@finbourne/lusid-sdk-angular8/lib/generated/model/fxRateSchedule.d.ts

An angular (8+) SDK for secure access to the LUSID® by FINBOURNE web API

import { Schedule } from './schedule';
/**
 * Schedule to define fx conversion of cashflows on complex bonds. If an fx schedule is defined then  on payment schedule generation the coupon and principal payoffs will be wrapped in an fx rate payoff method.  Either the fx rate is predefined (fixed) or relies on fx resets (floating).  Used in representation of dual currency bond.
 */
export interface FxRateSchedule {
    /**
     * If rate is not known upfront then will need a fixing rate. Can be fixed x number of days before payment date.
     */
    fixingLag?: number;
    /**
     * List of flags to indicate if coupon payments, principal payments or both are converted
     */
    fxConversionTypes?: Array<string> | null;
    /**
     * FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate
     */
    rate?: number;
    /**
     * Currency that payments are converted to
     */
    toCurrency?: string | null;
    /**
     * The available values are: Fixed, Float, Optionality, Step, Exercise, FxRate, Invalid
     */
    scheduleType: FxRateSchedule.ScheduleTypeEnum;
}
export declare namespace FxRateSchedule {
    type ScheduleTypeEnum = 'Fixed' | 'Float' | 'Optionality' | 'Step' | 'Exercise' | 'FxRate' | 'Invalid';
    const ScheduleTypeEnum: {
        Fixed: Schedule.ScheduleTypeEnum;
        Float: Schedule.ScheduleTypeEnum;
        Optionality: Schedule.ScheduleTypeEnum;
        Step: Schedule.ScheduleTypeEnum;
        Exercise: Schedule.ScheduleTypeEnum;
        FxRate: Schedule.ScheduleTypeEnum;
        Invalid: Schedule.ScheduleTypeEnum;
    };
}