import { ContentDefinition, FundamentalAndReference, HistoricalPricing, IPA, News, Pricing, Search, StreamDefinition, SymbolConversion } from './index';
export interface FundamentalAndReferenceNamespace {
    RowHeaders: typeof FundamentalAndReference.RowHeaders;
    SortOrder: typeof FundamentalAndReference.SortOrder;
    Definition(params: FundamentalAndReference.Params): ContentDefinition<FundamentalAndReference.Table>;
    Definition(universe: string | string[], fields: string | string[]): ContentDefinition<FundamentalAndReference.Table>;
    Definition(params: string | string[] | FundamentalAndReference.Params, fields?: string | string[]): ContentDefinition<FundamentalAndReference.Table>;
}
export interface HistoricalPricingNamespace {
    Events: {
        InterdayInterval: typeof HistoricalPricing.Events.InterdayInterval;
        IntradayInterval: typeof HistoricalPricing.Events.IntradayInterval;
        Definition(universe: string, fields?: string[]): ContentDefinition<HistoricalPricing.Events.Table>;
        Definition(params: HistoricalPricing.Events.Params): ContentDefinition<HistoricalPricing.Events.Table>;
        Definition(params: HistoricalPricing.Events.Params | string, fields?: string[]): ContentDefinition<HistoricalPricing.Events.Table>;
    };
    Summaries: {
        InterdayInterval: typeof HistoricalPricing.Summaries.InterdayInterval;
        IntradayInterval: typeof HistoricalPricing.Summaries.IntradayInterval;
        Definition(universe: string, fields?: string[]): ContentDefinition<HistoricalPricing.Summaries.Table>;
        Definition(params: HistoricalPricing.Summaries.Params): ContentDefinition<HistoricalPricing.Summaries.Table>;
        Definition(params: HistoricalPricing.Summaries.Params | string, fields?: string[]): ContentDefinition<HistoricalPricing.Summaries.Table>;
    };
    Metadata: {
        Global: {
            Definition(params: HistoricalPricing.Metadata.Global.Params): ContentDefinition;
        };
        Instrument: {
            Definition(params: HistoricalPricing.Metadata.Instrument.Params): ContentDefinition;
        };
        Partialbar: {
            Definition(params: HistoricalPricing.Metadata.Partialbar.Params): ContentDefinition<HistoricalPricing.Metadata.Partialbar.Table>;
        };
        Viewlist: {
            Definition(params: HistoricalPricing.Metadata.Viewlist.Params): ContentDefinition;
        };
    };
    TimeSeries: {
        Definition(type: HistoricalPricing.TimeSeries.TimeSeriesType, universe: string): StreamDefinition<HistoricalPricing.TimeSeries.Stream.Stream<HistoricalPricing.TimeSeries.Stream.FacadeType>>;
        Definition(type: HistoricalPricing.TimeSeries.TimeSeriesType, params: HistoricalPricing.TimeSeries.Params): StreamDefinition<HistoricalPricing.TimeSeries.Stream.Stream<HistoricalPricing.TimeSeries.Stream.FacadeType>>;
        Definition(type: HistoricalPricing.TimeSeries.TimeSeriesType, params: string | HistoricalPricing.TimeSeries.Params): StreamDefinition<HistoricalPricing.TimeSeries.Stream.Stream<HistoricalPricing.TimeSeries.Stream.FacadeType>>;
    };
}
export interface IPANamespace {
    Curves: CurvesNamespace;
    DatesAndCalendars: DatesAndCalendarsNamespace;
    DayCountBasisConvention: typeof IPA.DayCountBasisConvention;
    FinancialContracts: FinancialContractsNamespace;
    PriceSide: typeof IPA.PriceSide;
    Surfaces: SurfacesNamespace;
}
interface CurvesNamespace {
    CalendarAdjustment: typeof IPA.Curves.CalendarAdjustment;
    ExtrapolationMode: typeof IPA.Curves.ExtrapolationMode;
    ForwardCurve: {
        Definition(params: IPA.Curves.ForwardCurve.Params): ContentDefinition<any, IPA.Curves.ForwardCurve.Params>;
    };
    ForwardCurves: {
        Definition(definitions: Array<ContentDefinition<any, IPA.Curves.ForwardCurve.Params>>, outputs?: string[]): ContentDefinition;
        Definition(params: IPA.Curves.ForwardCurves.Params): ContentDefinition;
        Definition(params: Array<ContentDefinition<any, IPA.Curves.ForwardCurve.Params>> | IPA.Curves.ForwardCurves.Params, outputs?: string[]): ContentDefinition;
    };
    InterpolationMode: typeof IPA.Curves.InterpolationMode;
    MainConstituentAssetClass: typeof IPA.Curves.MainConstituentAssetClass;
    RiskType: typeof IPA.Curves.RiskType;
    ZcCurve: {
        Definition(params: IPA.Curves.ZcCurve.Params): ContentDefinition<any, IPA.Curves.ZcCurve.Params>;
    };
    ZcCurveDefinition: {
        Definition(params: IPA.Curves.ZcCurveDefinition.Params): ContentDefinition<any, IPA.Curves.ZcCurveDefinition.Params>;
    };
    ZcCurveDefinitions: {
        Definition(definitions: Array<ContentDefinition<any, IPA.Curves.ZcCurveDefinition.Params>>): ContentDefinition;
        Definition(params: IPA.Curves.ZcCurveDefinitions.Params): ContentDefinition;
        Definition(params: Array<ContentDefinition<any, IPA.Curves.ZcCurveDefinition.Params>> | IPA.Curves.ZcCurveDefinitions.Params): ContentDefinition;
    };
    ZcCurves: {
        Definition(definitions: Array<ContentDefinition<any, IPA.Curves.ZcCurve.Params>>, outputs?: string[]): ContentDefinition;
        Definition(params: IPA.Curves.ZcCurves.Params): ContentDefinition;
        Definition(params: IPA.Curves.ZcCurves.Params | Array<ContentDefinition<any, IPA.Curves.ZcCurve.Params>>, outputs?: string[]): ContentDefinition;
    };
}
interface DatesAndCalendarsNamespace {
    AddPeriods: {
        Definition(params: IPA.DatesAndCalendars.AddPeriods.Params): ContentDefinition<any, IPA.DatesAndCalendars.AddPeriods.Params>;
        Definitions(definitions: Array<ContentDefinition<any, IPA.DatesAndCalendars.AddPeriods.Params>>): ContentDefinition<any, IPA.DatesAndCalendars.AddPeriods.Params>;
    };
    CountPeriods: {
        Definition(params: IPA.DatesAndCalendars.CountPeriods.Params): ContentDefinition<any, IPA.DatesAndCalendars.CountPeriods.Params>;
        Definitions(definitions: Array<ContentDefinition<any, IPA.DatesAndCalendars.CountPeriods.Params>>): ContentDefinition<any, IPA.DatesAndCalendars.CountPeriods.Params>;
    };
    DateMovingConvention: typeof IPA.DatesAndCalendars.DateMovingConvention;
    DateSchedule: {
        Definition(params: IPA.DatesAndCalendars.DateSchedule.Params): ContentDefinition<any, IPA.DatesAndCalendars.DateSchedule.Params>;
    };
    DayOfWeek: typeof IPA.DatesAndCalendars.DayOfWeek;
    EndOfMonthConvention: typeof IPA.DatesAndCalendars.EndOfMonthConvention;
    Frequency: typeof IPA.DatesAndCalendars.Frequency;
    HolidayOutput: typeof IPA.DatesAndCalendars.HolidayOutput;
    Holidays: {
        Definition(params: IPA.DatesAndCalendars.Holidays.Params): ContentDefinition<any, IPA.DatesAndCalendars.Holidays.Params>;
        Definitions: (definitions: Array<ContentDefinition<any, IPA.DatesAndCalendars.Holidays.Params>>) => ContentDefinition<any, IPA.DatesAndCalendars.Holidays.Params>;
    };
    IsWorkingDay: {
        Definition(params: IPA.DatesAndCalendars.IsWorkingDay.Params): ContentDefinition<any, IPA.DatesAndCalendars.IsWorkingDay.Params>;
        Definitions: (definitions: Array<ContentDefinition<any, IPA.DatesAndCalendars.IsWorkingDay.Params>>) => ContentDefinition<any, IPA.DatesAndCalendars.IsWorkingDay.Params>;
    };
    PeriodType: typeof IPA.DatesAndCalendars.PeriodType;
}
interface FinancialContractsNamespace {
    Bond: {
        BOND_INSTRUMENT_TYPE: string;
        AdjustInterest: typeof IPA.FinancialContracts.CapFloor.AdjustInterest;
        AmortizationFrequency: typeof IPA.FinancialContracts.AmortizationFrequency;
        AmortizationType: typeof IPA.FinancialContracts.AmortizationType;
        BenchmarkYieldSelectionMode: typeof IPA.FinancialContracts.Bond.BenchmarkYieldSelectionMode;
        BusinessDayConvention: typeof IPA.FinancialContracts.Bond.BusinessDayConvention;
        DayCountBasisConvention: typeof IPA.FinancialContracts.Bond.DayCountBasisConvention;
        Direction: typeof IPA.FinancialContracts.Bond.Direction;
        IndexAverageMethod: typeof IPA.FinancialContracts.IndexAverageMethod;
        IndexCalculationMethod: typeof IPA.FinancialContracts.IndexCalculationMethod;
        IndexObservationMethod: typeof IPA.FinancialContracts.IndexObservationMethod;
        InterestType: typeof IPA.FinancialContracts.Bond.InterestType;
        Definition(instrumentCode: string): ContentDefinition<IPA.FinancialContracts.Table, IPA.FinancialContracts.Bond.FinancialInstrument>;
        Definition(params: IPA.FinancialContracts.Bond.Params): ContentDefinition<IPA.FinancialContracts.Table, IPA.FinancialContracts.Bond.FinancialInstrument>;
        Definition(params: string | IPA.FinancialContracts.Bond.Params): ContentDefinition<IPA.FinancialContracts.Table, IPA.FinancialContracts.Bond.FinancialInstrument>;
        Outputs: typeof IPA.FinancialContracts.Bond.Outputs;
        PaymentFrequency: typeof IPA.FinancialContracts.Bond.PaymentFrequency;
        PaymentRollConvention: typeof IPA.FinancialContracts.Bond.PaymentRollConvention;
        PriceSide: typeof IPA.FinancialContracts.Bond.PriceSide;
        ProjectedIndexCalculationMethod: typeof IPA.FinancialContracts.Bond.ProjectedIndexCalculationMethod;
        RedemptionDateType: typeof IPA.FinancialContracts.Bond.RedemptionDateType;
        Rounding: typeof IPA.FinancialContracts.Bond.Rounding;
        RoundingType: typeof IPA.FinancialContracts.Bond.RoundingType;
        StubRule: typeof IPA.FinancialContracts.Bond.StubRule;
        YieldType: typeof IPA.FinancialContracts.Bond.YieldType;
    };
    BondFuture: {
        BOND_FUTURE_INSTRUMENT_TYPE: string;
        BondFutureUnderlyingContract(params: IPA.FinancialContracts.Bond.Params): IPA.FinancialContracts.Bond.FinancialInstrument;
        BondFutureUnderlyingContract(universe: string): IPA.FinancialContracts.Bond.FinancialInstrument;
        BondFutureUnderlyingContract(instrumentDefinition: string | IPA.FinancialContracts.Bond.Params): IPA.FinancialContracts.Bond.FinancialInstrument;
        Definition(params: IPA.FinancialContracts.BondFuture.Params): ContentDefinition<IPA.FinancialContracts.BondFuture.Table, IPA.FinancialContracts.BondFuture.FinancialInstrument>;
        Outputs: typeof IPA.FinancialContracts.BondFuture.Outputs;
        PriceSide: typeof IPA.FinancialContracts.BondFuture.PriceSide;
    };
    CDS: {
        BusinessDayConvention: typeof IPA.FinancialContracts.CDS.BusinessDayConvention;
        CDSConvention: typeof IPA.FinancialContracts.CDS.CDSConvention;
        CDS_INSTRUMENT_TYPE: string;
        DayCountBasisConvention: typeof IPA.FinancialContracts.CDS.DayCountBasisConvention;
        Definition(params: IPA.FinancialContracts.CDS.Params): ContentDefinition<IPA.FinancialContracts.CDS.Table, IPA.FinancialContracts.CDS.FinancialInstrument>;
        Direction: typeof IPA.FinancialContracts.CDS.Direction;
        DocClause: typeof IPA.FinancialContracts.CDS.DocClause;
        Outputs: typeof IPA.FinancialContracts.CDS.Outputs;
        PaymentFrequency: typeof IPA.FinancialContracts.CDS.PaymentFrequency;
        Seniority: typeof IPA.FinancialContracts.CDS.Seniority;
        StubRule: typeof IPA.FinancialContracts.CDS.StubRule;
    };
    CapFloor: {
        AdjustInterest: typeof IPA.FinancialContracts.CapFloor.AdjustInterest;
        AmortizationFrequency: typeof IPA.FinancialContracts.AmortizationFrequency;
        AmortizationType: typeof IPA.FinancialContracts.AmortizationType;
        BarrierType: typeof IPA.FinancialContracts.CapFloor.BarrierType;
        BarrierDirection: typeof IPA.FinancialContracts.CapFloor.BarrierDirection;
        BusinessDayConvention: typeof IPA.FinancialContracts.CapFloor.BusinessDayConvention;
        BuySell: typeof IPA.FinancialContracts.CapFloor.BuySell;
        CAP_FLOOR_INSTRUMENT_TYPE: string;
        ConvexityAdjustmentIntegrationMethod: typeof IPA.FinancialContracts.ConvexityAdjustmentIntegrationMethod;
        ConvexityAdjustmentMethod: typeof IPA.FinancialContracts.ConvexityAdjustmentMethod;
        DayCountBasisConvention: typeof IPA.FinancialContracts.CapFloor.DayCountBasisConvention;
        Definition(params: IPA.FinancialContracts.CapFloor.Params): ContentDefinition<IPA.FinancialContracts.CapFloor.Table, IPA.FinancialContracts.CapFloor.FinancialInstrument>;
        InterestCalculationConvention: typeof IPA.FinancialContracts.CapFloor.InterestCalculationConvention;
        Outputs: typeof IPA.FinancialContracts.CapFloor.Outputs;
        PaymentFrequency: typeof IPA.FinancialContracts.CapFloor.PaymentFrequency;
        PaymentRollConvention: typeof IPA.FinancialContracts.CapFloor.PaymentRollConvention;
        PriceSide: typeof IPA.FinancialContracts.CapFloor.PriceSide;
        ResetType: typeof IPA.FinancialContracts.CapFloor.ResetType;
        StubRule: typeof IPA.FinancialContracts.CapFloor.StubRule;
    };
    Definition(definitions: IPA.FinancialContracts.FinancialContractsDefinitions): ContentDefinition<IPA.FinancialContracts.Table>;
    Definition(params: IPA.FinancialContracts.Params): ContentDefinition<IPA.FinancialContracts.Table>;
    Definition(params: IPA.FinancialContracts.FinancialContractsDefinitions | IPA.FinancialContracts.Params): ContentDefinition<IPA.FinancialContracts.Table>;
    FxCross: {
        BuySell: typeof IPA.FinancialContracts.FxCross.BuySell;
        Definition(params: IPA.FinancialContracts.FxCross.Params): ContentDefinition<IPA.FinancialContracts.FxCross.Table, IPA.FinancialContracts.FxCross.FinancialInstrument>;
        FX_CROSS_INSTRUMENT_TYPE: string;
        FxCrossLegType: typeof IPA.FinancialContracts.FxCross.FxCrossLegType;
        FxCrossType: typeof IPA.FinancialContracts.FxCross.FxCrossType;
        FxSwapCalculationMethod: typeof IPA.FinancialContracts.FxCross.FxSwapCalculationMethod;
        Outputs: typeof IPA.FinancialContracts.FxCross.Outputs;
        PriceSide: typeof IPA.FinancialContracts.FxCross.PriceSide;
    };
    IRSwap: {
        Definition(params: IPA.FinancialContracts.IRSwap.Params): ContentDefinition<IPA.FinancialContracts.IRSwap.Table, IPA.FinancialContracts.IRSwap.FinancialInstrument>;
        IR_SWAP_INSTRUMENT_TYPE: string;
        Outputs: typeof IPA.FinancialContracts.IRSwap.Outputs;
    };
    Option: {
        BarrierMode: typeof IPA.FinancialContracts.Option.BarrierMode;
        BinaryType: typeof IPA.FinancialContracts.Option.BinaryType;
        BuySell: typeof IPA.FinancialContracts.Option.BuySell;
        CallPut: typeof IPA.FinancialContracts.Option.CallPut;
        Definition(instrumentCode: string): ContentDefinition<IPA.FinancialContracts.Table, IPA.FinancialContracts.Option.FinancialInstrument>;
        Definition(params: IPA.FinancialContracts.Option.Params): ContentDefinition<IPA.FinancialContracts.Table, IPA.FinancialContracts.Option.FinancialInstrument>;
        Definition(params: string | IPA.FinancialContracts.Option.Params): ContentDefinition<IPA.FinancialContracts.Table, IPA.FinancialContracts.Option.FinancialInstrument>;
        DividendType: typeof IPA.FinancialContracts.Option.DividendType;
        DoubleBinaryType: typeof IPA.FinancialContracts.Option.DoubleBinaryType;
        ExerciseStyle: typeof IPA.FinancialContracts.Option.ExerciseStyle;
        FxSwapCalculationMethod: typeof IPA.FinancialContracts.Option.FxSwapCalculationMethod;
        InOrOut: typeof IPA.FinancialContracts.Option.InOrOut;
        OPTION_INSTRUMENT_TYPE: string;
        Outputs: typeof IPA.FinancialContracts.Option.Outputs;
        PriceSide: typeof IPA.FinancialContracts.Option.PriceSide;
        PricingModelType: typeof IPA.FinancialContracts.Option.PricingModelType;
        SettlementType: typeof IPA.FinancialContracts.Option.SettlementType;
        TimeStamp: typeof IPA.FinancialContracts.Option.TimeStamp;
        TimeZone: typeof IPA.FinancialContracts.Option.TimeZone;
        UnderlyingType: typeof IPA.FinancialContracts.Option.UnderlyingType;
        UpOrDown: typeof IPA.FinancialContracts.Option.UpOrDown;
        VolatilityModel: typeof IPA.FinancialContracts.Option.VolatilityModel;
        VolatilityType: typeof IPA.FinancialContracts.Option.VolatilityType;
    };
    Outputs: typeof IPA.FinancialContracts.Outputs;
    Repo: {
        BusinessDayConvention: typeof IPA.FinancialContracts.Repo.BusinessDayConvention;
        DayCountBasisConvention: typeof IPA.FinancialContracts.Repo.DayCountBasisConvention;
        Definition(params: IPA.FinancialContracts.Repo.Params): ContentDefinition<IPA.FinancialContracts.Table, IPA.FinancialContracts.Repo.FinancialInstrument>;
        Outputs: typeof IPA.FinancialContracts.Repo.Outputs;
        PaymentRollConvention: typeof IPA.FinancialContracts.Repo.PaymentRollConvention;
        RepoRateFrequency: typeof IPA.FinancialContracts.Repo.RepoRateFrequency;
        RepoRateType: typeof IPA.FinancialContracts.Repo.RepoRateType;
        REPO_INSTRUMENT_TYPE: string;
        RepoCurveType: typeof IPA.FinancialContracts.Repo.RepoCurveType;
        RepoUnderlyingContract(params: string | IPA.FinancialContracts.Repo.RepoUnderlyingContractParams): IPA.FinancialContracts.Repo.RepoUnderlyingContractInstrument;
    };
    Swaption: {
        BuySell: typeof IPA.FinancialContracts.Swaption.BuySell;
        CallPut: typeof IPA.FinancialContracts.Swaption.CallPut;
        Definition(params: IPA.FinancialContracts.Swaption.Params): ContentDefinition<IPA.FinancialContracts.Swaption.Table, IPA.FinancialContracts.Swaption.FinancialInstrument>;
        ExerciseStyle: typeof IPA.FinancialContracts.Swaption.ExerciseStyle;
        OptionSettlementType: typeof IPA.FinancialContracts.Swaption.OptionSettlementType;
        Outputs: typeof IPA.FinancialContracts.Swaption.Outputs;
        SWAPTION_INSTRUMENT_TYPE: string;
        ScheduleType: typeof IPA.FinancialContracts.Swaption.ScheduleType;
    };
    TermDeposit: {
        BusinessDayConvention: typeof IPA.FinancialContracts.TermDeposit.BusinessDayConvention;
        DayCountBasisConvention: typeof IPA.FinancialContracts.TermDeposit.DayCountBasisConvention;
        Definition(params: IPA.FinancialContracts.TermDeposit.Params): ContentDefinition<IPA.FinancialContracts.TermDeposit.Table, IPA.FinancialContracts.TermDeposit.FinancialInstrument>;
        Outputs: typeof IPA.FinancialContracts.TermDeposit.Outputs;
        PaymentRollConvention: typeof IPA.FinancialContracts.TermDeposit.PaymentRollConvention;
        PriceSide: typeof IPA.FinancialContracts.TermDeposit.PriceSide;
        TERM_DEPOSIT_INSTRUMENT_TYPE: string;
    };
}
interface SurfacesNamespace {
    AxisUnit: typeof IPA.Surfaces.AxisUnit;
    Cap: {
        AxisUnit: typeof IPA.Surfaces.Cap.AxisUnit;
        CAP_TYPE: string;
        Definition(params: IPA.Surfaces.Cap.Params): ContentDefinition<any, IPA.Surfaces.Cap.RequestItem>;
        Definition(params: string, surfaceTag: string): ContentDefinition<any, IPA.Surfaces.Cap.RequestItem>;
        Definition(params: string | IPA.Surfaces.Cap.Params, surfaceTag?: string): ContentDefinition<any, IPA.Surfaces.Cap.RequestItem>;
        DiscountingType: typeof IPA.Surfaces.Cap.DiscountingType;
        InputVolatilityType: typeof IPA.Surfaces.Cap.InputVolatilityType;
        LayoutFormat: typeof IPA.Surfaces.Cap.LayoutFormat;
        Outputs: typeof IPA.Surfaces.Cap.Outputs;
        PriceSide: typeof IPA.Surfaces.Cap.PriceSide;
        TimeStampSelectionType: typeof IPA.Surfaces.Cap.TimeStampSelectionType;
        VolatilityAdjustmentType: typeof IPA.Surfaces.Cap.VolatilityAdjustmentType;
    };
    Definition(definitions: IPA.Surfaces.SurfacesDefinitions): ContentDefinition;
    Definition(params: IPA.Surfaces.Params): ContentDefinition;
    Definition(params: IPA.Surfaces.SurfacesDefinitions | IPA.Surfaces.Params): ContentDefinition;
    DiscountingType: typeof IPA.Surfaces.DiscountingType;
    Eti: {
        AxisUnit: typeof IPA.Surfaces.Eti.AxisUnit;
        Definition(params: IPA.Surfaces.Eti.Params): ContentDefinition<any, IPA.Surfaces.Eti.RequestItem>;
        Definition(params: string, surfaceTag: string): ContentDefinition<any, IPA.Surfaces.Eti.RequestItem>;
        Definition(params: string | IPA.Surfaces.Eti.Params, surfaceTag?: string): ContentDefinition<any, IPA.Surfaces.Eti.RequestItem>;
        ETI_TYPE: string;
        InputVolatilityType: typeof IPA.Surfaces.Eti.InputVolatilityType;
        LayoutFormat: typeof IPA.Surfaces.Eti.LayoutFormat;
        MoneynessType: typeof IPA.Surfaces.Eti.MoneynessType;
        Outputs: typeof IPA.Surfaces.Eti.Outputs;
        PriceSide: typeof IPA.Surfaces.Eti.PriceSide;
        TimeStampSelectionType: typeof IPA.Surfaces.Eti.TimeStampSelectionType;
        VolatilityModel: typeof IPA.Surfaces.Eti.VolatilityModel;
    };
    Fx: {
        AxisUnit: typeof IPA.Surfaces.Fx.AxisUnit;
        Definition(params: IPA.Surfaces.Fx.Params): ContentDefinition<any, IPA.Surfaces.Fx.RequestItem>;
        Definition(params: string, surfaceTag: string): ContentDefinition<any, IPA.Surfaces.Fx.RequestItem>;
        Definition(params: string | IPA.Surfaces.Fx.Params, surfaceTag?: string): ContentDefinition<any, IPA.Surfaces.Fx.RequestItem>;
        DiscountingType: typeof IPA.Surfaces.Fx.DiscountingType;
        FX_TYPE: string;
        InputVolatilityType: typeof IPA.Surfaces.Fx.InputVolatilityType;
        LayoutFormat: typeof IPA.Surfaces.Fx.LayoutFormat;
        Outputs: typeof IPA.Surfaces.Fx.Outputs;
        PriceSide: typeof IPA.Surfaces.Fx.PriceSide;
        SwapCalculationMethod: typeof IPA.Surfaces.Fx.SwapCalculationMethod;
        TimeStampSelectionType: typeof IPA.Surfaces.Fx.TimeStampSelectionType;
        VolatilityAdjustmentType: typeof IPA.Surfaces.Fx.VolatilityAdjustmentType;
        VolatilityModel: typeof IPA.Surfaces.Fx.VolatilityModel;
    };
    InputVolatilityType: typeof IPA.Surfaces.InputVolatilityType;
    LayoutFormat: typeof IPA.Surfaces.LayoutFormat;
    Outputs: typeof IPA.Surfaces.Outputs;
    PriceSide: typeof IPA.Surfaces.PriceSide;
    Swaption: {
        AxisUnit: typeof IPA.Surfaces.Swaption.AxisUnit;
        Definition(params: IPA.Surfaces.Swaption.Params): ContentDefinition<any, IPA.Surfaces.Swaption.RequestItem>;
        Definition(params: string, surfaceTag: string): ContentDefinition<any, IPA.Surfaces.Swaption.RequestItem>;
        Definition(params: string | IPA.Surfaces.Swaption.Params, surfaceTag?: string): ContentDefinition<any, IPA.Surfaces.Swaption.RequestItem>;
        DiscountingType: typeof IPA.Surfaces.Swaption.DiscountingType;
        InputVolatilityType: typeof IPA.Surfaces.Swaption.InputVolatilityType;
        LayoutFormat: typeof IPA.Surfaces.Swaption.LayoutFormat;
        Outputs: typeof IPA.Surfaces.Swaption.Outputs;
        PriceSide: typeof IPA.Surfaces.Swaption.PriceSide;
        SWAPTION_TYPE: string;
        TimeStampSelectionType: typeof IPA.Surfaces.Swaption.TimeStampSelectionType;
        VolatilityAdjustmentType: typeof IPA.Surfaces.Swaption.VolatilityAdjustmentType;
    };
    TimeStampSelectionType: typeof IPA.Surfaces.TimeStampSelectionType;
    VolatilityAdjustmentType: typeof IPA.Surfaces.VolatilityAdjustmentType;
}
export interface NewsNamespace {
    Headlines: {
        Definition(query: string): ContentDefinition<News.Headlines.Table>;
        Definition(params: News.Headlines.Params): ContentDefinition<News.Headlines.Table>;
        Definition(params: string | News.Headlines.Params): ContentDefinition<News.Headlines.Table>;
        Relevancy: typeof News.Headlines.Relevancy;
        SortDirection: typeof News.Headlines.SortDirection;
    };
    Story: {
        Definition(storyId: string): ContentDefinition;
        Definition(params: News.Story.Params): ContentDefinition;
        Definition(params: string | News.Story.Params): ContentDefinition;
    };
}
export interface PricingNamespace {
    Chain: {
        Definition(name: string): StreamDefinition<Pricing.Chain.Stream>;
        Definition(params: Pricing.Chain.Params): StreamDefinition<Pricing.Chain.Stream>;
        Definition(params: string | Pricing.Chain.Params): StreamDefinition<Pricing.Chain.Stream>;
        Event: typeof Pricing.Chain.Event;
        QUANTITY_CHAIN_RECORDS_TO_REQUEST: number;
        STREAMING_CHAINS_NAME_PATTERN: RegExp;
    };
    Definition(universe: string | string[]): StreamDefinition<Pricing.Stream>;
    Definition(params: Pricing.Params): StreamDefinition<Pricing.Stream>;
    Definition(params: string | string[] | Pricing.Params): StreamDefinition<Pricing.Stream>;
    MARKET_PRICE_DOMAIN: string;
    ServiceDirectory: {
        Definition(): StreamDefinition<Pricing.ServiceDirectory.Stream>;
        Definition(params: Pricing.ServiceDirectory.Params): StreamDefinition<Pricing.ServiceDirectory.Stream>;
        Definition(params?: Pricing.ServiceDirectory.Params): StreamDefinition<Pricing.ServiceDirectory.Stream>;
        Event: typeof Pricing.ServiceDirectory.Event;
        SERVICE_DIRECTORY_DEFAULT_FILTER: number;
        SERVICE_DIRECTORY_DEFAULT_NAME: string;
        SOURCE_DOMAIN: string;
    };
    StreamEvent: typeof Pricing.StreamEvent;
}
export interface SearchNamespace {
    Definition(universe: string): ContentDefinition<Search.Table>;
    Definition(params: Search.Params): ContentDefinition<Search.Table>;
    Definition(params: Search.Params | string): ContentDefinition<Search.Table>;
    Feature: typeof Search.Feature;
    OrderByDirection: typeof Search.OrderByDirection;
    View: typeof Search.View;
}
export interface SymbolConversionNamespace {
    AssetClass: typeof SymbolConversion.AssetClass;
    AssetState: typeof SymbolConversion.AssetState;
    CountryCode: typeof SymbolConversion.CountryCode;
    Definition(symbols: string | string[]): ContentDefinition<SymbolConversion.Table>;
    Definition(params: SymbolConversion.Params): ContentDefinition<SymbolConversion.Table>;
    Definition(params: SymbolConversion.Params | string[] | string): ContentDefinition<SymbolConversion.Table>;
    SearchToSymbolConversion: typeof SymbolConversion.SearchToSymbolConversion;
    SymbolType: typeof SymbolConversion.SymbolType;
    View: typeof SymbolConversion.View;
}
export {};