@finbourne/lusid-sdk-angular8
Version:
An angular (8+) SDK for secure access to the LUSID® by FINBOURNE web API
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TypeScript
import { LusidInstrument } from './lusidInstrument';
import { Schedule } from './schedule';
/**
* LUSID representation of a Complex Bond. Including Floating, Callable, Puttable, Sinkable, and Fixed-to-float.
*/
export interface ComplexBond {
/**
* external market codes and identifiers for the bond, e.g. ISIN.
*/
identifiers?: {
[key: string]: string;
} | null;
/**
* The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].
*/
calculationType?: string | null;
/**
* schedules.
*/
schedules?: Array<Schedule> | null;
/**
* The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap
*/
instrumentType: ComplexBond.InstrumentTypeEnum;
}
export declare namespace ComplexBond {
type InstrumentTypeEnum = 'QuotedSecurity' | 'InterestRateSwap' | 'FxForward' | 'Future' | 'ExoticInstrument' | 'FxOption' | 'CreditDefaultSwap' | 'InterestRateSwaption' | 'Bond' | 'EquityOption' | 'FixedLeg' | 'FloatingLeg' | 'BespokeCashFlowsLeg' | 'Unknown' | 'TermDeposit' | 'ContractForDifference' | 'EquitySwap' | 'CashPerpetual' | 'CapFloor' | 'CashSettled' | 'CdsIndex' | 'Basket' | 'FundingLeg' | 'FxSwap' | 'ForwardRateAgreement' | 'SimpleInstrument' | 'Repo' | 'Equity' | 'ExchangeTradedOption' | 'ReferenceInstrument' | 'ComplexBond' | 'InflationLinkedBond' | 'InflationSwap';
const InstrumentTypeEnum: {
QuotedSecurity: LusidInstrument.InstrumentTypeEnum;
InterestRateSwap: LusidInstrument.InstrumentTypeEnum;
FxForward: LusidInstrument.InstrumentTypeEnum;
Future: LusidInstrument.InstrumentTypeEnum;
ExoticInstrument: LusidInstrument.InstrumentTypeEnum;
FxOption: LusidInstrument.InstrumentTypeEnum;
CreditDefaultSwap: LusidInstrument.InstrumentTypeEnum;
InterestRateSwaption: LusidInstrument.InstrumentTypeEnum;
Bond: LusidInstrument.InstrumentTypeEnum;
EquityOption: LusidInstrument.InstrumentTypeEnum;
FixedLeg: LusidInstrument.InstrumentTypeEnum;
FloatingLeg: LusidInstrument.InstrumentTypeEnum;
BespokeCashFlowsLeg: LusidInstrument.InstrumentTypeEnum;
Unknown: LusidInstrument.InstrumentTypeEnum;
TermDeposit: LusidInstrument.InstrumentTypeEnum;
ContractForDifference: LusidInstrument.InstrumentTypeEnum;
EquitySwap: LusidInstrument.InstrumentTypeEnum;
CashPerpetual: LusidInstrument.InstrumentTypeEnum;
CapFloor: LusidInstrument.InstrumentTypeEnum;
CashSettled: LusidInstrument.InstrumentTypeEnum;
CdsIndex: LusidInstrument.InstrumentTypeEnum;
Basket: LusidInstrument.InstrumentTypeEnum;
FundingLeg: LusidInstrument.InstrumentTypeEnum;
FxSwap: LusidInstrument.InstrumentTypeEnum;
ForwardRateAgreement: LusidInstrument.InstrumentTypeEnum;
SimpleInstrument: LusidInstrument.InstrumentTypeEnum;
Repo: LusidInstrument.InstrumentTypeEnum;
Equity: LusidInstrument.InstrumentTypeEnum;
ExchangeTradedOption: LusidInstrument.InstrumentTypeEnum;
ReferenceInstrument: LusidInstrument.InstrumentTypeEnum;
ComplexBond: LusidInstrument.InstrumentTypeEnum;
InflationLinkedBond: LusidInstrument.InstrumentTypeEnum;
InflationSwap: LusidInstrument.InstrumentTypeEnum;
};
}