@insiderfinance/totalfinance 0.1.0

package/modules/volatility/dist/generated/validation-specs.js

@@ -0,0 +1,2181 @@
+/**
+ * GENERATED by `pnpm validation:update` from the checker-derived contract inventory.
+ * DO NOT EDIT — hand edits drift from the declarations and fail the drift gate
+ * (`tools/manifest/validation-specs.test.ts`). Membership is curated in
+ * `tools/manifest/validation-roster.ts`; content is projection, never authorship.
+ *
+ * This module is deliberately absent from the package exports map: the specs are
+ * implementation detail of the public boundaries that consume them, not API.
+ */
+const SPEC_1 = {
+    contract: '@totalfinance/volatility:ArbitrageCheckOptions | undefined',
+    fields: [
+        {
+            name: 'butterflyPoints',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'calendarPoints',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'step',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'tolerance',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_2 = {
+    contract: '@totalfinance/volatility:ESSVICalibrationInput',
+    fields: [
+        {
+            name: 'slices',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_3 = {
+    contract: '@totalfinance/volatility:ESSVICalibrationOptions | undefined',
+    fields: [
+        {
+            name: 'initialParameters',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'phi',
+                    kind: 'object',
+                    branches: [
+                        {
+                            fields: [
+                                {
+                                    name: 'eta',
+                                    kind: 'numeric',
+                                },
+                                {
+                                    name: 'gamma',
+                                    kind: 'numeric',
+                                },
+                                {
+                                    name: 'kind',
+                                    kind: 'enum',
+                                    literals: ['power-law'],
+                                },
+                            ],
+                        },
+                        {
+                            fields: [
+                                {
+                                    name: 'kind',
+                                    kind: 'enum',
+                                    literals: ['heston'],
+                                },
+                                {
+                                    name: 'lambda',
+                                    kind: 'numeric',
+                                },
+                            ],
+                        },
+                    ],
+                },
+                {
+                    name: 'rho',
+                    kind: 'unchecked',
+                },
+            ],
+        },
+        {
+            name: 'maximumIterations',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'phi',
+            kind: 'enum',
+            optional: true,
+            literals: ['heston', 'power-law'],
+        },
+        {
+            name: 'tolerance',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'weight',
+            kind: 'enum',
+            optional: true,
+            literals: ['uniform', 'vega'],
+        },
+    ],
+};
+const SPEC_4 = {
+    contract: '@totalfinance/volatility:HestonSurfaceCalibrationInput',
+    fields: [
+        {
+            name: 'market',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'dividendYield',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'riskFreeRate',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'spot',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'options',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'initialParameters',
+                    kind: 'object',
+                    optional: true,
+                    fields: [
+                        {
+                            name: 'kappa',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'rho',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'sigma',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'theta',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'v0',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                    ],
+                },
+                {
+                    name: 'maximumIterations',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'rmseTolerance',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'terms',
+                    kind: 'numeric',
+                    optional: true,
+                },
+            ],
+        },
+        {
+            name: 'targets',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_5 = {
+    contract: '@totalfinance/volatility:SABRSmileInput',
+    fields: [
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'impliedVolatilities',
+            kind: 'array',
+        },
+        {
+            name: 'strikes',
+            kind: 'array',
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_6 = {
+    contract: '@totalfinance/volatility:SABRCalibrationOptions | undefined',
+    fields: [
+        {
+            name: 'beta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'initialParameters',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'alpha',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'nu',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'rho',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'maximumIterations',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'tolerance',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'volatilityType',
+            kind: 'enum',
+            optional: true,
+            literals: ['lognormal', 'normal'],
+        },
+    ],
+};
+const SPEC_7 = {
+    contract: '@totalfinance/volatility:SSVICalibrationInput',
+    fields: [
+        {
+            name: 'slices',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_8 = {
+    contract: '@totalfinance/volatility:SSVICalibrationOptions | undefined',
+    fields: [
+        {
+            name: 'initialParameters',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'phi',
+                    kind: 'object',
+                    branches: [
+                        {
+                            fields: [
+                                {
+                                    name: 'eta',
+                                    kind: 'numeric',
+                                },
+                                {
+                                    name: 'gamma',
+                                    kind: 'numeric',
+                                },
+                                {
+                                    name: 'kind',
+                                    kind: 'enum',
+                                    literals: ['power-law'],
+                                },
+                            ],
+                        },
+                        {
+                            fields: [
+                                {
+                                    name: 'kind',
+                                    kind: 'enum',
+                                    literals: ['heston'],
+                                },
+                                {
+                                    name: 'lambda',
+                                    kind: 'numeric',
+                                },
+                            ],
+                        },
+                    ],
+                },
+                {
+                    name: 'rho',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'maximumIterations',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'phi',
+            kind: 'enum',
+            optional: true,
+            literals: ['heston', 'power-law'],
+        },
+        {
+            name: 'tolerance',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'weight',
+            kind: 'enum',
+            optional: true,
+            literals: ['uniform', 'vega'],
+        },
+    ],
+};
+const SPEC_9 = {
+    contract: '@totalfinance/volatility:SVISmileInput',
+    fields: [
+        {
+            name: 'k',
+            kind: 'array',
+        },
+        {
+            name: 'w',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_10 = {
+    contract: '@totalfinance/volatility:SVICalibrationOptions | undefined',
+    fields: [
+        {
+            name: 'initialParameters',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'm',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'sigma',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'maximumIterations',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'tolerance',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_11 = {
+    contract: '@totalfinance/volatility:VannaVolgaInput',
+    fields: [
+        {
+            name: 'atmVolatility',
+            kind: 'numeric',
+        },
+        {
+            name: 'butterfly',
+            kind: 'numeric',
+        },
+        {
+            name: 'delta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'riskReversal',
+            kind: 'numeric',
+        },
+        {
+            name: 'strikes',
+            kind: 'array',
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_12 = {
+    contract: '@totalfinance/volatility:VannaVolga5Input',
+    fields: [
+        {
+            name: 'atmVolatility',
+            kind: 'numeric',
+        },
+        {
+            name: 'butterfly10',
+            kind: 'numeric',
+        },
+        {
+            name: 'butterfly25',
+            kind: 'numeric',
+        },
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'innerDelta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'outerDelta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'riskReversal10',
+            kind: 'numeric',
+        },
+        {
+            name: 'riskReversal25',
+            kind: 'numeric',
+        },
+        {
+            name: 'strikes',
+            kind: 'array',
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+        {
+            name: 'wingExtrapolation',
+            kind: 'enum',
+            optional: true,
+            literals: ['flat', 'linear'],
+        },
+    ],
+};
+const SPEC_13 = {
+    contract: '@totalfinance/volatility:ArbitrageSlice',
+    fields: [
+        {
+            name: 'expiry',
+            kind: 'string',
+        },
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'impliedVolatility',
+            kind: 'callback',
+        },
+        {
+            name: 'strikeRange',
+            kind: 'array',
+        },
+        {
+            name: 'strikes',
+            kind: 'array',
+            optional: true,
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_14 = {
+    contract: '@totalfinance/volatility:ButterflyCheckOptions | undefined',
+    fields: [
+        {
+            name: 'butterflyPoints',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'step',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'tolerance',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_15 = {
+    contract: '@totalfinance/volatility:CalendarCheckOptions | undefined',
+    fields: [
+        {
+            name: 'calendarPoints',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'tolerance',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_16 = {
+    contract: '@totalfinance/volatility:ESSVIParameters',
+    fields: [
+        {
+            name: 'phi',
+            kind: 'object',
+            branches: [
+                {
+                    fields: [
+                        {
+                            name: 'eta',
+                            kind: 'numeric',
+                        },
+                        {
+                            name: 'gamma',
+                            kind: 'numeric',
+                        },
+                        {
+                            name: 'kind',
+                            kind: 'enum',
+                            literals: ['power-law'],
+                        },
+                    ],
+                },
+                {
+                    fields: [
+                        {
+                            name: 'kind',
+                            kind: 'enum',
+                            literals: ['heston'],
+                        },
+                        {
+                            name: 'lambda',
+                            kind: 'numeric',
+                        },
+                    ],
+                },
+            ],
+        },
+        {
+            name: 'thetaTerm',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_17 = {
+    contract: '@totalfinance/volatility:{}#1ca1782448b3',
+    fields: [
+        {
+            name: 'grid',
+            kind: 'array',
+            optional: true,
+        },
+        {
+            name: 'maturityGrid',
+            kind: 'array',
+            optional: true,
+        },
+    ],
+};
+const SPEC_18 = {
+    contract: '@totalfinance/volatility:{}#3c7dd1ef64fc',
+    fields: [
+        {
+            name: 'expiries',
+            kind: 'array',
+        },
+        {
+            name: 'fit',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'assumptions',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'asOf',
+                            kind: 'numeric',
+                        },
+                        {
+                            name: 'conventionsVersion',
+                            kind: 'string',
+                        },
+                        {
+                            name: 'eventDate',
+                            kind: 'string',
+                        },
+                        {
+                            name: 'method',
+                            kind: 'string',
+                        },
+                    ],
+                },
+                {
+                    name: 'baseVariance',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'baseVolatility',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'daysToEvent',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'diagnostics',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'autoReason',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'converged',
+                            kind: 'boolean',
+                            optional: true,
+                        },
+                        {
+                            name: 'decomposition',
+                            kind: 'object',
+                            optional: true,
+                        },
+                        {
+                            name: 'engine',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'finiteDifferenceBumps',
+                            kind: 'object',
+                            optional: true,
+                        },
+                        {
+                            name: 'iterations',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'method',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'selection',
+                            kind: 'object',
+                            optional: true,
+                            fields: [
+                                {
+                                    name: 'candidates',
+                                    kind: 'array',
+                                    optional: true,
+                                },
+                                {
+                                    name: 'mode',
+                                    kind: 'enum',
+                                    literals: ['automatic', 'explicit'],
+                                },
+                                {
+                                    name: 'reason',
+                                    kind: 'string',
+                                },
+                                {
+                                    name: 'selected',
+                                    kind: 'object',
+                                },
+                            ],
+                        },
+                        {
+                            name: 'timingMs',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'warmup',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'warnings',
+                            kind: 'array',
+                        },
+                    ],
+                },
+                {
+                    name: 'eventMove',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'eventVariance',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'perExpiry',
+                    kind: 'array',
+                },
+                {
+                    name: 'rSquared',
+                    kind: 'numeric',
+                },
+            ],
+        },
+    ],
+};
+const SPEC_19 = {
+    contract: '@totalfinance/volatility:VolatilitySpotBetaInput',
+    fields: [
+        {
+            name: 'basis',
+            kind: 'enum',
+            optional: true,
+            literals: ['level', 'log'],
+        },
+        {
+            name: 'hacLags',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'impliedVolatility',
+            kind: 'array',
+        },
+        {
+            name: 'referenceSpot',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'spot',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_20 = {
+    contract: '@totalfinance/volatility:GarchFitOptions | undefined',
+    fields: [
+        {
+            name: 'initialParameters',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'alpha',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'beta',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'mean',
+            kind: 'enum',
+            optional: true,
+            literals: ['sample', 'zero'],
+        },
+        {
+            name: 'seed',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_21 = {
+    contract: '@totalfinance/volatility:HarRvOptions | undefined',
+    fields: [
+        {
+            name: 'monthly',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'weekly',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_22 = {
+    contract: '@totalfinance/volatility:{}#a7f15a60761c',
+    fields: [
+        {
+            name: 'step',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_23 = {
+    contract: '@totalfinance/volatility:GarchForecastInput',
+    fields: [
+        {
+            name: 'fit',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'alpha',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'assumptions',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'conventionsVersion',
+                            kind: 'string',
+                        },
+                        {
+                            name: 'initialParameters',
+                            kind: 'enum',
+                            literals: ['default', 'supplied'],
+                        },
+                        {
+                            name: 'mean',
+                            kind: 'enum',
+                            literals: ['sample', 'zero'],
+                        },
+                        {
+                            name: 'observations',
+                            kind: 'numeric',
+                        },
+                    ],
+                },
+                {
+                    name: 'beta',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'converged',
+                    kind: 'boolean',
+                },
+                {
+                    name: 'diagnostics',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'warnings',
+                            kind: 'array',
+                        },
+                    ],
+                },
+                {
+                    name: 'iterations',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'logLikelihood',
+                    kind: 'numeric',
+                    nullable: true,
+                },
+                {
+                    name: 'longRunVariance',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'omega',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'persistence',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'horizonPeriods',
+            kind: 'numeric',
+        },
+        {
+            name: 'lastVariance',
+            kind: 'numeric',
+        },
+        {
+            name: 'options',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'periodsPerYear',
+                    kind: 'numeric',
+                    optional: true,
+                },
+            ],
+        },
+    ],
+};
+const SPEC_24 = {
+    contract: '@totalfinance/volatility:HarRvFit',
+    fields: [
+        {
+            name: 'assumptions',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'conventionsVersion',
+                    kind: 'string',
+                },
+                {
+                    name: 'method',
+                    kind: 'enum',
+                    literals: ['ols-qr'],
+                },
+                {
+                    name: 'monthly',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'weekly',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'coefficients',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'const',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'daily',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'monthly',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'weekly',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'diagnostics',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'warnings',
+                    kind: 'array',
+                },
+            ],
+        },
+        {
+            name: 'observationCount',
+            kind: 'numeric',
+        },
+        {
+            name: 'rSquared',
+            kind: 'numeric',
+            nullable: true,
+        },
+        {
+            name: 'residuals',
+            kind: 'array',
+        },
+        {
+            name: 'windows',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'monthly',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'weekly',
+                    kind: 'numeric',
+                },
+            ],
+        },
+    ],
+};
+const SPEC_25 = {
+    contract: '@totalfinance/volatility:MinimumVarianceDeltaOptions',
+    fields: [
+        {
+            name: 'dividendYield',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'regime',
+            kind: 'enum',
+            optional: true,
+            literals: ['sticky-moneyness', 'sticky-strike'],
+        },
+        {
+            name: 'riskFreeRate',
+            kind: 'numeric',
+        },
+        {
+            name: 'skewSlope',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'spot',
+            kind: 'numeric',
+        },
+        {
+            name: 'strike',
+            kind: 'numeric',
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+        {
+            name: 'type',
+            kind: 'enum',
+            literals: ['call', 'put'],
+        },
+        {
+            name: 'volatility',
+            kind: 'numeric',
+        },
+        {
+            name: 'volatilitySpotBeta',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_26 = {
+    contract: '@totalfinance/volatility:SSVIPhi',
+    fields: [
+        {
+            name: 'kind',
+            kind: 'enum',
+            literals: ['heston', 'power-law'],
+        },
+    ],
+    branches: [
+        {
+            fields: [
+                {
+                    name: 'eta',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'gamma',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'kind',
+                    kind: 'enum',
+                    literals: ['power-law'],
+                },
+            ],
+        },
+        {
+            fields: [
+                {
+                    name: 'kind',
+                    kind: 'enum',
+                    literals: ['heston'],
+                },
+                {
+                    name: 'lambda',
+                    kind: 'numeric',
+                },
+            ],
+        },
+    ],
+};
+const SPEC_27 = {
+    contract: '@totalfinance/volatility:RiskNeutralOptions',
+    fields: [
+        {
+            name: 'dividendYield',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'riskFreeRate',
+            kind: 'numeric',
+        },
+        {
+            name: 'spot',
+            kind: 'numeric',
+        },
+        {
+            name: 'step',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_28 = {
+    contract: '@totalfinance/volatility:RiskReversalButterflyInput',
+    fields: [
+        {
+            name: 'delta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'smile',
+            kind: 'callback',
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_29 = {
+    contract: '@totalfinance/volatility:SabrBartlettGreeksInput',
+    fields: [
+        {
+            name: 'input',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'dividendYield',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'forward',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'riskFreeRate',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'spot',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'strike',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'timeToExpiryYears',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'options',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'volatilityType',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['lognormal', 'normal'],
+                },
+            ],
+        },
+        {
+            name: 'parameters',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'alpha',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'beta',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'nu',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'rho',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'type',
+            kind: 'enum',
+            literals: ['call', 'put'],
+        },
+    ],
+};
+const SPEC_30 = {
+    contract: '@totalfinance/volatility:SkewInput',
+    fields: [
+        {
+            name: 'config',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'expiry',
+                    kind: 'string',
+                },
+                {
+                    name: 'model',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['essvi', 'heston', 'interpolated', 'raw', 'sabr', 'smoothed', 'ssvi', 'svi'],
+                },
+                {
+                    name: 'priceSource',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['ask', 'bid', 'last', 'mark', 'mid'],
+                },
+                {
+                    name: 'riskReversalConvention',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['callMinusPut', 'putMinusCall'],
+                },
+            ],
+        },
+        {
+            name: 'market',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'asOf',
+                    kind: 'unchecked',
+                },
+                {
+                    name: 'dividendYield',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'riskFreeRate',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'spot',
+                    kind: 'numeric',
+                    optional: true,
+                },
+            ],
+        },
+        {
+            name: 'quotes',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_31 = {
+    contract: '@totalfinance/volatility:SmileFromQuotesInput',
+    fields: [
+        {
+            name: 'atmVolatility',
+            kind: 'numeric',
+        },
+        {
+            name: 'butterfly',
+            kind: 'numeric',
+        },
+        {
+            name: 'delta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'riskReversal',
+            kind: 'numeric',
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_32 = {
+    contract: '@totalfinance/volatility:SSVIParameters',
+    fields: [
+        {
+            name: 'phi',
+            kind: 'object',
+            branches: [
+                {
+                    fields: [
+                        {
+                            name: 'eta',
+                            kind: 'numeric',
+                        },
+                        {
+                            name: 'gamma',
+                            kind: 'numeric',
+                        },
+                        {
+                            name: 'kind',
+                            kind: 'enum',
+                            literals: ['power-law'],
+                        },
+                    ],
+                },
+                {
+                    fields: [
+                        {
+                            name: 'kind',
+                            kind: 'enum',
+                            literals: ['heston'],
+                        },
+                        {
+                            name: 'lambda',
+                            kind: 'numeric',
+                        },
+                    ],
+                },
+            ],
+        },
+        {
+            name: 'rho',
+            kind: 'numeric',
+        },
+        {
+            name: 'thetaTerm',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_33 = {
+    contract: '@totalfinance/volatility:{}#c22f9965277c',
+    fields: [
+        {
+            name: 'grid',
+            kind: 'array',
+            optional: true,
+        },
+    ],
+};
+const SPEC_34 = {
+    contract: '@totalfinance/volatility:SsviSliceInput',
+    fields: [
+        {
+            name: 'k',
+            kind: 'numeric',
+        },
+        {
+            name: 'psi',
+            kind: 'numeric',
+        },
+        {
+            name: 'rho',
+            kind: 'numeric',
+        },
+        {
+            name: 'theta',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_35 = {
+    contract: '@totalfinance/volatility:SsviToSviInput',
+    fields: [
+        {
+            name: 'psi',
+            kind: 'numeric',
+        },
+        {
+            name: 'rho',
+            kind: 'numeric',
+        },
+        {
+            name: 'theta',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_36 = {
+    contract: '@totalfinance/volatility:SurfacePcaInput',
+    fields: [
+        {
+            name: 'changes',
+            kind: 'enum',
+            optional: true,
+            literals: ['absolute', 'relative'],
+        },
+        {
+            name: 'gridPoints',
+            kind: 'array',
+            optional: true,
+        },
+        {
+            name: 'maxComponents',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'snapshots',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_37 = {
+    contract: '@totalfinance/volatility:SurfacePcaScenarioInput',
+    fields: [
+        {
+            name: 'base',
+            kind: 'array',
+        },
+        {
+            name: 'combined',
+            kind: 'array',
+            optional: true,
+        },
+        {
+            name: 'floor',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'maxModes',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'pca',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'assumptions',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'changeType',
+                            kind: 'enum',
+                            literals: ['absolute', 'relative'],
+                        },
+                        {
+                            name: 'conventionsVersion',
+                            kind: 'string',
+                        },
+                        {
+                            name: 'ordered',
+                            kind: 'boolean',
+                        },
+                    ],
+                },
+                {
+                    name: 'changeType',
+                    kind: 'enum',
+                    literals: ['absolute', 'relative'],
+                },
+                {
+                    name: 'cumulativeVarianceExplained',
+                    kind: 'array',
+                },
+                {
+                    name: 'diagnostics',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'autoReason',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'converged',
+                            kind: 'boolean',
+                            optional: true,
+                        },
+                        {
+                            name: 'decomposition',
+                            kind: 'object',
+                            optional: true,
+                        },
+                        {
+                            name: 'engine',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'finiteDifferenceBumps',
+                            kind: 'object',
+                            optional: true,
+                        },
+                        {
+                            name: 'iterations',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'method',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'selection',
+                            kind: 'object',
+                            optional: true,
+                            fields: [
+                                {
+                                    name: 'candidates',
+                                    kind: 'array',
+                                    optional: true,
+                                },
+                                {
+                                    name: 'mode',
+                                    kind: 'enum',
+                                    literals: ['automatic', 'explicit'],
+                                },
+                                {
+                                    name: 'reason',
+                                    kind: 'string',
+                                },
+                                {
+                                    name: 'selected',
+                                    kind: 'object',
+                                },
+                            ],
+                        },
+                        {
+                            name: 'timingMs',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'warmup',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'warnings',
+                            kind: 'array',
+                        },
+                    ],
+                },
+                {
+                    name: 'gridSize',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'modes',
+                    kind: 'array',
+                },
+                {
+                    name: 'observations',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'totalVariance',
+                    kind: 'numeric',
+                },
+            ],
+        },
+        {
+            name: 'sigmas',
+            kind: 'array',
+            optional: true,
+        },
+    ],
+};
+const SPEC_38 = {
+    contract: '@totalfinance/volatility:SVIParameters',
+    fields: [
+        {
+            name: 'a',
+            kind: 'numeric',
+        },
+        {
+            name: 'b',
+            kind: 'numeric',
+        },
+        {
+            name: 'm',
+            kind: 'numeric',
+        },
+        {
+            name: 'rho',
+            kind: 'numeric',
+        },
+        {
+            name: 'sigma',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_39 = {
+    contract: '@totalfinance/volatility:SwaptionCubeVolatilityQuery',
+    fields: [
+        {
+            name: 'cube',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'assumptions',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'backbone',
+                            kind: 'enum',
+                            literals: ['sabr'],
+                        },
+                        {
+                            name: 'conventionsVersion',
+                            kind: 'string',
+                        },
+                        {
+                            name: 'shift',
+                            kind: 'numeric',
+                        },
+                        {
+                            name: 'volatilityType',
+                            kind: 'enum',
+                            literals: ['lognormal', 'normal'],
+                        },
+                    ],
+                },
+                {
+                    name: 'diagnostics',
+                    kind: 'object',
+                    fields: [
+                        {
+                            name: 'autoReason',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'converged',
+                            kind: 'boolean',
+                            optional: true,
+                        },
+                        {
+                            name: 'decomposition',
+                            kind: 'object',
+                            optional: true,
+                        },
+                        {
+                            name: 'engine',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'finiteDifferenceBumps',
+                            kind: 'object',
+                            optional: true,
+                        },
+                        {
+                            name: 'iterations',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'method',
+                            kind: 'string',
+                            optional: true,
+                        },
+                        {
+                            name: 'selection',
+                            kind: 'object',
+                            optional: true,
+                            fields: [
+                                {
+                                    name: 'candidates',
+                                    kind: 'array',
+                                    optional: true,
+                                },
+                                {
+                                    name: 'mode',
+                                    kind: 'enum',
+                                    literals: ['automatic', 'explicit'],
+                                },
+                                {
+                                    name: 'reason',
+                                    kind: 'string',
+                                },
+                                {
+                                    name: 'selected',
+                                    kind: 'object',
+                                },
+                            ],
+                        },
+                        {
+                            name: 'timingMs',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'warmup',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'warnings',
+                            kind: 'array',
+                        },
+                    ],
+                },
+                {
+                    name: 'expiries',
+                    kind: 'array',
+                },
+                {
+                    name: 'nodes',
+                    kind: 'array',
+                },
+                {
+                    name: 'shift',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'tenors',
+                    kind: 'array',
+                },
+                {
+                    name: 'volatilityType',
+                    kind: 'enum',
+                    literals: ['lognormal', 'normal'],
+                },
+            ],
+        },
+        {
+            name: 'expiryYears',
+            kind: 'numeric',
+        },
+        {
+            name: 'strike',
+            kind: 'numeric',
+        },
+        {
+            name: 'tenorYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_40 = {
+    contract: '@totalfinance/volatility:TailRiskOptions',
+    fields: [
+        {
+            name: 'asOf',
+            kind: 'unchecked',
+        },
+        {
+            name: 'horizonDays',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'quotes',
+            kind: 'array',
+        },
+        {
+            name: 'riskFreeRate',
+            kind: 'numeric',
+        },
+        {
+            name: 'spot',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_41 = {
+    contract: '@totalfinance/volatility:VannaVolga5DensityInput',
+    fields: [
+        {
+            name: 'atmVolatility',
+            kind: 'numeric',
+        },
+        {
+            name: 'butterfly10',
+            kind: 'numeric',
+        },
+        {
+            name: 'butterfly25',
+            kind: 'numeric',
+        },
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'gridPoints',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'innerDelta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'outerDelta',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'riskReversal10',
+            kind: 'numeric',
+        },
+        {
+            name: 'riskReversal25',
+            kind: 'numeric',
+        },
+        {
+            name: 'step',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+        {
+            name: 'widthStandardDeviations',
+            kind: 'numeric',
+            optional: true,
+        },
+    ],
+};
+const SPEC_42 = {
+    contract: '@totalfinance/volatility:VarianceIndexOptions',
+    fields: [
+        {
+            name: 'asOf',
+            kind: 'unchecked',
+        },
+        {
+            name: 'dividendYield',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'horizonDays',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'quotes',
+            kind: 'array',
+        },
+        {
+            name: 'riskFreeRate',
+            kind: 'numeric',
+        },
+        {
+            name: 'spot',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_43 = {
+    contract: '@totalfinance/volatility:VarianceRiskPremiumTermStructureOptions',
+    fields: [
+        {
+            name: 'asOf',
+            kind: 'unchecked',
+        },
+        {
+            name: 'dividendYield',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'horizonDays',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'quotes',
+            kind: 'array',
+        },
+        {
+            name: 'realizedVolatility',
+            kind: 'unchecked',
+        },
+        {
+            name: 'riskFreeRate',
+            kind: 'numeric',
+        },
+        {
+            name: 'spot',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_44 = {
+    contract: '@totalfinance/volatility:{}#d68bc9ef0844',
+    fields: [
+        {
+            name: 'boundaryCallPrice',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'boundaryPriceAveraged',
+            kind: 'boolean',
+            optional: true,
+        },
+        {
+            name: 'forward',
+            kind: 'numeric',
+        },
+        {
+            name: 'otmPrices',
+            kind: 'array',
+        },
+        {
+            name: 'riskFreeRate',
+            kind: 'numeric',
+        },
+        {
+            name: 'strikes',
+            kind: 'array',
+        },
+        {
+            name: 'timeToExpiryYears',
+            kind: 'numeric',
+        },
+    ],
+};
+const SPEC_45 = {
+    contract: '@totalfinance/volatility:{}#38e2c51f21df',
+    fields: [
+        {
+            name: 'periodsPerYear',
+            kind: 'numeric',
+            optional: true,
+        },
+        {
+            name: 'windows',
+            kind: 'array',
+        },
+    ],
+};
+const SPEC_46 = {
+    contract: '@totalfinance/volatility:VolatilitySurfaceInput',
+    fields: [
+        {
+            name: 'config',
+            kind: 'object',
+            optional: true,
+            fields: [
+                {
+                    name: 'cosineExpansionTerms',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'essviPhi',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['heston', 'power-law'],
+                },
+                {
+                    name: 'essviWeight',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['uniform', 'vega'],
+                },
+                {
+                    name: 'hestonInitialParameters',
+                    kind: 'object',
+                    optional: true,
+                    fields: [
+                        {
+                            name: 'kappa',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'rho',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'sigma',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'theta',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                        {
+                            name: 'v0',
+                            kind: 'numeric',
+                            optional: true,
+                        },
+                    ],
+                },
+                {
+                    name: 'minQuotesPerExpiry',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'model',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['essvi', 'heston', 'interpolated', 'raw', 'sabr', 'smoothed', 'ssvi', 'svi'],
+                },
+                {
+                    name: 'priceSource',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['ask', 'bid', 'last', 'mark', 'mid'],
+                },
+                {
+                    name: 'sabrBeta',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'sabrVolatilityType',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['lognormal', 'normal'],
+                },
+                {
+                    name: 'smoothingBandwidth',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'ssviPhi',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['heston', 'power-law'],
+                },
+                {
+                    name: 'ssviWeight',
+                    kind: 'enum',
+                    optional: true,
+                    literals: ['uniform', 'vega'],
+                },
+            ],
+        },
+        {
+            name: 'market',
+            kind: 'object',
+            fields: [
+                {
+                    name: 'asOf',
+                    kind: 'unchecked',
+                },
+                {
+                    name: 'dividendYield',
+                    kind: 'numeric',
+                    optional: true,
+                },
+                {
+                    name: 'riskFreeRate',
+                    kind: 'numeric',
+                },
+                {
+                    name: 'spot',
+                    kind: 'numeric',
+                    optional: true,
+                },
+            ],
+        },
+        {
+            name: 'quotes',
+            kind: 'array',
+        },
+    ],
+};
+export const VALIDATION_SPECS = {
+    'arbitrageReport#1': SPEC_1,
+    'calibrateEssvi#0': SPEC_2,
+    'calibrateEssvi#1': SPEC_3,
+    'calibrateHestonSurface#0': SPEC_4,
+    'calibrateSabrSmile#0': SPEC_5,
+    'calibrateSabrSmile#1': SPEC_6,
+    'calibrateSsvi#0': SPEC_7,
+    'calibrateSsvi#1': SPEC_8,
+    'calibrateSvi#0': SPEC_9,
+    'calibrateSvi#1': SPEC_10,
+    'calibrateVannaVolga#0': SPEC_11,
+    'calibrateVannaVolga5#0': SPEC_12,
+    'checkButterfly#0': SPEC_13,
+    'checkButterfly#1': SPEC_14,
+    'checkCalendar#1': SPEC_15,
+    'essviArbitrageFree#0': SPEC_16,
+    'essviArbitrageFree#1': SPEC_17,
+    'essviTotalVariance#0': SPEC_16,
+    'essviVolatility#0': SPEC_16,
+    'eventVolatilityAtExpiry#0': SPEC_18,
+    'estimateVolatilitySpotBeta#0': SPEC_19,
+    'fitGarch#1': SPEC_20,
+    'fitHarRv#1': SPEC_21,
+    'forwardSkew#3': SPEC_22,
+    'garchForecast#0': SPEC_23,
+    'harRvForecast#0': SPEC_24,
+    'minimumVarianceDelta#0': SPEC_25,
+    'phiValue#0': SPEC_26,
+    'prepareSlices#0': SPEC_7,
+    'riskNeutralDistribution#1': SPEC_27,
+    'riskReversalButterfly#0': SPEC_28,
+    'sabrBartlettGreeks#0': SPEC_29,
+    'skew#0': SPEC_30,
+    'smileFromQuotes#0': SPEC_31,
+    'ssviArbitrageFree#0': SPEC_32,
+    'ssviArbitrageFree#1': SPEC_33,
+    'ssviSliceW#0': SPEC_34,
+    'ssviToSVI#0': SPEC_35,
+    'ssviTotalVariance#0': SPEC_32,
+    'ssviVolatility#0': SPEC_32,
+    'surfaceArbitrageReport#1': SPEC_1,
+    'surfacePCA#0': SPEC_36,
+    'surfacePcaScenarios#0': SPEC_37,
+    'sviButterflyFree#0': SPEC_38,
+    'sviG#0': SPEC_38,
+    'sviMinG#0': SPEC_38,
+    'sviTotalVariance#0': SPEC_38,
+    'sviVolatility#0': SPEC_38,
+    'swaptionCubeVolatility#0': SPEC_39,
+    'tailRiskIndex#0': SPEC_40,
+    'vannaVolga5Density#0': SPEC_41,
+    'varianceIndex#0': SPEC_42,
+    'varianceRiskPremiumTermStructure#0': SPEC_43,
+    'varianceSwapRate#0': SPEC_44,
+    'volatilityCone#1': SPEC_45,
+    'volatilitySurface#0': SPEC_46,
+};
+//# sourceMappingURL=validation-specs.js.map