Type alias AllocationBasedGlidepathConfig

AllocationBasedGlidepathConfig: {
    mode: "allocation-based";
    startEquityWeight: number;
    endEquityWeight: number;
    equityReturn: number;
    bondReturn: number;
}

Configuration for allocation-based glidepath that blends equity and bond returns based on linearly interpolated equity allocation by age.

Use case: Age-based asset allocation strategies (e.g., "120 minus age" rule)

Type declaration

  • mode: "allocation-based"

    Discriminator for the glidepath configuration type.

  • startEquityWeight: number

    Equity allocation percentage at starting age (0.0 to 1.0).

    Example

    0.90 represents 90% equity allocation
  • endEquityWeight: number

    Equity allocation percentage at ending age (0.0 to 1.0).

    Example

    0.30 represents 30% equity allocation
  • equityReturn: number

    Expected annual return for equity portion (decimal format). Must be > -1.0 (cannot lose more than 100%).

    Example

    0.12 represents 12% annual equity return
  • bondReturn: number

    Expected annual return for bond portion (decimal format). Must be > -1.0 (cannot lose more than 100%).

    Example

    0.04 represents 4% annual bond return

Example

const config: AllocationBasedGlidepathConfig = {
  mode: 'allocation-based',
  startEquityWeight: 0.90,  // 90% equity at start
  endEquityWeight: 0.30,    // 30% equity at end
  equityReturn: 0.12,       // 12% equity returns
  bondReturn: 0.04          // 4% bond returns
};

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