import { PortfolioMetricsOptions } from '../schemas/PortfolioMetricsOptionsSchema';
import { PortfolioMetricsResult } from '../schemas/PortfolioMetricsResultSchema';
/**
 * Calculate Portfolio-Level Metrics
 *
 * Calculates comprehensive portfolio performance and risk metrics:
 *
 * 1. Total Return: (Final Value - Initial Value) / Initial Value
 * 2. CAGR: Compound Annual Growth Rate
 * 3. Max Drawdown: Largest peak-to-trough decline
 * 4. Sharpe Ratio: (Mean Return - Risk-Free Rate) / Volatility
 * 5. Sortino Ratio: (Mean Return - Risk-Free Rate) / Downside Deviation
 * 6. Value at Risk (VaR): Potential loss at confidence level
 * 7. Expected Shortfall: Expected loss beyond VaR
 * 8. Volatility: Annualized standard deviation of returns
 *
 * @param options - Portfolio values, dates, cash flows, and calculation parameters
 * @returns Comprehensive portfolio metrics
 *
 * @example
 * ```typescript
 * const metrics = calculatePortfolioMetrics({
 *   portfolioValues: [100000, 105000, 108000, 102000, 110000],
 *   dates: [new Date('2023-01-01'), new Date('2023-02-01'), new Date('2023-03-01'), new Date('2023-04-01'), new Date('2023-05-01')],
 *   riskFreeRate: 0.02,
 *   annualizationFactor: 12 // Monthly data
 * });
 * ```
 */
export declare function calculatePortfolioMetrics(options: PortfolioMetricsOptions): PortfolioMetricsResult;