import type { array, matrix } from "../types"; /** * Convert a return series to a value series with a start value. * * Converts a return series to a value series (prices) given a starting value. * Can handle both simple and continuous (log) returns. * * @param x Array of returns * @param mode Method to compute values: 'simple' or 'continuous' (defaults to 'simple') * @param sval Starting value (defaults to 1) * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0) * @returns Value series (prices) * @throws If unknown return method specified * * @example Converting returns to prices with a custom start value * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ret2tick([0.5, -0.5, 1.0], 'simple', 100), [100, 150, 75, 150]); * * ``` * * @example Converting returns to prices with continuous method * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ret2tick([0.1, -0.05, 0.2], 'continuous', 100), [100, 110.51709180756477, 105.12710963760242, 128.40254166877418]); * * ``` * * @example Converting matrix of returns to prices * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ret2tick([[0.1, 0.2], [0.05, -0.1]], 'simple', 100), [[100, 110.00000000000001, 132], [100, 105, 94.5]]); * ``` */ export default function ret2tick(x: array, mode?: string, sval?: number, dim?: 0 | 1): array; /** * Convert a return series to a value series with a start value. * * Converts a return series to a value series (prices) given a starting value. * Can handle both simple and continuous (log) returns. * * @param x Array of returns * @param mode Method to compute values: 'simple' or 'continuous' (defaults to 'simple') * @param sval Starting value (defaults to 1) * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0) * @returns Value series (prices) * @throws If unknown return method specified * * @example Converting returns to prices with a custom start value * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ret2tick([0.5, -0.5, 1.0], 'simple', 100), [100, 150, 75, 150]); * * ``` * * @example Converting returns to prices with continuous method * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ret2tick([0.1, -0.05, 0.2], 'continuous', 100), [100, 110.51709180756477, 105.12710963760242, 128.40254166877418]); * * ``` * * @example Converting matrix of returns to prices * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ret2tick([[0.1, 0.2], [0.05, -0.1]], 'simple', 100), [[100, 110.00000000000001, 132], [100, 105, 94.5]]); * ``` */ export default function ret2tick(x: matrix, mode?: string, sval?: number, dim?: 0 | 1): matrix; //# sourceMappingURL=ret2tick.d.ts.map