import { MarketDataOptions } from './marketDataOptions'; import { ComplexMarketData } from './complexMarketData'; /** * Contains data (i.e. dates and rates + metadata) for building fx forward curves */ export interface FxForwardCurveData extends ComplexMarketData { /** * EffectiveAt date of the quoted rates */ baseDate: string; /** * Domestic currency of the fx forward */ domCcy: string; /** * Foreign currency of the fx forward */ fgnCcy: string; /** * Dates for which the forward rates apply */ dates: Array; /** * Rates provided for the fx forward (price in FgnCcy per unit of DomCcy) */ rates: Array; /** * Description of the complex market data\'s lineage e.g. \'FundAccountant_GreenQuality\'. */ lineage?: string | null; marketDataOptions?: MarketDataOptions; /** * The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData */ marketDataType: FxForwardCurveData.MarketDataTypeEnum; } export declare namespace FxForwardCurveData { 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; }; }