import { InputFlow, PriceSide } from './cap-floor';
export { InputFlow, PriceSide } from './cap-floor';
import { BuySell, CallPut, ExerciseStyle, SwapLegDefinition, FinancialInstrumentParams } from './financial-contracts';
export { BuySell, CallPut, ExerciseStyle, 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 {
    underlyingDefinition?: SwapDefinition;
    bermudanSwaptionDefinition?: BermudanSwaptionDefinition;
    buySell?: BuySell;
    callPut?: CallPut;
    deliveryDate?: string;
    endDate?: string;
    exerciseStyle?: ExerciseStyle;
    instrumentTag?: string;
    notionalAmount?: number;
    payments?: InputFlow[];
    premiumSettlementType?: PremiumSettlementType;
    settlementType?: OptionSettlementType;
    spreadVsAtmInBp?: number;
    startDate?: string;
    swaptionType?: SwaptionType;
    strikePercent?: number;
    tenor?: string;
}
export interface PricingParameters {
    exerciseDate?: string;
    impliedVolatilityBp?: number;
    impliedVolatilityPercent?: number;
    marketDataDate?: string;
    marketValueInDealCcy?: number;
    nbIterations?: number;
    priceSide?: PriceSide;
    reportCcy?: string;
    simulateExercise?: boolean;
    valuationDate?: string;
}
export interface BermudanSwaptionDefinition {
    exerciseSchedule: string[];
    exerciseScheduleType: ScheduleType;
    notificationDays: number;
}
export declare enum ScheduleType {
    FixedLeg = "FixedLeg",
    FloatLeg = "FloatLeg",
    UserDefined = "UserDefined "
}
export declare enum PremiumSettlementType {
    Spot = "Spot",
    Forward = "Forward",
    Schedule = "Schedule "
}
export declare enum OptionSettlementType {
    Cash = "Cash",
    Physical = "Physical",
    CCP = "CCP"
}
export declare enum SwaptionType {
    Payer = "Payer",
    Receiver = "Receiver"
}
export interface SwapDefinition {
    endDate?: string;
    instrumentCode?: string;
    instrumentTag?: string;
    isNonDeliverable?: boolean;
    legs?: SwapLegDefinition[];
    settlementCcy?: string;
    startDate?: string;
    startTenor?: string;
    template?: string;
    tenor?: string;
    tradeDate?: number;
}