import { DataInterface, ExtendedParams, TableInterface, ContentDefinition } from '../../base-interfaces';
import { DayCountBasisConvention, PriceSide } from '../ipa';
export { DayCountBasisConvention, PriceSide } from '../ipa';
import * as Bond from './bond';
import * as BondFuture from './bond-future';
import * as CapFloor from './cap-floor';
import * as CDS from './cds';
import * as FxCross from './fx-cross';
import * as IRSwap from './ir-swap';
import * as Option from './option';
import * as Repo from './repo';
import * as Swaption from './swaption';
import * as TermDeposit from './term-deposit';
export declare enum PaymentRollConvention {
    Last = "Last",
    Same = "Same",
    Same1 = "Same1",
    Last28 = "Last28",
    Same28 = "Same28"
}
export declare enum Direction {
    Paid = "Paid",
    Received = "Received"
}
export declare enum PaymentFrequency {
    Annual = "Annual",
    SemiAnnual = "SemiAnnual",
    Quarterly = "Quarterly",
    Monthly = "Monthly",
    BiMonthly = "BiMonthly",
    Everyday = "Everyday",
    EveryWorkingDay = "EveryWorkingDay",
    Every7Days = "Every7Days",
    Every14Days = "Every14Days",
    Every28Days = "Every28Days",
    Every30Days = "Every30Days",
    Every91Days = "Every91Days",
    Every182Days = "Every182Days",
    Every364Days = "Every364Days",
    Every365Days = "Every365Days",
    Every90Days = "Every90Days",
    Every92Days = "Every92Days",
    Every93Days = "Every93Days",
    Every180Days = "Every180Days",
    Every183Days = "Every183Days",
    Every184Days = "Every184Days",
    Every4Months = "Every4Months",
    R2 = "R2",
    R4 = "R4",
    Zero = "Zero",
    Scheduled = "Scheduled"
}
export declare enum StubRule {
    Issue = "Issue",
    Maturity = "Maturity",
    ShortFirstProRata = "ShortFirstProRata",
    ShortFirstFull = "ShortFirstFull",
    LongFirstFull = "LongFirstFull",
    ShortLastProRata = "ShortLastProRata"
}
export interface SwapLegDefinition {
    accruedCalculationMethod?: DayCountBasisConvention;
    adjustInterestToPaymentDate?: AdjustInterest;
    amortizationSchedule?: AmortizationItemDefinition[];
    cmsTemplate?: string;
    direction?: Direction;
    firstRegularPaymentDate?: string;
    fixedRatePercent?: number;
    fixedRatePercentSchedule?: object;
    floorStrikePercent?: number;
    indexAverageMethod?: IndexAverageMethod;
    indexCompoundingMethod?: IndexCalculationMethod;
    indexFixingLag?: number;
    indexFixingRic?: string;
    indexLockoutPeriod?: number;
    indexName?: string;
    indexObservationMethod?: IndexObservationMethod;
    indexPriceSide?: PriceSide;
    indexResetFrequency?: PaymentFrequency;
    indexResetType?: ResetType;
    indexSource?: string;
    indexSpreadCompoundingMethod?: IndexSpreadCompoundingMethod;
    indexTenor?: string;
    inflationIndexBaseReference?: number;
    inflationMode?: InflationMode;
    interestCalculationConvention?: InterestCalculationConvention;
    interestCalculationMethod?: DayCountBasisConvention;
    interestPaymentDelay?: number;
    interestPaymentFrequency?: PaymentFrequency;
    interestType?: InterestType;
    lastRegularPaymentDate?: string;
    legTag?: string;
    notionalAmount?: number;
    notionalCcy?: string;
    notionalExchange?: NotionalExchange;
    paymentBusinessDayConvention?: BusinessDayConvention;
    paymentBusinessDays?: string;
    paymentRollConvention?: PaymentRollConvention;
    spreadBp?: number;
    stubRule?: StubRule;
    upfrontAmount?: number;
}
export interface AmortizationItemDefinition {
    amortizationFrequency?: AmortizationFrequency;
    amortizationType?: AmortizationType;
    amount?: number;
    endDate?: string;
    remainingNotional?: number;
    startDate?: string;
}
export declare enum AmortizationFrequency {
    Once = "Once",
    EveryCoupon = "EveryCoupon",
    Every2ndCoupon = "Every2ndCoupon",
    Every3rdCoupon = "Every3rdCoupon",
    Every4thCoupon = "Every4thCoupon",
    Every12thCoupon = "Every12thCoupon "
}
export declare enum AmortizationType {
    None = "None",
    Linear = "Linear",
    Annuity = "Annuity",
    Schedule = "Schedule "
}
export declare enum IndexObservationMethod {
    Lookback = "Lookback",
    PeriodShift = "PeriodShift",
    Mixed = "Mixed"
}
export declare enum IndexAverageMethod {
    CompoundedActual = "CompoundedActual",
    DailyCompoundedAverage = "DailyCompoundedAverage",
    CompoundedAverageRate = "CompoundedAverageRate",
    ArithmeticAverage = "ArithmeticAverage"
}
export declare enum InterestType {
    Fixed = "Fixed",
    Float = "Float",
    Stepped = "Stepped"
}
export declare enum ResetType {
    InAdvance = "InAdvance",
    InArrears = "InArrears"
}
export declare enum NotionalExchange {
    None = "None",
    Start = "Start",
    End = "End",
    Both = "Both",
    EndAdjustment = "EndAdjustment"
}
export declare enum IndexCalculationMethod {
    Compounded = "Compounded",
    Average = "Average",
    Constant = "Constant",
    AdjustedCompounded = "AdjustedCompounded",
    MexicanCompounded = "MexicanCompounded"
}
export declare enum IndexSpreadCompoundingMethod {
    IsdaCompounding = "IsdaCompounding",
    NoCompounding = "NoCompounding",
    IsdaFlatCompounding = "IsdaFlatCompounding"
}
export declare enum InflationMode {
    Unadjusted = "Unadjusted",
    Adjusted = "Adjusted",
    Default = "Default"
}
export declare enum InterestCalculationConvention {
    None = "None",
    MoneyMarket = "MoneyMarket",
    BondBasis = "BondBasis"
}
export declare enum AdjustInterest {
    Unadjusted = "Unadjusted",
    Adjusted = "Adjusted"
}
export declare enum BusinessDayConvention {
    PreviousBusinessDay = "PreviousBusinessDay",
    NextBusinessDay = "NextBusinessDay",
    ModifiedFollowing = "ModifiedFollowing",
    NoMoving = "NoMoving",
    EveryThirdWednesday = "EveryThirdWednesday",
    BBSWModifiedFollowing = "BBSWModifiedFollowing"
}
export declare enum BuySell {
    Buy = "Buy",
    Sell = "Sell"
}
export declare enum FxSwapCalculationMethod {
    FxSwap = "FxSwap",
    DepositCcy1ImpliedFromFxSwap = "DepositCcy1ImpliedFromFxSwap",
    DepositCcy2ImpliedFromFxSwap = "DepositCcy2ImpliedFromFxSwap",
    FxSwapImpliedFromDeposit = "FxSwapImpliedFromDeposit"
}
export declare enum CallPut {
    Call = "Call",
    Put = "Put"
}
export declare enum ExerciseStyle {
    Euro = "EURO",
    Amer = "AMER",
    Berm = "BERM "
}
export type FinancialContractsDefinitions = Array<ContentDefinition<any, FinancialInstrument>>;
export interface Params extends FinancialInstrumentParams {
    definitions: FinancialContractsDefinitions;
}
export interface FinancialInstrumentParams extends ExtendedParams {
    fields?: string[];
    outputs?: Outputs[];
}
export interface Content extends FinancialInstrumentParams {
    universe: FinancialInstrument[];
    pricingParameters?: Array<Bond.PricingParameters | Option.PricingParameters | CDS.PricingParameters | IRSwap.PricingParameters | Repo.PricingParameters | FxCross.PricingParameters | Swaption.PricingParameters | CapFloor.PricingParameters | TermDeposit.PricingParameters | BondFuture.PricingParameters>;
}
export interface FinancialInstrument {
    instrumentType: string;
    instrumentDefinition: Bond.InstrumentDefinition | Option.InstrumentDefinition | CDS.InstrumentDefinition | IRSwap.InstrumentDefinition | Repo.InstrumentDefinition | FxCross.InstrumentDefinition | Swaption.InstrumentDefinition | CapFloor.InstrumentDefinition | TermDeposit.InstrumentDefinition | BondFuture.InstrumentDefinition;
    pricingParameters?: Bond.PricingParameters | Option.PricingParameters | CDS.PricingParameters | IRSwap.PricingParameters | Repo.PricingParameters | FxCross.PricingParameters | Swaption.PricingParameters | CapFloor.PricingParameters | TermDeposit.PricingParameters | BondFuture.PricingParameters;
}
export declare enum Outputs {
    Headers = "Headers",
    Statuses = "Statuses",
    Data = "Data",
    MarketData = "MarketData"
}
export interface Data extends DataInterface<any[][], Header[]> {
    statuses?: number[][];
}
interface Header {
    name: string;
    type: Type;
}
declare enum Type {
    InvalidField = "InvalidField",
    String = "String",
    Float = "Float",
    DateTime = "DateTime",
    Integer = "Integer",
    Object = "Object",
    Date = "Date",
    Bool = "Bool",
    StringArray = "StringArray",
    FloatArray = "FloatArray",
    DateArray = "DateArray",
    ObjectArray = "ObjectArray"
}
export declare enum ConvexityAdjustmentIntegrationMethod {
    RiemannSum = "RiemannSum",
    RungeKutta = "RungeKutta"
}
export declare enum ConvexityAdjustmentMethod {
    None = "None",
    BlackScholes = "BlackScholes",
    Replication = "Replication",
    LinearSwapModel = "LinearSwapModel"
}
export declare enum TenorReferenceDate {
    SpotDate = "SpotDate",
    ValuationDate = "ValuationDate"
}
export type Table = TableInterface<TableRow>;
export interface TableRow {
    [key: string]: any;
}