import { EconomicDependency } from './economicDependency'; /** * Represents either a dependency on projections of an index. E.g. If the interest leg of a swap is a FloatingLeg, then it will declare an IndexProjectionDependency upon pricing. This is to indicate that pricing the floating leg requires predictions of future fixings of the index. */ export interface IndexProjectionDependency extends EconomicDependency { /** * The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR */ currency: string; /** * The tenor of the corresponding IndexConvention. E.g. this would be \"6M\" for a convention named USD.6M.LIBOR */ tenor: string; /** * The IndexName of the corresponding IndexConvention. E.g. this would be \"LIBOR\" for a convention named USD.6M.LIBOR */ indexName: 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: IndexProjectionDependency.DependencyTypeEnum; } export declare namespace IndexProjectionDependency { 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; }; }