import { EconomicDependency } from './economicDependency'; /** * For indicating a dependency on the value of an asset at a point in time. If the time is omitted, then the dependency is interpreted as the latest value with respect to anything observing it. E.g. An EquitySwap will declare a dependency on the current price of the underlying equity. */ export interface QuoteDependency extends EconomicDependency { /** * Type of the code identifying the asset, e.g. ISIN or CUSIP */ marketIdentifier: string; /** * The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN */ code: string; /** * The effectiveAt of the quote for the identified entity. */ date: string; /** * The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency */ dependencyType: QuoteDependency.DependencyTypeEnum; } export declare namespace QuoteDependency { 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; }; }