import { ConvexityAdjustmentIntegrationMethod, SwapLegDefinition, FinancialInstrumentParams, ConvexityAdjustmentMethod, PriceSide, TenorReferenceDate } from './financial-contracts';
export { SwapLegDefinition, Outputs, Table, TableRow } from './financial-contracts';
export interface Params extends InstrumentDefinition, FinancialInstrumentParams {
    pricingParameters?: PricingParameters;
}
export interface FinancialInstrument {
    instrumentType: string;
    instrumentDefinition: InstrumentDefinition;
    pricingParameters?: PricingParameters;
}
export interface InstrumentDefinition {
    startTenor?: string;
    instrumentTag?: string;
    tradeDate?: string;
    startDate?: string;
    endDate?: string;
    tenor?: string;
    settlementCcy?: string;
    isNonDeliverable?: boolean;
    instrumentCode?: string;
    template?: string;
    legs?: SwapLegDefinition[];
}
export interface PricingParameters {
    applySeasonality?: string;
    benchmarkInstrumentCode?: string;
    dealtFx?: DealtFX;
    indexConvexityAdjustmentIntegrationMethod?: ConvexityAdjustmentIntegrationMethod;
    indexConvexityAdjustmentMethod?: ConvexityAdjustmentMethod;
    valuationDate?: string;
    reportCcy?: string;
    marketDataDate?: string;
    marketValueInDealCcy?: number;
    marketValueInReportCcy?: number;
    priceSide?: PriceSide;
    tenorReferenceDate?: TenorReferenceDate;
    discountingTenor?: string;
    discountingCcy?: string;
    indexConvexityAdjustmentType?: string;
    useLegsSigning?: boolean;
}
export interface DealtFX {
    crossCode?: string;
    rate?: number;
}