import { LusidInstrument } from './lusidInstrument';
import { FlowConventions } from './flowConventions';
import { InflationIndexConventions } from './inflationIndexConventions';
/**
 * LUSID representation of an Inflation Leg.  This leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument.  The implementation supports the following inflation leg types:  * Zero Coupon inflation leg (CPI Leg), with a single payment at maturity.  * Year on Year inflation leg  * LPI Swap Leg (capped and floored YoY)
 */
export interface InflationLeg extends LusidInstrument {
    /**
     * The start date of the instrument. This is normally synonymous with the trade-date.
     */
    startDate: string;
    /**
     * The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
     */
    maturityDate: string;
    flowConventions: FlowConventions;
    /**
     * Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.
     */
    baseCPI?: number | null;
    /**
     * The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].
     */
    calculationType: string;
    /**
     * Optional cap, needed for LPI Legs or CPI Legs with Caps
     */
    capRate?: number | null;
    /**
     * Optional floor, needed for LPI Legs or CPI Legs with Floors.
     */
    floorRate?: number | null;
    inflationIndexConventions: InflationIndexConventions;
    /**
     * The notional
     */
    notional: number;
    /**
     * PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive].
     */
    payReceive?: string | null;
    /**
     * The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg
     */
    instrumentType: InflationLeg.InstrumentTypeEnum;
}
export declare namespace InflationLeg {
    type InstrumentTypeEnum = 'QuotedSecurity' | 'InterestRateSwap' | 'FxForward' | 'Future' | 'ExoticInstrument' | 'FxOption' | 'CreditDefaultSwap' | 'InterestRateSwaption' | 'Bond' | 'EquityOption' | 'FixedLeg' | 'FloatingLeg' | 'BespokeCashFlowsLeg' | 'Unknown' | 'TermDeposit' | 'ContractForDifference' | 'EquitySwap' | 'CashPerpetual' | 'CapFloor' | 'CashSettled' | 'CdsIndex' | 'Basket' | 'FundingLeg' | 'FxSwap' | 'ForwardRateAgreement' | 'SimpleInstrument' | 'Repo' | 'Equity' | 'ExchangeTradedOption' | 'ReferenceInstrument' | 'ComplexBond' | 'InflationLinkedBond' | 'InflationSwap' | 'SimpleCashFlowLoan' | 'TotalReturnSwap' | 'InflationLeg';
    const InstrumentTypeEnum: {
        QuotedSecurity: InstrumentTypeEnum;
        InterestRateSwap: InstrumentTypeEnum;
        FxForward: InstrumentTypeEnum;
        Future: InstrumentTypeEnum;
        ExoticInstrument: InstrumentTypeEnum;
        FxOption: InstrumentTypeEnum;
        CreditDefaultSwap: InstrumentTypeEnum;
        InterestRateSwaption: InstrumentTypeEnum;
        Bond: InstrumentTypeEnum;
        EquityOption: InstrumentTypeEnum;
        FixedLeg: InstrumentTypeEnum;
        FloatingLeg: InstrumentTypeEnum;
        BespokeCashFlowsLeg: InstrumentTypeEnum;
        Unknown: InstrumentTypeEnum;
        TermDeposit: InstrumentTypeEnum;
        ContractForDifference: InstrumentTypeEnum;
        EquitySwap: InstrumentTypeEnum;
        CashPerpetual: InstrumentTypeEnum;
        CapFloor: InstrumentTypeEnum;
        CashSettled: InstrumentTypeEnum;
        CdsIndex: InstrumentTypeEnum;
        Basket: InstrumentTypeEnum;
        FundingLeg: InstrumentTypeEnum;
        FxSwap: InstrumentTypeEnum;
        ForwardRateAgreement: InstrumentTypeEnum;
        SimpleInstrument: InstrumentTypeEnum;
        Repo: InstrumentTypeEnum;
        Equity: InstrumentTypeEnum;
        ExchangeTradedOption: InstrumentTypeEnum;
        ReferenceInstrument: InstrumentTypeEnum;
        ComplexBond: InstrumentTypeEnum;
        InflationLinkedBond: InstrumentTypeEnum;
        InflationSwap: InstrumentTypeEnum;
        SimpleCashFlowLoan: InstrumentTypeEnum;
        TotalReturnSwap: InstrumentTypeEnum;
        InflationLeg: InstrumentTypeEnum;
    };
}