@finbourne/lusid-sdk-angular8
Version:
An angular (8+) SDK for secure access to the LUSID® by FINBOURNE web API
61 lines (60 loc) • 5.38 kB
TypeScript
import { FixedLegAllOfOverrides } from './fixedLegAllOfOverrides';
import { LegDefinition } from './legDefinition';
/**
* LUSID representation of a Fixed Rate Leg.
*/
export interface FixedLeg {
/**
* The start date of the instrument. This is normally synonymous with the trade-date.
*/
startDate: Date;
/**
* The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
*/
maturityDate: Date;
legDefinition: LegDefinition;
notional: number;
overrides?: FixedLegAllOfOverrides | 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: FixedLeg.InstrumentTypeEnum;
}
export declare namespace FixedLeg {
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: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
InterestRateSwap: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
FxForward: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
Future: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
ExoticInstrument: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
FxOption: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
CreditDefaultSwap: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
InterestRateSwaption: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
Bond: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
EquityOption: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
FixedLeg: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
FloatingLeg: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
BespokeCashFlowsLeg: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
Unknown: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
TermDeposit: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
ContractForDifference: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
EquitySwap: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
CashPerpetual: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
CapFloor: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
CashSettled: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
CdsIndex: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
Basket: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
FundingLeg: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
FxSwap: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
ForwardRateAgreement: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
SimpleInstrument: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
Repo: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
Equity: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
ExchangeTradedOption: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
ReferenceInstrument: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
ComplexBond: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
InflationLinkedBond: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
InflationSwap: import("@finbourne/lusid-sdk-angular8").LusidInstrument.InstrumentTypeEnum;
};
}