.js +116 -0
- package/modules/http/dist/security.js.map +1 -0
- package/modules/http/dist/server.d.ts +63 -0
- package/modules/http/dist/server.d.ts.map +1 -0
- package/modules/http/dist/server.js +544 -0
- package/modules/http/dist/server.js.map +1 -0
- package/modules/http/etc/http.api.md +15 -0
- package/modules/http/etc/openapi.json +51958 -0
- package/modules/http/src/bin.ts +190 -0
- package/modules/http/src/index.ts +10 -0
- package/modules/http/src/openapi.ts +488 -0
- package/modules/http/src/security.ts +158 -0
- package/modules/http/src/server.ts +941 -0
- package/modules/math/dist/bivariate.d.ts +17 -0
- package/modules/math/dist/bivariate.d.ts.map +1 -0
- package/modules/math/dist/bivariate.js +123 -0
- package/modules/math/dist/bivariate.js.map +1 -0
- package/modules/math/dist/distributions.d.ts +66 -0
- package/modules/math/dist/distributions.d.ts.map +1 -0
- package/modules/math/dist/distributions.js +465 -0
- package/modules/math/dist/distributions.js.map +1 -0
- package/modules/math/dist/filters.d.ts +96 -0
- package/modules/math/dist/filters.d.ts.map +1 -0
- package/modules/math/dist/filters.js +347 -0
- package/modules/math/dist/filters.js.map +1 -0
- package/modules/math/dist/index.d.ts +34 -0
- package/modules/math/dist/index.d.ts.map +1 -0
- package/modules/math/dist/index.js +23 -0
- package/modules/math/dist/index.js.map +1 -0
- package/modules/math/dist/integration.d.ts +58 -0
- package/modules/math/dist/integration.d.ts.map +1 -0
- package/modules/math/dist/integration.js +176 -0
- package/modules/math/dist/integration.js.map +1 -0
- package/modules/math/dist/interpolation.d.ts +57 -0
- package/modules/math/dist/interpolation.d.ts.map +1 -0
- package/modules/math/dist/interpolation.js +464 -0
- package/modules/math/dist/interpolation.js.map +1 -0
- package/modules/math/dist/linalg.d.ts +251 -0
- package/modules/math/dist/linalg.d.ts.map +1 -0
- package/modules/math/dist/linalg.js +1503 -0
- package/modules/math/dist/linalg.js.map +1 -0
- package/modules/math/dist/lowdiscrepancy.d.ts +21 -0
- package/modules/math/dist/lowdiscrepancy.d.ts.map +1 -0
- package/modules/math/dist/lowdiscrepancy.js +200 -0
- package/modules/math/dist/lowdiscrepancy.js.map +1 -0
- package/modules/math/dist/montecarlo.d.ts +58 -0
- package/modules/math/dist/montecarlo.d.ts.map +1 -0
- package/modules/math/dist/montecarlo.js +248 -0
- package/modules/math/dist/montecarlo.js.map +1 -0
- package/modules/math/dist/normal.d.ts +40 -0
- package/modules/math/dist/normal.d.ts.map +1 -0
- package/modules/math/dist/normal.js +157 -0
- package/modules/math/dist/normal.js.map +1 -0
- package/modules/math/dist/optimize.d.ts +83 -0
- package/modules/math/dist/optimize.d.ts.map +1 -0
- package/modules/math/dist/optimize.js +784 -0
- package/modules/math/dist/optimize.js.map +1 -0
- package/modules/math/dist/random.d.ts +76 -0
- package/modules/math/dist/random.d.ts.map +1 -0
- package/modules/math/dist/random.js +261 -0
- package/modules/math/dist/random.js.map +1 -0
- package/modules/math/dist/regression.d.ts +58 -0
- package/modules/math/dist/regression.d.ts.map +1 -0
- package/modules/math/dist/regression.js +283 -0
- package/modules/math/dist/regression.js.map +1 -0
- package/modules/math/dist/resource-validation.d.ts +18 -0
- package/modules/math/dist/resource-validation.d.ts.map +1 -0
- package/modules/math/dist/resource-validation.js +60 -0
- package/modules/math/dist/resource-validation.js.map +1 -0
- package/modules/math/dist/sobol-data.d.ts +36 -0
- package/modules/math/dist/sobol-data.d.ts.map +1 -0
- package/modules/math/dist/sobol-data.js +172 -0
- package/modules/math/dist/sobol-data.js.map +1 -0
- package/modules/math/dist/solvers.d.ts +90 -0
- package/modules/math/dist/solvers.d.ts.map +1 -0
- package/modules/math/dist/solvers.js +663 -0
- package/modules/math/dist/solvers.js.map +1 -0
- package/modules/math/dist/statistics-internal.d.ts +73 -0
- package/modules/math/dist/statistics-internal.d.ts.map +1 -0
- package/modules/math/dist/statistics-internal.js +217 -0
- package/modules/math/dist/statistics-internal.js.map +1 -0
- package/modules/math/dist/statistics.d.ts +113 -0
- package/modules/math/dist/statistics.d.ts.map +1 -0
- package/modules/math/dist/statistics.js +545 -0
- package/modules/math/dist/statistics.js.map +1 -0
- package/modules/math/dist/timeseries.d.ts +131 -0
- package/modules/math/dist/timeseries.d.ts.map +1 -0
- package/modules/math/dist/timeseries.js +502 -0
- package/modules/math/dist/timeseries.js.map +1 -0
- package/modules/math/etc/math.api.md +178 -0
- package/modules/math/src/bivariate.ts +124 -0
- package/modules/math/src/distributions.ts +481 -0
- package/modules/math/src/filters.ts +452 -0
- package/modules/math/src/index.ts +223 -0
- package/modules/math/src/integration.ts +259 -0
- package/modules/math/src/interpolation.ts +588 -0
- package/modules/math/src/linalg.ts +1892 -0
- package/modules/math/src/lowdiscrepancy.ts +241 -0
- package/modules/math/src/montecarlo.ts +326 -0
- package/modules/math/src/normal.ts +161 -0
- package/modules/math/src/optimize.ts +943 -0
- package/modules/math/src/random.ts +372 -0
- package/modules/math/src/regression.ts +340 -0
- package/modules/math/src/resource-validation.ts +79 -0
- package/modules/math/src/sobol-data.ts +187 -0
- package/modules/math/src/solvers.ts +859 -0
- package/modules/math/src/statistics-internal.ts +256 -0
- package/modules/math/src/statistics.ts +636 -0
- package/modules/math/src/timeseries.ts +611 -0
- package/modules/options/dist/american-iv.d.ts +116 -0
- package/modules/options/dist/american-iv.d.ts.map +1 -0
- package/modules/options/dist/american-iv.js +385 -0
- package/modules/options/dist/american-iv.js.map +1 -0
- package/modules/options/dist/arbitrage.d.ts +42 -0
- package/modules/options/dist/arbitrage.d.ts.map +1 -0
- package/modules/options/dist/arbitrage.js +79 -0
- package/modules/options/dist/arbitrage.js.map +1 -0
- package/modules/options/dist/bachelier.d.ts +68 -0
- package/modules/options/dist/bachelier.d.ts.map +1 -0
- package/modules/options/dist/bachelier.js +348 -0
- package/modules/options/dist/bachelier.js.map +1 -0
- package/modules/options/dist/batch.d.ts +82 -0
- package/modules/options/dist/batch.d.ts.map +1 -0
- package/modules/options/dist/batch.js +346 -0
- package/modules/options/dist/batch.js.map +1 -0
- package/modules/options/dist/black-scholes.d.ts +42 -0
- package/modules/options/dist/black-scholes.d.ts.map +1 -0
- package/modules/options/dist/black-scholes.js +334 -0
- package/modules/options/dist/black-scholes.js.map +1 -0
- package/modules/options/dist/black76.d.ts +77 -0
- package/modules/options/dist/black76.d.ts.map +1 -0
- package/modules/options/dist/black76.js +400 -0
- package/modules/options/dist/black76.js.map +1 -0
- package/modules/options/dist/bsm.d.ts +120 -0
- package/modules/options/dist/bsm.d.ts.map +1 -0
- package/modules/options/dist/bsm.js +414 -0
- package/modules/options/dist/bsm.js.map +1 -0
- package/modules/options/dist/chain-greeks.d.ts +69 -0
- package/modules/options/dist/chain-greeks.d.ts.map +1 -0
- package/modules/options/dist/chain-greeks.js +154 -0
- package/modules/options/dist/chain-greeks.js.map +1 -0
- package/modules/options/dist/chain-health.d.ts +254 -0
- package/modules/options/dist/chain-health.d.ts.map +1 -0
- package/modules/options/dist/chain-health.js +746 -0
- package/modules/options/dist/chain-health.js.map +1 -0
- package/modules/options/dist/contract.d.ts +73 -0
- package/modules/options/dist/contract.d.ts.map +1 -0
- package/modules/options/dist/contract.js +226 -0
- package/modules/options/dist/contract.js.map +1 -0
- package/modules/options/dist/dividend-term-structure.d.ts +76 -0
- package/modules/options/dist/dividend-term-structure.d.ts.map +1 -0
- package/modules/options/dist/dividend-term-structure.js +180 -0
- package/modules/options/dist/dividend-term-structure.js.map +1 -0
- package/modules/options/dist/dividends.d.ts +34 -0
- package/modules/options/dist/dividends.d.ts.map +1 -0
- package/modules/options/dist/dividends.js +51 -0
- package/modules/options/dist/dividends.js.map +1 -0
- package/modules/options/dist/engine-bsm.d.ts +22 -0
- package/modules/options/dist/engine-bsm.d.ts.map +1 -0
- package/modules/options/dist/engine-bsm.js +236 -0
- package/modules/options/dist/engine-bsm.js.map +1 -0
- package/modules/options/dist/engines/american-approx.d.ts +29 -0
- package/modules/options/dist/engines/american-approx.d.ts.map +1 -0
- package/modules/options/dist/engines/american-approx.js +483 -0
- package/modules/options/dist/engines/american-approx.js.map +1 -0
- package/modules/options/dist/engines/bounds.d.ts +49 -0
- package/modules/options/dist/engines/bounds.d.ts.map +1 -0
- package/modules/options/dist/engines/bounds.js +58 -0
- package/modules/options/dist/engines/bounds.js.map +1 -0
- package/modules/options/dist/engines/engine-factory.d.ts +92 -0
- package/modules/options/dist/engines/engine-factory.d.ts.map +1 -0
- package/modules/options/dist/engines/engine-factory.js +372 -0
- package/modules/options/dist/engines/engine-factory.js.map +1 -0
- package/modules/options/dist/engines/fd-greeks.d.ts +84 -0
- package/modules/options/dist/engines/fd-greeks.d.ts.map +1 -0
- package/modules/options/dist/engines/fd-greeks.js +343 -0
- package/modules/options/dist/engines/fd-greeks.js.map +1 -0
- package/modules/options/dist/engines/fdm.d.ts +78 -0
- package/modules/options/dist/engines/fdm.d.ts.map +1 -0
- package/modules/options/dist/engines/fdm.js +218 -0
- package/modules/options/dist/engines/fdm.js.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts +24 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.js +2 -0
- package/modules/options/dist/engines/scalar-pricing.js.map +1 -0
- package/modules/options/dist/engines/tree.d.ts +78 -0
- package/modules/options/dist/engines/tree.d.ts.map +1 -0
- package/modules/options/dist/engines/tree.js +247 -0
- package/modules/options/dist/engines/tree.js.map +1 -0
- package/modules/options/dist/engines.d.ts +272 -0
- package/modules/options/dist/engines.d.ts.map +1 -0
- package/modules/options/dist/engines.js +1309 -0
- package/modules/options/dist/engines.js.map +1 -0
- package/modules/options/dist/equity-lattice.d.ts +58 -0
- package/modules/options/dist/equity-lattice.d.ts.map +1 -0
- package/modules/options/dist/equity-lattice.js +139 -0
- package/modules/options/dist/equity-lattice.js.map +1 -0
- package/modules/options/dist/exercise.d.ts +80 -0
- package/modules/options/dist/exercise.d.ts.map +1 -0
- package/modules/options/dist/exercise.js +266 -0
- package/modules/options/dist/exercise.js.map +1 -0
- package/modules/options/dist/exotics.d.ts +640 -0
- package/modules/options/dist/exotics.d.ts.map +1 -0
- package/modules/options/dist/exotics.js +2880 -0
- package/modules/options/dist/exotics.js.map +1 -0
- package/modules/options/dist/facade-util.d.ts +51 -0
- package/modules/options/dist/facade-util.d.ts.map +1 -0
- package/modules/options/dist/facade-util.js +93 -0
- package/modules/options/dist/facade-util.js.map +1 -0
- package/modules/options/dist/generated/validation-specs.d.ts +12 -0
- package/modules/options/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/options/dist/generated/validation-specs.js +2616 -0
- package/modules/options/dist/generated/validation-specs.js.map +1 -0
- package/modules/options/dist/heston.d.ts +160 -0
- package/modules/options/dist/heston.d.ts.map +1 -0
- package/modules/options/dist/heston.js +983 -0
- package/modules/options/dist/heston.js.map +1 -0
- package/modules/options/dist/index.d.ts +65 -0
- package/modules/options/dist/index.d.ts.map +1 -0
- package/modules/options/dist/index.js +58 -0
- package/modules/options/dist/index.js.map +1 -0
- package/modules/options/dist/iv.d.ts +85 -0
- package/modules/options/dist/iv.d.ts.map +1 -0
- package/modules/options/dist/iv.js +424 -0
- package/modules/options/dist/iv.js.map +1 -0
- package/modules/options/dist/lattice.d.ts +7 -0
- package/modules/options/dist/lattice.d.ts.map +1 -0
- package/modules/options/dist/lattice.js +7 -0
- package/modules/options/dist/lattice.js.map +1 -0
- package/modules/options/dist/local-volatility.d.ts +128 -0
- package/modules/options/dist/local-volatility.d.ts.map +1 -0
- package/modules/options/dist/local-volatility.js +333 -0
- package/modules/options/dist/local-volatility.js.map +1 -0
- package/modules/options/dist/market.d.ts +19 -0
- package/modules/options/dist/market.d.ts.map +1 -0
- package/modules/options/dist/market.js +58 -0
- package/modules/options/dist/market.js.map +1 -0
- package/modules/options/dist/mc/complex.d.ts +23 -0
- package/modules/options/dist/mc/complex.d.ts.map +1 -0
- package/modules/options/dist/mc/complex.js +42 -0
- package/modules/options/dist/mc/complex.js.map +1 -0
- package/modules/options/dist/mc/core.d.ts +151 -0
- package/modules/options/dist/mc/core.d.ts.map +1 -0
- package/modules/options/dist/mc/core.js +319 -0
- package/modules/options/dist/mc/core.js.map +1 -0
- package/modules/options/dist/monte-carlo.d.ts +66 -0
- package/modules/options/dist/monte-carlo.d.ts.map +1 -0
- package/modules/options/dist/monte-carlo.js +388 -0
- package/modules/options/dist/monte-carlo.js.map +1 -0
- package/modules/options/dist/parity.d.ts +191 -0
- package/modules/options/dist/parity.d.ts.map +1 -0
- package/modules/options/dist/parity.js +566 -0
- package/modules/options/dist/parity.js.map +1 -0
- package/modules/options/dist/payoff-kernel.d.ts +33 -0
- package/modules/options/dist/payoff-kernel.d.ts.map +1 -0
- package/modules/options/dist/payoff-kernel.js +27 -0
- package/modules/options/dist/payoff-kernel.js.map +1 -0
- package/modules/options/dist/payoff.d.ts +34 -0
- package/modules/options/dist/payoff.d.ts.map +1 -0
- package/modules/options/dist/payoff.js +60 -0
- package/modules/options/dist/payoff.js.map +1 -0
- package/modules/options/dist/pricer.d.ts +44 -0
- package/modules/options/dist/pricer.d.ts.map +1 -0
- package/modules/options/dist/pricer.js +179 -0
- package/modules/options/dist/pricer.js.map +1 -0
- package/modules/options/dist/pro.d.ts +82 -0
- package/modules/options/dist/pro.d.ts.map +1 -0
- package/modules/options/dist/pro.js +177 -0
- package/modules/options/dist/pro.js.map +1 -0
- package/modules/options/dist/quote.d.ts +18 -0
- package/modules/options/dist/quote.d.ts.map +1 -0
- package/modules/options/dist/quote.js +26 -0
- package/modules/options/dist/quote.js.map +1 -0
- package/modules/options/dist/resource-validation-internal.d.ts +8 -0
- package/modules/options/dist/resource-validation-internal.d.ts.map +1 -0
- package/modules/options/dist/resource-validation-internal.js +23 -0
- package/modules/options/dist/resource-validation-internal.js.map +1 -0
- package/modules/options/dist/sabr.d.ts +153 -0
- package/modules/options/dist/sabr.d.ts.map +1 -0
- package/modules/options/dist/sabr.js +515 -0
- package/modules/options/dist/sabr.js.map +1 -0
- package/modules/options/dist/schema.d.ts +120 -0
- package/modules/options/dist/schema.d.ts.map +1 -0
- package/modules/options/dist/schema.js +62 -0
- package/modules/options/dist/schema.js.map +1 -0
- package/modules/options/dist/time.d.ts +44 -0
- package/modules/options/dist/time.d.ts.map +1 -0
- package/modules/options/dist/time.js +76 -0
- package/modules/options/dist/time.js.map +1 -0
- package/modules/options/dist/types.d.ts +115 -0
- package/modules/options/dist/types.d.ts.map +1 -0
- package/modules/options/dist/types.js +3 -0
- package/modules/options/dist/types.js.map +1 -0
- package/modules/options/etc/options.api.md +230 -0
- package/modules/options/src/american-iv.ts +547 -0
- package/modules/options/src/arbitrage.ts +134 -0
- package/modules/options/src/bachelier.ts +515 -0
- package/modules/options/src/batch.ts +496 -0
- package/modules/options/src/black-scholes.ts +501 -0
- package/modules/options/src/black76.ts +573 -0
- package/modules/options/src/bsm.ts +575 -0
- package/modules/options/src/chain-greeks.ts +242 -0
- package/modules/options/src/chain-health.ts +1083 -0
- package/modules/options/src/contract.ts +329 -0
- package/modules/options/src/dividend-term-structure.ts +303 -0
- package/modules/options/src/dividends.ts +75 -0
- package/modules/options/src/engine-bsm.ts +306 -0
- package/modules/options/src/engines/american-approx.ts +669 -0
- package/modules/options/src/engines/bounds.ts +106 -0
- package/modules/options/src/engines/engine-factory.ts +502 -0
- package/modules/options/src/engines/fd-greeks.ts +426 -0
- package/modules/options/src/engines/fdm.ts +302 -0
- package/modules/options/src/engines/scalar-pricing.ts +27 -0
- package/modules/options/src/engines/tree.ts +350 -0
- package/modules/options/src/engines.ts +1845 -0
- package/modules/options/src/equity-lattice.ts +224 -0
- package/modules/options/src/exercise.ts +422 -0
- package/modules/options/src/exotics.ts +3966 -0
- package/modules/options/src/facade-util.ts +137 -0
- package/modules/options/src/generated/validation-specs.ts +2621 -0
- package/modules/options/src/heston.ts +1348 -0
- package/modules/options/src/index.ts +325 -0
- package/modules/options/src/iv.ts +591 -0
- package/modules/options/src/lattice.ts +6 -0
- package/modules/options/src/local-volatility.ts +493 -0
- package/modules/options/src/market.ts +74 -0
- package/modules/options/src/mc/complex.ts +55 -0
- package/modules/options/src/mc/core.ts +538 -0
- package/modules/options/src/monte-carlo.ts +567 -0
- package/modules/options/src/parity.ts +928 -0
- package/modules/options/src/payoff-kernel.ts +39 -0
- package/modules/options/src/payoff.ts +81 -0
- package/modules/options/src/pricer.ts +217 -0
- package/modules/options/src/pro.ts +272 -0
- package/modules/options/src/quote.ts +34 -0
- package/modules/options/src/resource-validation-internal.ts +31 -0
- package/modules/options/src/sabr.ts +716 -0
- package/modules/options/src/schema.ts +73 -0
- package/modules/options/src/time.ts +104 -0
- package/modules/options/src/types.ts +124 -0
- package/modules/performance/dist/activity.d.ts +24 -0
- package/modules/performance/dist/activity.d.ts.map +1 -0
- package/modules/performance/dist/activity.js +137 -0
- package/modules/performance/dist/activity.js.map +1 -0
- package/modules/performance/dist/analyze.d.ts +85 -0
- package/modules/performance/dist/analyze.d.ts.map +1 -0
- package/modules/performance/dist/analyze.js +203 -0
- package/modules/performance/dist/analyze.js.map +1 -0
- package/modules/performance/dist/annualization-internal.d.ts +21 -0
- package/modules/performance/dist/annualization-internal.d.ts.map +1 -0
- package/modules/performance/dist/annualization-internal.js +34 -0
- package/modules/performance/dist/annualization-internal.js.map +1 -0
- package/modules/performance/dist/drawdown.d.ts +34 -0
- package/modules/performance/dist/drawdown.d.ts.map +1 -0
- package/modules/performance/dist/drawdown.js +99 -0
- package/modules/performance/dist/drawdown.js.map +1 -0
- package/modules/performance/dist/flow-aware.d.ts +388 -0
- package/modules/performance/dist/flow-aware.d.ts.map +1 -0
- package/modules/performance/dist/flow-aware.js +888 -0
- package/modules/performance/dist/flow-aware.js.map +1 -0
- package/modules/performance/dist/index.d.ts +26 -0
- package/modules/performance/dist/index.d.ts.map +1 -0
- package/modules/performance/dist/index.js +25 -0
- package/modules/performance/dist/index.js.map +1 -0
- package/modules/performance/dist/metrics.d.ts +13 -0
- package/modules/performance/dist/metrics.d.ts.map +1 -0
- package/modules/performance/dist/metrics.js +87 -0
- package/modules/performance/dist/metrics.js.map +1 -0
- package/modules/performance/dist/ratios.d.ts +55 -0
- package/modules/performance/dist/ratios.d.ts.map +1 -0
- package/modules/performance/dist/ratios.js +168 -0
- package/modules/performance/dist/ratios.js.map +1 -0
- package/modules/performance/dist/relative.d.ts +33 -0
- package/modules/performance/dist/relative.d.ts.map +1 -0
- package/modules/performance/dist/relative.js +150 -0
- package/modules/performance/dist/relative.js.map +1 -0
- package/modules/performance/dist/returns.d.ts +18 -0
- package/modules/performance/dist/returns.d.ts.map +1 -0
- package/modules/performance/dist/returns.js +70 -0
- package/modules/performance/dist/returns.js.map +1 -0
- package/modules/performance/dist/rolling.d.ts +36 -0
- package/modules/performance/dist/rolling.d.ts.map +1 -0
- package/modules/performance/dist/rolling.js +102 -0
- package/modules/performance/dist/rolling.js.map +1 -0
- package/modules/performance/dist/sector-performance-internal.d.ts +61 -0
- package/modules/performance/dist/sector-performance-internal.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance-internal.js +216 -0
- package/modules/performance/dist/sector-performance-internal.js.map +1 -0
- package/modules/performance/dist/sector-performance.d.ts +288 -0
- package/modules/performance/dist/sector-performance.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance.js +690 -0
- package/modules/performance/dist/sector-performance.js.map +1 -0
- package/modules/performance/dist/sharpe.d.ts +74 -0
- package/modules/performance/dist/sharpe.d.ts.map +1 -0
- package/modules/performance/dist/sharpe.js +157 -0
- package/modules/performance/dist/sharpe.js.map +1 -0
- package/modules/performance/etc/performance.api.md +109 -0
- package/modules/performance/src/activity.ts +182 -0
- package/modules/performance/src/analyze.ts +305 -0
- package/modules/performance/src/annualization-internal.ts +43 -0
- package/modules/performance/src/drawdown.ts +132 -0
- package/modules/performance/src/flow-aware.ts +1518 -0
- package/modules/performance/src/index.ts +89 -0
- package/modules/performance/src/metrics.ts +150 -0
- package/modules/performance/src/ratios.ts +243 -0
- package/modules/performance/src/relative.ts +278 -0
- package/modules/performance/src/returns.ts +80 -0
- package/modules/performance/src/rolling.ts +155 -0
- package/modules/performance/src/sector-performance-internal.ts +293 -0
- package/modules/performance/src/sector-performance.ts +1263 -0
- package/modules/performance/src/sharpe.ts +256 -0
- package/modules/portfolio/dist/allocation.d.ts +227 -0
- package/modules/portfolio/dist/allocation.d.ts.map +1 -0
- package/modules/portfolio/dist/allocation.js +545 -0
- package/modules/portfolio/dist/allocation.js.map +1 -0
- package/modules/portfolio/dist/events.d.ts +502 -0
- package/modules/portfolio/dist/events.d.ts.map +1 -0
- package/modules/portfolio/dist/events.js +1061 -0
- package/modules/portfolio/dist/events.js.map +1 -0
- package/modules/portfolio/dist/index.d.ts +47 -0
- package/modules/portfolio/dist/index.d.ts.map +1 -0
- package/modules/portfolio/dist/index.js +34 -0
- package/modules/portfolio/dist/index.js.map +1 -0
- package/modules/portfolio/dist/internal.d.ts +101 -0
- package/modules/portfolio/dist/internal.d.ts.map +1 -0
- package/modules/portfolio/dist/internal.js +356 -0
- package/modules/portfolio/dist/internal.js.map +1 -0
- package/modules/portfolio/dist/ledger.d.ts +129 -0
- package/modules/portfolio/dist/ledger.d.ts.map +1 -0
- package/modules/portfolio/dist/ledger.js +271 -0
- package/modules/portfolio/dist/ledger.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts +49 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.js +462 -0
- package/modules/portfolio/dist/lifecycle-corporate.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts +59 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js +422 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js.map +1 -0
- package/modules/portfolio/dist/marks.d.ts +44 -0
- package/modules/portfolio/dist/marks.d.ts.map +1 -0
- package/modules/portfolio/dist/marks.js +81 -0
- package/modules/portfolio/dist/marks.js.map +1 -0
- package/modules/portfolio/dist/monitor.d.ts +222 -0
- package/modules/portfolio/dist/monitor.d.ts.map +1 -0
- package/modules/portfolio/dist/monitor.js +1806 -0
- package/modules/portfolio/dist/monitor.js.map +1 -0
- package/modules/portfolio/dist/performance.d.ts +78 -0
- package/modules/portfolio/dist/performance.d.ts.map +1 -0
- package/modules/portfolio/dist/performance.js +146 -0
- package/modules/portfolio/dist/performance.js.map +1 -0
- package/modules/portfolio/dist/pnl.d.ts +154 -0
- package/modules/portfolio/dist/pnl.d.ts.map +1 -0
- package/modules/portfolio/dist/pnl.js +548 -0
- package/modules/portfolio/dist/pnl.js.map +1 -0
- package/modules/portfolio/dist/policy-grammar.d.ts +358 -0
- package/modules/portfolio/dist/policy-grammar.d.ts.map +1 -0
- package/modules/portfolio/dist/policy-grammar.js +1198 -0
- package/modules/portfolio/dist/policy-grammar.js.map +1 -0
- package/modules/portfolio/dist/policy.d.ts +24 -0
- package/modules/portfolio/dist/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/policy.js +20 -0
- package/modules/portfolio/dist/policy.js.map +1 -0
- package/modules/portfolio/dist/rebalance.d.ts +281 -0
- package/modules/portfolio/dist/rebalance.d.ts.map +1 -0
- package/modules/portfolio/dist/rebalance.js +1236 -0
- package/modules/portfolio/dist/rebalance.js.map +1 -0
- package/modules/portfolio/dist/reconciliation.d.ts +150 -0
- package/modules/portfolio/dist/reconciliation.d.ts.map +1 -0
- package/modules/portfolio/dist/reconciliation.js +392 -0
- package/modules/portfolio/dist/reconciliation.js.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts +92 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.js +320 -0
- package/modules/portfolio/dist/reducer-kernel.js.map +1 -0
- package/modules/portfolio/dist/snapshot.d.ts +128 -0
- package/modules/portfolio/dist/snapshot.d.ts.map +1 -0
- package/modules/portfolio/dist/snapshot.js +205 -0
- package/modules/portfolio/dist/snapshot.js.map +1 -0
- package/modules/portfolio/dist/state.d.ts +196 -0
- package/modules/portfolio/dist/state.d.ts.map +1 -0
- package/modules/portfolio/dist/state.js +1093 -0
- package/modules/portfolio/dist/state.js.map +1 -0
- package/modules/portfolio/dist/timeline.d.ts +107 -0
- package/modules/portfolio/dist/timeline.d.ts.map +1 -0
- package/modules/portfolio/dist/timeline.js +220 -0
- package/modules/portfolio/dist/timeline.js.map +1 -0
- package/modules/portfolio/dist/trade/grant.d.ts +21 -0
- package/modules/portfolio/dist/trade/grant.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/grant.js +411 -0
- package/modules/portfolio/dist/trade/grant.js.map +1 -0
- package/modules/portfolio/dist/trade/index.d.ts +20 -0
- package/modules/portfolio/dist/trade/index.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/index.js +17 -0
- package/modules/portfolio/dist/trade/index.js.map +1 -0
- package/modules/portfolio/dist/trade/journal.d.ts +23 -0
- package/modules/portfolio/dist/trade/journal.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/journal.js +352 -0
- package/modules/portfolio/dist/trade/journal.js.map +1 -0
- package/modules/portfolio/dist/trade/plan.d.ts +25 -0
- package/modules/portfolio/dist/trade/plan.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/plan.js +285 -0
- package/modules/portfolio/dist/trade/plan.js.map +1 -0
- package/modules/portfolio/dist/trade/policy.d.ts +5 -0
- package/modules/portfolio/dist/trade/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/policy.js +133 -0
- package/modules/portfolio/dist/trade/policy.js.map +1 -0
- package/modules/portfolio/dist/trade/preflight.d.ts +3 -0
- package/modules/portfolio/dist/trade/preflight.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/preflight.js +381 -0
- package/modules/portfolio/dist/trade/preflight.js.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts +8 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.js +240 -0
- package/modules/portfolio/dist/trade/reconcile.js.map +1 -0
- package/modules/portfolio/dist/trade/types.d.ts +559 -0
- package/modules/portfolio/dist/trade/types.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/types.js +36 -0
- package/modules/portfolio/dist/trade/types.js.map +1 -0
- package/modules/portfolio/dist/trade/validate.d.ts +36 -0
- package/modules/portfolio/dist/trade/validate.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/validate.js +776 -0
- package/modules/portfolio/dist/trade/validate.js.map +1 -0
- package/modules/portfolio/etc/portfolio.api.md +236 -0
- package/modules/portfolio/src/allocation.ts +844 -0
- package/modules/portfolio/src/events.ts +1968 -0
- package/modules/portfolio/src/index.ts +295 -0
- package/modules/portfolio/src/internal.ts +523 -0
- package/modules/portfolio/src/ledger.ts +420 -0
- package/modules/portfolio/src/lifecycle-corporate.ts +888 -0
- package/modules/portfolio/src/lifecycle-derivatives.ts +735 -0
- package/modules/portfolio/src/marks.ts +140 -0
- package/modules/portfolio/src/monitor.ts +2421 -0
- package/modules/portfolio/src/performance.ts +237 -0
- package/modules/portfolio/src/pnl.ts +840 -0
- package/modules/portfolio/src/policy-grammar.ts +1891 -0
- package/modules/portfolio/src/policy.ts +119 -0
- package/modules/portfolio/src/rebalance.ts +1742 -0
- package/modules/portfolio/src/reconciliation.ts +621 -0
- package/modules/portfolio/src/reducer-kernel.ts +512 -0
- package/modules/portfolio/src/snapshot.ts +372 -0
- package/modules/portfolio/src/state.ts +1776 -0
- package/modules/portfolio/src/timeline.ts +359 -0
- package/modules/portfolio/src/trade/grant.ts +514 -0
- package/modules/portfolio/src/trade/index.ts +96 -0
- package/modules/portfolio/src/trade/journal.ts +432 -0
- package/modules/portfolio/src/trade/plan.ts +424 -0
- package/modules/portfolio/src/trade/policy.ts +153 -0
- package/modules/portfolio/src/trade/preflight.ts +605 -0
- package/modules/portfolio/src/trade/reconcile.ts +276 -0
- package/modules/portfolio/src/trade/types.ts +637 -0
- package/modules/portfolio/src/trade/validate.ts +1213 -0
- package/modules/research/dist/artifacts.d.ts +25 -0
- package/modules/research/dist/artifacts.d.ts.map +1 -0
- package/modules/research/dist/artifacts.js +22 -0
- package/modules/research/dist/artifacts.js.map +1 -0
- package/modules/research/dist/events.d.ts +238 -0
- package/modules/research/dist/events.d.ts.map +1 -0
- package/modules/research/dist/events.js +844 -0
- package/modules/research/dist/events.js.map +1 -0
- package/modules/research/dist/factors.d.ts +330 -0
- package/modules/research/dist/factors.d.ts.map +1 -0
- package/modules/research/dist/factors.js +891 -0
- package/modules/research/dist/factors.js.map +1 -0
- package/modules/research/dist/index.d.ts +11 -0
- package/modules/research/dist/index.d.ts.map +1 -0
- package/modules/research/dist/index.js +13 -0
- package/modules/research/dist/index.js.map +1 -0
- package/modules/research/dist/observations.d.ts +77 -0
- package/modules/research/dist/observations.d.ts.map +1 -0
- package/modules/research/dist/observations.js +201 -0
- package/modules/research/dist/observations.js.map +1 -0
- package/modules/research/dist/point-in-time.d.ts +17 -0
- package/modules/research/dist/point-in-time.d.ts.map +1 -0
- package/modules/research/dist/point-in-time.js +34 -0
- package/modules/research/dist/point-in-time.js.map +1 -0
- package/modules/research/dist/research-hygiene.d.ts +126 -0
- package/modules/research/dist/research-hygiene.d.ts.map +1 -0
- package/modules/research/dist/research-hygiene.js +290 -0
- package/modules/research/dist/research-hygiene.js.map +1 -0
- package/modules/research/dist/research-run-artifacts.d.ts +315 -0
- package/modules/research/dist/research-run-artifacts.d.ts.map +1 -0
- package/modules/research/dist/research-run-artifacts.js +766 -0
- package/modules/research/dist/research-run-artifacts.js.map +1 -0
- package/modules/research/dist/research-run-kinds.d.ts +135 -0
- package/modules/research/dist/research-run-kinds.d.ts.map +1 -0
- package/modules/research/dist/research-run-kinds.js +470 -0
- package/modules/research/dist/research-run-kinds.js.map +1 -0
- package/modules/research/dist/screening.d.ts +215 -0
- package/modules/research/dist/screening.d.ts.map +1 -0
- package/modules/research/dist/screening.js +616 -0
- package/modules/research/dist/screening.js.map +1 -0
- package/modules/research/dist/universe.d.ts +131 -0
- package/modules/research/dist/universe.d.ts.map +1 -0
- package/modules/research/dist/universe.js +294 -0
- package/modules/research/dist/universe.js.map +1 -0
- package/modules/research/etc/research.api.md +109 -0
- package/modules/research/src/artifacts.ts +68 -0
- package/modules/research/src/events.ts +1358 -0
- package/modules/research/src/factors.ts +1322 -0
- package/modules/research/src/index.ts +28 -0
- package/modules/research/src/observations.ts +360 -0
- package/modules/research/src/point-in-time.ts +44 -0
- package/modules/research/src/research-hygiene.ts +544 -0
- package/modules/research/src/research-run-artifacts.ts +1464 -0
- package/modules/research/src/research-run-kinds.ts +723 -0
- package/modules/research/src/screening.ts +957 -0
- package/modules/research/src/universe.ts +494 -0
- package/modules/risk/dist/attribution.d.ts +166 -0
- package/modules/risk/dist/attribution.d.ts.map +1 -0
- package/modules/risk/dist/attribution.js +278 -0
- package/modules/risk/dist/attribution.js.map +1 -0
- package/modules/risk/dist/book-var.d.ts +113 -0
- package/modules/risk/dist/book-var.d.ts.map +1 -0
- package/modules/risk/dist/book-var.js +487 -0
- package/modules/risk/dist/book-var.js.map +1 -0
- package/modules/risk/dist/book.d.ts +95 -0
- package/modules/risk/dist/book.d.ts.map +1 -0
- package/modules/risk/dist/book.js +201 -0
- package/modules/risk/dist/book.js.map +1 -0
- package/modules/risk/dist/covariance.d.ts +96 -0
- package/modules/risk/dist/covariance.d.ts.map +1 -0
- package/modules/risk/dist/covariance.js +183 -0
- package/modules/risk/dist/covariance.js.map +1 -0
- package/modules/risk/dist/evt.d.ts +188 -0
- package/modules/risk/dist/evt.d.ts.map +1 -0
- package/modules/risk/dist/evt.js +625 -0
- package/modules/risk/dist/evt.js.map +1 -0
- package/modules/risk/dist/expected-returns.d.ts +139 -0
- package/modules/risk/dist/expected-returns.d.ts.map +1 -0
- package/modules/risk/dist/expected-returns.js +350 -0
- package/modules/risk/dist/expected-returns.js.map +1 -0
- package/modules/risk/dist/factor.d.ts +66 -0
- package/modules/risk/dist/factor.d.ts.map +1 -0
- package/modules/risk/dist/factor.js +133 -0
- package/modules/risk/dist/factor.js.map +1 -0
- package/modules/risk/dist/frontier.d.ts +158 -0
- package/modules/risk/dist/frontier.d.ts.map +1 -0
- package/modules/risk/dist/frontier.js +1183 -0
- package/modules/risk/dist/frontier.js.map +1 -0
- package/modules/risk/dist/index.d.ts +47 -0
- package/modules/risk/dist/index.d.ts.map +1 -0
- package/modules/risk/dist/index.js +43 -0
- package/modules/risk/dist/index.js.map +1 -0
- package/modules/risk/dist/input-description.d.ts +3 -0
- package/modules/risk/dist/input-description.d.ts.map +1 -0
- package/modules/risk/dist/input-description.js +24 -0
- package/modules/risk/dist/input-description.js.map +1 -0
- package/modules/risk/dist/kelly.d.ts +217 -0
- package/modules/risk/dist/kelly.d.ts.map +1 -0
- package/modules/risk/dist/kelly.js +731 -0
- package/modules/risk/dist/kelly.js.map +1 -0
- package/modules/risk/dist/linalg.d.ts +27 -0
- package/modules/risk/dist/linalg.d.ts.map +1 -0
- package/modules/risk/dist/linalg.js +89 -0
- package/modules/risk/dist/linalg.js.map +1 -0
- package/modules/risk/dist/numeric-vector.d.ts +9 -0
- package/modules/risk/dist/numeric-vector.d.ts.map +1 -0
- package/modules/risk/dist/numeric-vector.js +112 -0
- package/modules/risk/dist/numeric-vector.js.map +1 -0
- package/modules/risk/dist/optimize.d.ts +231 -0
- package/modules/risk/dist/optimize.d.ts.map +1 -0
- package/modules/risk/dist/optimize.js +1258 -0
- package/modules/risk/dist/optimize.js.map +1 -0
- package/modules/risk/dist/optimizer-validation.d.ts +26 -0
- package/modules/risk/dist/optimizer-validation.d.ts.map +1 -0
- package/modules/risk/dist/optimizer-validation.js +306 -0
- package/modules/risk/dist/optimizer-validation.js.map +1 -0
- package/modules/risk/dist/options-internal.d.ts +18 -0
- package/modules/risk/dist/options-internal.d.ts.map +1 -0
- package/modules/risk/dist/options-internal.js +49 -0
- package/modules/risk/dist/options-internal.js.map +1 -0
- package/modules/risk/dist/pnl-explain.d.ts +169 -0
- package/modules/risk/dist/pnl-explain.d.ts.map +1 -0
- package/modules/risk/dist/pnl-explain.js +327 -0
- package/modules/risk/dist/pnl-explain.js.map +1 -0
- package/modules/risk/dist/portfolio.d.ts +322 -0
- package/modules/risk/dist/portfolio.d.ts.map +1 -0
- package/modules/risk/dist/portfolio.js +547 -0
- package/modules/risk/dist/portfolio.js.map +1 -0
- package/modules/risk/dist/research-protocol.d.ts +74 -0
- package/modules/risk/dist/research-protocol.d.ts.map +1 -0
- package/modules/risk/dist/research-protocol.js +193 -0
- package/modules/risk/dist/research-protocol.js.map +1 -0
- package/modules/risk/dist/research.d.ts +255 -0
- package/modules/risk/dist/research.d.ts.map +1 -0
- package/modules/risk/dist/research.js +752 -0
- package/modules/risk/dist/research.js.map +1 -0
- package/modules/risk/dist/scenario.d.ts +279 -0
- package/modules/risk/dist/scenario.d.ts.map +1 -0
- package/modules/risk/dist/scenario.js +458 -0
- package/modules/risk/dist/scenario.js.map +1 -0
- package/modules/risk/dist/sizing.d.ts +14 -0
- package/modules/risk/dist/sizing.d.ts.map +1 -0
- package/modules/risk/dist/sizing.js +12 -0
- package/modules/risk/dist/sizing.js.map +1 -0
- package/modules/risk/dist/strategy-shape.d.ts +84 -0
- package/modules/risk/dist/strategy-shape.d.ts.map +1 -0
- package/modules/risk/dist/strategy-shape.js +17 -0
- package/modules/risk/dist/strategy-shape.js.map +1 -0
- package/modules/risk/dist/value-at-risk.d.ts +240 -0
- package/modules/risk/dist/value-at-risk.d.ts.map +1 -0
- package/modules/risk/dist/value-at-risk.js +743 -0
- package/modules/risk/dist/value-at-risk.js.map +1 -0
- package/modules/risk/etc/risk.api.md +228 -0
- package/modules/risk/src/attribution.ts +480 -0
- package/modules/risk/src/book-var.ts +717 -0
- package/modules/risk/src/book.ts +327 -0
- package/modules/risk/src/covariance.ts +293 -0
- package/modules/risk/src/evt.ts +899 -0
- package/modules/risk/src/expected-returns.ts +572 -0
- package/modules/risk/src/factor.ts +199 -0
- package/modules/risk/src/frontier.ts +1570 -0
- package/modules/risk/src/index.ts +281 -0
- package/modules/risk/src/input-description.ts +15 -0
- package/modules/risk/src/kelly.ts +1119 -0
- package/modules/risk/src/linalg.ts +100 -0
- package/modules/risk/src/numeric-vector.ts +153 -0
- package/modules/risk/src/optimize.ts +1769 -0
- package/modules/risk/src/optimizer-validation.ts +467 -0
- package/modules/risk/src/options-internal.ts +73 -0
- package/modules/risk/src/pnl-explain.ts +544 -0
- package/modules/risk/src/portfolio.ts +911 -0
- package/modules/risk/src/research-protocol.ts +277 -0
- package/modules/risk/src/research.ts +1076 -0
- package/modules/risk/src/scenario.ts +728 -0
- package/modules/risk/src/sizing.ts +15 -0
- package/modules/risk/src/strategy-shape.ts +90 -0
- package/modules/risk/src/value-at-risk.ts +1102 -0
- package/modules/scenarios/dist/aggregates.d.ts +27 -0
- package/modules/scenarios/dist/aggregates.d.ts.map +1 -0
- package/modules/scenarios/dist/aggregates.js +262 -0
- package/modules/scenarios/dist/aggregates.js.map +1 -0
- package/modules/scenarios/dist/fx.d.ts +69 -0
- package/modules/scenarios/dist/fx.d.ts.map +1 -0
- package/modules/scenarios/dist/fx.js +349 -0
- package/modules/scenarios/dist/fx.js.map +1 -0
- package/modules/scenarios/dist/index.d.ts +6 -0
- package/modules/scenarios/dist/index.d.ts.map +1 -0
- package/modules/scenarios/dist/index.js +6 -0
- package/modules/scenarios/dist/index.js.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts +28 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.js +169 -0
- package/modules/scenarios/dist/internal/behaviors.js.map +1 -0
- package/modules/scenarios/dist/internal/data.d.ts +35 -0
- package/modules/scenarios/dist/internal/data.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/data.js +194 -0
- package/modules/scenarios/dist/internal/data.js.map +1 -0
- package/modules/scenarios/dist/internal/failures.d.ts +18 -0
- package/modules/scenarios/dist/internal/failures.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/failures.js +184 -0
- package/modules/scenarios/dist/internal/failures.js.map +1 -0
- package/modules/scenarios/dist/internal/results.d.ts +18 -0
- package/modules/scenarios/dist/internal/results.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/results.js +100 -0
- package/modules/scenarios/dist/internal/results.js.map +1 -0
- package/modules/scenarios/dist/market-resolution.d.ts +32 -0
- package/modules/scenarios/dist/market-resolution.d.ts.map +1 -0
- package/modules/scenarios/dist/market-resolution.js +296 -0
- package/modules/scenarios/dist/market-resolution.js.map +1 -0
- package/modules/scenarios/dist/portfolio.d.ts +11 -0
- package/modules/scenarios/dist/portfolio.d.ts.map +1 -0
- package/modules/scenarios/dist/portfolio.js +419 -0
- package/modules/scenarios/dist/portfolio.js.map +1 -0
- package/modules/scenarios/dist/run.d.ts +4 -0
- package/modules/scenarios/dist/run.d.ts.map +1 -0
- package/modules/scenarios/dist/run.js +933 -0
- package/modules/scenarios/dist/run.js.map +1 -0
- package/modules/scenarios/dist/spot-pricer.d.ts +21 -0
- package/modules/scenarios/dist/spot-pricer.d.ts.map +1 -0
- package/modules/scenarios/dist/spot-pricer.js +97 -0
- package/modules/scenarios/dist/spot-pricer.js.map +1 -0
- package/modules/scenarios/dist/targets.d.ts +18 -0
- package/modules/scenarios/dist/targets.d.ts.map +1 -0
- package/modules/scenarios/dist/targets.js +507 -0
- package/modules/scenarios/dist/targets.js.map +1 -0
- package/modules/scenarios/dist/taylor.d.ts +23 -0
- package/modules/scenarios/dist/taylor.d.ts.map +1 -0
- package/modules/scenarios/dist/taylor.js +209 -0
- package/modules/scenarios/dist/taylor.js.map +1 -0
- package/modules/scenarios/dist/transform.d.ts +31 -0
- package/modules/scenarios/dist/transform.d.ts.map +1 -0
- package/modules/scenarios/dist/transform.js +318 -0
- package/modules/scenarios/dist/transform.js.map +1 -0
- package/modules/scenarios/dist/types.d.ts +591 -0
- package/modules/scenarios/dist/types.d.ts.map +1 -0
- package/modules/scenarios/dist/types.js +2 -0
- package/modules/scenarios/dist/types.js.map +1 -0
- package/modules/scenarios/dist/work.d.ts +85 -0
- package/modules/scenarios/dist/work.d.ts.map +1 -0
- package/modules/scenarios/dist/work.js +629 -0
- package/modules/scenarios/dist/work.js.map +1 -0
- package/modules/scenarios/etc/scenarios.api.md +76 -0
- package/modules/scenarios/src/aggregates.ts +429 -0
- package/modules/scenarios/src/fx.ts +563 -0
- package/modules/scenarios/src/index.ts +5 -0
- package/modules/scenarios/src/internal/behaviors.ts +249 -0
- package/modules/scenarios/src/internal/data.ts +258 -0
- package/modules/scenarios/src/internal/failures.ts +219 -0
- package/modules/scenarios/src/internal/results.ts +131 -0
- package/modules/scenarios/src/market-resolution.ts +436 -0
- package/modules/scenarios/src/portfolio.ts +639 -0
- package/modules/scenarios/src/run.ts +1417 -0
- package/modules/scenarios/src/spot-pricer.ts +129 -0
- package/modules/scenarios/src/targets.ts +729 -0
- package/modules/scenarios/src/taylor.ts +287 -0
- package/modules/scenarios/src/transform.ts +468 -0
- package/modules/scenarios/src/types.ts +713 -0
- package/modules/scenarios/src/work.ts +1055 -0
- package/modules/strategy/dist/auto-range.d.ts +14 -0
- package/modules/strategy/dist/auto-range.d.ts.map +1 -0
- package/modules/strategy/dist/auto-range.js +19 -0
- package/modules/strategy/dist/auto-range.js.map +1 -0
- package/modules/strategy/dist/builders.d.ts +75 -0
- package/modules/strategy/dist/builders.d.ts.map +1 -0
- package/modules/strategy/dist/builders.js +112 -0
- package/modules/strategy/dist/builders.js.map +1 -0
- package/modules/strategy/dist/calendars.d.ts +70 -0
- package/modules/strategy/dist/calendars.d.ts.map +1 -0
- package/modules/strategy/dist/calendars.js +149 -0
- package/modules/strategy/dist/calendars.js.map +1 -0
- package/modules/strategy/dist/classify.d.ts +77 -0
- package/modules/strategy/dist/classify.d.ts.map +1 -0
- package/modules/strategy/dist/classify.js +144 -0
- package/modules/strategy/dist/classify.js.map +1 -0
- package/modules/strategy/dist/explain.d.ts +77 -0
- package/modules/strategy/dist/explain.d.ts.map +1 -0
- package/modules/strategy/dist/explain.js +300 -0
- package/modules/strategy/dist/explain.js.map +1 -0
- package/modules/strategy/dist/from-chain.d.ts +88 -0
- package/modules/strategy/dist/from-chain.d.ts.map +1 -0
- package/modules/strategy/dist/from-chain.js +457 -0
- package/modules/strategy/dist/from-chain.js.map +1 -0
- package/modules/strategy/dist/index.d.ts +102 -0
- package/modules/strategy/dist/index.d.ts.map +1 -0
- package/modules/strategy/dist/index.js +41 -0
- package/modules/strategy/dist/index.js.map +1 -0
- package/modules/strategy/dist/legs.d.ts +47 -0
- package/modules/strategy/dist/legs.d.ts.map +1 -0
- package/modules/strategy/dist/legs.js +87 -0
- package/modules/strategy/dist/legs.js.map +1 -0
- package/modules/strategy/dist/manifest.d.ts +116 -0
- package/modules/strategy/dist/manifest.d.ts.map +1 -0
- package/modules/strategy/dist/manifest.js +376 -0
- package/modules/strategy/dist/manifest.js.map +1 -0
- package/modules/strategy/dist/optimizer.d.ts +184 -0
- package/modules/strategy/dist/optimizer.d.ts.map +1 -0
- package/modules/strategy/dist/optimizer.js +404 -0
- package/modules/strategy/dist/optimizer.js.map +1 -0
- package/modules/strategy/dist/position.d.ts +181 -0
- package/modules/strategy/dist/position.d.ts.map +1 -0
- package/modules/strategy/dist/position.js +1693 -0
- package/modules/strategy/dist/position.js.map +1 -0
- package/modules/strategy/dist/probability.d.ts +192 -0
- package/modules/strategy/dist/probability.d.ts.map +1 -0
- package/modules/strategy/dist/probability.js +106 -0
- package/modules/strategy/dist/probability.js.map +1 -0
- package/modules/strategy/dist/scanner.d.ts +147 -0
- package/modules/strategy/dist/scanner.d.ts.map +1 -0
- package/modules/strategy/dist/scanner.js +438 -0
- package/modules/strategy/dist/scanner.js.map +1 -0
- package/modules/strategy/dist/strategies.d.ts +187 -0
- package/modules/strategy/dist/strategies.d.ts.map +1 -0
- package/modules/strategy/dist/strategies.js +541 -0
- package/modules/strategy/dist/strategies.js.map +1 -0
- package/modules/strategy/dist/svg.d.ts +35 -0
- package/modules/strategy/dist/svg.d.ts.map +1 -0
- package/modules/strategy/dist/svg.js +298 -0
- package/modules/strategy/dist/svg.js.map +1 -0
- package/modules/strategy/dist/thesis-distribution.d.ts +79 -0
- package/modules/strategy/dist/thesis-distribution.d.ts.map +1 -0
- package/modules/strategy/dist/thesis-distribution.js +125 -0
- package/modules/strategy/dist/thesis-distribution.js.map +1 -0
- package/modules/strategy/dist/types.d.ts +370 -0
- package/modules/strategy/dist/types.d.ts.map +1 -0
- package/modules/strategy/dist/types.js +8 -0
- package/modules/strategy/dist/types.js.map +1 -0
- package/modules/strategy/dist/validate.d.ts +63 -0
- package/modules/strategy/dist/validate.d.ts.map +1 -0
- package/modules/strategy/dist/validate.js +146 -0
- package/modules/strategy/dist/validate.js.map +1 -0
- package/modules/strategy/etc/strategy.api.md +174 -0
- package/modules/strategy/src/auto-range.ts +21 -0
- package/modules/strategy/src/builders.ts +221 -0
- package/modules/strategy/src/calendars.ts +245 -0
- package/modules/strategy/src/classify.ts +215 -0
- package/modules/strategy/src/explain.ts +471 -0
- package/modules/strategy/src/from-chain.ts +643 -0
- package/modules/strategy/src/index.ts +212 -0
- package/modules/strategy/src/legs.ts +140 -0
- package/modules/strategy/src/manifest.ts +756 -0
- package/modules/strategy/src/optimizer.ts +679 -0
- package/modules/strategy/src/position.ts +2084 -0
- package/modules/strategy/src/probability.ts +301 -0
- package/modules/strategy/src/scanner.ts +711 -0
- package/modules/strategy/src/strategies.ts +1018 -0
- package/modules/strategy/src/svg.ts +415 -0
- package/modules/strategy/src/thesis-distribution.ts +188 -0
- package/modules/strategy/src/types.ts +380 -0
- package/modules/strategy/src/validate.ts +207 -0
- package/modules/structure/OPTION-FLOW-DRIFT.md +126 -0
- package/modules/structure/dist/exposure.d.ts +350 -0
- package/modules/structure/dist/exposure.d.ts.map +1 -0
- package/modules/structure/dist/exposure.js +917 -0
- package/modules/structure/dist/exposure.js.map +1 -0
- package/modules/structure/dist/flow.d.ts +247 -0
- package/modules/structure/dist/flow.d.ts.map +1 -0
- package/modules/structure/dist/flow.js +643 -0
- package/modules/structure/dist/flow.js.map +1 -0
- package/modules/structure/dist/index.d.ts +20 -0
- package/modules/structure/dist/index.d.ts.map +1 -0
- package/modules/structure/dist/index.js +16 -0
- package/modules/structure/dist/index.js.map +1 -0
- package/modules/structure/dist/market-day.d.ts +29 -0
- package/modules/structure/dist/market-day.d.ts.map +1 -0
- package/modules/structure/dist/market-day.js +43 -0
- package/modules/structure/dist/market-day.js.map +1 -0
- package/modules/structure/dist/option-flow-drift.d.ts +184 -0
- package/modules/structure/dist/option-flow-drift.d.ts.map +1 -0
- package/modules/structure/dist/option-flow-drift.js +475 -0
- package/modules/structure/dist/option-flow-drift.js.map +1 -0
- package/modules/structure/dist/supplied-exposure.d.ts +191 -0
- package/modules/structure/dist/supplied-exposure.d.ts.map +1 -0
- package/modules/structure/dist/supplied-exposure.js +421 -0
- package/modules/structure/dist/supplied-exposure.js.map +1 -0
- package/modules/structure/etc/structure.api.md +72 -0
- package/modules/structure/src/exposure.ts +1330 -0
- package/modules/structure/src/flow.ts +955 -0
- package/modules/structure/src/index.ts +83 -0
- package/modules/structure/src/market-day.ts +47 -0
- package/modules/structure/src/option-flow-drift.ts +726 -0
- package/modules/structure/src/supplied-exposure.ts +671 -0
- package/modules/technical-analysis/dist/aliases.d.ts +42 -0
- package/modules/technical-analysis/dist/aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/aliases.js +413 -0
- package/modules/technical-analysis/dist/aliases.js.map +1 -0
- package/modules/technical-analysis/dist/bands.d.ts +31 -0
- package/modules/technical-analysis/dist/bands.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bands.js +79 -0
- package/modules/technical-analysis/dist/bands.js.map +1 -0
- package/modules/technical-analysis/dist/bars.d.ts +113 -0
- package/modules/technical-analysis/dist/bars.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bars.js +374 -0
- package/modules/technical-analysis/dist/bars.js.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts +1817 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.js +1399 -0
- package/modules/technical-analysis/dist/builtin-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts +56 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.js +246 -0
- package/modules/technical-analysis/dist/candle-aliases.js.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts +114 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.js +185 -0
- package/modules/technical-analysis/dist/candle-talib.js.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts +103 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.js +1009 -0
- package/modules/technical-analysis/dist/candlesticks.js.map +1 -0
- package/modules/technical-analysis/dist/chart-types.d.ts +205 -0
- package/modules/technical-analysis/dist/chart-types.d.ts.map +1 -0
- package/modules/technical-analysis/dist/chart-types.js +633 -0
- package/modules/technical-analysis/dist/chart-types.js.map +1 -0
- package/modules/technical-analysis/dist/columns.d.ts +24 -0
- package/modules/technical-analysis/dist/columns.d.ts.map +1 -0
- package/modules/technical-analysis/dist/columns.js +71 -0
- package/modules/technical-analysis/dist/columns.js.map +1 -0
- package/modules/technical-analysis/dist/cycle.d.ts +174 -0
- package/modules/technical-analysis/dist/cycle.d.ts.map +1 -0
- package/modules/technical-analysis/dist/cycle.js +489 -0
- package/modules/technical-analysis/dist/cycle.js.map +1 -0
- package/modules/technical-analysis/dist/discover.d.ts +100 -0
- package/modules/technical-analysis/dist/discover.d.ts.map +1 -0
- package/modules/technical-analysis/dist/discover.js +273 -0
- package/modules/technical-analysis/dist/discover.js.map +1 -0
- package/modules/technical-analysis/dist/divergence.d.ts +82 -0
- package/modules/technical-analysis/dist/divergence.d.ts.map +1 -0
- package/modules/technical-analysis/dist/divergence.js +269 -0
- package/modules/technical-analysis/dist/divergence.js.map +1 -0
- package/modules/technical-analysis/dist/features-ext.d.ts +162 -0
- package/modules/technical-analysis/dist/features-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features-ext.js +633 -0
- package/modules/technical-analysis/dist/features-ext.js.map +1 -0
- package/modules/technical-analysis/dist/features.d.ts +10 -0
- package/modules/technical-analysis/dist/features.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features.js +10 -0
- package/modules/technical-analysis/dist/features.js.map +1 -0
- package/modules/technical-analysis/dist/framework.d.ts +353 -0
- package/modules/technical-analysis/dist/framework.d.ts.map +1 -0
- package/modules/technical-analysis/dist/framework.js +999 -0
- package/modules/technical-analysis/dist/framework.js.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts +33 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.js +80 -0
- package/modules/technical-analysis/dist/fuzzy.js.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts +12 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js +1052 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js.map +1 -0
- package/modules/technical-analysis/dist/index.d.ts +132 -0
- package/modules/technical-analysis/dist/index.d.ts.map +1 -0
- package/modules/technical-analysis/dist/index.js +100 -0
- package/modules/technical-analysis/dist/index.js.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts +21 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.js +23 -0
- package/modules/technical-analysis/dist/indicator-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/limits.d.ts +19 -0
- package/modules/technical-analysis/dist/limits.d.ts.map +1 -0
- package/modules/technical-analysis/dist/limits.js +19 -0
- package/modules/technical-analysis/dist/limits.js.map +1 -0
- package/modules/technical-analysis/dist/macd.d.ts +29 -0
- package/modules/technical-analysis/dist/macd.d.ts.map +1 -0
- package/modules/technical-analysis/dist/macd.js +61 -0
- package/modules/technical-analysis/dist/macd.js.map +1 -0
- package/modules/technical-analysis/dist/math.d.ts +69 -0
- package/modules/technical-analysis/dist/math.d.ts.map +1 -0
- package/modules/technical-analysis/dist/math.js +124 -0
- package/modules/technical-analysis/dist/math.js.map +1 -0
- package/modules/technical-analysis/dist/microstructure.d.ts +252 -0
- package/modules/technical-analysis/dist/microstructure.d.ts.map +1 -0
- package/modules/technical-analysis/dist/microstructure.js +552 -0
- package/modules/technical-analysis/dist/microstructure.js.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts +619 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.js +1772 -0
- package/modules/technical-analysis/dist/momentum-ext.js.map +1 -0
- package/modules/technical-analysis/dist/momentum.d.ts +15 -0
- package/modules/technical-analysis/dist/momentum.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum.js +14 -0
- package/modules/technical-analysis/dist/momentum.js.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts +344 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.js +1279 -0
- package/modules/technical-analysis/dist/moving-averages.js.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts +42 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.js +60 -0
- package/modules/technical-analysis/dist/nan-policy.js.map +1 -0
- package/modules/technical-analysis/dist/oscillators.d.ts +377 -0
- package/modules/technical-analysis/dist/oscillators.d.ts.map +1 -0
- package/modules/technical-analysis/dist/oscillators.js +1225 -0
- package/modules/technical-analysis/dist/oscillators.js.map +1 -0
- package/modules/technical-analysis/dist/output-meta.d.ts +71 -0
- package/modules/technical-analysis/dist/output-meta.d.ts.map +1 -0
- package/modules/technical-analysis/dist/output-meta.js +399 -0
- package/modules/technical-analysis/dist/output-meta.js.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts +206 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.js +550 -0
- package/modules/technical-analysis/dist/overlap-ext.js.map +1 -0
- package/modules/technical-analysis/dist/overlap.d.ts +11 -0
- package/modules/technical-analysis/dist/overlap.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap.js +10 -0
- package/modules/technical-analysis/dist/overlap.js.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts +21 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.js +31 -0
- package/modules/technical-analysis/dist/performance-ext.js.map +1 -0
- package/modules/technical-analysis/dist/pipeline.d.ts +105 -0
- package/modules/technical-analysis/dist/pipeline.d.ts.map +1 -0
- package/modules/technical-analysis/dist/pipeline.js +224 -0
- package/modules/technical-analysis/dist/pipeline.js.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts +90 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.js +511 -0
- package/modules/technical-analysis/dist/price-action-ext.js.map +1 -0
- package/modules/technical-analysis/dist/price-action.d.ts +348 -0
- package/modules/technical-analysis/dist/price-action.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action.js +613 -0
- package/modules/technical-analysis/dist/price-action.js.map +1 -0
- package/modules/technical-analysis/dist/registry.d.ts +84 -0
- package/modules/technical-analysis/dist/registry.d.ts.map +1 -0
- package/modules/technical-analysis/dist/registry.js +625 -0
- package/modules/technical-analysis/dist/registry.js.map +1 -0
- package/modules/technical-analysis/dist/resample.d.ts +77 -0
- package/modules/technical-analysis/dist/resample.d.ts.map +1 -0
- package/modules/technical-analysis/dist/resample.js +239 -0
- package/modules/technical-analysis/dist/resample.js.map +1 -0
- package/modules/technical-analysis/dist/rsi.d.ts +36 -0
- package/modules/technical-analysis/dist/rsi.d.ts.map +1 -0
- package/modules/technical-analysis/dist/rsi.js +95 -0
- package/modules/technical-analysis/dist/rsi.js.map +1 -0
- package/modules/technical-analysis/dist/series.d.ts +40 -0
- package/modules/technical-analysis/dist/series.d.ts.map +1 -0
- package/modules/technical-analysis/dist/series.js +125 -0
- package/modules/technical-analysis/dist/series.js.map +1 -0
- package/modules/technical-analysis/dist/signal.d.ts +140 -0
- package/modules/technical-analysis/dist/signal.d.ts.map +1 -0
- package/modules/technical-analysis/dist/signal.js +353 -0
- package/modules/technical-analysis/dist/signal.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts +17 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js +53 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts +19 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js +87 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js.map +1 -0
- package/modules/technical-analysis/dist/statistics.d.ts +146 -0
- package/modules/technical-analysis/dist/statistics.d.ts.map +1 -0
- package/modules/technical-analysis/dist/statistics.js +524 -0
- package/modules/technical-analysis/dist/statistics.js.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts +14 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.js +35 -0
- package/modules/technical-analysis/dist/stream-validation.js.map +1 -0
- package/modules/technical-analysis/dist/transforms.d.ts +77 -0
- package/modules/technical-analysis/dist/transforms.d.ts.map +1 -0
- package/modules/technical-analysis/dist/transforms.js +246 -0
- package/modules/technical-analysis/dist/transforms.js.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts +121 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.js +691 -0
- package/modules/technical-analysis/dist/trend-ext.js.map +1 -0
- package/modules/technical-analysis/dist/trend.d.ts +373 -0
- package/modules/technical-analysis/dist/trend.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend.js +1159 -0
- package/modules/technical-analysis/dist/trend.js.map +1 -0
- package/modules/technical-analysis/dist/validate.d.ts +61 -0
- package/modules/technical-analysis/dist/validate.d.ts.map +1 -0
- package/modules/technical-analysis/dist/validate.js +334 -0
- package/modules/technical-analysis/dist/validate.js.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts +98 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.js +535 -0
- package/modules/technical-analysis/dist/volatility-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volatility.d.ts +239 -0
- package/modules/technical-analysis/dist/volatility.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility.js +709 -0
- package/modules/technical-analysis/dist/volatility.js.map +1 -0
- package/modules/technical-analysis/dist/volume-core.d.ts +273 -0
- package/modules/technical-analysis/dist/volume-core.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-core.js +847 -0
- package/modules/technical-analysis/dist/volume-core.js.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts +61 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.js +270 -0
- package/modules/technical-analysis/dist/volume-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volume.d.ts +15 -0
- package/modules/technical-analysis/dist/volume.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume.js +15 -0
- package/modules/technical-analysis/dist/volume.js.map +1 -0
- package/modules/technical-analysis/dist/warmup.d.ts +38 -0
- package/modules/technical-analysis/dist/warmup.d.ts.map +1 -0
- package/modules/technical-analysis/dist/warmup.js +269 -0
- package/modules/technical-analysis/dist/warmup.js.map +1 -0
- package/modules/technical-analysis/etc/technical-analysis.api.md +663 -0
- package/modules/technical-analysis/src/aliases.ts +466 -0
- package/modules/technical-analysis/src/bands.ts +113 -0
- package/modules/technical-analysis/src/bars.ts +456 -0
- package/modules/technical-analysis/src/builtin-metadata.ts +1686 -0
- package/modules/technical-analysis/src/candle-aliases.ts +289 -0
- package/modules/technical-analysis/src/candle-talib.ts +215 -0
- package/modules/technical-analysis/src/candlesticks.ts +1024 -0
- package/modules/technical-analysis/src/chart-types.ts +813 -0
- package/modules/technical-analysis/src/columns.ts +87 -0
- package/modules/technical-analysis/src/cycle.ts +625 -0
- package/modules/technical-analysis/src/discover.ts +390 -0
- package/modules/technical-analysis/src/divergence.ts +388 -0
- package/modules/technical-analysis/src/features-ext.ts +866 -0
- package/modules/technical-analysis/src/features.ts +9 -0
- package/modules/technical-analysis/src/framework.ts +1331 -0
- package/modules/technical-analysis/src/fuzzy.ts +92 -0
- package/modules/technical-analysis/src/generated/validation-specs.ts +1055 -0
- package/modules/technical-analysis/src/index.ts +825 -0
- package/modules/technical-analysis/src/indicator-metadata.ts +43 -0
- package/modules/technical-analysis/src/limits.ts +19 -0
- package/modules/technical-analysis/src/macd.ts +95 -0
- package/modules/technical-analysis/src/math.ts +181 -0
- package/modules/technical-analysis/src/microstructure.ts +870 -0
- package/modules/technical-analysis/src/momentum-ext.ts +2348 -0
- package/modules/technical-analysis/src/momentum.ts +16 -0
- package/modules/technical-analysis/src/moving-averages.ts +1525 -0
- package/modules/technical-analysis/src/nan-policy.ts +58 -0
- package/modules/technical-analysis/src/oscillators.ts +1586 -0
- package/modules/technical-analysis/src/output-meta.ts +466 -0
- package/modules/technical-analysis/src/overlap-ext.ts +792 -0
- package/modules/technical-analysis/src/overlap.ts +12 -0
- package/modules/technical-analysis/src/performance-ext.ts +57 -0
- package/modules/technical-analysis/src/pipeline.ts +270 -0
- package/modules/technical-analysis/src/price-action-ext.ts +675 -0
- package/modules/technical-analysis/src/price-action.ts +955 -0
- package/modules/technical-analysis/src/registry.ts +784 -0
- package/modules/technical-analysis/src/resample.ts +335 -0
- package/modules/technical-analysis/src/rsi.ts +120 -0
- package/modules/technical-analysis/src/series.ts +168 -0
- package/modules/technical-analysis/src/signal.ts +429 -0
- package/modules/technical-analysis/src/snapshot-cardinality.ts +83 -0
- package/modules/technical-analysis/src/snapshot-envelope.ts +131 -0
- package/modules/technical-analysis/src/statistics.ts +720 -0
- package/modules/technical-analysis/src/stream-validation.ts +42 -0
- package/modules/technical-analysis/src/transforms.ts +351 -0
- package/modules/technical-analysis/src/trend-ext.ts +957 -0
- package/modules/technical-analysis/src/trend.ts +1529 -0
- package/modules/technical-analysis/src/validate.ts +555 -0
- package/modules/technical-analysis/src/volatility-ext.ts +781 -0
- package/modules/technical-analysis/src/volatility.ts +963 -0
- package/modules/technical-analysis/src/volume-core.ts +1106 -0
- package/modules/technical-analysis/src/volume-ext.ts +380 -0
- package/modules/technical-analysis/src/volume.ts +14 -0
- package/modules/technical-analysis/src/warmup.ts +322 -0
- package/modules/totalfinance/dist/backtest.d.ts +3 -0
- package/modules/totalfinance/dist/backtest.d.ts.map +1 -0
- package/modules/totalfinance/dist/backtest.js +3 -0
- package/modules/totalfinance/dist/backtest.js.map +1 -0
- package/modules/totalfinance/dist/calendars.d.ts +3 -0
- package/modules/totalfinance/dist/calendars.d.ts.map +1 -0
- package/modules/totalfinance/dist/calendars.js +3 -0
- package/modules/totalfinance/dist/calendars.js.map +1 -0
- package/modules/totalfinance/dist/commodities.d.ts +2 -0
- package/modules/totalfinance/dist/commodities.d.ts.map +1 -0
- package/modules/totalfinance/dist/commodities.js +2 -0
- package/modules/totalfinance/dist/commodities.js.map +1 -0
- package/modules/totalfinance/dist/core.d.ts +3 -0
- package/modules/totalfinance/dist/core.d.ts.map +1 -0
- package/modules/totalfinance/dist/core.js +3 -0
- package/modules/totalfinance/dist/core.js.map +1 -0
- package/modules/totalfinance/dist/crypto.d.ts +3 -0
- package/modules/totalfinance/dist/crypto.d.ts.map +1 -0
- package/modules/totalfinance/dist/crypto.js +3 -0
- package/modules/totalfinance/dist/crypto.js.map +1 -0
- package/modules/totalfinance/dist/fixed-income.d.ts +3 -0
- package/modules/totalfinance/dist/fixed-income.d.ts.map +1 -0
- package/modules/totalfinance/dist/fixed-income.js +3 -0
- package/modules/totalfinance/dist/fixed-income.js.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts +2 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.js +2 -0
- package/modules/totalfinance/dist/foreign-exchange.js.map +1 -0
- package/modules/totalfinance/dist/fundamentals.d.ts +3 -0
- package/modules/totalfinance/dist/fundamentals.d.ts.map +1 -0
- package/modules/totalfinance/dist/fundamentals.js +3 -0
- package/modules/totalfinance/dist/fundamentals.js.map +1 -0
- package/modules/totalfinance/dist/index.d.ts +90 -0
- package/modules/totalfinance/dist/index.d.ts.map +1 -0
- package/modules/totalfinance/dist/index.js +68 -0
- package/modules/totalfinance/dist/index.js.map +1 -0
- package/modules/totalfinance/dist/math.d.ts +3 -0
- package/modules/totalfinance/dist/math.d.ts.map +1 -0
- package/modules/totalfinance/dist/math.js +3 -0
- package/modules/totalfinance/dist/math.js.map +1 -0
- package/modules/totalfinance/dist/options.d.ts +3 -0
- package/modules/totalfinance/dist/options.d.ts.map +1 -0
- package/modules/totalfinance/dist/options.js +3 -0
- package/modules/totalfinance/dist/options.js.map +1 -0
- package/modules/totalfinance/dist/performance.d.ts +3 -0
- package/modules/totalfinance/dist/performance.d.ts.map +1 -0
- package/modules/totalfinance/dist/performance.js +3 -0
- package/modules/totalfinance/dist/performance.js.map +1 -0
- package/modules/totalfinance/dist/portfolio.d.ts +2 -0
- package/modules/totalfinance/dist/portfolio.d.ts.map +1 -0
- package/modules/totalfinance/dist/portfolio.js +2 -0
- package/modules/totalfinance/dist/portfolio.js.map +1 -0
- package/modules/totalfinance/dist/research.d.ts +2 -0
- package/modules/totalfinance/dist/research.d.ts.map +1 -0
- package/modules/totalfinance/dist/research.js +2 -0
- package/modules/totalfinance/dist/research.js.map +1 -0
- package/modules/totalfinance/dist/risk.d.ts +3 -0
- package/modules/totalfinance/dist/risk.d.ts.map +1 -0
- package/modules/totalfinance/dist/risk.js +3 -0
- package/modules/totalfinance/dist/risk.js.map +1 -0
- package/modules/totalfinance/dist/scenarios.d.ts +2 -0
- package/modules/totalfinance/dist/scenarios.d.ts.map +1 -0
- package/modules/totalfinance/dist/scenarios.js +2 -0
- package/modules/totalfinance/dist/scenarios.js.map +1 -0
- package/modules/totalfinance/dist/strategy.d.ts +3 -0
- package/modules/totalfinance/dist/strategy.d.ts.map +1 -0
- package/modules/totalfinance/dist/strategy.js +3 -0
- package/modules/totalfinance/dist/strategy.js.map +1 -0
- package/modules/totalfinance/dist/structure.d.ts +3 -0
- package/modules/totalfinance/dist/structure.d.ts.map +1 -0
- package/modules/totalfinance/dist/structure.js +3 -0
- package/modules/totalfinance/dist/structure.js.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts +3 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.js +3 -0
- package/modules/totalfinance/dist/technical-analysis.js.map +1 -0
- package/modules/totalfinance/dist/valuation.d.ts +3 -0
- package/modules/totalfinance/dist/valuation.d.ts.map +1 -0
- package/modules/totalfinance/dist/valuation.js +3 -0
- package/modules/totalfinance/dist/valuation.js.map +1 -0
- package/modules/totalfinance/dist/volatility.d.ts +3 -0
- package/modules/totalfinance/dist/volatility.d.ts.map +1 -0
- package/modules/totalfinance/dist/volatility.js +3 -0
- package/modules/totalfinance/dist/volatility.js.map +1 -0
- package/modules/totalfinance/etc/totalfinance.api.md +73 -0
- package/modules/totalfinance/src/backtest.ts +2 -0
- package/modules/totalfinance/src/calendars.ts +2 -0
- package/modules/totalfinance/src/commodities.ts +1 -0
- package/modules/totalfinance/src/core.ts +2 -0
- package/modules/totalfinance/src/crypto.ts +2 -0
- package/modules/totalfinance/src/fixed-income.ts +2 -0
- package/modules/totalfinance/src/foreign-exchange.ts +1 -0
- package/modules/totalfinance/src/fundamentals.ts +2 -0
- package/modules/totalfinance/src/index.ts +129 -0
- package/modules/totalfinance/src/math.ts +2 -0
- package/modules/totalfinance/src/options.ts +2 -0
- package/modules/totalfinance/src/performance.ts +2 -0
- package/modules/totalfinance/src/portfolio.ts +1 -0
- package/modules/totalfinance/src/research.ts +1 -0
- package/modules/totalfinance/src/risk.ts +2 -0
- package/modules/totalfinance/src/scenarios.ts +1 -0
- package/modules/totalfinance/src/strategy.ts +2 -0
- package/modules/totalfinance/src/structure.ts +2 -0
- package/modules/totalfinance/src/technical-analysis.ts +2 -0
- package/modules/totalfinance/src/valuation.ts +2 -0
- package/modules/totalfinance/src/volatility.ts +2 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts +62 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts.map +1 -0
- package/modules/valuation/dist/adjusted-present-value.js +85 -0
- package/modules/valuation/dist/adjusted-present-value.js.map +1 -0
- package/modules/valuation/dist/capital-budgeting.d.ts +84 -0
- package/modules/valuation/dist/capital-budgeting.d.ts.map +1 -0
- package/modules/valuation/dist/capital-budgeting.js +204 -0
- package/modules/valuation/dist/capital-budgeting.js.map +1 -0
- package/modules/valuation/dist/cash-flows.d.ts +11 -0
- package/modules/valuation/dist/cash-flows.d.ts.map +1 -0
- package/modules/valuation/dist/cash-flows.js +10 -0
- package/modules/valuation/dist/cash-flows.js.map +1 -0
- package/modules/valuation/dist/comparable.d.ts +101 -0
- package/modules/valuation/dist/comparable.d.ts.map +1 -0
- package/modules/valuation/dist/comparable.js +194 -0
- package/modules/valuation/dist/comparable.js.map +1 -0
- package/modules/valuation/dist/corporate-primitives.d.ts +185 -0
- package/modules/valuation/dist/corporate-primitives.d.ts.map +1 -0
- package/modules/valuation/dist/corporate-primitives.js +337 -0
- package/modules/valuation/dist/corporate-primitives.js.map +1 -0
- package/modules/valuation/dist/corporate.d.ts +14 -0
- package/modules/valuation/dist/corporate.d.ts.map +1 -0
- package/modules/valuation/dist/corporate.js +13 -0
- package/modules/valuation/dist/corporate.js.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts +269 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.js +611 -0
- package/modules/valuation/dist/discounted-cash-flow.js.map +1 -0
- package/modules/valuation/dist/discounting.d.ts +124 -0
- package/modules/valuation/dist/discounting.d.ts.map +1 -0
- package/modules/valuation/dist/discounting.js +235 -0
- package/modules/valuation/dist/discounting.js.map +1 -0
- package/modules/valuation/dist/equity-valuation.d.ts +104 -0
- package/modules/valuation/dist/equity-valuation.d.ts.map +1 -0
- package/modules/valuation/dist/equity-valuation.js +164 -0
- package/modules/valuation/dist/equity-valuation.js.map +1 -0
- package/modules/valuation/dist/flows.d.ts +30 -0
- package/modules/valuation/dist/flows.d.ts.map +1 -0
- package/modules/valuation/dist/flows.js +77 -0
- package/modules/valuation/dist/flows.js.map +1 -0
- package/modules/valuation/dist/forecasting.d.ts +205 -0
- package/modules/valuation/dist/forecasting.d.ts.map +1 -0
- package/modules/valuation/dist/forecasting.js +359 -0
- package/modules/valuation/dist/forecasting.js.map +1 -0
- package/modules/valuation/dist/index.d.ts +9 -0
- package/modules/valuation/dist/index.d.ts.map +1 -0
- package/modules/valuation/dist/index.js +10 -0
- package/modules/valuation/dist/index.js.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts +160 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.js +326 -0
- package/modules/valuation/dist/leveraged-buyout.js.map +1 -0
- package/modules/valuation/dist/loans.d.ts +148 -0
- package/modules/valuation/dist/loans.d.ts.map +1 -0
- package/modules/valuation/dist/loans.js +518 -0
- package/modules/valuation/dist/loans.js.map +1 -0
- package/modules/valuation/dist/probabilistic.d.ts +88 -0
- package/modules/valuation/dist/probabilistic.d.ts.map +1 -0
- package/modules/valuation/dist/probabilistic.js +239 -0
- package/modules/valuation/dist/probabilistic.js.map +1 -0
- package/modules/valuation/dist/solvers.d.ts +90 -0
- package/modules/valuation/dist/solvers.d.ts.map +1 -0
- package/modules/valuation/dist/solvers.js +238 -0
- package/modules/valuation/dist/solvers.js.map +1 -0
- package/modules/valuation/etc/valuation.api.md +162 -0
- package/modules/valuation/src/adjusted-present-value.ts +181 -0
- package/modules/valuation/src/capital-budgeting.ts +329 -0
- package/modules/valuation/src/cash-flows.ts +11 -0
- package/modules/valuation/src/comparable.ts +340 -0
- package/modules/valuation/src/corporate-primitives.ts +665 -0
- package/modules/valuation/src/corporate.ts +36 -0
- package/modules/valuation/src/discounted-cash-flow.ts +1083 -0
- package/modules/valuation/src/discounting.ts +437 -0
- package/modules/valuation/src/equity-valuation.ts +313 -0
- package/modules/valuation/src/flows.ts +144 -0
- package/modules/valuation/src/forecasting.ts +666 -0
- package/modules/valuation/src/index.ts +10 -0
- package/modules/valuation/src/leveraged-buyout.ts +560 -0
- package/modules/valuation/src/loans.ts +778 -0
- package/modules/valuation/src/probabilistic.ts +438 -0
- package/modules/valuation/src/solvers.ts +397 -0
- package/modules/volatility/dist/analytics.d.ts +133 -0
- package/modules/volatility/dist/analytics.d.ts.map +1 -0
- package/modules/volatility/dist/analytics.js +320 -0
- package/modules/volatility/dist/analytics.js.map +1 -0
- package/modules/volatility/dist/arbitrage.d.ts +118 -0
- package/modules/volatility/dist/arbitrage.d.ts.map +1 -0
- package/modules/volatility/dist/arbitrage.js +397 -0
- package/modules/volatility/dist/arbitrage.js.map +1 -0
- package/modules/volatility/dist/artifacts.d.ts +24 -0
- package/modules/volatility/dist/artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/artifacts.js +22 -0
- package/modules/volatility/dist/artifacts.js.map +1 -0
- package/modules/volatility/dist/calibration-limits.d.ts +13 -0
- package/modules/volatility/dist/calibration-limits.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-limits.js +46 -0
- package/modules/volatility/dist/calibration-limits.js.map +1 -0
- package/modules/volatility/dist/calibration-start.d.ts +13 -0
- package/modules/volatility/dist/calibration-start.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-start.js +55 -0
- package/modules/volatility/dist/calibration-start.js.map +1 -0
- package/modules/volatility/dist/earnings.d.ts +152 -0
- package/modules/volatility/dist/earnings.d.ts.map +1 -0
- package/modules/volatility/dist/earnings.js +340 -0
- package/modules/volatility/dist/earnings.js.map +1 -0
- package/modules/volatility/dist/essvi.d.ts +115 -0
- package/modules/volatility/dist/essvi.d.ts.map +1 -0
- package/modules/volatility/dist/essvi.js +362 -0
- package/modules/volatility/dist/essvi.js.map +1 -0
- package/modules/volatility/dist/estimate.d.ts +14 -0
- package/modules/volatility/dist/estimate.d.ts.map +1 -0
- package/modules/volatility/dist/estimate.js +18 -0
- package/modules/volatility/dist/estimate.js.map +1 -0
- package/modules/volatility/dist/event.d.ts +155 -0
- package/modules/volatility/dist/event.d.ts.map +1 -0
- package/modules/volatility/dist/event.js +319 -0
- package/modules/volatility/dist/event.js.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts +378 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.js +1139 -0
- package/modules/volatility/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/volatility/dist/fitted-model-families.d.ts +287 -0
- package/modules/volatility/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-families.js +1251 -0
- package/modules/volatility/dist/fitted-model-families.js.map +1 -0
- package/modules/volatility/dist/forecast.d.ts +195 -0
- package/modules/volatility/dist/forecast.d.ts.map +1 -0
- package/modules/volatility/dist/forecast.js +493 -0
- package/modules/volatility/dist/forecast.js.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts +12 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.js +2181 -0
- package/modules/volatility/dist/generated/validation-specs.js.map +1 -0
- package/modules/volatility/dist/heston-surface.d.ts +67 -0
- package/modules/volatility/dist/heston-surface.d.ts.map +1 -0
- package/modules/volatility/dist/heston-surface.js +135 -0
- package/modules/volatility/dist/heston-surface.js.map +1 -0
- package/modules/volatility/dist/index.d.ts +64 -0
- package/modules/volatility/dist/index.d.ts.map +1 -0
- package/modules/volatility/dist/index.js +68 -0
- package/modules/volatility/dist/index.js.map +1 -0
- package/modules/volatility/dist/local-volatility.d.ts +34 -0
- package/modules/volatility/dist/local-volatility.d.ts.map +1 -0
- package/modules/volatility/dist/local-volatility.js +59 -0
- package/modules/volatility/dist/local-volatility.js.map +1 -0
- package/modules/volatility/dist/metrics.d.ts +41 -0
- package/modules/volatility/dist/metrics.d.ts.map +1 -0
- package/modules/volatility/dist/metrics.js +117 -0
- package/modules/volatility/dist/metrics.js.map +1 -0
- package/modules/volatility/dist/min-variance-delta.d.ts +61 -0
- package/modules/volatility/dist/min-variance-delta.d.ts.map +1 -0
- package/modules/volatility/dist/min-variance-delta.js +101 -0
- package/modules/volatility/dist/min-variance-delta.js.map +1 -0
- package/modules/volatility/dist/observed-skew.d.ts +137 -0
- package/modules/volatility/dist/observed-skew.d.ts.map +1 -0
- package/modules/volatility/dist/observed-skew.js +461 -0
- package/modules/volatility/dist/observed-skew.js.map +1 -0
- package/modules/volatility/dist/otm-strip.d.ts +39 -0
- package/modules/volatility/dist/otm-strip.d.ts.map +1 -0
- package/modules/volatility/dist/otm-strip.js +181 -0
- package/modules/volatility/dist/otm-strip.js.map +1 -0
- package/modules/volatility/dist/risk-reversal.d.ts +89 -0
- package/modules/volatility/dist/risk-reversal.d.ts.map +1 -0
- package/modules/volatility/dist/risk-reversal.js +176 -0
- package/modules/volatility/dist/risk-reversal.js.map +1 -0
- package/modules/volatility/dist/sabr-delta.d.ts +67 -0
- package/modules/volatility/dist/sabr-delta.d.ts.map +1 -0
- package/modules/volatility/dist/sabr-delta.js +153 -0
- package/modules/volatility/dist/sabr-delta.js.map +1 -0
- package/modules/volatility/dist/sabr.d.ts +62 -0
- package/modules/volatility/dist/sabr.d.ts.map +1 -0
- package/modules/volatility/dist/sabr.js +262 -0
- package/modules/volatility/dist/sabr.js.map +1 -0
- package/modules/volatility/dist/skew.d.ts +63 -0
- package/modules/volatility/dist/skew.d.ts.map +1 -0
- package/modules/volatility/dist/skew.js +147 -0
- package/modules/volatility/dist/skew.js.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts +90 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.js +103 -0
- package/modules/volatility/dist/ssvi-kernel.js.map +1 -0
- package/modules/volatility/dist/ssvi.d.ts +181 -0
- package/modules/volatility/dist/ssvi.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi.js +490 -0
- package/modules/volatility/dist/ssvi.js.map +1 -0
- package/modules/volatility/dist/sticky-regime.d.ts +47 -0
- package/modules/volatility/dist/sticky-regime.d.ts.map +1 -0
- package/modules/volatility/dist/sticky-regime.js +81 -0
- package/modules/volatility/dist/sticky-regime.js.map +1 -0
- package/modules/volatility/dist/surface-pca.d.ts +111 -0
- package/modules/volatility/dist/surface-pca.d.ts.map +1 -0
- package/modules/volatility/dist/surface-pca.js +297 -0
- package/modules/volatility/dist/surface-pca.js.map +1 -0
- package/modules/volatility/dist/surface.d.ts +286 -0
- package/modules/volatility/dist/surface.d.ts.map +1 -0
- package/modules/volatility/dist/surface.js +1105 -0
- package/modules/volatility/dist/surface.js.map +1 -0
- package/modules/volatility/dist/svi.d.ts +133 -0
- package/modules/volatility/dist/svi.d.ts.map +1 -0
- package/modules/volatility/dist/svi.js +491 -0
- package/modules/volatility/dist/svi.js.map +1 -0
- package/modules/volatility/dist/swaption-cube.d.ts +125 -0
- package/modules/volatility/dist/swaption-cube.d.ts.map +1 -0
- package/modules/volatility/dist/swaption-cube.js +334 -0
- package/modules/volatility/dist/swaption-cube.js.map +1 -0
- package/modules/volatility/dist/tail-risk.d.ts +65 -0
- package/modules/volatility/dist/tail-risk.d.ts.map +1 -0
- package/modules/volatility/dist/tail-risk.js +155 -0
- package/modules/volatility/dist/tail-risk.js.map +1 -0
- package/modules/volatility/dist/term.d.ts +121 -0
- package/modules/volatility/dist/term.d.ts.map +1 -0
- package/modules/volatility/dist/term.js +336 -0
- package/modules/volatility/dist/term.js.map +1 -0
- package/modules/volatility/dist/vanna-volga.d.ts +278 -0
- package/modules/volatility/dist/vanna-volga.d.ts.map +1 -0
- package/modules/volatility/dist/vanna-volga.js +833 -0
- package/modules/volatility/dist/vanna-volga.js.map +1 -0
- package/modules/volatility/dist/variance-index.d.ts +101 -0
- package/modules/volatility/dist/variance-index.d.ts.map +1 -0
- package/modules/volatility/dist/variance-index.js +240 -0
- package/modules/volatility/dist/variance-index.js.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts +57 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.js +136 -0
- package/modules/volatility/dist/volatility-spot-beta.js.map +1 -0
- package/modules/volatility/etc/volatility.api.md +207 -0
- package/modules/volatility/src/analytics.ts +513 -0
- package/modules/volatility/src/arbitrage.ts +561 -0
- package/modules/volatility/src/artifacts.ts +62 -0
- package/modules/volatility/src/calibration-limits.ts +61 -0
- package/modules/volatility/src/calibration-start.ts +79 -0
- package/modules/volatility/src/earnings.ts +548 -0
- package/modules/volatility/src/essvi.ts +528 -0
- package/modules/volatility/src/estimate.ts +21 -0
- package/modules/volatility/src/event.ts +542 -0
- package/modules/volatility/src/fitted-model-artifacts.ts +1844 -0
- package/modules/volatility/src/fitted-model-families.ts +1681 -0
- package/modules/volatility/src/forecast.ts +757 -0
- package/modules/volatility/src/generated/validation-specs.ts +2184 -0
- package/modules/volatility/src/heston-surface.ts +215 -0
- package/modules/volatility/src/index.ts +285 -0
- package/modules/volatility/src/local-volatility.ts +104 -0
- package/modules/volatility/src/metrics.ts +176 -0
- package/modules/volatility/src/min-variance-delta.ts +167 -0
- package/modules/volatility/src/observed-skew.ts +684 -0
- package/modules/volatility/src/otm-strip.ts +234 -0
- package/modules/volatility/src/risk-reversal.ts +316 -0
- package/modules/volatility/src/sabr-delta.ts +238 -0
- package/modules/volatility/src/sabr.ts +375 -0
- package/modules/volatility/src/skew.ts +244 -0
- package/modules/volatility/src/ssvi-kernel.ts +134 -0
- package/modules/volatility/src/ssvi.ts +707 -0
- package/modules/volatility/src/sticky-regime.ts +150 -0
- package/modules/volatility/src/surface-pca.ts +439 -0
- package/modules/volatility/src/surface.ts +1499 -0
- package/modules/volatility/src/svi.ts +687 -0
- package/modules/volatility/src/swaption-cube.ts +539 -0
- package/modules/volatility/src/tail-risk.ts +254 -0
- package/modules/volatility/src/term.ts +587 -0
- package/modules/volatility/src/vanna-volga.ts +1337 -0
- package/modules/volatility/src/variance-index.ts +396 -0
- package/modules/volatility/src/volatility-spot-beta.ts +252 -0
- package/modules/workflows/dist/capabilities.d.ts +8 -0
- package/modules/workflows/dist/capabilities.d.ts.map +1 -0
- package/modules/workflows/dist/capabilities.js +50 -0
- package/modules/workflows/dist/capabilities.js.map +1 -0
- package/modules/workflows/dist/envelope-schema.d.ts +36 -0
- package/modules/workflows/dist/envelope-schema.d.ts.map +1 -0
- package/modules/workflows/dist/envelope-schema.js +152 -0
- package/modules/workflows/dist/envelope-schema.js.map +1 -0
- package/modules/workflows/dist/index.d.ts +33 -0
- package/modules/workflows/dist/index.d.ts.map +1 -0
- package/modules/workflows/dist/index.js +27 -0
- package/modules/workflows/dist/index.js.map +1 -0
- package/modules/workflows/dist/json-safe.d.ts +7 -0
- package/modules/workflows/dist/json-safe.d.ts.map +1 -0
- package/modules/workflows/dist/json-safe.js +23 -0
- package/modules/workflows/dist/json-safe.js.map +1 -0
- package/modules/workflows/dist/local/file-lock.d.ts +23 -0
- package/modules/workflows/dist/local/file-lock.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-lock.js +198 -0
- package/modules/workflows/dist/local/file-lock.js.map +1 -0
- package/modules/workflows/dist/local/file-stores.d.ts +33 -0
- package/modules/workflows/dist/local/file-stores.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-stores.js +376 -0
- package/modules/workflows/dist/local/file-stores.js.map +1 -0
- package/modules/workflows/dist/local/index.d.ts +15 -0
- package/modules/workflows/dist/local/index.d.ts.map +1 -0
- package/modules/workflows/dist/local/index.js +12 -0
- package/modules/workflows/dist/local/index.js.map +1 -0
- package/modules/workflows/dist/local/job-worker.d.ts +28 -0
- package/modules/workflows/dist/local/job-worker.d.ts.map +1 -0
- package/modules/workflows/dist/local/job-worker.js +56 -0
- package/modules/workflows/dist/local/job-worker.js.map +1 -0
- package/modules/workflows/dist/local/jobs.d.ts +51 -0
- package/modules/workflows/dist/local/jobs.d.ts.map +1 -0
- package/modules/workflows/dist/local/jobs.js +313 -0
- package/modules/workflows/dist/local/jobs.js.map +1 -0
- package/modules/workflows/dist/local/local-runner.d.ts +39 -0
- package/modules/workflows/dist/local/local-runner.d.ts.map +1 -0
- package/modules/workflows/dist/local/local-runner.js +102 -0
- package/modules/workflows/dist/local/local-runner.js.map +1 -0
- package/modules/workflows/dist/local/profiles.d.ts +27 -0
- package/modules/workflows/dist/local/profiles.d.ts.map +1 -0
- package/modules/workflows/dist/local/profiles.js +77 -0
- package/modules/workflows/dist/local/profiles.js.map +1 -0
- package/modules/workflows/dist/operation-kit.d.ts +10 -0
- package/modules/workflows/dist/operation-kit.d.ts.map +1 -0
- package/modules/workflows/dist/operation-kit.js +193 -0
- package/modules/workflows/dist/operation-kit.js.map +1 -0
- package/modules/workflows/dist/operation.d.ts +210 -0
- package/modules/workflows/dist/operation.d.ts.map +1 -0
- package/modules/workflows/dist/operation.js +255 -0
- package/modules/workflows/dist/operation.js.map +1 -0
- package/modules/workflows/dist/operations-analysis.d.ts +188 -0
- package/modules/workflows/dist/operations-analysis.d.ts.map +1 -0
- package/modules/workflows/dist/operations-analysis.js +908 -0
- package/modules/workflows/dist/operations-analysis.js.map +1 -0
- package/modules/workflows/dist/operations-compute.d.ts +21 -0
- package/modules/workflows/dist/operations-compute.d.ts.map +1 -0
- package/modules/workflows/dist/operations-compute.js +1227 -0
- package/modules/workflows/dist/operations-compute.js.map +1 -0
- package/modules/workflows/dist/operations-journey.d.ts +27 -0
- package/modules/workflows/dist/operations-journey.d.ts.map +1 -0
- package/modules/workflows/dist/operations-journey.js +2445 -0
- package/modules/workflows/dist/operations-journey.js.map +1 -0
- package/modules/workflows/dist/operations-trade.d.ts +3 -0
- package/modules/workflows/dist/operations-trade.d.ts.map +1 -0
- package/modules/workflows/dist/operations-trade.js +648 -0
- package/modules/workflows/dist/operations-trade.js.map +1 -0
- package/modules/workflows/dist/preview.d.ts +16 -0
- package/modules/workflows/dist/preview.d.ts.map +1 -0
- package/modules/workflows/dist/preview.js +30 -0
- package/modules/workflows/dist/preview.js.map +1 -0
- package/modules/workflows/dist/registry.d.ts +26 -0
- package/modules/workflows/dist/registry.d.ts.map +1 -0
- package/modules/workflows/dist/registry.js +110 -0
- package/modules/workflows/dist/registry.js.map +1 -0
- package/modules/workflows/dist/runtime.d.ts +76 -0
- package/modules/workflows/dist/runtime.d.ts.map +1 -0
- package/modules/workflows/dist/runtime.js +445 -0
- package/modules/workflows/dist/runtime.js.map +1 -0
- package/modules/workflows/dist/stores-trade.d.ts +101 -0
- package/modules/workflows/dist/stores-trade.d.ts.map +1 -0
- package/modules/workflows/dist/stores-trade.js +275 -0
- package/modules/workflows/dist/stores-trade.js.map +1 -0
- package/modules/workflows/dist/stores.d.ts +109 -0
- package/modules/workflows/dist/stores.d.ts.map +1 -0
- package/modules/workflows/dist/stores.js +393 -0
- package/modules/workflows/dist/stores.js.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts +57 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js +286 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts +102 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js +321 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts +5 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js +84 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts +1134 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.js +755 -0
- package/modules/workflows/dist/trade-wire-schemas.js.map +1 -0
- package/modules/workflows/dist/version.d.ts +3 -0
- package/modules/workflows/dist/version.d.ts.map +1 -0
- package/modules/workflows/dist/version.js +3 -0
- package/modules/workflows/dist/version.js.map +1 -0
- package/modules/workflows/dist/wire-schemas.d.ts +84 -0
- package/modules/workflows/dist/wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/wire-schemas.js +88 -0
- package/modules/workflows/dist/wire-schemas.js.map +1 -0
- package/modules/workflows/etc/workflows.api.md +95 -0
- package/modules/workflows/src/capabilities.ts +67 -0
- package/modules/workflows/src/envelope-schema.ts +170 -0
- package/modules/workflows/src/index.ts +118 -0
- package/modules/workflows/src/json-safe.ts +19 -0
- package/modules/workflows/src/local/file-lock.ts +200 -0
- package/modules/workflows/src/local/file-stores.ts +452 -0
- package/modules/workflows/src/local/index.ts +20 -0
- package/modules/workflows/src/local/job-worker.ts +74 -0
- package/modules/workflows/src/local/jobs.ts +458 -0
- package/modules/workflows/src/local/local-runner.ts +170 -0
- package/modules/workflows/src/local/profiles.ts +113 -0
- package/modules/workflows/src/operation-kit.ts +234 -0
- package/modules/workflows/src/operation.ts +607 -0
- package/modules/workflows/src/operations-analysis.ts +1058 -0
- package/modules/workflows/src/operations-compute.ts +1458 -0
- package/modules/workflows/src/operations-journey.ts +2744 -0
- package/modules/workflows/src/operations-trade.ts +946 -0
- package/modules/workflows/src/preview.ts +34 -0
- package/modules/workflows/src/registry.ts +150 -0
- package/modules/workflows/src/runtime.ts +633 -0
- package/modules/workflows/src/stores-trade.ts +463 -0
- package/modules/workflows/src/stores.ts +608 -0
- package/modules/workflows/src/trade-wire-common-schemas.ts +337 -0
- package/modules/workflows/src/trade-wire-ledger-schemas.ts +359 -0
- package/modules/workflows/src/trade-wire-market-schemas.ts +103 -0
- package/modules/workflows/src/trade-wire-schemas.ts +906 -0
- package/modules/workflows/src/version.ts +2 -0
- package/modules/workflows/src/wire-schemas.ts +100 -0
- package/package.json +1008 -0
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"heston.js","sourceRoot":"","sources":["../src/heston.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;GAiBG;AAEH,OAAO,EAEL,mBAAmB,EACnB,gBAAgB,EAChB,mBAAmB,EAEnB,SAAS,EACT,UAAU,EAGV,UAAU,EACV,YAAY,EACZ,cAAc,EACd,OAAO,EACP,WAAW,EACX,qBAAqB,EACrB,mBAAmB,EAEnB,qBAAqB,GACtB,MAAM,0BAAoB,CAAC;AAC5B,OAAO,EAAE,SAAS,EAAE,MAAM,0BAAoB,CAAC;AAC/C,OAAO,EAAE,wBAAwB,EAAE,MAAM,kBAAkB,CAAC;AAC5D,OAAO,EAAE,gBAAgB,EAAE,MAAM,iCAAiC,CAAC;AACnE,OAAO,EAAE,uBAAuB,EAAE,kBAAkB,EAAE,MAAM,qBAAqB,CAAC;AAClF,OAAO,EAEL,6BAA6B,EAC7B,iBAAiB,GAClB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAgB,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE,MAAM,iBAAiB,CAAC;AACpG,OAAO,EAIL,kBAAkB,GACnB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,8BAA8B,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxF,OAAO,EACL,uBAAuB,EACvB,4BAA4B,GAC7B,MAAM,mCAAmC,CAAC;AAkG3C,SAAS,cAAc,CAAC,CAAmB,EAAE,YAAoB;IAC/D,cAAc,CAAC,CAAC,CAAC,EAAE,EAAE,IAAI,EAAE,YAAY,CAAC,CAAC;IACzC,cAAc,CAAC,CAAC,CAAC,KAAK,EAAE,OAAO,EAAE,YAAY,CAAC,CAAC;IAC/C,cAAc,CAAC,CAAC,CAAC,KAAK,EAAE,OAAO,EAAE,YAAY,CAAC,CAAC;IAC/C,cAAc,CAAC,CAAC,CAAC,KAAK,EAAE,OAAO,EAAE,YAAY,CAAC,CAAC;IAC/C,YAAY,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,YAAY,CAAC,CAAC;IACzC,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,EAAE,CAAC;QAC5B,MAAM,IAAI,UAAU,CAAC,GAAG,YAAY,iCAAiC,CAAC,CAAC,GAAG,GAAG,EAAE;YAC7E,IAAI,EAAE,SAAS,CAAC,eAAe;YAC/B,OAAO,EAAE,EAAE,GAAG,EAAE,CAAC,CAAC,GAAG,EAAE;SACxB,CAAC,CAAC;IACL,CAAC;IACD,MAAM,QAAQ,GAAmB,EAAE,CAAC;IACpC,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC;QAC9C,QAAQ,CAAC,IAAI,CACX,OAAO,CACL,WAAW,CAAC,oBAAoB,EAChC,4CAA4C,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,KAAK,MAAM,CAAC,CAAC,KAAK,2CAA2C;YACpH,6GAA6G;YAC7G,+GAA+G;YAC/G,mFAAmF;YACnF,oFAAoF,EACtF,MAAM,EACN,EAAE,KAAK,EAAE,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,KAAK,EAAE,CACnD,CACF,CAAC;IACJ,CAAC;IACD,OAAO,QAAQ,CAAC;AAClB,CAAC;AAED;;;GAGG;AACH,SAAS,QAAQ,CAAC,KAOjB;IACC,MAAM,EACJ,SAAS,EAAE,CAAC,EACZ,iBAAiB,EAAE,CAAC,EACpB,YAAY,EAAE,CAAC,EACf,aAAa,EAAE,CAAC,EAChB,UAAU,EAAE,CAAC,EACb,mBAAmB,EAAE,EAAE,GACxB,GAAG,KAAK,CAAC;IACV,MAAM,EAAE,EAAE,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;IAC3C,mBAAmB;IACnB,MAAM,IAAI,GAAY,EAAE,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,CAAC,CAAC,GAAG,GAAG,GAAG,KAAK,EAAE,CAAC;IAC1D,qCAAqC;IACrC,MAAM,EAAE,GAAY,EAAE,EAAE,EAAE,CAAC,KAAK,EAAE,EAAE,EAAE,CAAC,GAAG,GAAG,GAAG,KAAK,EAAE,CAAC;IACxD,MAAM,IAAI,GAAG,IAAI,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC;IAC1B,MAAM,EAAE,GAAY,EAAE,EAAE,EAAE,KAAK,GAAG,KAAK,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,EAAE,KAAK,GAAG,KAAK,GAAG,CAAC,EAAE,CAAC;IACzE,MAAM,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC;IAChC,MAAM,EAAE,GAAG,EAAE,EAAE,EAAE,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,eAAe;IACtE,MAAM,EAAE,GAAG,EAAE,EAAE,EAAE,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,eAAe;IACtE,MAAM,EAAE,GAAG,IAAI,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,gBAAgB;IACzC,MAAM,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAChC,MAAM,GAAG,GAAG,OAAO,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAC1B,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC,EAAE,KAAK,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,CAAC;IAC1D,MAAM,GAAG,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;IACnB,qCAAqC;IACrC,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,KAAK,GAAG,KAAK,CAAC,GAAG,CAAC,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC;IAC9F,oDAAoD;IACpD,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,KAAK,CAAC,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC;IAC/D,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,EAAE,EAAE,CAAC,GAAG,CAAC,KAAK,GAAG,KAAK,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC;IACvD,yCAAyC;IACzC,MAAM,KAAK,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC;IAC/B,MAAM,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,GAAG,KAAK,EAAE,EAAE,KAAK,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC;IAC5E,OAAO,IAAI,CAAC,QAAQ,CAAC,CAAC;AACxB,CAAC;AAED,SAAS,KAAK,CAAC,CAAU,EAAE,CAAU;IACnC,OAAO,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,EAAE,CAAC;AAC9C,CAAC;AAED,4DAA4D;AAC5D,SAAS,GAAG,CAAC,KAMZ;IACC,MAAM,EAAE,IAAI,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,GAAG,KAAK,CAAC;IAClG,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACnC,MAAM,KAAK,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC;IAC1B,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;IACvB,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;IACvB,MAAM,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACxB,MAAM,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACxB,OAAO,CACL,CAAC,CAAC,GAAG,KAAK,CAAC;QACX,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,CAAC,CAC1F,CAAC;AACJ,CAAC;AAED,4DAA4D;AAC5D,SAAS,GAAG,CAAC,KAMZ;IACC,MAAM,EAAE,IAAI,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,GAAG,KAAK,CAAC;IAClG,IAAI,CAAC,KAAK,CAAC;QAAE,OAAO,CAAC,GAAG,CAAC,CAAC;IAC1B,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACnC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC;AAChE,CAAC;AAED,+FAA+F;AAC/F,SAAS,UAAU,CAAC,KAMnB;IACC,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,GAAG,KAAK,CAAC;IACzE,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;IAC5B,OAAO,IAAI,KAAK,MAAM;QACpB,CAAC,CAAC,CAAC;YACC,CAAC,GAAG,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAC;gBACvF,GAAG,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAC,CAAC;QAC/F,CAAC,CAAC,CAAC;YACC,CAAC,CAAC,GAAG,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAC;gBACxF,GAAG,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,gBAAgB,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;AACpG,CAAC;AAED,2EAA2E;AAC3E,SAAS,SAAS,CAAC,KAMlB;IACC,MAAM,EACJ,iBAAiB,EAAE,CAAC,EACpB,YAAY,EAAE,CAAC,EACf,aAAa,EAAE,CAAC,EAChB,UAAU,EAAE,CAAC,EACb,mBAAmB,EAAE,EAAE,GACxB,GAAG,KAAK,CAAC;IACV,MAAM,EAAE,EAAE,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;IAC3C,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC;IACjC,MAAM,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,KAAK,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,GAAG,GAAG,GAAG,KAAK,GAAG,CAAC,CAAC;IACzF,MAAM,EAAE,GACN,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,IAAI,CAAC,CAAC,CAAC;QACtB,CAAC,KAAK,GAAG,CAAC,GAAG,KAAK,GAAG,GAAG,GAAG,CAAC,EAAE,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,GAAG,GAAG,GAAG,CAAC,GAAG,KAAK,CAAC;YACrE,KAAK,GAAG,GAAG,GAAG,KAAK,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,KAAK,GAAG,CAAC,GAAG,EAAE,CAAC;YACvD,CAAC,GAAG,KAAK,GAAG,KAAK,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,KAAK,GAAG,GAAG,GAAG,KAAK,GAAG,KAAK,GAAG,KAAK,GAAG,CAAC,GAAG,KAAK,GAAG,KAAK,CAAC;YACtF,KAAK;gBACH,KAAK;gBACL,CAAC,CAAC,KAAK,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,KAAK,GAAG,CAAC,CAAC,GAAG,KAAK,GAAG,CAAC,CAAC,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC;YAChF,CAAC,GAAG,KAAK,GAAG,KAAK,GAAG,CAAC,EAAE,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;IAClD,OAAO,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC;AAClB,CAAC;AAED;;;;;;;;;;;GAWG;AACH,SAAS,cAAc,CAAC,KAKvB;IACC,MAAM,EAAE,iBAAiB,EAAE,CAAC,EAAE,YAAY,EAAE,CAAC,EAAE,aAAa,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,GAAG,KAAK,CAAC;IACzF,MAAM,QAAQ,GAAG,CAAC,CAAS,EAAU,EAAE;QACrC,MAAM,EAAE,GAAG,QAAQ,CAAC;YAClB,SAAS,EAAE,CAAC;YACZ,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,aAAa,EAAE,CAAC;YAChB,UAAU,EAAE,CAAC;YACb,mBAAmB,EAAE,CAAC;SACvB,CAAC,CAAC;QACH,OAAO,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;IACvD,CAAC,CAAC;IACF,MAAM,CAAC,GAAG,GAAG,CAAC;IACd,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,QAAQ,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,QAAQ,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAC5D,OAAO,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;AACtC,CAAC;AAED;;;;;GAKG;AACH,MAAM,kBAAkB,GAAG,IAAI,CAAC;AAEhC;;;;;;;;;GASG;AACH,MAAM,wBAAwB,GAAG,IAAI,CAAC;AAEtC,oEAAoE;AACpE,MAAM,kBAAkB,GAAG,IAAI,CAAC;AAEhC;;;;;;;GAOG;AACH,SAAS,gBAAgB,CACvB,KAA+E;IAE/E,IAAI,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IACxB,IAAI,OAAO,GAAG,gBAAgB,CAAC,EAAE,GAAG,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC;IACpD,IAAI,CAAC,KAAK,CAAC,eAAe;QAAE,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;IACtD,OAAO,OAAO,CAAC,SAAS,GAAG,kBAAkB,IAAI,KAAK,GAAG,uBAAuB,EAAE,CAAC;QACjF,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,KAAK,GAAG,CAAC,EAAE,uBAAuB,CAAC,CAAC;QACrD,OAAO,GAAG,gBAAgB,CAAC,EAAE,GAAG,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC;IAClD,CAAC;IACD,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;AAC5B,CAAC;AAeD;;;;;GAKG;AACH,SAAS,gBAAgB,CAAC,KAAgD;IACxE,MAAM,EACJ,IAAI,EACJ,IAAI,EAAE,CAAC,EACP,MAAM,EAAE,CAAC,EACT,iBAAiB,EAAE,CAAC,EACpB,YAAY,EAAE,CAAC,EACf,aAAa,EAAE,CAAC,EAChB,UAAU,EAAE,CAAC,EACb,KAAK,EACL,UAAU,EAAE,CAAC,GACd,GAAG,KAAK,CAAC;IACV,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC3B,MAAM,CAAC,EAAE,EAAE,EAAE,CAAC,GAAG,SAAS,CAAC;QACzB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,aAAa,EAAE,CAAC;QAChB,UAAU,EAAE,CAAC;QACb,mBAAmB,EAAE,EAAE;KACxB,CAAC,CAAC;IACH,MAAM,EAAE,GAAG,cAAc,CAAC;QACxB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,aAAa,EAAE,CAAC;QAChB,UAAU,EAAE,CAAC;KACd,CAAC,CAAC;IACH,MAAM,KAAK,GAAG,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACpE,MAAM,CAAC,GAAG,EAAE,GAAG,KAAK,CAAC;IACrB,MAAM,CAAC,GAAG,EAAE,GAAG,KAAK,CAAC;IACrB,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;IACnB,IAAI,GAAG,GAAG,CAAC,CAAC;IACZ,IAAI,IAAI,GAAG,CAAC,CAAC;IACb,IAAI,IAAI,GAAG,CAAC,CAAC;IACb,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,IAAI,CAAC,KAAK,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;IAC1E,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC;QAC/B,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC;QAChC,MAAM,EAAE,GAAG,QAAQ,CAAC;YAClB,SAAS,EAAE,EAAE;YACb,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,aAAa,EAAE,CAAC;YAChB,UAAU,EAAE,CAAC;YACb,mBAAmB,EAAE,EAAE;SACxB,CAAC,CAAC;QACH,MAAM,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;QAClB,uBAAuB;QACvB,IAAI,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QACrD,IAAI,CAAC,KAAK,CAAC;YAAE,EAAE,IAAI,GAAG,CAAC;QACvB,MAAM,IAAI,GACR,EAAE;YACF,UAAU,CAAC;gBACT,IAAI;gBACJ,IAAI,EAAE,CAAC;gBACP,UAAU,EAAE,CAAC;gBACb,UAAU,EAAE,CAAC;gBACb,MAAM,EAAE,CAAC;aACV,CAAC,CAAC;QACL,GAAG,IAAI,IAAI,CAAC;QACZ,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;QACjC,IAAI,SAAS,GAAG,IAAI;YAAE,IAAI,GAAG,SAAS,CAAC;QACvC,IAAI,CAAC,IAAI,SAAS,IAAI,SAAS,GAAG,IAAI;YAAE,IAAI,GAAG,SAAS,CAAC;IAC3D,CAAC;IACD,OAAO;QACL,KAAK,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,GAAG;QAC7B,SAAS,EAAE,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;KACtC,CAAC;AACJ,CAAC;AAED;;;;;;;;;;;;;;;GAeG;AACH,MAAM,gCAAgC,GAAG,IAAI,CAAC;AAE9C;;;;;;GAMG;AACH,SAAS,0BAA0B,CAAC,KAGnC;IACC,MAAM,EAAE,UAAU,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,EAAE,GAAG,KAAK,CAAC;IACtD,MAAM,aAAa,GAAG,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC;IAClC,MAAM,MAAM,GAAG,aAAa,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,aAAa,CAAC,CAAC,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC,CAAC;IACtF,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,KAAK,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC;AACrE,CAAC;AAED,sGAAsG;AACtG,SAAS,8BAA8B,CAAC,CAAmB,EAAE,CAAS;IACpE,OAAO,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,KAAK,GAAG,CAAC,IAAI,gCAAgC,CAAC;AACnE,CAAC;AAED;;;;;;;GAOG;AACH,+EAA+E;AAC/E,MAAM,mBAAmB,GAAG,CAAC,IAAI,EAAE,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,KAAK,CAAU,CAAC;AAC9E,MAAM,oBAAoB,GAAG;IAC3B,MAAM;IACN,QAAQ;IACR,mBAAmB;IACnB,cAAc;IACd,eAAe;CACP,CAAC;AAEX;;;;;;;GAOG;AACH,MAAM,mBAAmB,GACvB,8FAA8F;IAC9F,mHAAmH,CAAC;AAEtH,MAAM,YAAY,GAA2B;IAC3C,EAAE,EAAE,wDAAwD;IAC5D,KAAK,EAAE,mBAAmB;IAC1B,KAAK,EAAE,iBAAiB;IACxB,GAAG,EAAE,uCAAuC;IAC5C,KAAK,EAAE,sBAAsB;IAC7B,UAAU,EAAE,4BAA4B;CACzC,CAAC;AAEF;;;;;;GAMG;AACH,iGAAiG;AACjG,oGAAoG;AACpG,0FAA0F;AAC1F,SAAS,oBAAoB,CAAC,KAAuC;IACnE,mBAAmB,CAAC,4BAA4B,EAAE,KAAK,EAAE,oBAAoB,EAAE;QAC7E,WAAW,EAAE,mBAAmB;QAChC,KAAK,EAAE,YAAY;KACpB,CAAC,CAAC;IACH,mBAAmB,CAAC,4BAA4B,EAAE,KAAK,CAAC,UAAU,EAAE,mBAAmB,EAAE;QACvF,WAAW,EAAE,mBAAmB;QAChC,KAAK,EAAE,YAAY;QACnB,IAAI,EAAE,YAAY;KACnB,CAAC,CAAC;AACL,CAAC;AAED;;;;;;;;GAQG;AACH,SAAS,6BAA6B,CAAC,KAAsC;IAC3E,MAAM,EAAE,IAAI,EAAE,UAAU,EAAE,KAAK,GAAG,GAAG,EAAE,UAAU,GAAG,EAAE,EAAE,GAAG,KAAK,CAAC;IACjE,iGAAiG;IACjG,6EAA6E;IAC7E,IAAI,8BAA8B,CAAC,UAAU,EAAE,KAAK,CAAC,iBAAiB,CAAC,EAAE,CAAC;QACxE,OAAO,iBAAiB,CAAC;YACvB,IAAI;YACJ,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,MAAM,EAAE,KAAK,CAAC,MAAM;YACpB,iBAAiB,EAAE,KAAK,CAAC,iBAAiB;YAC1C,YAAY,EAAE,KAAK,CAAC,YAAY;YAChC,aAAa,EAAE,KAAK,CAAC,aAAa;YAClC,UAAU,EAAE,0BAA0B,CAAC;gBACrC,UAAU;gBACV,iBAAiB,EAAE,KAAK,CAAC,iBAAiB;aAC3C,CAAC;SACH,CAAC,CAAC;IACL,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CACb,CAAC,EACD,gBAAgB,CAAC;QACf,GAAG,KAAK;QACR,KAAK;QACL,UAAU;QACV,eAAe,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS;KAC3C,CAAC,CAAC,OAAO,CAAC,KAAK,CACjB,CAAC;AACJ,CAAC;AAED;;;;GAIG;AACH,SAAS,YAAY,CAAC,GAAW;IAC/B,MAAM,IAAI,GAAG,gBAAgB,CAAC,GAAG,CAAC,CAAC;IACnC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACvB,MAAM,IAAI,KAAK,CACb,6CAA6C,GAAG,oCAAoC,CACrF,CAAC;IACJ,CAAC;IACD,OAAO,IAAI,CAAC;AACd,CAAC;AAED,MAAM,kBAAkB,GAAG,YAAY,CAAC,8BAA8B,CAAC,CAAC;AACxE,MAAM,uBAAuB,GAAG,YAAY,CAAC,yBAAyB,CAAC,CAAC;AACxE,MAAM,iBAAiB,GAAG,YAAY,CAAC,eAAe,CAAC,CAAC;AACxD,MAAM,cAAc,GAAG,YAAY,CAAC,2BAA2B,CAAC,CAAC;AACjE,MAAM,uBAAuB,GAAG,YAAY,CAAC,4BAA4B,CAAC,CAAC;AAC3E,MAAM,oBAAoB,GAAG,YAAY,CAAC,yBAAyB,CAAC,CAAC;AAErE,MAAM,cAAc,GAAG,GAAW,EAAE,CAClC,0LAA0L,CAAC;AAE7L,MAAM,UAAU,0BAA0B,CAAC,KAAsC;IAC/E,qBAAqB,CAAC,4BAA4B,EAAE,KAAK,EAAE,kBAAkB,EAAE;QAC7E,WAAW,EAAE,cAAc;KAC5B,CAAC,CAAC;IACH,+FAA+F;IAC/F,UAAU,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC,MAAM,EAAE,KAAK,CAAU,EAAE,MAAM,EAAE,4BAA4B,CAAC,CAAC;IACvF,qBAAqB,CAAC,4BAA4B,EAAE,YAAY,EAAE,KAAK,CAAC,UAAU,CAAC,CAAC;IACpF,oBAAoB,CAAC,KAAK,CAAC,CAAC;IAC5B,4BAA4B,CAAC,4BAA4B,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC;IACxE,OAAO,6BAA6B,CAAC,KAAK,CAAC,CAAC;AAC9C,CAAC;AAED,SAAS,WAAW,CAAC,CAAS,EAAE,CAAS,EAAE,MAAc;IACvD,OAAO;QACL,kBAAkB,EAAE,mBAAmB;QACvC,QAAQ,EAAE,UAAU;QACpB,WAAW,EAAE,YAAY;QACzB,iBAAiB,EAAE,CAAC;QACpB,aAAa,EAAE,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,iBAAiB;QACnD,KAAK,EAAE,mBAAmB;QAC1B,KAAK,EAAE,QAAQ;QACf,MAAM;KACP,CAAC;AACJ,CAAC;AAED,4GAA4G;AAC5G,SAAS,SAAS,CAChB,KAAwE;IAExE,MAAM,EACJ,IAAI,EACJ,IAAI,EAAE,CAAC,EACP,MAAM,EAAE,CAAC,EACT,iBAAiB,EAAE,CAAC,EACpB,YAAY,EAAE,CAAC,EACf,aAAa,EAAE,CAAC,EAChB,UAAU,EAAE,CAAC,EACb,KAAK,EACL,UAAU,EACV,QAAQ,GACT,GAAG,KAAK,CAAC;IACV,MAAM,KAAK,GAAG,CAAC,UAKd,EAAU,EAAE,CACX,6BAA6B,CAAC;QAC5B,IAAI;QACJ,IAAI,EAAE,UAAU,CAAC,IAAI;QACrB,MAAM,EAAE,CAAC;QACT,iBAAiB,EAAE,UAAU,CAAC,iBAAiB;QAC/C,YAAY,EAAE,UAAU,CAAC,YAAY;QACrC,aAAa,EAAE,CAAC;QAChB,UAAU,EAAE,UAAU,CAAC,UAAU;QACjC,KAAK;QACL,UAAU;KACX,CAAC,CAAC;IAEL,uGAAuG;IACvG,MAAM,IAAI,GAAG,CAAC,KAAa,EAAoB,EAAE,CAAC,CAAC;QACjD,GAAG,CAAC;QACJ,EAAE,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC;QAClC,KAAK,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC;KACzC,CAAC,CAAC;IACH,IAAI,QAAQ,EAAE,CAAC;QACb,+FAA+F;QAC/F,MAAM,OAAO,GAAG,CAAC,EACf,IAAI,EACJ,UAAU,EAAE,KAAK,EACjB,iBAAiB,EACjB,YAAY,EACZ,aAAa,GAOd,EAAU,EAAE,CACX,6BAA6B,CAAC;YAC5B,IAAI;YACJ,IAAI;YACJ,MAAM,EAAE,CAAC;YACT,iBAAiB;YACjB,YAAY;YACZ,aAAa;YACb,UAAU,EAAE,IAAI,CAAC,KAAK,CAAC;YACvB,KAAK;YACL,UAAU;SACX,CAAC,CAAC;QACL,yFAAyF;QACzF,mFAAmF;QACnF,MAAM,cAAc,GAAG,yBAAyB,CAAC,CAAC,CAAC,CAAC;QACpD,OAAO,8BAA8B,CAAC;YACpC,KAAK,EAAE,OAAO;YACd,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC;YACf,KAAK,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACrC,KAAK,EAAE,EAAE,cAAc,EAAE;SAC1B,CAAC,CAAC;IACL,CAAC;IAED,MAAM,IAAI,GAAG,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,EAAE,YAAY,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC,CAAC;IACtF,8FAA8F;IAC9F,yEAAyE;IACzE,MAAM,EAAE,GAAG,qBAAqB,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC,CAAC;IAEnF,MAAM,IAAI,GAAG,KAAK,CAAC;QACjB,IAAI,EAAE,CAAC,GAAG,EAAE,CAAC,QAAQ;QACrB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;KACd,CAAC,CAAC;IACH,MAAM,IAAI,GAAG,KAAK,CAAC;QACjB,IAAI,EAAE,CAAC,GAAG,EAAE,CAAC,QAAQ;QACrB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;KACd,CAAC,CAAC;IACH,MAAM,KAAK,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,QAAQ,CAAC,CAAC;IAChD,MAAM,KAAK,GAAG,CAAC,IAAI,GAAG,CAAC,GAAG,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,QAAQ,GAAG,EAAE,CAAC,QAAQ,CAAC,CAAC;IACrE,MAAM,KAAK,GACT,CAAC,CACC,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,GAAG,EAAE,CAAC,aAAa,EAAE,YAAY,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC;QAC3F,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,GAAG,EAAE,CAAC,aAAa,EAAE,YAAY,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC,CAC5F;QACD,CAAC,CAAC,GAAG,EAAE,CAAC,aAAa,CAAC;QACtB,GAAG,CAAC;IACN,MAAM,GAAG,GACP,CAAC,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,EAAE,YAAY,EAAE,CAAC,GAAG,EAAE,CAAC,QAAQ,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC;QACrF,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,EAAE,YAAY,EAAE,CAAC,GAAG,EAAE,CAAC,QAAQ,EAAE,UAAU,EAAE,CAAC,EAAE,CAAC,CAAC;QACzF,CAAC,CAAC,GAAG,EAAE,CAAC,QAAQ,CAAC;QACjB,GAAG,CAAC;IAEN,yFAAyF;IACzF,MAAM,IAAI,GACR,CAAC,KAAK,CAAC;QACL,IAAI,EAAE,CAAC;QACP,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,IAAI,CAAC,EAAE,CAAC,cAAc,CAAC;KACpC,CAAC;QACA,KAAK,CAAC;YACJ,IAAI,EAAE,CAAC;YACP,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,IAAI,CAAC,CAAC,EAAE,CAAC,cAAc,CAAC;SACrC,CAAC,CAAC;QACL,CAAC,CAAC,GAAG,EAAE,CAAC,cAAc,CAAC;QACvB,GAAG,CAAC;IAEN,OAAO,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,CAAC;AAC5C,CAAC;AAED,2EAA2E;AAC3E,SAAS,yBAAyB,CAAC,CAAmB;IACpD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC;IAC5D,OAAO,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;AACtD,CAAC;AASD,MAAM,UAAU,qBAAqB,CAAC,KAAiC;IAMrE,qBAAqB,CAAC,uBAAuB,EAAE,KAAK,EAAE,uBAAuB,EAAE;QAC7E,WAAW,EAAE,cAAc;KAC5B,CAAC,CAAC;IACH,qBAAqB,CAAC,uBAAuB,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;IAC/D,MAAM,EAAE,IAAI,EAAE,CAAC,EAAE,iBAAiB,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,GAAG,KAAK,CAAC;IAC/D,qBAAqB,CAAC,uBAAuB,EAAE,YAAY,EAAE,CAAC,CAAC,CAAC;IAChE,YAAY,CAAC,CAAC,EAAE,GAAG,EAAE,uBAAuB,CAAC,CAAC;IAC9C,YAAY,CAAC,CAAC,EAAE,GAAG,EAAE,uBAAuB,CAAC,CAAC;IAC9C,OAAO;QACL,QAAQ,EAAE,CAAC,GAAG,IAAI;QAClB,cAAc,EAAE,yBAAyB,CAAC,CAAC,CAAC;QAC5C,aAAa,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,GAAG,CAAC,CAAC;QACpC,QAAQ,EAAE,IAAI;KACf,CAAC;AACJ,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,WAAW,CAAC,OAA2B;IACrD,qBAAqB,CAAC,aAAa,EAAE,OAAO,EAAE,iBAAiB,EAAE;QAC/D,YAAY,EAAE,SAAS;QACvB,OAAO,EAAE,IAAI;QACb,WAAW,EAAE,cAAc;KAC5B,CAAC,CAAC;IACH,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,GAAG,EAAE,EAAE,GAAG,OAAO,CAAC;IACnE,MAAM,YAAY,GAAG,aAAa,CAAC;IACnC,+EAA+E;IAC/E,UAAU,CAAC,IAAI,EAAE,CAAC,MAAM,EAAE,KAAK,CAAU,EAAE,MAAM,EAAE,YAAY,CAAC,CAAC;IACjE,qBAAqB,CAAC,YAAY,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;IACpD,qBAAqB,CAAC,YAAY,EAAE,YAAY,EAAE,UAAU,CAAC,CAAC;IAC9D,iGAAiG;IACjG,wBAAwB,CAAC,YAAY,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IAC3D,4BAA4B,CAAC,YAAY,EAAE,OAAO,CAAC,KAAK,CAAC,CAAC;IAC1D,cAAc,CAAC,KAAK,CAAC,IAAI,EAAE,MAAM,EAAE,YAAY,CAAC,CAAC;IACjD,cAAc,CAAC,KAAK,CAAC,MAAM,EAAE,QAAQ,EAAE,YAAY,CAAC,CAAC;IACrD,cAAc,CAAC,KAAK,CAAC,iBAAiB,EAAE,mBAAmB,EAAE,YAAY,CAAC,CAAC;IAC3E,YAAY,CAAC,KAAK,CAAC,YAAY,EAAE,cAAc,EAAE,YAAY,CAAC,CAAC;IAC/D,MAAM,CAAC,GAAG,KAAK,CAAC,aAAa,IAAI,CAAC,CAAC;IACnC,YAAY,CAAC,CAAC,EAAE,eAAe,EAAE,YAAY,CAAC,CAAC;IAC/C,MAAM,QAAQ,GAAG,cAAc,CAAC,UAAU,EAAE,YAAY,CAAC,CAAC;IAE1D,MAAM,cAAc,GAAG,OAAO,CAAC,KAAK,IAAI,GAAG,CAAC;IAC5C,MAAM,CAAC,GAAG,OAAO,CAAC,UAAU,IAAI,EAAE,CAAC;IACnC,MAAM,CAAC,GAAG,KAAK,CAAC,iBAAiB,CAAC;IAClC,iGAAiG;IACjG,2FAA2F;IAC3F,MAAM,kBAAkB,GAAG,8BAA8B,CAAC,UAAU,EAAE,CAAC,CAAC,CAAC;IACzE,MAAM,OAAO,GAAG,kBAAkB;QAChC,CAAC,CAAC,EAAE,OAAO,EAAE,EAAE,KAAK,EAAE,GAAG,EAAE,SAAS,EAAE,CAAC,EAAE,EAAE,KAAK,EAAE,cAAc,EAAE;QAClE,CAAC,CAAC,gBAAgB,CAAC;YACf,IAAI;YACJ,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,MAAM,EAAE,KAAK,CAAC,MAAM;YACpB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,KAAK,CAAC,YAAY;YAChC,aAAa,EAAE,CAAC;YAChB,UAAU;YACV,KAAK,EAAE,cAAc;YACrB,UAAU,EAAE,CAAC;YACb,eAAe,EAAE,OAAO,CAAC,KAAK,KAAK,SAAS;SAC7C,CAAC,CAAC;IACP,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC;IAChC,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC;IAC5B,MAAM,oBAAoB,GAAG,0BAA0B,CAAC,EAAE,UAAU,EAAE,iBAAiB,EAAE,CAAC,EAAE,CAAC,CAAC;IAC9F,MAAM,GAAG,GAAG,OAAO,CAAC,KAAK,CAAC;IAC1B,MAAM,KAAK,GAAG,kBAAkB;QAC9B,CAAC,CAAC,iBAAiB,CAAC;YAChB,IAAI;YACJ,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,MAAM,EAAE,KAAK,CAAC,MAAM;YACpB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,KAAK,CAAC,YAAY;YAChC,aAAa,EAAE,CAAC;YAChB,UAAU,EAAE,oBAAoB;SACjC,CAAC;QACJ,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;IACrB,IAAI,kBAAkB,EAAE,CAAC;QACvB,QAAQ,CAAC,IAAI,CACX,OAAO;QACL,yFAAyF;QACzF,WAAW,CAAC,eAAe,EAC3B,gBAAgB,UAAU,CAAC,KAAK,eAAe,CAAC,UAAU,CAAC,KAAK,GAAG,UAAU,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,KAAK;YAC5G,GAAG,gCAAgC,CAAC,aAAa,CAAC,CAAC,CAAC,6DAA6D;YACjH,sGAAsG;YACtG,4BAA4B,oBAAoB,CAAC,OAAO,CAAC,CAAC,CAAC,sDAAsD;YACjH,yDAAyD,EAC3D,MAAM,EACN,EAAE,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,iBAAiB,EAAE,CAAC,EAAE,oBAAoB,EAAE,CACxE,CACF,CAAC;IACJ,CAAC;IACD,+FAA+F;IAC/F,mGAAmG;IACnG,gGAAgG;IAChG,MAAM,WAAW,GAAG,CAAC,kBAAkB,IAAI,GAAG,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC;IACpE,IAAI,WAAW,EAAE,CAAC;QAChB,QAAQ,CAAC,IAAI,CAAC;YACZ,IAAI,EAAE,WAAW,CAAC,6BAA6B;YAC/C,OAAO,EAAE,mDAAmD,GAAG,CAAC,aAAa,CAC3E,CAAC,CACF,iFAAiF;YAClF,QAAQ,EAAE,MAAM;YAChB,OAAO,EAAE,EAAE,GAAG,EAAE,KAAK,EAAE,UAAU,EAAE,CAAC,EAAE;SACvC,CAAC,CAAC;IACL,CAAC;IACD,sEAAsE;IACtE,mGAAmG;IACnG,iGAAiG;IACjG,kGAAkG;IAClG,uDAAuD;IACvD,MAAM,gBAAgB,GAAG,CAAC,kBAAkB,IAAI,OAAO,CAAC,SAAS,GAAG,kBAAkB,CAAC;IACvF,MAAM,OAAO,GAAG,kBAAkB;QAChC,CAAC,CAAC,OAAO;QACT,CAAC,CAAC,gBAAgB,CAAC;YACf,IAAI;YACJ,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,MAAM,EAAE,KAAK,CAAC,MAAM;YACpB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,KAAK,CAAC,YAAY;YAChC,aAAa,EAAE,CAAC;YAChB,UAAU;YACV,KAAK;YACL,UAAU,EAAE,CAAC,GAAG,kBAAkB;SACnC,CAAC,CAAC;IACP,MAAM,WAAW,GAAG,kBAAkB;QACpC,CAAC,CAAC,CAAC;QACH,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC;YACvC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC;IACzD,MAAM,gBAAgB,GAAG,CAAC,kBAAkB,IAAI,WAAW,GAAG,wBAAwB,CAAC;IACvF,MAAM,oBAAoB,GAAG,gBAAgB,IAAI,gBAAgB,CAAC;IAClE,IAAI,oBAAoB,EAAE,CAAC;QACzB,QAAQ,CAAC,IAAI,CACX,OAAO,CACL,SAAS,CAAC,8BAA8B,EACxC,CAAC,gBAAgB;YACf,CAAC,CAAC,8DAA8D,OAAO,CAAC,SAAS,CAAC,aAAa,CAAC,CAAC,CAAC,MAAM;gBACtG,uDAAuD,kBAAkB,CAAC,aAAa,CAAC,CAAC,CAAC,KAAK;YACjG,CAAC,CAAC,+DAA+D,CAAC,OAAO,CAAC,CAAC,GAAG,kBAAkB,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,GAAG;gBAC7G,sBAAsB,CAAC,WAAW,GAAG,GAAG,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,mCAAmC;gBAC3F,KAAK,CAAC,wBAAwB,GAAG,GAAG,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,kDAAkD;gBACxG,2BAA2B,CAAC;YAC9B,uGAAuG;YACvG,qGAAqG;YACrG,iBAAiB,EACnB,MAAM,EACN,EAAE,SAAS,EAAE,OAAO,CAAC,SAAS,EAAE,WAAW,EAAE,KAAK,EAAE,UAAU,EAAE,CAAC,EAAE,CACpE,CACF,CAAC;QACF,iGAAiG;QACjG,mGAAmG;QACnG,MAAM,OAAO,GAAG,kBAAkB,CAAC;YACjC,IAAI;YACJ,KAAK,EAAE,UAAU;YACjB,sBAAsB,EAAE,KAAK,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;YACrD,kBAAkB,EAAE,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,YAAY,GAAG,CAAC,CAAC;YACpE,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,MAAM,EAAE,KAAK,CAAC,MAAM;SACrB,CAAC,CAAC;QACH,IAAI,KAAK,GAAG,OAAO,EAAE,CAAC;YACpB,MAAM,IAAI,gBAAgB,CACxB,wDAAwD,KAAK,CAAC,aAAa,CAAC,CAAC,CAAC,2BAA2B;gBACvG,WAAW,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,+BAA+B,OAAO,CAAC,SAAS,CAAC,aAAa,CAAC,CAAC,CAAC,UAAU;gBACxG,wDAAwD,CAAC,iDAAiD;gBAC1G,uDAAuD,EACzD;gBACE,IAAI,EAAE,SAAS,CAAC,mBAAmB;gBACnC,OAAO,EAAE,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,UAAU,EAAE,CAAC,EAAE,SAAS,EAAE,OAAO,CAAC,SAAS,EAAE;aAChF,CACF,CAAC;QACJ,CAAC;IACH,CAAC;IACD,MAAM,YAAY,GAAG,OAAO,CAAC,cAAc,IAAI,KAAK,CAAC;IACrD,MAAM,UAAU,GAAG,YAAY,IAAI,CAAC,OAAO,CAAC,MAAM,IAAI,IAAI,CAAC,CAAC;IAC5D,MAAM,MAAM,GAAG,UAAU;QACvB,CAAC,CAAC,SAAS,CAAC;YACR,IAAI;YACJ,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,MAAM,EAAE,KAAK,CAAC,MAAM;YACpB,iBAAiB,EAAE,KAAK,CAAC,iBAAiB;YAC1C,YAAY,EAAE,KAAK,CAAC,YAAY;YAChC,aAAa,EAAE,CAAC;YAChB,UAAU;YACV,KAAK;YACL,UAAU,EAAE,CAAC;YACb,QAAQ,EAAE,YAAY;SACvB,CAAC;QACJ,CAAC,CAAC,SAAS,CAAC;IAEd,qFAAqF;IACrF,4FAA4F;IAC5F,oFAAoF;IACpF,MAAM,QAAQ,GAAG,CAAC,UAAU;QAC1B,CAAC,CAAC,SAAS;QACX,CAAC,CAAC,YAAY;YACZ,CAAC,CAAC,cAAc,CACZ,EAAE,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,CAAC,EAAE,KAAK,CAAC,iBAAiB,EAAE,CAAC,EAAE,KAAK,CAAC,YAAY,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE,EACpF,EAAE,cAAc,EAAE,yBAAyB,CAAC,UAAU,CAAC,EAAE,CAC1D;YACH,CAAC,CAAC,qBAAqB,CAAC;gBACpB,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,iBAAiB,EAAE,KAAK,CAAC,iBAAiB;gBAC1C,UAAU;aACX,CAAC,CAAC;IACT,MAAM,WAAW,GAAgB;QAC/B,MAAM,EAAE,QAAQ;QAChB,gGAAgG;QAChG,uEAAuE;QACvE,MAAM,EAAE,kBAAkB,CAAC,CAAC,CAAC,kCAAkC,CAAC,CAAC,CAAC,KAAK;QACvE,SAAS,EAAE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,WAAW,IAAI,CAAC,oBAAoB;QAC1E,UAAU,EAAE,KAAK;QACjB,GAAG,CAAC,QAAQ,KAAK,SAAS;YACxB,CAAC,CAAC;gBACE,qBAAqB,EAAE;oBACrB,QAAQ,EAAE,QAAQ,CAAC,QAAQ;oBAC3B,cAAc,EAAE,QAAQ,CAAC,cAAc;oBACvC,aAAa,EAAE,QAAQ,CAAC,aAAa;oBACrC,QAAQ,EAAE,QAAQ,CAAC,QAAQ;oBAC3B,8EAA8E;oBAC9E,GAAG,CAAC,mBAAmB,IAAI,QAAQ;wBACjC,CAAC,CAAC,EAAE,iBAAiB,EAAG,QAA0C,CAAC,iBAAiB,EAAE;wBACtF,CAAC,CAAC,EAAE,CAAC;iBACR;aACF;YACH,CAAC,CAAC,EAAE,CAAC;QACP,QAAQ,EAAE,UAAU;YAClB,CAAC,CAAC,QAAQ;YACV,CAAC,CAAC;gBACE,GAAG,QAAQ;gBACX;oBACE,IAAI,EAAE,WAAW,CAAC,iBAAiB;oBACnC,OAAO,EAAE,2CAA2C;oBACpD,QAAQ,EAAE,MAAe;iBAC1B;aACF;KACN,CAAC;IACF,+FAA+F;IAC/F,kEAAkE;IAClE,uBAAuB,CAAC;QACtB,MAAM,EAAE,kBAAkB,CAAC,CAAC,CAAC,qCAAqC,CAAC,CAAC,CAAC,YAAY;QACjF,IAAI;QACJ,KAAK,EAAE,UAAU;QACjB,KAAK;QACL,sBAAsB,EAAE,KAAK,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;QACrD,kBAAkB,EAAE,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,YAAY,GAAG,CAAC,CAAC;QACpE,IAAI,EAAE,KAAK,CAAC,IAAI;QAChB,MAAM,EAAE,KAAK,CAAC,MAAM;KACrB,CAAC,CAAC;IACH,OAAO;QACL,KAAK;QACL,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAC7B,WAAW,EAAE,WAAW,CACtB,KAAK,CAAC,iBAAiB,EACvB,CAAC,EACD,kBAAkB,CAAC,CAAC,CAAC,qCAAqC,CAAC,CAAC,CAAC,YAAY,CAC1E;QACD,WAAW;KACZ,CAAC;AACJ,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,uBAAuB,CACrC,OAA2B;IAE3B,qBAAqB,CAAC,yBAAyB,EAAE,OAAO,EAAE,cAAc,EAAE;QACxE,YAAY,EAAE,SAAS;QACvB,OAAO,EAAE,IAAI;QACb,WAAW,EAAE,cAAc;KAC5B,CAAC,CAAC;IACH,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,GAAG,EAAE,EAAE,GAAG,OAAO,CAAC;IACnE,UAAU,CAAC,IAAI,EAAE,CAAC,MAAM,EAAE,KAAK,CAAU,EAAE,MAAM,EAAE,yBAAyB,CAAC,CAAC;IAC9E,qBAAqB,CAAC,yBAAyB,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;IACjE,qBAAqB,CAAC,yBAAyB,EAAE,YAAY,EAAE,UAAU,CAAC,CAAC;IAC3E,wBAAwB,CAAC,yBAAyB,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IACxE,4BAA4B,CAAC,yBAAyB,EAAE,OAAO,CAAC,KAAK,CAAC,CAAC;IACvE,MAAM,CAAC,GAAG,KAAK,CAAC,aAAa,IAAI,CAAC,CAAC;IACnC,MAAM,KAAK,GAAG,WAAW,CAAC;QACxB,IAAI;QACJ,KAAK;QACL,UAAU;QACV,OAAO,EAAE,EAAE,GAAG,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE;KACvC,CAAC,CAAC,KAAK,CAAC;IACT,OAAO,6BAA6B,CAAC;QACnC,IAAI;QACJ,KAAK;QACL,IAAI,EAAE,KAAK,CAAC,IAAI;QAChB,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,iBAAiB,EAAE,KAAK,CAAC,iBAAiB;QAC1C,YAAY,EAAE,KAAK,CAAC,YAAY;QAChC,aAAa,EAAE,CAAC;KACjB,CAAC,CAAC;AACL,CAAC;AAED,oFAAoF;AACpF,SAAS,UAAU,CAAC,KAQnB;IACC,MAAM,EACJ,MAAM,EAAE,CAAC,EACT,IAAI,EAAE,EAAE,EACR,iBAAiB,EAAE,CAAC,EACpB,YAAY,EAAE,CAAC,EACf,aAAa,EAAE,CAAC,EAChB,UAAU,EAAE,CAAC,EACb,KAAK,GACN,GAAG,KAAK,CAAC;IACV,MAAM,EAAE,EAAE,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;IAC3C,MAAM,aAAa,GAAG,CAAC,GAAG,KAAK,CAAC;IAChC,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,GAAG,aAAa,CAAC,CAAC;IAC7C,MAAM,IAAI,GAAG,GAAG,CAAC;IACjB,MAAM,EAAE,GAAG,GAAG,CAAC;IACf,MAAM,EAAE,GAAG,GAAG,CAAC;IACf,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,GAAG,KAAK,GAAG,KAAK,GAAG,aAAa,CAAC,GAAG,KAAK,CAAC;IAC1D,MAAM,EAAE,GAAG,EAAE,GAAG,aAAa,GAAG,CAAC,CAAC,KAAK,GAAG,GAAG,CAAC,GAAG,KAAK,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,KAAK,CAAC;IAC5E,MAAM,EAAE,GAAG,EAAE,GAAG,aAAa,GAAG,CAAC,CAAC,KAAK,GAAG,GAAG,CAAC,GAAG,KAAK,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,KAAK,CAAC;IAC5E,MAAM,EAAE,GAAG,EAAE,GAAG,aAAa,GAAG,CAAC,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,CAAC;IAChD,MAAM,EAAE,GAAG,EAAE,GAAG,aAAa,GAAG,CAAC,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,CAAC;IAEhD,IAAI,CAAC,GAAG,EAAE,CAAC;IACX,IAAI,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;IACrB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC;QAC/B,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC;QACrB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAE,CAAC;QACzB,MAAM,CAAC,GAAG,KAAK,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,GAAG,GAAG,CAAC;QACpC,IAAI,KAAa,CAAC;QAClB,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC;YACX,KAAK,GAAG,CAAC,CAAC;QACZ,CAAC;aAAM,CAAC;YACN,MAAM,EAAE,GACN,CAAC,CAAC,GAAG,KAAK,GAAG,KAAK,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,KAAK;gBAC7C,CAAC,KAAK,GAAG,KAAK,GAAG,KAAK,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC;YAChE,MAAM,IAAI,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAC1B,IAAI,IAAI,IAAI,IAAI,EAAE,CAAC;gBACjB,MAAM,EAAE,GAAG,CAAC,GAAG,IAAI,CAAC;gBACpB,MAAM,EAAE,GAAG,EAAE,GAAG,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC;gBACnE,MAAM,EAAE,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;gBACzB,MAAM,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;gBACxB,KAAK,GAAG,EAAE,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC;YACrC,CAAC;iBAAM,CAAC;gBACN,MAAM,EAAE,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;gBACnC,MAAM,IAAI,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;gBAC1B,MAAM,CAAC,GAAG,SAAS,CAAC,EAAE,CAAC,CAAC;gBACxB,KAAK,GAAG,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC;YAC5D,CAAC;QACH,CAAC;QACD,CAAC;YACC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,aAAa;gBACvB,EAAE;gBACF,EAAE,GAAG,CAAC;gBACN,EAAE,GAAG,KAAK;gBACV,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,CAAC,CAAC,GAAG,EAAE,CAAC;QACnD,CAAC,GAAG,KAAK,CAAC;IACZ,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;AACrB,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,wBAAwB,CAAC,KAAoC;IAC3E,qBAAqB,CAAC,0BAA0B,EAAE,KAAK,EAAE,uBAAuB,EAAE;QAChF,WAAW,EAAE,cAAc;KAC5B,CAAC,CAAC;IACH,MAAM,EACJ,IAAI,EACJ,IAAI,EAAE,CAAC,EACP,MAAM,EAAE,CAAC,EACT,iBAAiB,EAAE,CAAC,EACpB,YAAY,EAAE,CAAC,EACf,aAAa,EAAE,CAAC,EAChB,UAAU,EACV,OAAO,GACR,GAAG,KAAK,CAAC;IACV,+FAA+F;IAC/F,UAAU,CAAC,IAAI,EAAE,CAAC,MAAM,EAAE,KAAK,CAAU,EAAE,MAAM,EAAE,0BAA0B,CAAC,CAAC;IAC/E,qBAAqB,CAAC,0BAA0B,EAAE,YAAY,EAAE,UAAU,CAAC,CAAC;IAC5E,qBAAqB,CAAC,0BAA0B,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IACtE,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,IAAI,EAAE,CAAC;IAClC,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC5B,MAAM,MAAM,GAAG,CAAC,CAAW,EAAU,EAAE;QACrC,MAAM,EAAE,GAAG,UAAU,CAAC;YACpB,MAAM,EAAE,CAAC;YACT,IAAI,EAAE,CAAC;YACP,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,aAAa,EAAE,CAAC;YAChB,UAAU;YACV,KAAK;SACN,CAAC,CAAC;QACH,OAAO,EAAE,GAAG,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;IAC5E,CAAC,CAAC;IACF,MAAM,OAAO,GAAG;QACd,QAAQ,EAAE,CAAC,CAAW,EAAE,EAAE,CACxB,EAAE;YACF,UAAU,CAAC;gBACT,MAAM,EAAE,CAAC;gBACT,IAAI,EAAE,CAAC;gBACP,iBAAiB,EAAE,CAAC;gBACpB,YAAY,EAAE,CAAC;gBACf,aAAa,EAAE,CAAC;gBAChB,UAAU;gBACV,KAAK;aACN,CAAC;QACJ,IAAI,EAAE,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;KAC3B,CAAC;IACF,OAAO,kBAAkB,CAAC;QACxB,UAAU,EAAE,CAAC,GAAG,KAAK;QACrB,MAAM;QACN,OAAO;QACP,cAAc,EAAE,OAAO;QACvB,KAAK,EAAE,uBAAuB;KAC/B,CAAC,CAAC;AACL,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,qBAAqB,CACnC,OAAqC;IAErC,qBAAqB,CAAC,uBAAuB,EAAE,OAAO,EAAE,oBAAoB,EAAE;QAC5E,YAAY,EAAE,SAAS;QACvB,OAAO,EAAE,IAAI;QACb,WAAW,EAAE,cAAc;KAC5B,CAAC,CAAC;IACH,MAAM,EAAE,IAAI,EAAE,KAAK,EAAE,UAAU,EAAE,OAAO,EAAE,GAAG,OAAO,CAAC;IACrD,MAAM,YAAY,GAAG,uBAAuB,CAAC;IAC7C,UAAU,CAAC,IAAI,EAAE,CAAC,MAAM,EAAE,KAAK,CAAU,EAAE,MAAM,EAAE,YAAY,CAAC,CAAC;IACjE,qBAAqB,CAAC,YAAY,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;IACpD,qBAAqB,CAAC,YAAY,EAAE,YAAY,EAAE,UAAU,CAAC,CAAC;IAC9D,qBAAqB,CAAC,YAAY,EAAE,SAAS,EAAE,OAAO,CAAC,CAAC;IACxD,cAAc,CAAC,KAAK,CAAC,IAAI,EAAE,MAAM,EAAE,YAAY,CAAC,CAAC;IACjD,cAAc,CAAC,KAAK,CAAC,MAAM,EAAE,QAAQ,EAAE,YAAY,CAAC,CAAC;IACrD,cAAc,CAAC,KAAK,CAAC,iBAAiB,EAAE,mBAAmB,EAAE,YAAY,CAAC,CAAC;IAC3E,YAAY,CAAC,KAAK,CAAC,YAAY,EAAE,cAAc,EAAE,YAAY,CAAC,CAAC;IAC/D,MAAM,CAAC,GAAG,KAAK,CAAC,aAAa,IAAI,CAAC,CAAC;IACnC,YAAY,CAAC,CAAC,EAAE,eAAe,EAAE,YAAY,CAAC,CAAC;IAC/C,MAAM,QAAQ,GAAG,cAAc,CAAC,UAAU,EAAE,YAAY,CAAC,CAAC;IAE1D,MAAM,GAAG,GAAG,wBAAwB,CAAC;QACnC,IAAI;QACJ,IAAI,EAAE,KAAK,CAAC,IAAI;QAChB,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,iBAAiB,EAAE,KAAK,CAAC,iBAAiB;QAC1C,YAAY,EAAE,KAAK,CAAC,YAAY;QAChC,aAAa,EAAE,CAAC;QAChB,UAAU;QACV,OAAO;KACR,CAAC,CAAC;IACH,MAAM,WAAW,GAAgB;QAC/B,MAAM,EAAE,QAAQ;QAChB,MAAM,EAAE,GAAG,CAAC,MAAM,KAAK,QAAQ,CAAC,CAAC,CAAC,gBAAgB,CAAC,CAAC,CAAC,kBAAkB,GAAG,CAAC,MAAM,EAAE;QACnF,SAAS,EAAE,GAAG,CAAC,SAAS;QACxB,UAAU,EAAE,GAAG,CAAC,KAAK;QACrB,iGAAiG;QACjG,QAAQ,EAAE;YACR,GAAG,QAAQ;YACX,GAAG,GAAG,CAAC,QAAQ;YACf;gBACE,IAAI,EAAE,WAAW,CAAC,iBAAiB;gBACnC,OAAO,EAAE,2DAA2D;gBACpE,QAAQ,EAAE,MAAe;aAC1B;SACF;KACF,CAAC;IACF,gGAAgG;IAChG,uBAAuB,CAAC;QACtB,MAAM,EAAE,cAAc;QACtB,IAAI;QACJ,KAAK,EAAE,UAAU;QACjB,KAAK,EAAE,GAAG,CAAC,KAAK;QAChB,sBAAsB,EAAE,KAAK,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,iBAAiB,CAAC;QAC3E,kBAAkB,EAAE,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,YAAY,GAAG,KAAK,CAAC,iBAAiB,CAAC;QAC1F,IAAI,EAAE,KAAK,CAAC,IAAI;QAChB,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,SAAS,EACP,CAAC;YACD,CAAC,GAAG,CAAC,aAAa,KAAK,IAAI,IAAI,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,CAAC;KAC7F,CAAC,CAAC;IACH,OAAO;QACL,KAAK,EAAE,GAAG,CAAC,KAAK;QAChB,WAAW,EAAE,WAAW,CAAC,KAAK,CAAC,iBAAiB,EAAE,CAAC,EAAE,cAAc,CAAC;QACpE,WAAW;QACX,UAAU,EAAE;YACV,aAAa,EAAE,GAAG,CAAC,aAAa;YAChC,kBAAkB,EAAE,GAAG,CAAC,kBAAkB;YAC1C,KAAK,EAAE,GAAG,CAAC,KAAK;YAChB,IAAI,EAAE,GAAG,CAAC,IAAI;YACd,MAAM,EAAE,GAAG,CAAC,MAAM;YAClB,iBAAiB,EAAE,GAAG,CAAC,iBAAiB;SACzC;KACF,CAAC;AACJ,CAAC;AAED;;;;GAIG;AACH,MAAM,CAAC,MAAM,MAAM,GAAG;IACpB,KAAK,EAAE,WAAW;IAClB,eAAe,EAAE,qBAAqB;IACtC,eAAe,EAAE,0BAA0B;IAC3C,iBAAiB,EAAE,uBAAuB;IAC1C,kBAAkB,EAAE,wBAAwB;CACpC,CAAC"}
|
|
@@ -0,0 +1,65 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* `@insiderfinance/totalfinance/options` — option contracts, pricing engines, Greeks, and implied volatility.
|
|
3
|
+
* Browser-safe, zero runtime dependencies.
|
|
4
|
+
*
|
|
5
|
+
* Two API shapes (design law #1):
|
|
6
|
+
* - facade: `import { blackScholes } from '@insiderfinance/totalfinance/options'` → flat args, plain values, `.explain()`.
|
|
7
|
+
* - pro: `import { option, market, engines } from '@insiderfinance/totalfinance/options'` → rich envelopes.
|
|
8
|
+
*
|
|
9
|
+
* Hot path: `import { blackScholes } from '@insiderfinance/totalfinance/options/black-scholes'` for the leanest bundle.
|
|
10
|
+
*/
|
|
11
|
+
export { blackScholes } from './black-scholes.js';
|
|
12
|
+
export { optionChainHealth } from './chain-health.js';
|
|
13
|
+
export type { OptionChainHealthQuote, OptionChainHealthMarket, OptionChainHealthModelMarket, OptionChainHealthConfig, OptionChainHealthInput, OptionChainHealthIssue, OptionChainHealthModelStatus, OptionChainHealthModelResult, OptionChainHealthContract, OptionChainHealthRow, OptionChainHealthExpiryCoverage, OptionChainHealthReport, } from './chain-health.js';
|
|
14
|
+
export type { Facade } from './facade-util.js';
|
|
15
|
+
export { black76 } from './black76.js';
|
|
16
|
+
export type { Black76Input, Black76TypedInput, Black76ImpliedVolatilityInput, Black76ImpliedVolatilityResult, } from './black76.js';
|
|
17
|
+
export { bachelier } from './bachelier.js';
|
|
18
|
+
export type { BachelierInput, BachelierTypedInput, BachelierImpliedVolatilityInput, BachelierImpliedVolatilityResult, } from './bachelier.js';
|
|
19
|
+
export { option, priceOption, impliedVolatilityOption } from './pro.js';
|
|
20
|
+
export type { PriceOptionInput, ImpliedVolatilityOptionInput } from './pro.js';
|
|
21
|
+
export { market } from './market.js';
|
|
22
|
+
export { engines, defineOptionPricingEngine, validateOptionPricingEngine, compareEngines, } from './engines.js';
|
|
23
|
+
export type { OptionPricingEngine, OptionPricingEngineProbe, PriceOptions, BinomialEngineOptions, TrinomialEngineOptions, FiniteDifferenceEngineOptions, AutoObjective, AutoEngineOptions, EngineComparison, EngineComparisonRow, CompareEnginesInput, OptionEnginePriceInput, } from './engines.js';
|
|
24
|
+
export type { BinomialVariant } from './engines/tree.js';
|
|
25
|
+
export { gbm } from './monte-carlo.js';
|
|
26
|
+
export type { GbmPathInput, GbmTerminalInput } from './monte-carlo.js';
|
|
27
|
+
export type { MonteCarloPriceOptions, MonteCarloPriceResult, MonteCarloMethod, MonteCarloRandomNumberGenerator, MonteCarloStatistics, MonteCarloEstimate, MonteCarloSamplingOptions, VarianceReduction, ControlVariate, } from './monte-carlo.js';
|
|
28
|
+
export { heston } from './heston.js';
|
|
29
|
+
export type { HestonParameters, HestonInput, HestonCosineExpansionOptions, HestonMonteCarloOptions, HestonMonteCarloResult, } from './heston.js';
|
|
30
|
+
export { sabr } from './sabr.js';
|
|
31
|
+
export type { SabrParameters, SabrVolatilityType, SabrInput, SabrOptions, SabrMonteCarloOptions, SabrMonteCarloResult, } from './sabr.js';
|
|
32
|
+
export { localVolatility } from './local-volatility.js';
|
|
33
|
+
export type { ImpliedVolatilityFunction, LocalVolatilityFunction, LocalVolatilityMarket, DupireOptions, LocalVolatilityGridSpecification, LocalVolatilityInput, LocalVolatilityMonteCarloOptions, LocalVolatilityMonteCarloResult, } from './local-volatility.js';
|
|
34
|
+
export { barrier, asian, lookback, spread, quanto, basket, rainbow, autocallable, varianceSwap, volatilitySwap, digital, touch, doubleTouch, forwardStart, cliquet, napoleon, reverseCliquet, compo, inverseOption, } from './exotics.js';
|
|
35
|
+
export type { ExoticResult, ExoticMonteCarloResult, BarrierType, BarrierInput, BarrierMonteCarloOptions, AsianInput, AsianMonteCarloInput, AsianMonteCarloOptions, LookbackStrike, LookbackInput, LookbackMonteCarloOptions, SpreadInput, QuantoInput, MultiAssetInput, BasketInput, RainbowKind, AutocallableInput, DigitalKind, DigitalInput, TouchKind, TouchInput, TouchMonteCarloOptions, DoubleTouchKind, DoubleTouchInput, ForwardStartInput, CliquetInput, NapoleonInput, ReverseCliquetInput, CompoInput, CompoGreeks, CompoMonteCarloOptions, InverseOptionInput, InverseGreeks, InverseOptionMonteCarloOptions, } from './exotics.js';
|
|
36
|
+
export type { EquityLattice, EquityLatticeOptions, LatticeNode, LatticeVariant, } from './equity-lattice.js';
|
|
37
|
+
export { callContract, putContract, european, usEquityCall, usEquityPut, usEquityOption, } from './contract.js';
|
|
38
|
+
export type { UsEquityOptionInput } from './contract.js';
|
|
39
|
+
export { chainGreeks } from './chain-greeks.js';
|
|
40
|
+
export type { ChainGreeksInput, ChainGreeksResult, ChainGreeksDiagnostics, ChainGreeksRowDiagnostic, ChainGreeksRowStatus, ChainGreeksAssumptionsExtra, } from './chain-greeks.js';
|
|
41
|
+
export type { OptionBuilderInput, InstrumentBuilderInput } from './contract.js';
|
|
42
|
+
export { priceMany } from './batch.js';
|
|
43
|
+
export type { OptionBatchColumns, OptionBatchResult, OptionImpliedVolatilityBatchColumns, OptionImpliedVolatilityBatchResult, PriceManyInput, } from './batch.js';
|
|
44
|
+
export { vanillaIntrinsic } from './payoff.js';
|
|
45
|
+
export type { VanillaIntrinsicInput } from './payoff.js';
|
|
46
|
+
export { checkBlackScholesNoArbitrage } from './arbitrage.js';
|
|
47
|
+
export type { BlackScholesNoArbitrageInput } from './arbitrage.js';
|
|
48
|
+
export { selectQuotePrice } from './quote.js';
|
|
49
|
+
export type { OptionQuote } from '../../core/dist/index.js';
|
|
50
|
+
export type { PriceSource } from '../../core/dist/index.js';
|
|
51
|
+
export { impliedForward, impliedDividendYield, impliedBorrow, boxSpreadRate, ParityCode, DEFAULT_OUTLIER_THRESHOLD, } from './parity.js';
|
|
52
|
+
export type { ParityResult, ParityDiagnostics, ParityAssumptions, ParityStrikeResidual, BoxSpreadResult, BoxSpreadDiagnostics, BoxSpreadAssumptions, ImpliedForwardOptions, ImpliedDividendYieldOptions, ImpliedBorrowOptions, BoxSpreadOptions, } from './parity.js';
|
|
53
|
+
export { impliedVolatility, impliedVolatilityMany } from './iv.js';
|
|
54
|
+
export type { ImpliedVolatilityMethod, ImpliedVolatilityOptions, ImpliedVolatilitySolveResult, ImpliedVolatilityDiagnostics, } from './iv.js';
|
|
55
|
+
export { americanImpliedVolatility } from './american-iv.js';
|
|
56
|
+
export type { AmericanImpliedVolatilityOptions, AmericanImpliedVolatilityInput, } from './american-iv.js';
|
|
57
|
+
export { americanExercise } from './exercise.js';
|
|
58
|
+
export type { AmericanExerciseOptions, AmericanExerciseResult, BoundaryPoint, AmericanExerciseInput, } from './exercise.js';
|
|
59
|
+
export { dividendTermStructure } from './dividend-term-structure.js';
|
|
60
|
+
export type { DividendTermStructureInput, DividendTermStructurePoint, DividendTermStructure, } from './dividend-term-structure.js';
|
|
61
|
+
export type { BlackScholesImpliedVolatilityResult, BlackScholesImpliedVolatilityOptions, ImpliedVolatilityReason, } from './bsm.js';
|
|
62
|
+
export type { Greeks, ExtendedGreeks, DiscreteDividend, BlackScholesInput, BlackScholesTypedInput, BlackScholesImpliedVolatilityInput, OptionMarket, PriceResult, ImpliedVolatilityResult, } from './types.js';
|
|
63
|
+
export { schemas, BlackScholesInputSchema, BlackScholesTypedInputSchema, BlackScholesImpliedVolatilityInputSchema, OptionContractSchema, } from './schema.js';
|
|
64
|
+
export type { OptionContract, OptionType, OptionStyle } from '../../core/dist/index.js';
|
|
65
|
+
//# sourceMappingURL=index.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,EAAE,YAAY,EAAE,MAAM,oBAAoB,CAAC;AAClD,OAAO,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AACtD,YAAY,EACV,sBAAsB,EACtB,uBAAuB,EACvB,4BAA4B,EAC5B,uBAAuB,EACvB,sBAAsB,EACtB,sBAAsB,EACtB,4BAA4B,EAC5B,4BAA4B,EAC5B,yBAAyB,EACzB,oBAAoB,EACpB,+BAA+B,EAC/B,uBAAuB,GACxB,MAAM,mBAAmB,CAAC;AAC3B,YAAY,EAAE,MAAM,EAAE,MAAM,kBAAkB,CAAC;AAE/C,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AACvC,YAAY,EACV,YAAY,EACZ,iBAAiB,EACjB,6BAA6B,EAC7B,8BAA8B,GAC/B,MAAM,cAAc,CAAC;AAGtB,OAAO,EAAE,SAAS,EAAE,MAAM,gBAAgB,CAAC;AAC3C,YAAY,EACV,cAAc,EACd,mBAAmB,EACnB,+BAA+B,EAC/B,gCAAgC,GACjC,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EAAE,MAAM,EAAE,WAAW,EAAE,uBAAuB,EAAE,MAAM,UAAU,CAAC;AAGxE,YAAY,EAAE,gBAAgB,EAAE,4BAA4B,EAAE,MAAM,UAAU,CAAC;AAC/E,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AACrC,OAAO,EACL,OAAO,EACP,yBAAyB,EACzB,2BAA2B,EAC3B,cAAc,GACf,MAAM,cAAc,CAAC;AACtB,YAAY,EACV,mBAAmB,EACnB,wBAAwB,EACxB,YAAY,EACZ,qBAAqB,EACrB,sBAAsB,EACtB,6BAA6B,EAC7B,aAAa,EACb,iBAAiB,EACjB,gBAAgB,EAChB,mBAAmB,EACnB,mBAAmB,EACnB,sBAAsB,GACvB,MAAM,cAAc,CAAC;AACtB,YAAY,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AAKzD,OAAO,EAAE,GAAG,EAAE,MAAM,kBAAkB,CAAC;AACvC,YAAY,EAAE,YAAY,EAAE,gBAAgB,EAAE,MAAM,kBAAkB,CAAC;AACvE,YAAY,EACV,sBAAsB,EACtB,qBAAqB,EACrB,gBAAgB,EAChB,+BAA+B,EAC/B,oBAAoB,EACpB,kBAAkB,EAClB,yBAAyB,EACzB,iBAAiB,EACjB,cAAc,GACf,MAAM,kBAAkB,CAAC;AAG1B,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AACrC,YAAY,EACV,gBAAgB,EAChB,WAAW,EACX,4BAA4B,EAC5B,uBAAuB,EACvB,sBAAsB,GACvB,MAAM,aAAa,CAAC;AAGrB,OAAO,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC;AACjC,YAAY,EACV,cAAc,EACd,kBAAkB,EAClB,SAAS,EACT,WAAW,EACX,qBAAqB,EACrB,oBAAoB,GACrB,MAAM,WAAW,CAAC;AAGnB,OAAO,EAAE,eAAe,EAAE,MAAM,uBAAuB,CAAC;AACxD,YAAY,EACV,yBAAyB,EACzB,uBAAuB,EACvB,qBAAqB,EACrB,aAAa,EACb,gCAAgC,EAChC,oBAAoB,EACpB,gCAAgC,EAChC,+BAA+B,GAChC,MAAM,uBAAuB,CAAC;AAI/B,OAAO,EACL,OAAO,EACP,KAAK,EACL,QAAQ,EACR,MAAM,EACN,MAAM,EACN,MAAM,EACN,OAAO,EACP,YAAY,EACZ,YAAY,EACZ,cAAc,EACd,OAAO,EACP,KAAK,EACL,WAAW,EACX,YAAY,EACZ,OAAO,EACP,QAAQ,EACR,cAAc,EACd,KAAK,EACL,aAAa,GACd,MAAM,cAAc,CAAC;AACtB,YAAY,EACV,YAAY,EACZ,sBAAsB,EACtB,WAAW,EACX,YAAY,EACZ,wBAAwB,EACxB,UAAU,EACV,oBAAoB,EACpB,sBAAsB,EACtB,cAAc,EACd,aAAa,EACb,yBAAyB,EACzB,WAAW,EACX,WAAW,EACX,eAAe,EACf,WAAW,EACX,WAAW,EACX,iBAAiB,EACjB,WAAW,EACX,YAAY,EACZ,SAAS,EACT,UAAU,EACV,sBAAsB,EACtB,eAAe,EACf,gBAAgB,EAChB,iBAAiB,EACjB,YAAY,EACZ,aAAa,EACb,mBAAmB,EACnB,UAAU,EACV,WAAW,EACX,sBAAsB,EACtB,kBAAkB,EAClB,aAAa,EACb,8BAA8B,GAC/B,MAAM,cAAc,CAAC;AAItB,YAAY,EACV,aAAa,EACb,oBAAoB,EACpB,WAAW,EACX,cAAc,GACf,MAAM,qBAAqB,CAAC;AAE7B,OAAO,EACL,YAAY,EACZ,WAAW,EACX,QAAQ,EACR,YAAY,EACZ,WAAW,EACX,cAAc,GACf,MAAM,eAAe,CAAC;AACvB,YAAY,EAAE,mBAAmB,EAAE,MAAM,eAAe,CAAC;AAEzD,OAAO,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAC;AAChD,YAAY,EACV,gBAAgB,EAChB,iBAAiB,EACjB,sBAAsB,EACtB,wBAAwB,EACxB,oBAAoB,EACpB,2BAA2B,GAC5B,MAAM,mBAAmB,CAAC;AAC3B,YAAY,EAAE,kBAAkB,EAAE,sBAAsB,EAAE,MAAM,eAAe,CAAC;AAGhF,OAAO,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AAEvC,YAAY,EACV,kBAAkB,EAClB,iBAAiB,EACjB,mCAAmC,EACnC,kCAAkC,EAClC,cAAc,GACf,MAAM,YAAY,CAAC;AAIpB,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAC;AAC/C,YAAY,EAAE,qBAAqB,EAAE,MAAM,aAAa,CAAC;AAGzD,OAAO,EAAE,4BAA4B,EAAE,MAAM,gBAAgB,CAAC;AAC9D,YAAY,EAAE,4BAA4B,EAAE,MAAM,gBAAgB,CAAC;AACnE,OAAO,EAAE,gBAAgB,EAAE,MAAM,YAAY,CAAC;AAE9C,YAAY,EAAE,WAAW,EAAE,MAAM,0BAAoB,CAAC;AACtD,YAAY,EAAE,WAAW,EAAE,MAAM,0BAAoB,CAAC;AAGtD,OAAO,EACL,cAAc,EACd,oBAAoB,EACpB,aAAa,EACb,aAAa,EACb,UAAU,EACV,yBAAyB,GAC1B,MAAM,aAAa,CAAC;AACrB,YAAY,EACV,YAAY,EACZ,iBAAiB,EACjB,iBAAiB,EACjB,oBAAoB,EACpB,eAAe,EACf,oBAAoB,EACpB,oBAAoB,EACpB,qBAAqB,EACrB,2BAA2B,EAC3B,oBAAoB,EACpB,gBAAgB,GACjB,MAAM,aAAa,CAAC;AAGrB,OAAO,EAAE,iBAAiB,EAAE,qBAAqB,EAAE,MAAM,SAAS,CAAC;AACnE,YAAY,EACV,uBAAuB,EACvB,wBAAwB,EACxB,4BAA4B,EAC5B,4BAA4B,GAC7B,MAAM,SAAS,CAAC;AACjB,OAAO,EAAE,yBAAyB,EAAE,MAAM,kBAAkB,CAAC;AAC7D,YAAY,EACV,gCAAgC,EAChC,8BAA8B,GAC/B,MAAM,kBAAkB,CAAC;AAE1B,OAAO,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AACjD,YAAY,EACV,uBAAuB,EACvB,sBAAsB,EACtB,aAAa,EACb,qBAAqB,GACtB,MAAM,eAAe,CAAC;AAGvB,OAAO,EAAE,qBAAqB,EAAE,MAAM,8BAA8B,CAAC;AACrE,YAAY,EACV,0BAA0B,EAC1B,0BAA0B,EAC1B,qBAAqB,GACtB,MAAM,8BAA8B,CAAC;AAItC,YAAY,EACV,mCAAmC,EACnC,oCAAoC,EACpC,uBAAuB,GACxB,MAAM,UAAU,CAAC;AAElB,YAAY,EACV,MAAM,EACN,cAAc,EACd,gBAAgB,EAChB,iBAAiB,EACjB,sBAAsB,EACtB,kCAAkC,EAClC,YAAY,EACZ,WAAW,EACX,uBAAuB,GACxB,MAAM,YAAY,CAAC;AAKpB,OAAO,EACL,OAAO,EACP,uBAAuB,EACvB,4BAA4B,EAC5B,wCAAwC,EACxC,oBAAoB,GACrB,MAAM,aAAa,CAAC;AAGrB,YAAY,EAAE,cAAc,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,0BAAoB,CAAC"}
|
|
@@ -0,0 +1,58 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* `@insiderfinance/totalfinance/options` — option contracts, pricing engines, Greeks, and implied volatility.
|
|
3
|
+
* Browser-safe, zero runtime dependencies.
|
|
4
|
+
*
|
|
5
|
+
* Two API shapes (design law #1):
|
|
6
|
+
* - facade: `import { blackScholes } from '@insiderfinance/totalfinance/options'` → flat args, plain values, `.explain()`.
|
|
7
|
+
* - pro: `import { option, market, engines } from '@insiderfinance/totalfinance/options'` → rich envelopes.
|
|
8
|
+
*
|
|
9
|
+
* Hot path: `import { blackScholes } from '@insiderfinance/totalfinance/options/black-scholes'` for the leanest bundle.
|
|
10
|
+
*/
|
|
11
|
+
export { blackScholes } from './black-scholes.js';
|
|
12
|
+
export { optionChainHealth } from './chain-health.js';
|
|
13
|
+
export { black76 } from './black76.js';
|
|
14
|
+
// Kernels black76Price/black76Greeks/… live on the expert subpath `@insiderfinance/totalfinance/options/black76`.
|
|
15
|
+
export { bachelier } from './bachelier.js';
|
|
16
|
+
// Kernels bachelierPrice/… live on the expert subpath `@insiderfinance/totalfinance/options/bachelier`.
|
|
17
|
+
export { option, priceOption, impliedVolatilityOption } from './pro.js';
|
|
18
|
+
export { market } from './market.js';
|
|
19
|
+
export { engines, defineOptionPricingEngine, validateOptionPricingEngine, compareEngines, } from './engines.js';
|
|
20
|
+
// Monte-Carlo / quasi-Monte-Carlo European pricing (spec §8.6, §9.3). The flat kernels
|
|
21
|
+
// (monteCarloPrice, monteCarloEuropean) moved to '@insiderfinance/totalfinance/options/monte-carlo' (P3.1b
|
|
22
|
+
// kernels-off-roots); the curated `gbm` namespace remains the root surface.
|
|
23
|
+
export { gbm } from './monte-carlo.js';
|
|
24
|
+
// Heston stochastic-volatility model — COS analytic + QE Monte-Carlo (spec §9.3, §10.1).
|
|
25
|
+
export { heston } from './heston.js';
|
|
26
|
+
// SABR model — Hagan asymptotics + SDE Monte-Carlo (spec §9.3, §10.1).
|
|
27
|
+
export { sabr } from './sabr.js';
|
|
28
|
+
// Dupire local volatility — surface extraction + grid-cached Monte-Carlo (spec §9.3, §10.1).
|
|
29
|
+
export { localVolatility } from './local-volatility.js';
|
|
30
|
+
// Exotic engines — barrier, Asian, lookback, spread, quanto, basket, rainbow, autocallable,
|
|
31
|
+
// variance/volatility swaps (analytic + Monte-Carlo) (spec §9.3).
|
|
32
|
+
export { barrier, asian, lookback, spread, quanto, basket, rainbow, autocallable, varianceSwap, volatilitySwap, digital, touch, doubleTouch, forwardStart, cliquet, napoleon, reverseCliquet, compo, inverseOption, } from './exotics.js';
|
|
33
|
+
export { callContract, putContract, european, usEquityCall, usEquityPut, usEquityOption, } from './contract.js';
|
|
34
|
+
// B7: the Greeks call that exists — solves every chain row from its observed price.
|
|
35
|
+
export { chainGreeks } from './chain-greeks.js';
|
|
36
|
+
// Batch pricing (spec §9.6).
|
|
37
|
+
export { priceMany } from './batch.js';
|
|
38
|
+
// Expiration payoff primitives (`@insiderfinance/totalfinance/options/payoff`): the standalone vanilla intrinsic —
|
|
39
|
+
// gross value per unit, model-free, deliberately not P&L (that stays on Position.pnlAtExpiry).
|
|
40
|
+
export { vanillaIntrinsic } from './payoff.js';
|
|
41
|
+
// No-arbitrage checks and quote price-source selection (boundary-guarded over the core kernel).
|
|
42
|
+
export { checkBlackScholesNoArbitrage } from './arbitrage.js';
|
|
43
|
+
export { selectQuotePrice } from './quote.js';
|
|
44
|
+
// Put-call parity / implied carry from a snapshot chain (spec §WS9.4).
|
|
45
|
+
export { impliedForward, impliedDividendYield, impliedBorrow, boxSpreadRate, ParityCode, DEFAULT_OUTLIER_THRESHOLD, } from './parity.js';
|
|
46
|
+
// Implied-volatility method suite (spec §9.5).
|
|
47
|
+
export { impliedVolatility, impliedVolatilityMany } from './iv.js';
|
|
48
|
+
export { americanImpliedVolatility } from './american-iv.js';
|
|
49
|
+
// American exercise analytics: early-exercise premium decomposition + exercise boundary S*(τ).
|
|
50
|
+
export { americanExercise } from './exercise.js';
|
|
51
|
+
// Dividend term structures: discrete schedule + continuous yield unified into per-expiry
|
|
52
|
+
// forward / dividend-PV / continuous-equivalent yield q_eff(T).
|
|
53
|
+
export { dividendTermStructure } from './dividend-term-structure.js';
|
|
54
|
+
// Runtime schemas (spec §6) — re-exported here as a convenience on the aggregate entrypoint.
|
|
55
|
+
// Bundlers tree-shake them when unused; for a guaranteed schema-free footprint import the deep
|
|
56
|
+
// `@insiderfinance/totalfinance/options/black-scholes` entrypoint (the hot path, enforced by the bundle-size test).
|
|
57
|
+
export { schemas, BlackScholesInputSchema, BlackScholesTypedInputSchema, BlackScholesImpliedVolatilityInputSchema, OptionContractSchema, } from './schema.js';
|
|
58
|
+
//# sourceMappingURL=index.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,EAAE,YAAY,EAAE,MAAM,oBAAoB,CAAC;AAClD,OAAO,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAiBtD,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AAOvC,kHAAkH;AAElH,OAAO,EAAE,SAAS,EAAE,MAAM,gBAAgB,CAAC;AAO3C,wGAAwG;AAExG,OAAO,EAAE,MAAM,EAAE,WAAW,EAAE,uBAAuB,EAAE,MAAM,UAAU,CAAC;AAIxE,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AACrC,OAAO,EACL,OAAO,EACP,yBAAyB,EACzB,2BAA2B,EAC3B,cAAc,GACf,MAAM,cAAc,CAAC;AAiBtB,uFAAuF;AACvF,2GAA2G;AAC3G,4EAA4E;AAC5E,OAAO,EAAE,GAAG,EAAE,MAAM,kBAAkB,CAAC;AAcvC,yFAAyF;AACzF,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AASrC,uEAAuE;AACvE,OAAO,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC;AAUjC,6FAA6F;AAC7F,OAAO,EAAE,eAAe,EAAE,MAAM,uBAAuB,CAAC;AAYxD,4FAA4F;AAC5F,kEAAkE;AAClE,OAAO,EACL,OAAO,EACP,KAAK,EACL,QAAQ,EACR,MAAM,EACN,MAAM,EACN,MAAM,EACN,OAAO,EACP,YAAY,EACZ,YAAY,EACZ,cAAc,EACd,OAAO,EACP,KAAK,EACL,WAAW,EACX,YAAY,EACZ,OAAO,EACP,QAAQ,EACR,cAAc,EACd,KAAK,EACL,aAAa,GACd,MAAM,cAAc,CAAC;AA+CtB,OAAO,EACL,YAAY,EACZ,WAAW,EACX,QAAQ,EACR,YAAY,EACZ,WAAW,EACX,cAAc,GACf,MAAM,eAAe,CAAC;AAEvB,oFAAoF;AACpF,OAAO,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAC;AAWhD,6BAA6B;AAC7B,OAAO,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AAUvC,mHAAmH;AACnH,+FAA+F;AAC/F,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAC;AAG/C,gGAAgG;AAChG,OAAO,EAAE,4BAA4B,EAAE,MAAM,gBAAgB,CAAC;AAE9D,OAAO,EAAE,gBAAgB,EAAE,MAAM,YAAY,CAAC;AAK9C,uEAAuE;AACvE,OAAO,EACL,cAAc,EACd,oBAAoB,EACpB,aAAa,EACb,aAAa,EACb,UAAU,EACV,yBAAyB,GAC1B,MAAM,aAAa,CAAC;AAerB,+CAA+C;AAC/C,OAAO,EAAE,iBAAiB,EAAE,qBAAqB,EAAE,MAAM,SAAS,CAAC;AAOnE,OAAO,EAAE,yBAAyB,EAAE,MAAM,kBAAkB,CAAC;AAK7D,+FAA+F;AAC/F,OAAO,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AAOjD,yFAAyF;AACzF,gEAAgE;AAChE,OAAO,EAAE,qBAAqB,EAAE,MAAM,8BAA8B,CAAC;AA2BrE,6FAA6F;AAC7F,+FAA+F;AAC/F,oHAAoH;AACpH,OAAO,EACL,OAAO,EACP,uBAAuB,EACvB,4BAA4B,EAC5B,wCAAwC,EACxC,oBAAoB,GACrB,MAAM,aAAa,CAAC"}
|
|
@@ -0,0 +1,85 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Implied-volatility method suite (spec §9.5).
|
|
3
|
+
*
|
|
4
|
+
* Multiple solver methods over the Black–Scholes–Merton model, all returning rich diagnostics:
|
|
5
|
+
* - `brent` — the bracketed reference path (always converges when a solution exists);
|
|
6
|
+
* - `newton` / `halley` / `householder` — derivative methods (1st/2nd/3rd σ-derivatives), seeded
|
|
7
|
+
* by the Manaster–Koller starting point for monotone convergence;
|
|
8
|
+
* - `auto` — Householder with a Brent fallback; reports the method actually used.
|
|
9
|
+
*
|
|
10
|
+
* Per spec §9.5, `'rational'` is reserved for a faithful Jäckel-style rational/asymptotic inversion
|
|
11
|
+
* and is intentionally NOT exposed until that exact algorithm lands — we never alias it to another
|
|
12
|
+
* method.
|
|
13
|
+
*
|
|
14
|
+
* Failures (below-intrinsic, above-max, non-convergence, vanishing vega) are reported honestly,
|
|
15
|
+
* never fabricated (design law #4).
|
|
16
|
+
*/
|
|
17
|
+
import { type Assumptions, type Computed, type QuantWarning } from '../../core/dist/index.js';
|
|
18
|
+
import type { BlackScholesImpliedVolatilityInput } from './types.js';
|
|
19
|
+
export type ImpliedVolatilityMethod = 'auto' | 'brent' | 'newton' | 'halley' | 'householder';
|
|
20
|
+
export interface ImpliedVolatilityOptions {
|
|
21
|
+
method?: ImpliedVolatilityMethod;
|
|
22
|
+
/** Fall back to Brent when a derivative method fails (default `true`). */
|
|
23
|
+
fallback?: boolean;
|
|
24
|
+
/** In batch mode, throw on the first bad row instead of recording it (default `false`). */
|
|
25
|
+
failFast?: boolean;
|
|
26
|
+
}
|
|
27
|
+
export interface ImpliedVolatilityDiagnostics {
|
|
28
|
+
engine: string;
|
|
29
|
+
/** The method actually used (may differ from the requested method after a fallback). */
|
|
30
|
+
method: string;
|
|
31
|
+
converged: boolean;
|
|
32
|
+
iterations: number;
|
|
33
|
+
/** Whether a fallback path was taken. */
|
|
34
|
+
fallback: boolean;
|
|
35
|
+
warnings: QuantWarning[];
|
|
36
|
+
}
|
|
37
|
+
/** `value` is `null` when the solve failed (no-arbitrage violation / no convergence) — the
|
|
38
|
+
* reason rides `diagnostics` (`converged: false` + a warning). Never NaN (Law 7 / E3). */
|
|
39
|
+
export type ImpliedVolatilitySolveResult = Computed<number | null> & {
|
|
40
|
+
diagnostics: ImpliedVolatilityDiagnostics;
|
|
41
|
+
};
|
|
42
|
+
/**
|
|
43
|
+
* Solve BSM implied volatility with the chosen method, reporting rich diagnostics — quantitative
|
|
44
|
+
* failure (price outside no-arbitrage bounds, no convergence) reports `converged: false` with the
|
|
45
|
+
* reason, never a fabricated vol.
|
|
46
|
+
*
|
|
47
|
+
* @example
|
|
48
|
+
* ```ts
|
|
49
|
+
* import { impliedVolatility } from '@insiderfinance/totalfinance/options';
|
|
50
|
+
*
|
|
51
|
+
* const solved = impliedVolatility({
|
|
52
|
+
* price: 2.31, spot: 100, strike: 105, timeToExpiryYears: 30 / 365, riskFreeRate: 0.045, type: 'call',
|
|
53
|
+
* });
|
|
54
|
+
* solved.value; // 0.2199… (annualized volatility)
|
|
55
|
+
* solved.diagnostics.converged; // true — ALWAYS check before trusting the value
|
|
56
|
+
* solved.diagnostics.method; // which solver actually ran ('brent', 'newton', …)
|
|
57
|
+
* ```
|
|
58
|
+
*/
|
|
59
|
+
export declare function impliedVolatility(input: BlackScholesImpliedVolatilityInput, options?: ImpliedVolatilityOptions): ImpliedVolatilitySolveResult;
|
|
60
|
+
/**
|
|
61
|
+
* The batch IV report (Law 2 report grammar): one solve envelope per input row, plus batch-level
|
|
62
|
+
* `assumptions` (shared conventions, row count) and `diagnostics` (a summary warning when any row
|
|
63
|
+
* failed — the per-row reason stays on `results[i].diagnostics`).
|
|
64
|
+
*/
|
|
65
|
+
export interface ImpliedVolatilityBatchResult {
|
|
66
|
+
/** One solve envelope per input row, in input order. */
|
|
67
|
+
results: ImpliedVolatilitySolveResult[];
|
|
68
|
+
/** Applied conventions, echoed (per-row `timeToExpiryYears` rides each row's own assumptions). */
|
|
69
|
+
assumptions: Assumptions<{
|
|
70
|
+
rows: number;
|
|
71
|
+
}>;
|
|
72
|
+
/** Batch diagnostics: `converged` is true iff EVERY row converged. */
|
|
73
|
+
diagnostics: {
|
|
74
|
+
engine: string;
|
|
75
|
+
method: string;
|
|
76
|
+
converged: boolean;
|
|
77
|
+
warnings: QuantWarning[];
|
|
78
|
+
};
|
|
79
|
+
}
|
|
80
|
+
/**
|
|
81
|
+
* Batch implied volatility with per-row diagnostics on `results`. A bad row yields a non-converged
|
|
82
|
+
* row result rather than aborting the chain — unless `failFast` is set.
|
|
83
|
+
*/
|
|
84
|
+
export declare function impliedVolatilityMany(rows: BlackScholesImpliedVolatilityInput[], options?: ImpliedVolatilityOptions): ImpliedVolatilityBatchResult;
|
|
85
|
+
//# sourceMappingURL=iv.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"iv.d.ts","sourceRoot":"","sources":["../src/iv.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;GAeG;AAEH,OAAO,EAIL,KAAK,WAAW,EAChB,KAAK,QAAQ,EAIb,KAAK,YAAY,EAUlB,MAAM,0BAAoB,CAAC;AAU5B,OAAO,KAAK,EAAE,kCAAkC,EAAE,MAAM,YAAY,CAAC;AAIrE,MAAM,MAAM,uBAAuB,GAAG,MAAM,GAAG,OAAO,GAAG,QAAQ,GAAG,QAAQ,GAAG,aAAa,CAAC;AAE7F,MAAM,WAAW,wBAAwB;IACvC,MAAM,CAAC,EAAE,uBAAuB,CAAC;IACjC,0EAA0E;IAC1E,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,2FAA2F;IAC3F,QAAQ,CAAC,EAAE,OAAO,CAAC;CACpB;AAiDD,MAAM,WAAW,4BAA4B;IAC3C,MAAM,EAAE,MAAM,CAAC;IACf,wFAAwF;IACxF,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,OAAO,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;IACnB,yCAAyC;IACzC,QAAQ,EAAE,OAAO,CAAC;IAClB,QAAQ,EAAE,YAAY,EAAE,CAAC;CAC1B;AAED;0FAC0F;AAC1F,MAAM,MAAM,4BAA4B,GAAG,QAAQ,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG;IACnE,WAAW,EAAE,4BAA4B,CAAC;CAC3C,CAAC;AAkGF;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,iBAAiB,CAC/B,KAAK,EAAE,kCAAkC,EACzC,OAAO,GAAE,wBAA6B,GACrC,4BAA4B,CAqQ9B;AAED;;;;GAIG;AACH,MAAM,WAAW,4BAA4B;IAC3C,wDAAwD;IACxD,OAAO,EAAE,4BAA4B,EAAE,CAAC;IACxC,kGAAkG;IAClG,WAAW,EAAE,WAAW,CAAC;QAAE,IAAI,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IAC3C,sEAAsE;IACtE,WAAW,EAAE;QACX,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,MAAM,CAAC;QACf,SAAS,EAAE,OAAO,CAAC;QACnB,QAAQ,EAAE,YAAY,EAAE,CAAC;KAC1B,CAAC;CACH;AAED;;;GAGG;AACH,wBAAgB,qBAAqB,CACnC,IAAI,EAAE,kCAAkC,EAAE,EAC1C,OAAO,GAAE,wBAA6B,GACrC,4BAA4B,CA6D9B"}
|