@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 { EconomicDependency } from './economicDependency';
/**
* For indicating a dependency on discounting for a given currency. E.g Valuing a Bond with the Discounting model will declare a DiscountingDependency for the domestic currency of the bond to account for the time-value of the future cashFlows of the bond.
*/
export interface DiscountingDependency {
/**
* The currency that needs to be discounted.
*/
currency: string;
/**
* The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
*/
date: Date;
/**
* The available values are: Opaque, Cash, Discounting, EquityCurve, EquityVol, Fx, FxForwards, FxVol, IndexProjection, IrVol, Quote, Vendor
*/
dependencyType: DiscountingDependency.DependencyTypeEnum;
}
export declare namespace DiscountingDependency {
type DependencyTypeEnum = 'Opaque' | 'Cash' | 'Discounting' | 'EquityCurve' | 'EquityVol' | 'Fx' | 'FxForwards' | 'FxVol' | 'IndexProjection' | 'IrVol' | 'Quote' | 'Vendor';
const DependencyTypeEnum: {
Opaque: EconomicDependency.DependencyTypeEnum;
Cash: EconomicDependency.DependencyTypeEnum;
Discounting: EconomicDependency.DependencyTypeEnum;
EquityCurve: EconomicDependency.DependencyTypeEnum;
EquityVol: EconomicDependency.DependencyTypeEnum;
Fx: EconomicDependency.DependencyTypeEnum;
FxForwards: EconomicDependency.DependencyTypeEnum;
FxVol: EconomicDependency.DependencyTypeEnum;
IndexProjection: EconomicDependency.DependencyTypeEnum;
IrVol: EconomicDependency.DependencyTypeEnum;
Quote: EconomicDependency.DependencyTypeEnum;
Vendor: EconomicDependency.DependencyTypeEnum;
};
}