import * as Bond from './bond';
import { BuySell, DayCountBasisConvention, FinancialInstrumentParams } from './financial-contracts';
export { TableRow, Outputs, PaymentRollConvention, DayCountBasisConvention, BusinessDayConvention } from './financial-contracts';
export interface Params extends InstrumentDefinition, FinancialInstrumentParams {
    pricingParameters?: PricingParameters;
}
export interface FinancialInstrument {
    instrumentType: string;
    instrumentDefinition: InstrumentDefinition;
    pricingParameters?: PricingParameters;
}
export interface PricingParameters {
    valuationDate?: string;
    marketDataDate?: string;
    settlementConvention?: string;
    reportCcy?: string;
    couponReinvestmentRatePercent?: number;
    repoCurveType?: RepoCurveType;
}
export declare enum RepoCurveType {
    RepoCurve = "RepoCurve",
    DepositCurve = "DepositCurve",
    LiborFixing = "LiborFixing"
}
export interface InstrumentDefinition {
    underlyingInstruments?: RepoUnderlyingContractInstrument[];
    buySell?: BuySell;
    instrumentTag?: string;
    startDate?: string;
    endDate?: string;
    tenor?: string;
    isCouponExchanged?: boolean;
    repoRatePercent?: number;
    repoRateFrequency?: RepoRateFrequency;
    repoRateType?: RepoRateType;
    dayCountBasis?: DayCountBasisConvention;
}
export interface RepoUnderlyingContractInstrument {
    instrumentType: string;
    instrumentDefinition: Bond.InstrumentDefinition;
    pricingParameters?: RepoUnderlyingPricingParameters;
}
export interface RepoUnderlyingPricingParameters {
    marketDataDate?: string;
    repoParameters?: RepoParameters;
    pricingParametersAtEnd?: Bond.PricingParameters;
    pricingParametersAtStart?: Bond.PricingParameters;
    reportCcy?: string;
    valuationDate?: string;
}
export interface RepoParameters {
    couponPaidAtHorizon?: boolean;
    haircutRatePercent?: number;
    initialMarginPercent?: number;
    purchasePrice?: number;
    repurchasePrice?: number;
}
export interface RepoUnderlyingContractParams extends Bond.InstrumentDefinition {
    pricingParameters?: RepoUnderlyingPricingParameters;
}
export declare enum RepoRateFrequency {
    Annual = "Annual",
    SemiAnnual = "SemiAnnual",
    Quarterly = "Quarterly",
    Monthly = "Monthly"
}
export declare enum RepoRateType {
    MoneyMarket = "MoneyMarket",
    Actual = "Actual",
    Continuous = "Continuous",
    Discount = "Discount",
    Compounded = "Compounded",
    SimpleJapanese = "SimpleJapanese",
    CompoundedJapanese = "CompoundedJapanese"
}