import { VaROptions } from '../schemas/VaROptionsSchema'; import { VaRResult } from '../schemas/VaRResultSchema'; /** * Calculate Value at Risk using historical method * * @param returns - Array of historical returns (e.g., daily returns) * @param options - VaR calculation options * @returns VaR result with value and metadata * * @example * ```typescript * const returns = [-0.02, 0.01, -0.015, 0.03, -0.01]; * const var95 = calculateVaR(returns, { confidenceLevel: 0.95 }); * console.log(`95% VaR: ${var95.value}`); * ``` */ export declare function calculateVaR(returns: number[], options: VaROptions): VaRResult;