import { EconomicDependency } from './economicDependency';
/**
 * Indicates a dependency on an FxForwardCurve.  Identical to Fx dependencies in the meaning of domestic and foreign currencies, but describes a *set* of fx rates.  These rates are quoted rates for fx forwards, which can be used to interpolate the forward rate at a specific time in the future.  In the case of pips, the absolute rates can be expressed as rate = spotFx + pips / pipsPerUnit
 */
export interface FxForwardsDependency extends EconomicDependency {
    /**
     * DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.
     */
    domesticCurrency: string;
    /**
     * ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.
     */
    foreignCurrency: string;
    /**
     * Used to describe the format in which the curve is expressed  e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve.
     */
    curveType: string;
    /**
     * The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
     */
    date: string;
    /**
     * The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency
     */
    dependencyType: FxForwardsDependency.DependencyTypeEnum;
}
export declare namespace FxForwardsDependency {
    type DependencyTypeEnum = 'OpaqueDependency' | 'CashDependency' | 'DiscountingDependency' | 'EquityCurveDependency' | 'EquityVolDependency' | 'FxDependency' | 'FxForwardsDependency' | 'FxVolDependency' | 'IndexProjectionDependency' | 'IrVolDependency' | 'QuoteDependency' | 'Vendor' | 'CalendarDependency' | 'InflationFixingDependency';
    const DependencyTypeEnum: {
        OpaqueDependency: DependencyTypeEnum;
        CashDependency: DependencyTypeEnum;
        DiscountingDependency: DependencyTypeEnum;
        EquityCurveDependency: DependencyTypeEnum;
        EquityVolDependency: DependencyTypeEnum;
        FxDependency: DependencyTypeEnum;
        FxForwardsDependency: DependencyTypeEnum;
        FxVolDependency: DependencyTypeEnum;
        IndexProjectionDependency: DependencyTypeEnum;
        IrVolDependency: DependencyTypeEnum;
        QuoteDependency: DependencyTypeEnum;
        Vendor: DependencyTypeEnum;
        CalendarDependency: DependencyTypeEnum;
        InflationFixingDependency: DependencyTypeEnum;
    };
}