import { EconomicDependency } from './economicDependency';
/**
 * Economic dependency required to price interest rate products that contain optionality, for example swaptions.  For example, can indicate a dependency on an IrVolCubeData.
 */
export interface IrVolDependency extends EconomicDependency {
    /**
     * The domestic currency of the instrument declaring this dependency.
     */
    currency: string;
    /**
     * Volatility type e.g. \"LN\" and \"N\" for log-normal and normal volatility.
     */
    volType: 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: IrVolDependency.DependencyTypeEnum;
}
export declare namespace IrVolDependency {
    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;
    };
}