@insiderfinance/totalfinance 0.1.0

package/modules/volatility/src/generated/validation-specs.ts

@@ -0,0 +1,2184 @@
+/**
+ * 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.
+ */
+
+import type { ClosedRequestSpecification } from '@totalfinance/core';
+
+const SPEC_1: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:ESSVICalibrationInput',
+  fields: [
+    {
+      name: 'slices',
+      kind: 'array',
+    },
+  ],
+};
+const SPEC_3: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:SABRSmileInput',
+  fields: [
+    {
+      name: 'forward',
+      kind: 'numeric',
+    },
+    {
+      name: 'impliedVolatilities',
+      kind: 'array',
+    },
+    {
+      name: 'strikes',
+      kind: 'array',
+    },
+    {
+      name: 'timeToExpiryYears',
+      kind: 'numeric',
+    },
+  ],
+};
+const SPEC_6: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:SSVICalibrationInput',
+  fields: [
+    {
+      name: 'slices',
+      kind: 'array',
+    },
+  ],
+};
+const SPEC_8: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:SVISmileInput',
+  fields: [
+    {
+      name: 'k',
+      kind: 'array',
+    },
+    {
+      name: 'w',
+      kind: 'array',
+    },
+  ],
+};
+const SPEC_10: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:CalendarCheckOptions | undefined',
+  fields: [
+    {
+      name: 'calendarPoints',
+      kind: 'numeric',
+      optional: true,
+    },
+    {
+      name: 'tolerance',
+      kind: 'numeric',
+      optional: true,
+    },
+  ],
+};
+const SPEC_16: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:{}#1ca1782448b3',
+  fields: [
+    {
+      name: 'grid',
+      kind: 'array',
+      optional: true,
+    },
+    {
+      name: 'maturityGrid',
+      kind: 'array',
+      optional: true,
+    },
+  ],
+};
+const SPEC_18: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:HarRvOptions | undefined',
+  fields: [
+    {
+      name: 'monthly',
+      kind: 'numeric',
+      optional: true,
+    },
+    {
+      name: 'weekly',
+      kind: 'numeric',
+      optional: true,
+    },
+  ],
+};
+const SPEC_22: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:{}#a7f15a60761c',
+  fields: [
+    {
+      name: 'step',
+      kind: 'numeric',
+      optional: true,
+    },
+  ],
+};
+const SPEC_23: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:{}#c22f9965277c',
+  fields: [
+    {
+      name: 'grid',
+      kind: 'array',
+      optional: true,
+    },
+  ],
+};
+const SPEC_34: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:SsviSliceInput',
+  fields: [
+    {
+      name: 'k',
+      kind: 'numeric',
+    },
+    {
+      name: 'psi',
+      kind: 'numeric',
+    },
+    {
+      name: 'rho',
+      kind: 'numeric',
+    },
+    {
+      name: 'theta',
+      kind: 'numeric',
+    },
+  ],
+};
+const SPEC_35: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:SsviToSviInput',
+  fields: [
+    {
+      name: 'psi',
+      kind: 'numeric',
+    },
+    {
+      name: 'rho',
+      kind: 'numeric',
+    },
+    {
+      name: 'theta',
+      kind: 'numeric',
+    },
+  ],
+};
+const SPEC_36: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  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: ClosedRequestSpecification = {
+  contract: '@totalfinance/volatility:{}#38e2c51f21df',
+  fields: [
+    {
+      name: 'periodsPerYear',
+      kind: 'numeric',
+      optional: true,
+    },
+    {
+      name: 'windows',
+      kind: 'array',
+    },
+  ],
+};
+const SPEC_46: ClosedRequestSpecification = {
+  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: Readonly<Record<string, ClosedRequestSpecification>> = {
+  '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,
+};