@insiderfinance/totalfinance 0.1.0

package/modules/risk/dist/portfolio.d.ts

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+/**
+ * `@insiderfinance/totalfinance/risk/portfolio` — portfolio-level risk approximations (spec §15.3): concentration,
+ * liquidity, margin, and Greeks aggregation. Pure functions over weights / positions / Greeks; no
+ * market data or option pricing pulled in.
+ */
+import { type Computed, type QuantWarning } from '../../core/dist/index.js';
+import type { Position } from './scenario.js';
+/** The bare concentration read-out (the values `analyzeBook` embeds without a nested report). */
+export interface ConcentrationValues {
+    /** Herfindahl-Hirschman index `Σ s_i²` on gross-normalized weights (1 = one name, 1/n = equal). */
+    hhi: number;
+    /**
+     * Effective number of positions `1 / HHI`; `null` when the book has zero gross exposure (there is
+     * nothing to concentrate — Law 7: an undefined quantity is null-with-reason, never NaN).
+     */
+    effectiveCount: number | null;
+    /** Largest single name's share of gross exposure. */
+    topWeight: number;
+    /** Combined share of the top-`k` names (default `k = min(5, n)`). */
+    topKShare: number;
+    /** Gini coefficient of the gross-normalized weight distribution (0 = equal, →1 = concentrated). */
+    gini: number;
+}
+/** {@link concentration}'s report: the values plus the applied conventions (Law 2 report grammar). */
+export interface ConcentrationResult extends ConcentrationValues {
+    /** Applied conventions, echoed (Law 2 report grammar). */
+    assumptions: {
+        conventionsVersion: string;
+        [k: string]: unknown;
+    };
+    /** Structured warnings; always present (possibly empty). */
+    diagnostics: {
+        warnings: QuantWarning[];
+    };
+}
+/**
+ * Concentration of a (possibly long/short) weight vector, measured on gross-normalized shares
+ * `s_i = |w_i| / Σ|w|`: the HHI and its reciprocal effective-N, the largest and top-k shares, and the
+ * Gini coefficient.
+ */
+export declare function concentration(weights: ArrayLike<number>, options?: {
+    topK?: number;
+}): ConcentrationResult;
+export interface LiquidityPosition {
+    /** Position size (signed), in the same unit as `averageDailyVolume` (shares or notional). */
+    size: number;
+    /** Average daily volume (> 0), same unit as `size`. */
+    averageDailyVolume: number;
+}
+export interface LiquidityResult {
+    /** Applied conventions, echoed (Law 2 report grammar). */
+    assumptions: {
+        conventionsVersion: string;
+        [k: string]: unknown;
+    };
+    /** Structured warnings; always present (possibly empty). */
+    diagnostics: {
+        warnings: QuantWarning[];
+    };
+    perAsset: {
+        daysToLiquidate: number;
+        averageDailyVolumeMultiple: number;
+    }[];
+    /** Days to fully unwind the book trading each name at `participation` of its ADV (the slowest name). */
+    portfolioDaysToLiquidate: number;
+}
+/**
+ * Liquidity approximation: days to liquidate each position when trading at most `participation` of its
+ * average daily volume (default 20%), plus the slowest name's horizonPeriods for the whole book.
+ */
+export declare function liquidity(positions: readonly LiquidityPosition[], options?: {
+    participation?: number;
+}): LiquidityResult;
+/** Inputs to {@link marketImpact}: the trade size, the asset's ADV, and its per-period vol. */
+export interface MarketImpactInput {
+    /** Trade size (signed), in the same unit as `averageDailyVolume` (shares or notional). */
+    size: number;
+    /** Average daily volume (> 0), same unit as `size`. */
+    averageDailyVolume: number;
+    /** The asset's per-period vol (≥ 0). */
+    volatility: number;
+}
+/** {@link marketImpact}'s envelope: the impact cost plus the applied impact-law coefficient. */
+export type MarketImpactResult = Computed<number, {
+    coefficient: number;
+}>;
+/** Plain impact cost; use `marketImpact.explain(...)` for the coefficient and diagnostics. */
+export declare const marketImpact: import("../../core/dist/index.js").SeriesFacade<[input: MarketImpactInput, options?: {
+    coefficient?: number;
+} | undefined], number, {
+    coefficient: number;
+}>;
+export interface MarginResult {
+    /** Applied conventions, echoed (Law 2 report grammar). */
+    assumptions: {
+        conventionsVersion: string;
+        [k: string]: unknown;
+    };
+    /** Structured warnings; always present (possibly empty). */
+    diagnostics: {
+        warnings: QuantWarning[];
+    };
+    grossExposure: number;
+    netExposure: number;
+    longExposure: number;
+    /** Short exposure as a positive magnitude. */
+    shortExposure: number;
+    /** Initial (Reg-T-style) margin requirement: `initialRate · gross`. */
+    initialMargin: number;
+    /** Maintenance margin requirement: `maintenanceRate · gross`. */
+    maintenanceMargin: number;
+    /** Gross leverage `gross / equity`. */
+    leverage: number;
+    /** Whether `equity ≥ maintenanceMargin`. */
+    meetsMaintenance: boolean;
+}
+/**
+ * Margin approximation from signed position notionals and account equity: gross/net/long/short
+ * exposure, Reg-T-style initial (default 50%) and maintenance (default 25%) requirements, gross
+ * leverage, and a maintenance-met flag.
+ */
+export declare function margin(positionNotionals: ArrayLike<number>, options: {
+    equity: number;
+    initialRate?: number;
+    maintenanceRate?: number;
+}): MarginResult;
+export interface NakedMarginOptions {
+    /** Contract multiplier (default 100). */
+    multiplier?: number;
+    /** Reg-T naked "equity" rate — the % of underlying (default 0.20). */
+    equityRate?: number;
+    /** Reg-T naked floor rate — the % of underlying (calls) / strike (puts) minimum (default 0.10). */
+    floorRate?: number;
+}
+/** Inputs to {@link nakedCallMargin} / {@link nakedPutMargin}: the underlier spot, strike, and premium. */
+export interface NakedMarginInput {
+    /** Current price of the underlying (> 0). */
+    spot: number;
+    /** Option strike (> 0). */
+    strike: number;
+    /** Premium per share, entry mid (≥ 0). */
+    premium: number;
+}
+/**
+ * The naked-margin envelope: `value` is the Reg-T requirement in account currency per contract, and
+ * the applied multiplier / equity-rate / floor-rate defaults ride `assumptions` (dx §2.4).
+ */
+export type NakedMarginResult = Computed<number, {
+    multiplier: number;
+    equityRate: number;
+    floorRate: number;
+}>;
+/** Plain per-contract requirement; use `.explain()` for the applied Reg-T knobs. */
+export declare const nakedCallMargin: import("../../core/dist/index.js").SeriesFacade<[input: NakedMarginInput, options?: NakedMarginOptions | undefined], number, {
+    multiplier: number;
+    equityRate: number;
+    floorRate: number;
+}>;
+/** Plain per-contract requirement; use `.explain()` for the applied Reg-T knobs. */
+export declare const nakedPutMargin: import("../../core/dist/index.js").SeriesFacade<[input: NakedMarginInput, options?: NakedMarginOptions | undefined], number, {
+    multiplier: number;
+    equityRate: number;
+    floorRate: number;
+}>;
+/** One option leg of a position for the margin calculation. */
+export interface OptionMarginLeg {
+    type: 'call' | 'put';
+    /** Signed contracts: positive = long, negative = short. */
+    quantity: number;
+    strike: number;
+    /** Premium per share (entry mid). */
+    premium: number;
+}
+/**
+ * How an UNCOVERED short put is margined:
+ *   - `'reg-t-naked'` (default) — the Reg-T naked-put requirement, i.e. {@link nakedPutMargin};
+ *   - `'cash-secured'` — the full expiration max loss `(strike − premium)·multiplier`, i.e. the
+ *     cash a cash-secured seller must post. That is ~4× the Reg-T number and is what a
+ *     retail-cash account (or an IRA) actually needs.
+ */
+export type PutMarginBasis = 'reg-t-naked' | 'cash-secured';
+export interface OptionsMarginOptions extends NakedMarginOptions {
+    /** Current price of the underlying (> 0). */
+    spot: number;
+    /**
+     * Basis for UNCOVERED short puts. Default `'reg-t-naked'` — a margin account's actual
+     * requirement. Use `'cash-secured'` for a cash/IRA account, where the whole exercise value must
+     * be posted. Echoed in `assumptions.putMarginBasis`.
+     */
+    putMarginBasis?: PutMarginBasis;
+}
+export interface OptionsMarginResult {
+    /** Applied conventions, echoed (Law 2 report grammar). */
+    assumptions: {
+        conventionsVersion: string;
+        [k: string]: unknown;
+    };
+    /** Structured warnings; always present (possibly empty). */
+    diagnostics: {
+        warnings: QuantWarning[];
+    };
+    /** Initial margin / buying-power requirement, in account currency. */
+    initialMargin: number;
+    /**
+     * Buying-power reduction — what the account must set aside. Equals `initialMargin` for margin
+     * accounts; for a long-only (fully-paid) position it is the net debit paid.
+     */
+    buyingPowerReduction: number;
+    /**
+     * Worst-case expiration loss magnitude per contract; `null` when the loss is unbounded (e.g. a
+     * naked call — no finite worst case exists; `Infinity` is not JSON-safe, Law 7). `definedRisk:
+     * false` is the primary unbounded discriminant, and a `risk.unbounded_loss` warning explains the
+     * null.
+     */
+    maxLoss: number | null;
+    /** Net debit paid (> 0) or credit received (< 0), per contract. */
+    netDebit: number;
+    /** True when the position's loss is capped (spreads / condors / butterflies / long options). */
+    definedRisk: boolean;
+    /**
+     * How the requirement was derived. `'reg-t-naked-put'` is the bounded-but-uncovered case: the
+     * loss IS capped (a put's underlying stops at 0), but the position is short naked puts, so the
+     * requirement is the Reg-T naked-put charge on the uncovered contracts plus the capped max loss
+     * of whatever remains — not the cash-secured exercise value.
+     */
+    method: 'defined-risk-max-loss' | 'reg-t-naked' | 'reg-t-naked-put' | 'long-premium';
+}
+/**
+ * Initial margin / buying-power for a single-underlying, single-expiry multi-leg option position
+ * (spec §15.3, product review §6). The expiration payoff is piecewise-linear, so the requirement is:
+ *
+ *  - **long only** (all legs bought): the net debit paid (fully-paid, no additional margin);
+ *  - **covered defined risk** (every short leg is offset — verticals, condors, butterflies): the
+ *    max loss;
+ *  - **uncovered short puts** (more short put contracts than long ones): the Reg-T naked-put
+ *    requirement on the uncovered contracts + the max loss of the rest. A short put's loss is
+ *    *bounded* (the underlying stops at 0), but bounded is not the same as covered: charging the
+ *    whole `(strike − premium)` exercise value margins a margin account as if it were
+ *    cash-secured, ~4× the Reg-T requirement one function away (`nakedPutMargin`). Opt into the
+ *    cash-secured basis for a cash/IRA account with `putMarginBasis: 'cash-secured'`;
+ *  - **undefined risk** (a net-short call leaves the upside unbounded): the Reg-T naked requirement
+ *    summed over the short legs — a conservative strategy-based approximation (a portfolio-margin
+ *    engine would net offsets more finely).
+ *
+ * Coverage is counted contract-for-contract per option type, pairing the highest strikes first, so
+ * a 1×1 spread is covered and the extra short in a 2×1 ratio is not. `maxLoss` is unaffected by the
+ * margin basis — it stays the position's true worst case at expiration.
+ *
+ * Pure and clock-free; premiums, strikes, and the underlier are explicit inputs.
+ */
+export declare function optionsMargin(legs: readonly OptionMarginLeg[], options: OptionsMarginOptions): OptionsMarginResult;
+export interface PortfolioGreeks {
+    /** Net mark value `Σ qty · multiplier · value`. */
+    value: number;
+    /** Book totals in the one unit system: theta per calendar day, vega per vol point, rho per 1%. */
+    delta: number;
+    gamma: number;
+    vega: number;
+    theta: number;
+    rho: number;
+}
+/**
+ * {@link aggregateGreeks}'s envelope: `value` carries the book-level totals; `assumptions` echo the
+ * position count and the missing-greeks-count-as-0 convention.
+ */
+export type AggregateGreeksResult = Computed<PortfolioGreeks, {
+    positions: number;
+    missingGreeks: 'counted-as-zero';
+    /** Each position's `multiplier` (default 1) scales its value and Greeks with its `quantity`. */
+    contractMultiplier: 'applied';
+    /** The unit system of the totals: the options package's (theta per day, vega/rho per 1%). */
+    greekUnits: {
+        theta: 'perDay';
+        vega: 'per1Percent';
+        rho: 'per1Percent';
+    };
+}>;
+/**
+ * Aggregate per-position Greeks into book-level totals, each scaled by the position's signed
+ * `quantity` (default 1) AND its contract `multiplier` (default 1) — per-share option Greeks with
+ * `quantity` in contracts need `multiplier: 100`, and the result says so. Missing Greeks count as 0,
+ * so a mixed book of options and deltas aggregates cleanly. Greeks are in the one unit system
+ * (theta per day, vega per vol point, rho per 1%). Returns the standard `Computed` envelope
+ * (`value` = the totals).
+ */
+export declare function aggregateGreeks(positions: readonly Position[]): AggregateGreeksResult;
+export interface BetaWeightedPosition {
+    /** Net delta in shares (already quantity- and multiplier-scaled). */
+    delta: number;
+    /** The position's underlying (current) price. */
+    spot: number;
+    /** The underlying's beta to the reference index. */
+    beta: number;
+}
+export interface BetaWeightedDeltaResult {
+    /** Applied conventions, echoed (Law 2 report grammar). */
+    assumptions: {
+        conventionsVersion: string;
+        [k: string]: unknown;
+    };
+    /** Structured warnings; always present (possibly empty). */
+    diagnostics: {
+        warnings: QuantWarning[];
+    };
+    /** Net exposure in index-equivalent shares (`Σ δ·price·β / indexPrice`). */
+    indexDelta: number;
+    /** Net beta-weighted dollar delta (`Σ δ·price·β`). */
+    dollarDelta: number;
+    perPosition: {
+        dollarDelta: number;
+        indexDelta: number;
+    }[];
+}
+/**
+ * Beta-weight a book's delta to a reference index — the standard "what's my net delta in SPY terms"
+ * read-out. Each position's dollar delta `δ·price` is scaled by its beta and divided by the index
+ * price to express the whole book as index-equivalent shares.
+ */
+export declare function betaWeightedDelta(positions: readonly BetaWeightedPosition[], options: {
+    indexPrice: number;
+}): BetaWeightedDeltaResult;
+//# sourceMappingURL=portfolio.d.ts.map

package/modules/risk/dist/portfolio.d.ts.map

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