import { AmortizationItemDefinition, BusinessDayConvention, DayCountBasisConvention, PaymentRollConvention, PriceSide, FinancialInstrumentParams, Direction, IndexAverageMethod, PaymentFrequency, IndexCalculationMethod, AdjustInterest, StubRule, InterestType, IndexObservationMethod, InflationMode } from './financial-contracts';
export { AmortizationItemDefinition, BusinessDayConvention, DayCountBasisConvention, PaymentRollConvention, PriceSide, InflationMode, Outputs, Direction, InterestType, PaymentFrequency, IndexCalculationMethod, IndexObservationMethod, AdjustInterest, StubRule, } from './financial-contracts';
export interface Params extends InstrumentDefinition, FinancialInstrumentParams {
    pricingParameters?: PricingParameters;
}
export interface InstrumentDefinition {
    accruedCalculationMethod?: DayCountBasisConvention;
    adjustInterestToPaymentDate?: AdjustInterest;
    amortizationSchedule?: AmortizationItemDefinition[];
    direction?: Direction;
    endDate?: string;
    firstAccrualDate?: string;
    firstRegularPaymentDate?: string;
    fixedRatePercent?: number;
    fixedRatePercentSchedule?: object;
    floorStrikePercent?: number;
    indexAverageMethod?: IndexAverageMethod;
    indexCompoundingMethod?: IndexCalculationMethod;
    indexFixingLag?: number;
    indexFixingRic?: string;
    indexLockoutPeriod?: number;
    indexObservationMethod?: IndexObservationMethod;
    indexResetFrequency?: PaymentFrequency;
    instrumentCode?: string;
    instrumentTag?: string;
    interestCalculationMethod?: DayCountBasisConvention;
    interestPaymentDelay?: number;
    interestPaymentFrequency?: PaymentFrequency;
    interestType?: InterestType;
    isPerpetual?: boolean;
    issueDate?: string;
    lastRegularPaymentDate?: string;
    notionalAmount?: number;
    notionalCcy?: string;
    paymentBusinessDayConvention?: BusinessDayConvention;
    paymentBusinessDays?: string;
    paymentRollConvention?: PaymentRollConvention;
    spreadBp?: number;
    stubRule?: StubRule;
    template?: string;
}
export interface PricingParameters {
    valuationDate?: string;
    marketDataDate?: string;
    settlementConvention?: string;
    reportCcy?: string;
    priceSide?: PriceSide;
    redemptionDateType?: RedemptionDateType;
    redemptionDate?: string;
    yieldType?: YieldType;
    taxOnIncomeGainPercent?: number;
    taxOnCapitalGainPercent?: number;
    taxOnYieldPercent?: number;
    taxOnPricePercent?: number;
    concessionFee?: number;
    benchmarkYieldSelectionMode?: BenchmarkYieldSelectionMode;
    price?: number;
    yieldPercent?: number;
    cleanPrice?: number;
    dirtyPrice?: number;
    netPrice?: number;
    cashAmount?: number;
    discountMarginBp?: number;
    simpleMarginBp?: number;
    neutralYieldPercent?: number;
    currentYieldPercent?: number;
    stripYieldPercent?: number;
    discountPercent?: number;
    zSpreadBp?: number;
    assetSwapSpreadBp?: number;
    optionAdjustedSpreadBp?: number;
    swapSpreadBp?: number;
    swapYieldPercent?: number;
    governmentSpreadBp?: number;
    governmentBenchmarkCurveYieldPercent?: number;
    govCountrySpreadBp?: number;
    govCountryBenchmarkCurveYieldPercent?: number;
    ratingSpreadBp?: number;
    ratingBenchmarkCurveYieldPercent?: number;
    sectorRatingSpreadBp?: number;
    sectorRatingBenchmarkCurveYieldPercent?: number;
    edsfSpreadBp?: number;
    edsfBenchmarkCurveYieldPercent?: number;
    issuerSpreadBp?: number;
    issuerBenchmarkCurveYieldPercent?: number;
    projectedIndexPercent?: number;
    iborRatePercent?: number;
    iborSpotLag?: string;
    marketValueFeesInDealCcy?: number;
    marketValueInDealCcy?: number;
    marketValueInReportCcy?: number;
    projectedIndexCalculationMethod?: ProjectedIndexCalculationMethod;
    computeCashFlowFromIssueDate?: boolean;
    roundingParameters?: RoundingParameters;
    computeCashFlowWithReportCcy?: boolean;
    defaultQuote?: DefaultQuote;
    adjustedCleanPrice?: number;
    adjustedDirtyPrice?: number;
    adjustedYieldPercent?: number;
    applyTaxToFullPricing?: boolean;
    benchmarkAtIssuePrice?: number;
    benchmarkAtIssueRic?: string;
    benchmarkAtIssueSpreadBp?: number;
    benchmarkAtIssueYieldPercent?: number;
    benchmarkAtRedemptionPrice?: number;
    benchmarkAtRedemptionSpreadBp?: number;
    benchmarkAtRedemptionYieldPercent?: number;
    bondRecoveryRatePercent?: number;
    cdsRecoveryRatePercent?: number;
    computeAllAnalyticsWithReportCcy?: boolean;
    creditSpreadType?: CreditSpreadType;
    dividendType?: DividendType;
    dividendYieldPercent?: number;
    efpBenchmarkPrice?: number;
    efpBenchmarkRic?: string;
    efpBenchmarkYieldPercent?: number;
    efpSpreadBp?: number;
    flatCreditSpreadBp?: number;
    flatCreditSpreadTenor?: string;
    fxPriceSide?: PriceSide;
    fxStockCorrelation?: number;
    fxVolatilityPercent?: number;
    fxVolatilityTenor?: string;
    govCountryBenchmarkCurvePrice?: number;
    governmentBenchmarkCurvePrice?: number;
    inflationMode?: InflationMode;
    isCouponPaymentAdjustedforLeapYear?: boolean;
    nextCouponRatePercent?: number;
    oisZcBenchmarkCurveYieldPercent?: number;
    oisZcSpreadBp?: number;
    quoteFallbackLogic?: QuoteFallbackLogic;
    quotedPrice?: number;
    stockBorrowRatePercent?: number;
    stockFlatVolatilityPercent?: number;
    stockFlatVolatilityTenor?: string;
    stockPriceOnDefault?: number;
    swapBenchmarkCurveYieldPercent?: number;
    swapSpreadTenor?: string;
    taxOnCouponPercent?: number;
    tradeDate?: string;
    useSettlementDateFromQuote?: boolean;
    userDefinedBenchmarkPrice?: number;
    userDefinedBenchmarkYieldPercent?: number;
    userDefinedSpreadBp?: number;
    volatilityTermStructureType?: VolatilityTermStructureType;
    volatilityType?: VolatilityType;
}
export interface FinancialInstrument {
    instrumentType: string;
    instrumentDefinition: InstrumentDefinition;
    pricingParameters?: PricingParameters;
}
export declare enum RedemptionDateType {
    RedemptionAtMaturityDate = "RedemptionAtMaturityDate",
    RedemptionAtCallDate = "RedemptionAtCallDate",
    RedemptionAtPutDate = "RedemptionAtPutDate",
    RedemptionAtWorstDate = "RedemptionAtWorstDate",
    RedemptionAtBestDate = "RedemptionAtBestDate",
    RedemptionAtSinkDate = "RedemptionAtSinkDate",
    RedemptionAtParDate = "RedemptionAtParDate",
    RedemptionAtPremiumDate = "RedemptionAtPremiumDate",
    RedemptionAtMakeWholeCallDate = "RedemptionAtMakeWholeCallDate",
    RedemptionAtCustomDate = "RedemptionAtCustomDate",
    RedemptionAtPerpetuity = "RedemptionAtPerpetuity",
    RedemptionAtAverageLife = "RedemptionAtAverageLife",
    RedemptionAtPartialCallDate = "RedemptionAtPartialCallDate",
    RedemptionAtPartialPutDate = "RedemptionAtPartialPutDate",
    RedemptionAtNextDate = "RedemptionAtNextDate",
    NativeRedemptionDate = "NativeRedemptionDate "
}
export declare enum YieldType {
    Native = "Native",
    UsGovt = "UsGovt",
    UsTBills = "UsTBills",
    Isma = "Isma",
    Euroland = "Euroland",
    Discount_Actual_360 = "Discount_Actual_360",
    Discount_Actual_365 = "Discount_Actual_365",
    MoneyMarket_Actual_360 = "MoneyMarket_Actual_360",
    MoneyMarket_Actual_365 = "MoneyMarket_Actual_365",
    MoneyMarket_Actual_Actual = "MoneyMarket_Actual_Actual",
    Bond_Actual_364 = "Bond_Actual_364",
    Japanese_Simple = "Japanese_Simple",
    Japanese_Compounded = "Japanese_Compounded",
    Moosmueller = "Moosmueller",
    Braess_Fangmeyer = "Braess_Fangmeyer",
    Weekend = "Weekend",
    TurkishCompounded = "TurkishCompounded",
    Annual_Equivalent = "Annual_Equivalent",
    Semiannual_Equivalent = "Semiannual_Equivalent",
    Quarterly_Equivalent = "Quarterly_Equivalent",
    MarketReference = "MarketReference"
}
export declare enum BenchmarkYieldSelectionMode {
    Nearest = "Nearest",
    Interpolate = "Interpolate"
}
export declare enum ProjectedIndexCalculationMethod {
    ConstantIndex = "ConstantIndex",
    ForwardIndex = "ForwardIndex",
    ConstantCouponPayment = "ConstantCouponPayment"
}
export declare enum Rounding {
    Zero = "Zero",
    One = "One",
    Two = "Two",
    Three = "Three",
    Four = "Four",
    Five = "Five",
    Six = "Six",
    Seven = "Seven",
    Eight = "Eight",
    Default = "Default",
    Unrounded = "Unrounded"
}
export declare enum RoundingType {
    Default = "Default",
    Near = "Near",
    Up = "Up",
    Down = "Down",
    Floor = "Floor",
    Ceil = "Ceil",
    FaceNear = "FaceNear",
    FaceDown = "FaceDown",
    FaceUp = "FaceUp"
}
export interface DefaultQuote {
    quotationMode: QuotationMode;
    quotationValue: number;
}
export declare enum QuotationMode {
    Unknown = "Unknown",
    CashCleanPrice = "CashCleanPrice",
    CashGrossPrice = "CashGrossPrice",
    PercentCleanPrice = "PercentCleanPrice",
    PercentGrossPrice = "PercentGrossPrice",
    Yield = "Yield",
    MoneyMarketYield = "MoneyMarketYield",
    Discount = "Discount",
    Spread = "Spread",
    SimpleMargin = "SimpleMargin",
    DiscountMargin = "DiscountMargin"
}
export declare enum CreditSpreadType {
    FlatSpread = "FlatSpread",
    TermStructure = "TermStructure"
}
export declare enum DividendType {
    None = "None",
    ForecastTable = "ForecastTable",
    HistoricalYield = "HistoricalYield",
    ForecastYield = "ForecastYield",
    ImpliedYield = "ImpliedYield",
    ImpliedTable = "ImpliedTable",
    Futures = "Futures"
}
export declare enum QuoteFallbackLogic {
    None = "None",
    BestField = "BestField"
}
export declare enum VolatilityTermStructureType {
    Historical = "Historical",
    Implied = "Implied"
}
export declare enum VolatilityType {
    Flat = "Flat",
    TermStructure = "TermStructure"
}
export interface RoundingParameters {
    accruedRounding?: Rounding;
    accruedRoundingType?: RoundingType;
    priceRounding?: Rounding;
    priceRoundingType?: RoundingType;
    yieldRounding?: Rounding;
    yieldRoundingType?: RoundingType;
    spreadRounding?: Rounding;
    spreadRoundingType?: RoundingType;
}