@insiderfinance/totalfinance 0.1.0

package/modules/totalfinance/dist/math.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/math` — the math domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/math`. */
+export * from '../../math/dist/index.js';
+//# sourceMappingURL=math.js.map

package/modules/totalfinance/dist/math.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"math.js","sourceRoot":"","sources":["../src/math.ts"],"names":[],"mappings":"AAAA,yIAAyI;AACzI,cAAc,0BAAoB,CAAC"}

package/modules/totalfinance/dist/options.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/options` — the options domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/options`. */
+export * from '../../options/dist/index.js';
+//# sourceMappingURL=options.d.ts.map

package/modules/totalfinance/dist/options.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"options.d.ts","sourceRoot":"","sources":["../src/options.ts"],"names":[],"mappings":"AAAA,kJAAkJ;AAClJ,cAAc,6BAAuB,CAAC"}

package/modules/totalfinance/dist/options.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/options` — the options domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/options`. */
+export * from '../../options/dist/index.js';
+//# sourceMappingURL=options.js.map

package/modules/totalfinance/dist/options.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"options.js","sourceRoot":"","sources":["../src/options.ts"],"names":[],"mappings":"AAAA,kJAAkJ;AAClJ,cAAc,6BAAuB,CAAC"}

package/modules/totalfinance/dist/performance.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/performance` — the performance domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/performance`. */
+export * from '../../performance/dist/index.js';
+//# sourceMappingURL=performance.d.ts.map

package/modules/totalfinance/dist/performance.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"performance.d.ts","sourceRoot":"","sources":["../src/performance.ts"],"names":[],"mappings":"AAAA,8JAA8J;AAC9J,cAAc,iCAA2B,CAAC"}

package/modules/totalfinance/dist/performance.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/performance` — the performance domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/performance`. */
+export * from '../../performance/dist/index.js';
+//# sourceMappingURL=performance.js.map

package/modules/totalfinance/dist/performance.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"performance.js","sourceRoot":"","sources":["../src/performance.ts"],"names":[],"mappings":"AAAA,8JAA8J;AAC9J,cAAc,iCAA2B,CAAC"}

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

@@ -0,0 +1,2 @@
+export * from '../../portfolio/dist/index.js';
+//# sourceMappingURL=portfolio.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"portfolio.d.ts","sourceRoot":"","sources":["../src/portfolio.ts"],"names":[],"mappings":"AAAA,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/portfolio.js

@@ -0,0 +1,2 @@
+export * from '../../portfolio/dist/index.js';
+//# sourceMappingURL=portfolio.js.map

package/modules/totalfinance/dist/portfolio.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"portfolio.js","sourceRoot":"","sources":["../src/portfolio.ts"],"names":[],"mappings":"AAAA,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/research.d.ts

@@ -0,0 +1,2 @@
+export * from '../../research/dist/index.js';
+//# sourceMappingURL=research.d.ts.map

package/modules/totalfinance/dist/research.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"research.d.ts","sourceRoot":"","sources":["../src/research.ts"],"names":[],"mappings":"AAAA,cAAc,8BAAwB,CAAC"}

package/modules/totalfinance/dist/research.js

@@ -0,0 +1,2 @@
+export * from '../../research/dist/index.js';
+//# sourceMappingURL=research.js.map

package/modules/totalfinance/dist/research.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"research.js","sourceRoot":"","sources":["../src/research.ts"],"names":[],"mappings":"AAAA,cAAc,8BAAwB,CAAC"}

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

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/risk` — the risk domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/risk`. */
+export * from '../../risk/dist/index.js';
+//# sourceMappingURL=risk.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"risk.d.ts","sourceRoot":"","sources":["../src/risk.ts"],"names":[],"mappings":"AAAA,yIAAyI;AACzI,cAAc,0BAAoB,CAAC"}

package/modules/totalfinance/dist/risk.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/risk` — the risk domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/risk`. */
+export * from '../../risk/dist/index.js';
+//# sourceMappingURL=risk.js.map

package/modules/totalfinance/dist/risk.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"risk.js","sourceRoot":"","sources":["../src/risk.ts"],"names":[],"mappings":"AAAA,yIAAyI;AACzI,cAAc,0BAAoB,CAAC"}

package/modules/totalfinance/dist/scenarios.d.ts

@@ -0,0 +1,2 @@
+export * from '../../scenarios/dist/index.js';
+//# sourceMappingURL=scenarios.d.ts.map

package/modules/totalfinance/dist/scenarios.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"scenarios.d.ts","sourceRoot":"","sources":["../src/scenarios.ts"],"names":[],"mappings":"AAAA,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/scenarios.js

@@ -0,0 +1,2 @@
+export * from '../../scenarios/dist/index.js';
+//# sourceMappingURL=scenarios.js.map

package/modules/totalfinance/dist/scenarios.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"scenarios.js","sourceRoot":"","sources":["../src/scenarios.ts"],"names":[],"mappings":"AAAA,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/strategy.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/strategy` — the strategy domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/strategy`. */
+export * from '../../strategy/dist/index.js';
+//# sourceMappingURL=strategy.d.ts.map

package/modules/totalfinance/dist/strategy.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../src/strategy.ts"],"names":[],"mappings":"AAAA,qJAAqJ;AACrJ,cAAc,8BAAwB,CAAC"}

package/modules/totalfinance/dist/strategy.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/strategy` — the strategy domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/strategy`. */
+export * from '../../strategy/dist/index.js';
+//# sourceMappingURL=strategy.js.map

package/modules/totalfinance/dist/strategy.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"strategy.js","sourceRoot":"","sources":["../src/strategy.ts"],"names":[],"mappings":"AAAA,qJAAqJ;AACrJ,cAAc,8BAAwB,CAAC"}

package/modules/totalfinance/dist/structure.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/structure` — the structure domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/structure`. */
+export * from '../../structure/dist/index.js';
+//# sourceMappingURL=structure.d.ts.map

package/modules/totalfinance/dist/structure.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"structure.d.ts","sourceRoot":"","sources":["../src/structure.ts"],"names":[],"mappings":"AAAA,wJAAwJ;AACxJ,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/structure.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/structure` — the structure domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/structure`. */
+export * from '../../structure/dist/index.js';
+//# sourceMappingURL=structure.js.map

package/modules/totalfinance/dist/structure.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"structure.js","sourceRoot":"","sources":["../src/structure.ts"],"names":[],"mappings":"AAAA,wJAAwJ;AACxJ,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/technical-analysis.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/technical-analysis` — the ta domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/technical-analysis`. */
+export * from '../../technical-analysis/dist/index.js';
+//# sourceMappingURL=technical-analysis.d.ts.map

package/modules/totalfinance/dist/technical-analysis.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"technical-analysis.d.ts","sourceRoot":"","sources":["../src/technical-analysis.ts"],"names":[],"mappings":"AAAA,mKAAmK;AACnK,cAAc,wCAAkC,CAAC"}

package/modules/totalfinance/dist/technical-analysis.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/technical-analysis` — the ta domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/technical-analysis`. */
+export * from '../../technical-analysis/dist/index.js';
+//# sourceMappingURL=technical-analysis.js.map

package/modules/totalfinance/dist/technical-analysis.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"technical-analysis.js","sourceRoot":"","sources":["../src/technical-analysis.ts"],"names":[],"mappings":"AAAA,mKAAmK;AACnK,cAAc,wCAAkC,CAAC"}

package/modules/totalfinance/dist/valuation.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/valuation` — the valuation domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/valuation`. */
+export * from '../../valuation/dist/index.js';
+//# sourceMappingURL=valuation.d.ts.map

package/modules/totalfinance/dist/valuation.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"valuation.d.ts","sourceRoot":"","sources":["../src/valuation.ts"],"names":[],"mappings":"AAAA,wJAAwJ;AACxJ,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/valuation.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/valuation` — the valuation domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/valuation`. */
+export * from '../../valuation/dist/index.js';
+//# sourceMappingURL=valuation.js.map

package/modules/totalfinance/dist/valuation.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"valuation.js","sourceRoot":"","sources":["../src/valuation.ts"],"names":[],"mappings":"AAAA,wJAAwJ;AACxJ,cAAc,+BAAyB,CAAC"}

package/modules/totalfinance/dist/volatility.d.ts

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/volatility` — the vol domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/volatility`. */
+export * from '../../volatility/dist/index.js';
+//# sourceMappingURL=volatility.d.ts.map

package/modules/totalfinance/dist/volatility.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"volatility.d.ts","sourceRoot":"","sources":["../src/volatility.ts"],"names":[],"mappings":"AAAA,oJAAoJ;AACpJ,cAAc,gCAA0B,CAAC"}

package/modules/totalfinance/dist/volatility.js

@@ -0,0 +1,3 @@
+/** `@insiderfinance/totalfinance/volatility` — the vol domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/volatility`. */
+export * from '../../volatility/dist/index.js';
+//# sourceMappingURL=volatility.js.map

package/modules/totalfinance/dist/volatility.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"volatility.js","sourceRoot":"","sources":["../src/volatility.ts"],"names":[],"mappings":"AAAA,oJAAoJ;AACpJ,cAAc,gCAA0B,CAAC"}

package/modules/totalfinance/etc/totalfinance.api.md

@@ -0,0 +1,73 @@
+# @insiderfinance/totalfinance — public API
+
+> Generated by `tools/api-report`. Do not edit by hand. Run `pnpm api:update` after intentional
+> public API changes; `pnpm api:check` fails on undocumented drift.
+
+## Exports (66)
+
+- `const blackScholes`: { call: Facade<BlackScholesInput, number>; put: Facade<BlackScholesInput, number>; price: Facade<BlackScholesTypedInput, number>; greeks: Facade<BlackScholesTypedInput, Greeks>; extendedGreeks: Facade<BlackScholesTypedInput, ExtendedGreeks>; impliedVolatility: Facade<BlackScholesImpliedVolatilityInput, number, Record<never, never>, number | null>; }
+- `const engines`: { readonly blackScholes: () => OptionPricingEngine; readonly blackScholesMerton: () => OptionPricingEngine; readonly black76: () => OptionPricingEngine; readonly binomial: (options?: BinomialEngineOptions) => OptionPricingEngine; readonly trinomial: (options?: TrinomialEngineOptions) => OptionPricingEngine; readonly baroneAdesiWhaley: () => OptionPricingEngine; readonly bjerksundStensland: () => OptionPricingEngine; readonly bjerksundStensland2002: () => OptionPricingEngine; readonly bjerksundStensland1993: () => OptionPricingEngine; readonly finiteDifference: { readonly crankNicolson: (options?: FiniteDifferenceEngineOptions) => OptionPricingEngine; }; readonly monteCarlo: (options: MonteCarloPriceOptions) => OptionPricingEngine; readonly heston: (parameters: HestonParameters, options?: HestonCosineExpansionOptions) => OptionPricingEngine; readonly sabr: (parameters: SabrParameters, options?: SabrOptions) => OptionPricingEngine; readonly localVolatility: (surface: LocalVolatilityFunction, options: LocalVolatilityMonteCarloOptions) => OptionPricingEngine; readonly auto: (options?: AutoEngineOptions) => OptionPricingEngine; }
+- `const option`: { readonly call: (input: OptionBuilderInput) => OptionContract; readonly put: (input: OptionBuilderInput) => OptionContract; readonly usEquityCall: (input: InstrumentBuilderInput) => OptionContract; readonly usEquityPut: (input: InstrumentBuilderInput) => OptionContract; readonly usEquityOption: (input: UsEquityOptionInput) => OptionContract; readonly european: (input: InstrumentBuilderInput & { type: OptionType; convention?: 'us-equity-close'; }) => OptionContract; readonly price: (input: PriceOptionInput) => PriceResult; readonly impliedVolatility: (input: ImpliedVolatilityOptionInput) => ImpliedVolatilitySolveResult; readonly compareEngines: (input: CompareEnginesInput) => EngineComparison; }
+- `function impliedVolatility`: (input: BlackScholesImpliedVolatilityInput, options?: ImpliedVolatilityOptions) => ImpliedVolatilitySolveResult
+- `function market`: (input: OptionMarket) => OptionMarket
+- `interface AlignToBarsInput`: AlignToBarsInput
+- `interface BoxSpreadRateInput`: BoxSpreadRateInput
+- `interface CdsBasisInput`: CdsBasisInput
+- `interface CreditTriangleHazardInput`: CreditTriangleHazardInput
+- `interface DivergencesInput`: DivergencesInput
+- `interface DupireLocalVolatilityInput`: DupireLocalVolatilityInput
+- `interface ExposureInput`: ExposureInput
+- `interface FibExtensionInput`: FibExtensionInput
+- `interface FlatCurveInput`: FlatCurveInput
+- `interface FlatHazardInput`: FlatHazardInput
+- `interface GarchForecastInput`: GarchForecastInput
+- `interface HestonCosineExpansionPriceInput`: HestonCosineExpansionPriceInput
+- `interface HestonMonteCarloEstimateInput`: HestonMonteCarloEstimateInput
+- `interface HestonPriceMonteCarloRequest`: HestonPriceMonteCarloRequest
+- `interface HestonPriceRequest`: HestonPriceRequest
+- `interface HestonSurfaceCalibrationInput`: HestonSurfaceCalibrationInput
+- `interface ImpliedBorrowInput`: ImpliedBorrowInput
+- `interface ImpliedDividendYieldInput`: ImpliedDividendYieldInput
+- `interface ImpliedForwardInput`: ImpliedForwardInput
+- `interface ImpliedVolatilityMetricInput`: ImpliedVolatilityMetricInput
+- `interface KellyInput`: KellyInput
+- `interface LocalVolatilityMonteCarloEstimateInput`: LocalVolatilityMonteCarloEstimateInput
+- `interface LocalVolatilityPriceMonteCarloRequest`: LocalVolatilityPriceMonteCarloRequest
+- `interface LocalVolatilitySurfaceInput`: LocalVolatilitySurfaceInput
+- `interface MavpInput`: MavpInput
+- `interface MaxSharpeInput`: MaxSharpeInput
+- `interface MeanVarianceInput`: MeanVarianceInput
+- `interface MonteCarloPortfolioVaRInput`: MonteCarloPortfolioVaRInput
+- `interface OpeningRangeParameters`: OpeningRangeParameters
+- `interface ParametricPortfolioVaRInput`: ParametricPortfolioVaRInput
+- `interface RealizedImpliedInput`: RealizedImpliedInput
+- `interface SabrBartlettGreeksInput`: SabrBartlettGreeksInput
+- `interface SabrMonteCarloEstimateInput`: SabrMonteCarloEstimateInput
+- `interface SabrPriceMonteCarloRequest`: SabrPriceMonteCarloRequest
+- `interface SabrPriceRequest`: SabrPriceRequest
+- `interface SabrVolatilityRequest`: SabrVolatilityRequest
+- `interface ScenarioGridInput`: ScenarioGridInput
+- `interface SchemaCheckContext`: SchemaCheckContext
+- `interface SkewInput`: SkewInput
+- `interface SurfaceLocalVolatilityInput`: SurfaceLocalVolatilityInput
+- `interface VolatilitySurfaceInput`: VolatilitySurfaceInput
+- `namespace backtest`: typeof
+- `namespace calendars`: typeof
+- `namespace commodities`: typeof
+- `namespace core`: typeof
+- `namespace crypto`: typeof
+- `namespace fixedIncome`: typeof
+- `namespace foreignExchange`: typeof
+- `namespace fundamentals`: typeof
+- `namespace math`: typeof
+- `namespace options`: typeof
+- `namespace performance`: typeof
+- `namespace portfolio`: typeof
+- `namespace research`: typeof
+- `namespace risk`: typeof
+- `namespace scenarios`: typeof
+- `namespace strategy`: typeof
+- `namespace structure`: typeof
+- `namespace technicalAnalysis`: typeof
+- `namespace valuation`: typeof
+- `namespace volatility`: typeof

package/modules/totalfinance/src/backtest.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/backtest` — the backtest domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/backtest`. */
+export * from '@totalfinance/backtest';

package/modules/totalfinance/src/calendars.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/calendars` — the calendars domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/calendars`. */
+export * from '@totalfinance/calendars';

package/modules/totalfinance/src/commodities.ts

@@ -0,0 +1 @@
+export * from '@totalfinance/commodities';

package/modules/totalfinance/src/core.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/core` — the core domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/core`. */
+export * from '@totalfinance/core';

package/modules/totalfinance/src/crypto.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/crypto` — the crypto domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/crypto`. */
+export * from '@totalfinance/crypto';

package/modules/totalfinance/src/fixed-income.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/fixed-income` — the fixed-income domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/fixed-income`. */
+export * from '@totalfinance/fixed-income';

package/modules/totalfinance/src/foreign-exchange.ts

@@ -0,0 +1 @@
+export * from '@totalfinance/foreign-exchange';

package/modules/totalfinance/src/fundamentals.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/fundamentals` — the typed-fundamentals domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/fundamentals`. */
+export * from '@totalfinance/fundamentals';

package/modules/totalfinance/src/index.ts

@@ -0,0 +1,129 @@
+/**
+ * `@insiderfinance/totalfinance` — the umbrella package (spec DX4.1; topology finalized in alignment-spec P3.3).
+ *
+ * One install, ONE grammar: every domain is a namespace, and only the flagship options-pricing
+ * gestures are hoisted to the top level. There is NO second API here — domain modules share their
+ * implementations inside one self-contained package. For portable browser tree shaking, use named imports from domain
+ * entrypoints (`@insiderfinance/totalfinance/options`, `@insiderfinance/totalfinance/technical-analysis`, `@insiderfinance/totalfinance/math`, …)
+ * or supported feature subpaths such as `@insiderfinance/totalfinance/options/black-scholes`.
+ *
+ * Namespace convenience has a bundler tradeoff: `import { math } from '@insiderfinance/totalfinance'` followed by
+ * `math.normalCdf(0)` retains the whole math namespace in esbuild (issue #1420); Rollup shakes this
+ * static use. Direct `import * as math from '@insiderfinance/totalfinance/math'` with static member use also shakes.
+ * Dynamic namespace access, enumeration, and registries retain the implementations they can reach.
+ * Installation size differs from final bundle size; plain Node ESM does no automatic dead-code
+ * elimination. Facades include validation and `.explain()` services, and indicators carry streaming
+ * support, not just a bare formula. Type-only imports add no runtime code.
+ * See https://github.com/InsiderFinance/totalfinance/blob/main/docs/guides/imports-and-bundles.md
+ * and https://github.com/evanw/esbuild/issues/1420.
+ *
+ * Browser default:
+ * ```ts
+ * import { blackScholes } from '@insiderfinance/totalfinance/options';
+ * import { normalCdf } from '@insiderfinance/totalfinance/math';
+ *
+ * blackScholes.call({ spot: 100, strike: 105, timeToExpiryYears: 30 / 365, riskFreeRate: 0.045, volatility: 0.22 });
+ * normalCdf(0); // 0.5
+ * ```
+ *
+ * Root convenience API (with the namespace tradeoff above):
+ * ```ts
+ * import { blackScholes, option, market, engines, technicalAnalysis, volatility } from '@insiderfinance/totalfinance';
+ *
+ * blackScholes.price({ spot: 100, strike: 100, timeToExpiryYears: 1, riskFreeRate: 0.05, volatility: 0.2, type: 'call' });
+ * const c = option.usEquityCall({ underlying: 'AAPL', strike: 200, expiry: '2026-09-18' });
+ * option.price({ contract: c, market: market({ spot: 195, riskFreeRate: 0.045, volatility: 0.24, asOf: '2026-07-20T10:30:00-04:00' }) });
+ * technicalAnalysis.rsi.explain(closes, { period: 14 });
+ * volatility.expectedMoveFromImpliedVolatility({ spot: 100, impliedVolatility: 0.2, timeToExpiryYears: 0.25 });
+ * ```
+ *
+ * The flagship hoist is CURATED (spec §5.2): `blackScholes` (the beginner facade), `option` (contracts + pro
+ * pricing), `market` (the market snapshot builder), `engines` (pricing-engine selection), and
+ * `impliedVolatility` (the single-shot IV facade). Everything else on the options root — kernels,
+ * exotics families, batch APIs — lives under the `options` namespace or its expert subpaths, so the
+ * umbrella root stays a teachable surface instead of a 700-name flood.
+ */
+
+// Flagship hoist — the five ratified names (spec §5.2), nothing else.
+export { blackScholes, option, market, engines, impliedVolatility } from '@totalfinance/options';
+
+// Every domain is a namespace. `import { volatility } from '@insiderfinance/totalfinance'` and
+// `import * as volatility from '@insiderfinance/totalfinance/volatility'` see the same surface.
+// 3B.2 nameability: the parameter types of the callables this umbrella exposes, re-exported from
+// the subpath that owns each one — `import type { SabrPriceRequest } from '@insiderfinance/totalfinance'` must work
+// with only the ONE package the consumer installed.
+export type { SchemaCheckContext } from '@totalfinance/core/schema';
+export type {
+  BoxSpreadRateInput,
+  ImpliedBorrowInput,
+  ImpliedDividendYieldInput,
+  ImpliedForwardInput,
+} from '@totalfinance/options/parity';
+export type {
+  HestonCosineExpansionPriceInput,
+  HestonMonteCarloEstimateInput,
+  HestonPriceMonteCarloRequest,
+  HestonPriceRequest,
+} from '@totalfinance/options/heston';
+export type {
+  DupireLocalVolatilityInput,
+  LocalVolatilityMonteCarloEstimateInput,
+  LocalVolatilityPriceMonteCarloRequest,
+} from '@totalfinance/options/local-volatility';
+export type {
+  SabrMonteCarloEstimateInput,
+  SabrPriceMonteCarloRequest,
+  SabrPriceRequest,
+  SabrVolatilityRequest,
+} from '@totalfinance/options/sabr';
+export type {
+  CdsBasisInput,
+  CreditTriangleHazardInput,
+  FlatHazardInput,
+} from '@totalfinance/fixed-income/credit';
+export type { FlatCurveInput } from '@totalfinance/fixed-income/curves';
+export type { ExposureInput } from '@totalfinance/structure/exposure';
+export type { GarchForecastInput } from '@totalfinance/volatility/forecast';
+export type { HestonSurfaceCalibrationInput } from '@totalfinance/volatility/heston-surface';
+export type { ImpliedVolatilityMetricInput } from '@totalfinance/volatility/metrics';
+export type {
+  LocalVolatilitySurfaceInput,
+  SurfaceLocalVolatilityInput,
+} from '@totalfinance/volatility/local-volatility';
+export type { RealizedImpliedInput } from '@totalfinance/volatility/event';
+export type { SabrBartlettGreeksInput } from '@totalfinance/volatility/sabr-delta';
+export type { SkewInput } from '@totalfinance/volatility/skew';
+export type { VolatilitySurfaceInput } from '@totalfinance/volatility/surface';
+export type { KellyInput, MaxSharpeInput, MeanVarianceInput } from '@totalfinance/risk/optimize';
+export type {
+  MonteCarloPortfolioVaRInput,
+  ParametricPortfolioVaRInput,
+} from '@totalfinance/risk/value-at-risk';
+export type { ScenarioGridInput } from '@totalfinance/risk/scenario';
+export type { AlignToBarsInput } from '@totalfinance/technical-analysis/resample';
+export type { DivergencesInput } from '@totalfinance/technical-analysis/divergence';
+export type {
+  FibExtensionInput,
+  OpeningRangeParameters,
+} from '@totalfinance/technical-analysis/price-action';
+export type { MavpInput } from '@totalfinance/technical-analysis/statistics';
+export * as options from '@totalfinance/options';
+export * as core from '@totalfinance/core';
+export * as math from '@totalfinance/math';
+export * as crypto from '@totalfinance/crypto';
+export * as calendars from '@totalfinance/calendars';
+export * as fundamentals from '@totalfinance/fundamentals';
+export * as valuation from '@totalfinance/valuation';
+export * as research from '@totalfinance/research';
+export * as foreignExchange from '@totalfinance/foreign-exchange';
+export * as commodities from '@totalfinance/commodities';
+export * as portfolio from '@totalfinance/portfolio';
+export * as scenarios from '@totalfinance/scenarios';
+export * as performance from '@totalfinance/performance';
+export * as risk from '@totalfinance/risk';
+export * as backtest from '@totalfinance/backtest';
+export * as volatility from '@totalfinance/volatility';
+export * as structure from '@totalfinance/structure';
+export * as technicalAnalysis from '@totalfinance/technical-analysis';
+export * as strategy from '@totalfinance/strategy';
+export * as fixedIncome from '@totalfinance/fixed-income';

package/modules/totalfinance/src/math.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/math` — the math domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/math`. */
+export * from '@totalfinance/math';

package/modules/totalfinance/src/options.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/options` — the options domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/options`. */
+export * from '@totalfinance/options';

package/modules/totalfinance/src/performance.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/performance` — the performance domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/performance`. */
+export * from '@totalfinance/performance';

package/modules/totalfinance/src/portfolio.ts

@@ -0,0 +1 @@
+export * from '@totalfinance/portfolio';

package/modules/totalfinance/src/research.ts

@@ -0,0 +1 @@
+export * from '@totalfinance/research';

package/modules/totalfinance/src/risk.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/risk` — the risk domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/risk`. */
+export * from '@totalfinance/risk';

package/modules/totalfinance/src/scenarios.ts

@@ -0,0 +1 @@
+export * from '@totalfinance/scenarios';

package/modules/totalfinance/src/strategy.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/strategy` — the strategy domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/strategy`. */
+export * from '@totalfinance/strategy';

package/modules/totalfinance/src/structure.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/structure` — the structure domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/structure`. */
+export * from '@totalfinance/structure';

package/modules/totalfinance/src/technical-analysis.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/technical-analysis` — the ta domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/technical-analysis`. */
+export * from '@totalfinance/technical-analysis';

package/modules/totalfinance/src/valuation.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/valuation` — the valuation domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/valuation`. */
+export * from '@totalfinance/valuation';

package/modules/totalfinance/src/volatility.ts

@@ -0,0 +1,2 @@
+/** `@insiderfinance/totalfinance/volatility` — the vol domain as a lean subpath: identical surface to `@insiderfinance/totalfinance/volatility`. */
+export * from '@totalfinance/volatility';

package/modules/valuation/dist/adjusted-present-value.d.ts

@@ -0,0 +1,62 @@
+/**
+ * FC2 — adjusted present value (APV).
+ *
+ * Required semantics (spec, frozen): APV SEPARATES the unlevered operating value from each
+ * financing side effect and their assumptions — the whole point of the method is that the
+ * operating business and the financing consequences are discounted at rates that reflect their
+ * own risk, and the decomposition is reported, never collapsed. Every side effect is labeled,
+ * carries its own discount rate, and is echoed with its present value; the one compounding
+ * convention covers every leg and is echoed.
+ */
+import { type InterestCompounding } from '../../core/dist/index.js';
+import { type TimedCashFlow } from './flows.js';
+/** One financing side effect: a labeled stream discounted at ITS OWN rate. */
+export interface FinancingSideEffect {
+    /** What this side effect IS (e.g. `'interest tax shield'`, `'issuance costs'`). */
+    label: string;
+    cashFlows: readonly TimedCashFlow[];
+    /** Annual rate (decimal) reflecting THIS side effect's risk — never inherited silently. */
+    annualDiscountRate: number;
+}
+/** Input for {@link adjustedPresentValue}. */
+export interface AdjustedPresentValueInput {
+    /** The unlevered (all-equity) operating cash flows, `timeYears: 0` being the valuation instant. */
+    unleveredCashFlows: readonly TimedCashFlow[];
+    /** Annual rate (decimal, > −1) for the UNLEVERED operating flows. */
+    unleveredCostOfCapital: number;
+    /** May be empty — "no side effects" is an explicit statement, not an omission. */
+    financingSideEffects: readonly FinancingSideEffect[];
+    /** Default `'annual'` — documented and echoed in `assumptions.compounding`. */
+    compounding?: InterestCompounding;
+}
+/** One side effect echoed with its present value — the decomposition the method exists for. */
+export interface FinancingSideEffectValue {
+    label: string;
+    presentValue: number;
+    annualDiscountRate: number;
+}
+/** Result of {@link adjustedPresentValue}: the decomposition plus the echoed assumptions. */
+export interface AdjustedPresentValueResult {
+    diagnostics: {
+        warnings: string[];
+    };
+    /** `unleveredValue + Σ side-effect present values`. */
+    adjustedPresentValue: number;
+    /** Present value of the unlevered operating flows at `unleveredCostOfCapital`. */
+    unleveredValue: number;
+    /** Each side effect's present value at ITS OWN rate, in input order. */
+    financingSideEffects: FinancingSideEffectValue[];
+    assumptions: {
+        unleveredCostOfCapital: number;
+        /** The one compounding convention every leg was discounted under. */
+        compounding: InterestCompounding;
+        sideEffectCount: number;
+    };
+}
+/**
+ * Adjusted present value: the unlevered operating value at the unlevered cost of capital PLUS the
+ * present value of each financing side effect at its own declared rate. The decomposition is the
+ * result — nothing is netted away silently.
+ */
+export declare function adjustedPresentValue(input: AdjustedPresentValueInput): AdjustedPresentValueResult;
+//# sourceMappingURL=adjusted-present-value.d.ts.map

package/modules/valuation/dist/adjusted-present-value.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"adjusted-present-value.d.ts","sourceRoot":"","sources":["../src/adjusted-present-value.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,EAKL,KAAK,mBAAmB,EAMzB,MAAM,0BAAoB,CAAC;AAC5B,OAAO,EAAE,KAAK,aAAa,EAAyB,MAAM,YAAY,CAAC;AAGvE,8EAA8E;AAC9E,MAAM,WAAW,mBAAmB;IAClC,mFAAmF;IACnF,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,SAAS,aAAa,EAAE,CAAC;IACpC,2FAA2F;IAC3F,kBAAkB,EAAE,MAAM,CAAC;CAC5B;AAED,8CAA8C;AAC9C,MAAM,WAAW,yBAAyB;IACxC,mGAAmG;IACnG,kBAAkB,EAAE,SAAS,aAAa,EAAE,CAAC;IAC7C,qEAAqE;IACrE,sBAAsB,EAAE,MAAM,CAAC;IAC/B,kFAAkF;IAClF,oBAAoB,EAAE,SAAS,mBAAmB,EAAE,CAAC;IACrD,+EAA+E;IAC/E,WAAW,CAAC,EAAE,mBAAmB,CAAC;CACnC;AAED,+FAA+F;AAC/F,MAAM,WAAW,wBAAwB;IACvC,KAAK,EAAE,MAAM,CAAC;IACd,YAAY,EAAE,MAAM,CAAC;IACrB,kBAAkB,EAAE,MAAM,CAAC;CAC5B;AAED,6FAA6F;AAC7F,MAAM,WAAW,0BAA0B;IACzC,WAAW,EAAE;QAAE,QAAQ,EAAE,MAAM,EAAE,CAAA;KAAE,CAAC;IACpC,uDAAuD;IACvD,oBAAoB,EAAE,MAAM,CAAC;IAC7B,kFAAkF;IAClF,cAAc,EAAE,MAAM,CAAC;IACvB,wEAAwE;IACxE,oBAAoB,EAAE,wBAAwB,EAAE,CAAC;IACjD,WAAW,EAAE;QACX,sBAAsB,EAAE,MAAM,CAAC;QAC/B,qEAAqE;QACrE,WAAW,EAAE,mBAAmB,CAAC;QACjC,eAAe,EAAE,MAAM,CAAC;KACzB,CAAC;CACH;AAiCD;;;;GAIG;AACH,wBAAgB,oBAAoB,CAAC,KAAK,EAAE,yBAAyB,GAAG,0BAA0B,CAyEjG"}