import { MarketDataOptions } from './marketDataOptions'; import { ComplexMarketData } from './complexMarketData'; /** * Contains data (i.e. dates and prices + metadata) for building Equity curves */ export interface EquityCurveByPricesData extends ComplexMarketData { /** * EffectiveAt date of the provided prices */ baseDate: string; /** * Dates provided for the forward price of the Equity at the corresponding price in Prices. These dates should be in the future with respect to the BaseDate. */ dates: Array; /** * Description of the complex market data\'s lineage e.g. \'FundAccountant_GreenQuality\'. */ lineage?: string | null; /** * Prices provided for the forward price of the Equity at the corresponding date in Dates. */ prices: Array; marketDataOptions?: MarketDataOptions; /** * The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData */ marketDataType: EquityCurveByPricesData.MarketDataTypeEnum; } export declare namespace EquityCurveByPricesData { type MarketDataTypeEnum = 'DiscountFactorCurveData' | 'EquityVolSurfaceData' | 'FxVolSurfaceData' | 'IrVolCubeData' | 'OpaqueMarketData' | 'YieldCurveData' | 'FxForwardCurveData' | 'FxForwardPipsCurveData' | 'FxForwardTenorCurveData' | 'FxForwardTenorPipsCurveData' | 'FxForwardCurveByQuoteReference' | 'CreditSpreadCurveData' | 'EquityCurveByPricesData'; const MarketDataTypeEnum: { DiscountFactorCurveData: MarketDataTypeEnum; EquityVolSurfaceData: MarketDataTypeEnum; FxVolSurfaceData: MarketDataTypeEnum; IrVolCubeData: MarketDataTypeEnum; OpaqueMarketData: MarketDataTypeEnum; YieldCurveData: MarketDataTypeEnum; FxForwardCurveData: MarketDataTypeEnum; FxForwardPipsCurveData: MarketDataTypeEnum; FxForwardTenorCurveData: MarketDataTypeEnum; FxForwardTenorPipsCurveData: MarketDataTypeEnum; FxForwardCurveByQuoteReference: MarketDataTypeEnum; CreditSpreadCurveData: MarketDataTypeEnum; EquityCurveByPricesData: MarketDataTypeEnum; }; }