import { PerformanceAttributionOptions } from '../schemas/PerformanceAttributionOptionsSchema';
import { PerformanceAttributionResult } from '../schemas/PerformanceAttributionResultSchema';
/**
 * Calculate Performance Attribution
 *
 * Performance attribution decomposes excess returns into three components:
 * 1. Asset Allocation Effect: Returns from overweighting/underweighting sectors/assets
 * 2. Security Selection Effect: Returns from picking better/worse securities within sectors
 * 3. Interaction Effect: Returns from the combination of allocation and selection
 *
 * Brinson Model Formula:
 * - Allocation Effect = Σ(w_p - w_b) × r_b
 * - Selection Effect = Σ(w_b × (r_p - r_b))
 * - Interaction Effect = Σ(w_p - w_b) × (r_p - r_b)
 *
 * Where:
 * - w_p = portfolio weights, w_b = benchmark weights
 * - r_p = portfolio returns, r_b = benchmark returns
 *
 * @param options - Portfolio returns, benchmark returns, asset returns, and weights
 * @returns Performance attribution breakdown
 *
 * @example
 * ```typescript
 * const attribution = calculatePerformanceAttribution({
 *   portfolioReturns: [0.05, 0.03, 0.07],
 *   benchmarkReturns: [0.04, 0.03, 0.06],
 *   assetReturns: [
 *     [0.06, 0.04, 0.08], // Asset 1 returns
 *     [0.04, 0.02, 0.06]  // Asset 2 returns
 *   ],
 *   portfolioWeights: [
 *     [0.6, 0.5, 0.7], // Portfolio weights over time
 *     [0.4, 0.5, 0.3]
 *   ],
 *   benchmarkWeights: [
 *     [0.5, 0.5, 0.5], // Benchmark weights over time
 *     [0.5, 0.5, 0.5]
 *   ],
 *   method: 'brinson'
 * });
 * ```
 */
export declare function calculatePerformanceAttribution(options: PerformanceAttributionOptions): PerformanceAttributionResult;