fixparser 9.1.7-3302db05 → 9.1.7-38cee007

package/types/fieldtypes/PaymentStreamPaymentDateOffsetDayType.d.ts

@@ -1,24 +0,0 @@
-/**
- * Specifies the day type of the relative payment date offset.
- * - Tag: 40920
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamPaymentDateOffsetDayType: Readonly<{
-    /** Business */
-    readonly Business: 0;
-    /** Calendar */
-    readonly Calendar: 1;
-    /** Commodity business */
-    readonly CommodityBusiness: 2;
-    /** Currency business */
-    readonly CurrencyBusiness: 3;
-    /** Exchange business */
-    readonly ExchangeBusiness: 4;
-    /** Scheduled trading day */
-    readonly ScheduledTradingDay: 5;
-}>;
-export type PaymentStreamPaymentDateOffsetDayType =
-    (typeof PaymentStreamPaymentDateOffsetDayType)[keyof typeof PaymentStreamPaymentDateOffsetDayType];

package/types/fieldtypes/PaymentStreamPaymentDateOffsetUnit.d.ts

@@ -1,20 +0,0 @@
-/**
- * Time unit multiplier for the relative initial fixing date offset.
- * - Tag: 40760
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const PaymentStreamPaymentDateOffsetUnit: Readonly<{
-    /** Day */
-    readonly Day: 'D';
-    /** Week */
-    readonly Week: 'Wk';
-    /** Month */
-    readonly Month: 'Mo';
-    /** Year */
-    readonly Year: 'Yr';
-}>;
-export type PaymentStreamPaymentDateOffsetUnit =
-    (typeof PaymentStreamPaymentDateOffsetUnit)[keyof typeof PaymentStreamPaymentDateOffsetUnit];

package/types/fieldtypes/PaymentStreamPaymentFrequencyUnit.d.ts

@@ -1,22 +0,0 @@
-/**
- * Time unit associated with the frequency of payments.
- * - Tag: 40754
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const PaymentStreamPaymentFrequencyUnit: Readonly<{
-    /** Day */
-    readonly Day: 'D';
-    /** Week */
-    readonly Week: 'Wk';
-    /** Month */
-    readonly Month: 'Mo';
-    /** Year */
-    readonly Year: 'Yr';
-    /** Term */
-    readonly Term: 'T';
-}>;
-export type PaymentStreamPaymentFrequencyUnit =
-    (typeof PaymentStreamPaymentFrequencyUnit)[keyof typeof PaymentStreamPaymentFrequencyUnit];

package/types/fieldtypes/PaymentStreamPricingDayDistribution.d.ts

@@ -1,20 +0,0 @@
-/**
- * The distribution of pricing days.
- * - Tag: 41214
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamPricingDayDistribution: Readonly<{
-    /** All */
-    readonly All: 0;
-    /** First */
-    readonly First: 1;
-    /** Last */
-    readonly Last: 2;
-    /** Penultimate */
-    readonly Penultimate: 3;
-}>;
-export type PaymentStreamPricingDayDistribution =
-    (typeof PaymentStreamPricingDayDistribution)[keyof typeof PaymentStreamPricingDayDistribution];

package/types/fieldtypes/PaymentStreamPricingDayOfWeek.d.ts

@@ -1,28 +0,0 @@
-/**
- * The day of the week on which pricing takes place.
- * - Tag: 41228
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamPricingDayOfWeek: Readonly<{
-    /** Every day (the default if not specified) */
-    readonly EveryDay: 0;
-    /** Monday */
-    readonly Monday: 1;
-    /** Tuesday */
-    readonly Tuesday: 2;
-    /** Wednesday */
-    readonly Wednesday: 3;
-    /** Thursday */
-    readonly Thursday: 4;
-    /** Friday */
-    readonly Friday: 5;
-    /** Saturday */
-    readonly Saturday: 6;
-    /** Sunday */
-    readonly Sunday: 7;
-}>;
-export type PaymentStreamPricingDayOfWeek =
-    (typeof PaymentStreamPricingDayOfWeek)[keyof typeof PaymentStreamPricingDayOfWeek];

package/types/fieldtypes/PaymentStreamRateIndexCurveUnit.d.ts

@@ -1,20 +0,0 @@
-/**
- * Time unit associated with the floating rate index.
- * - Tag: 40791
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const PaymentStreamRateIndexCurveUnit: Readonly<{
-    /** Day */
-    readonly Day: 'D';
-    /** Week */
-    readonly Week: 'Wk';
-    /** Month */
-    readonly Month: 'Mo';
-    /** Year */
-    readonly Year: 'Yr';
-}>;
-export type PaymentStreamRateIndexCurveUnit =
-    (typeof PaymentStreamRateIndexCurveUnit)[keyof typeof PaymentStreamRateIndexCurveUnit];

package/types/fieldtypes/PaymentStreamRateIndexSource.d.ts

@@ -1,20 +0,0 @@
-/**
- * The source of the payment stream floating rate index.
- * - Tag: 40790
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamRateIndexSource: Readonly<{
-    /** Bloomberg */
-    readonly Bloomberg: 0;
-    /** Reuters */
-    readonly Reuters: 1;
-    /** Telerate */
-    readonly Telerate: 2;
-    /** Other */
-    readonly Other: 99;
-}>;
-export type PaymentStreamRateIndexSource =
-    (typeof PaymentStreamRateIndexSource)[keyof typeof PaymentStreamRateIndexSource];

package/types/fieldtypes/PaymentStreamRateSpreadPositionType.d.ts

@@ -1,16 +0,0 @@
-/**
- * Identifies whether the rate spread is applied to a long or short position.
- * - Tag: 40795
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamRateSpreadPositionType: Readonly<{
-    /** Short */
-    readonly Short: 0;
-    /** Long */
-    readonly Long: 1;
-}>;
-export type PaymentStreamRateSpreadPositionType =
-    (typeof PaymentStreamRateSpreadPositionType)[keyof typeof PaymentStreamRateSpreadPositionType];

package/types/fieldtypes/PaymentStreamRateSpreadType.d.ts

@@ -1,16 +0,0 @@
-/**
- * Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
- * - Tag: 41206
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamRateSpreadType: Readonly<{
-    /** Absolute */
-    readonly Absolute: 0;
-    /** Percentage */
-    readonly Percentage: 1;
-}>;
-export type PaymentStreamRateSpreadType =
-    (typeof PaymentStreamRateSpreadType)[keyof typeof PaymentStreamRateSpreadType];

package/types/fieldtypes/PaymentStreamRateTreatment.d.ts

@@ -1,15 +0,0 @@
-/**
- * Specifies the yield calculation treatment for the index.
- * - Tag: 40796
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamRateTreatment: Readonly<{
-    /** Bond equivalent yield */
-    readonly BondEquivalentYield: 0;
-    /** Money market yield */
-    readonly MoneyMarketYield: 1;
-}>;
-export type PaymentStreamRateTreatment = (typeof PaymentStreamRateTreatment)[keyof typeof PaymentStreamRateTreatment];

package/types/fieldtypes/PaymentStreamRealizedVarianceMethod.d.ts

@@ -1,15 +0,0 @@
-/**
- * Indicates which price to use to satisfy the boundary condition.
- * - Tag: 42679
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamRealizedVarianceMethod: Readonly<{
-    readonly Previous: 0;
-    readonly Last: 1;
-    readonly Both: 2;
-}>;
-export type PaymentStreamRealizedVarianceMethod =
-    (typeof PaymentStreamRealizedVarianceMethod)[keyof typeof PaymentStreamRealizedVarianceMethod];

package/types/fieldtypes/PaymentStreamResetWeeklyRollConvention.d.ts

@@ -1,26 +0,0 @@
-/**
- * Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
- * - Tag: 40766
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const PaymentStreamResetWeeklyRollConvention: Readonly<{
-    /** Monday */
-    readonly Monday: 'MON';
-    /** Tuesday */
-    readonly Tuesday: 'TUE';
-    /** Wednesday */
-    readonly Wednesday: 'WED';
-    /** Thursday */
-    readonly Thursday: 'THU';
-    /** Friday */
-    readonly Friday: 'FRI';
-    /** Saturday */
-    readonly Saturday: 'SAT';
-    /** Sunday */
-    readonly Sunday: 'SUN';
-}>;
-export type PaymentStreamResetWeeklyRollConvention =
-    (typeof PaymentStreamResetWeeklyRollConvention)[keyof typeof PaymentStreamResetWeeklyRollConvention];

package/types/fieldtypes/PaymentStreamSettlLevel.d.ts

@@ -1,15 +0,0 @@
-/**
- * Specifies how weather index units are to be calculated.
- * - Tag: 41199
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamSettlLevel: Readonly<{
-    readonly Average: 0;
-    readonly Maximum: 1;
-    readonly Minimum: 2;
-    readonly Cumulative: 3;
-}>;
-export type PaymentStreamSettlLevel = (typeof PaymentStreamSettlLevel)[keyof typeof PaymentStreamSettlLevel];

package/types/fieldtypes/PaymentStreamType.d.ts

@@ -1,31 +0,0 @@
-/**
- * Identifies the type of payment stream associated with the swap.
- * - Tag: 40738
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStreamType: Readonly<{
-    /** Periodic (default) */
-    readonly Periodic: 0;
-    /** Initial */
-    readonly Initial: 1;
-    /** Single */
-    readonly Single: 2;
-    /** Dividend */
-    readonly Dividend: 3;
-    /** Interest */
-    readonly Interest: 4;
-    /** Dividend return */
-    readonly DividendReturn: 5;
-    /** Price return */
-    readonly PriceReturn: 6;
-    /** Total return */
-    readonly TotalReturn: 7;
-    /** Variance */
-    readonly Variance: 8;
-    /** Correlation */
-    readonly Correlation: 9;
-}>;
-export type PaymentStreamType = (typeof PaymentStreamType)[keyof typeof PaymentStreamType];

package/types/fieldtypes/PaymentStubLength.d.ts

@@ -1,15 +0,0 @@
-/**
- * Optional indication whether stub is shorter or longer than the regular swap period.
- * - Tag: 40874
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStubLength: Readonly<{
-    /** Short */
-    readonly Short: 0;
-    /** Long */
-    readonly Long: 1;
-}>;
-export type PaymentStubLength = (typeof PaymentStubLength)[keyof typeof PaymentStubLength];

package/types/fieldtypes/PaymentStubType.d.ts

@@ -1,19 +0,0 @@
-/**
- * Stub type.
- * - Tag: 40873
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentStubType: Readonly<{
-    /** Initial */
-    readonly Initial: 0;
-    /** Final */
-    readonly Final: 1;
-    /** Compounding initial */
-    readonly CompoundingInitial: 2;
-    /** Compounding final */
-    readonly CompoundingFinal: 3;
-}>;
-export type PaymentStubType = (typeof PaymentStubType)[keyof typeof PaymentStubType];

package/types/fieldtypes/PaymentSubType.d.ts

@@ -1,30 +0,0 @@
-/**
- * Used to further clarify the value of PaymentType(40213).
- * - Tag: 40993
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentSubType: Readonly<{
-    /** Initial (principal exchange) */
-    readonly Initial: 0;
-    /** Intermediate (principal exchange) */
-    readonly Intermediate: 1;
-    /** Final (principal exchange) */
-    readonly Final: 2;
-    /** Prepaid (premium forward) */
-    readonly Prepaid: 3;
-    /** Postpaid (premium forward) */
-    readonly Postpaid: 4;
-    /** Variable (premium forward) */
-    readonly Variable: 5;
-    /** Fixed (premium forward) */
-    readonly Fixed: 6;
-    readonly Swap: 7;
-    /** Conditional (principal exchange on exercise) */
-    readonly Conditional: 8;
-    readonly FixedRate: 9;
-    readonly FloatingRate: 10;
-}>;
-export type PaymentSubType = (typeof PaymentSubType)[keyof typeof PaymentSubType];

package/types/fieldtypes/PaymentType.d.ts

@@ -1,41 +0,0 @@
-/**
- * Type of payment.
- * - Tag: 40213
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PaymentType: Readonly<{
-    /** Brokerage */
-    readonly Brokerage: 0;
-    /** Upfront fee */
-    readonly UpfrontFee: 1;
-    /** Independent amount / collateral */
-    readonly IndependentAmountCollateral: 2;
-    /** Principal exchange */
-    readonly PrincipalExchange: 3;
-    /** Novation / termination */
-    readonly NovationTermination: 4;
-    /** Early termination provision */
-    readonly EarlyTerminationProvision: 5;
-    /** Cancelable provision */
-    readonly CancelableProvision: 6;
-    /** Extendible provision */
-    readonly ExtendibleProvision: 7;
-    /** Cap rate provision */
-    readonly CapRateProvision: 8;
-    /** Floor rate provision */
-    readonly FloorRateProvision: 9;
-    /** Option premium */
-    readonly OptionPremium: 10;
-    /** Settlement payment */
-    readonly SettlementPayment: 11;
-    /** Cash settlement */
-    readonly CashSettl: 12;
-    readonly SecurityLending: 13;
-    readonly Rebate: 14;
-    /** Other */
-    readonly Other: 99;
-}>;
-export type PaymentType = (typeof PaymentType)[keyof typeof PaymentType];

package/types/fieldtypes/PegLimitType.d.ts

@@ -1,17 +0,0 @@
-/**
- * Type of Peg Limit
- * - Tag: 837
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PegLimitType: Readonly<{
-    /** Or better (default) - price improvement allowed */
-    readonly OrBetter: 0;
-    /** Strict - limit is a strict limit */
-    readonly Strict: 1;
-    /** Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) */
-    readonly OrWorse: 2;
-}>;
-export type PegLimitType = (typeof PegLimitType)[keyof typeof PegLimitType];

package/types/fieldtypes/PegMoveType.d.ts

@@ -1,15 +0,0 @@
-/**
- * Describes whether peg is static or floats
- * - Tag: 835
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PegMoveType: Readonly<{
-    /** Floating (default) */
-    readonly Floating: 0;
-    /** Fixed */
-    readonly Fixed: 1;
-}>;
-export type PegMoveType = (typeof PegMoveType)[keyof typeof PegMoveType];

package/types/fieldtypes/PegOffsetType.d.ts

@@ -1,21 +0,0 @@
-/**
- * Type of Peg Offset value
- * - Tag: 836
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PegOffsetType: Readonly<{
-    /** Price (default) */
-    readonly Price: 0;
-    /** Basis Points */
-    readonly BasisPoints: 1;
-    /** Ticks */
-    readonly Ticks: 2;
-    /** Price Tier / Level */
-    readonly PriceTier: 3;
-    /** Percentage */
-    readonly Percentage: 4;
-}>;
-export type PegOffsetType = (typeof PegOffsetType)[keyof typeof PegOffsetType];

package/types/fieldtypes/PegPriceType.d.ts

@@ -1,28 +0,0 @@
-/**
- * Defines the type of peg.
- * - Tag: 1094
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PegPriceType: Readonly<{
-    /** Last peg (last sale) */
-    readonly LastPeg: 1;
-    /** Mid-price peg (midprice of inside quote) */
-    readonly MidPricePeg: 2;
-    /** Opening peg */
-    readonly OpeningPeg: 3;
-    /** Market peg */
-    readonly MarketPeg: 4;
-    /** Primary peg (primary market - buy at bid or sell at offer) */
-    readonly PrimaryPeg: 5;
-    /** Peg to VWAP */
-    readonly PegToVWAP: 7;
-    /** Trailing Stop Peg */
-    readonly TrailingStopPeg: 8;
-    /** Peg to Limit Price */
-    readonly PegToLimitPrice: 9;
-    readonly ShortSaleMinPricePeg: 10;
-}>;
-export type PegPriceType = (typeof PegPriceType)[keyof typeof PegPriceType];

package/types/fieldtypes/PegRoundDirection.d.ts

@@ -1,15 +0,0 @@
-/**
- * If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
- * - Tag: 838
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PegRoundDirection: Readonly<{
-    /** More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick */
-    readonly MoreAggressive: 1;
-    /** More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick */
-    readonly MorePassive: 2;
-}>;
-export type PegRoundDirection = (typeof PegRoundDirection)[keyof typeof PegRoundDirection];

package/types/fieldtypes/PegScope.d.ts

@@ -1,19 +0,0 @@
-/**
- * The scope of the peg
- * - Tag: 840
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PegScope: Readonly<{
-    /** Local (Exchange, ECN, ATS) */
-    readonly Local: 1;
-    /** National */
-    readonly National: 2;
-    /** Global */
-    readonly Global: 3;
-    /** National excluding local */
-    readonly NationalExcludingLocal: 4;
-}>;
-export type PegScope = (typeof PegScope)[keyof typeof PegScope];

package/types/fieldtypes/PosAmtReason.d.ts

@@ -1,24 +0,0 @@
-/**
- * Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.
- * - Tag: 1585
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PosAmtReason: Readonly<{
-    /** Options settlement */
-    readonly OptionsSettlement: 0;
-    /** Pending erosion adjustment */
-    readonly PendingErosionAdjustment: 1;
-    /** Final erosion adjustment */
-    readonly FinalErosionAdjustment: 2;
-    /** Tear-up coupon amount */
-    readonly TearUpCouponAmount: 3;
-    readonly PriceAlignmentInterest: 4;
-    /** Delivery invoice charges */
-    readonly DeliveryInvoiceCharges: 5;
-    /** Delivery storage charges */
-    readonly DeliveryStorageCharges: 6;
-}>;
-export type PosAmtReason = (typeof PosAmtReason)[keyof typeof PosAmtReason];

package/types/fieldtypes/PosAmtType.d.ts

@@ -1,77 +0,0 @@
-/**
- * Type of Position amount
- * - Tag: 707
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const PosAmtType: Readonly<{
-    /** Cash amount (corporate event) */
-    readonly CashAmount: 'CASH';
-    /** Cash residual amount */
-    readonly CashResidualAmount: 'CRES';
-    /** Final mark-to-market amount */
-    readonly FinalMarkToMarketAmount: 'FMTM';
-    /** Incremental mark-to-market */
-    readonly IncrementalMarkToMarketAmount: 'IMTM';
-    /** Premium amount */
-    readonly PremiumAmount: 'PREM';
-    /** Start of day mark-to-market */
-    readonly StartOfDayMarkToMarketAmount: 'SMTM';
-    /** Trade variation amount */
-    readonly TradeVariationAmount: 'TVAR';
-    /** Value adjusted amount */
-    readonly ValueAdjustedAmount: 'VADJ';
-    /** Settlement value */
-    readonly SettlementValue: 'SETL';
-    /** Initial trade coupon amount */
-    readonly InitialTradeCouponAmount: 'ICPN';
-    /** Accrued coupon amount */
-    readonly AccruedCouponAmount: 'ACPN';
-    /** Coupon amount */
-    readonly CouponAmount: 'CPN';
-    /** Incremental accrued coupon */
-    readonly IncrementalAccruedCoupon: 'IACPN';
-    /** Collateralized mark-to-market */
-    readonly CollateralizedMarkToMarket: 'CMTM';
-    /** Incremental collateralized mark-to-market */
-    readonly IncrementalCollateralizedMarkToMarket: 'ICMTM';
-    /** Compensation amount */
-    readonly CompensationAmount: 'DLV';
-    /** Total banked amount */
-    readonly TotalBankedAmount: 'BANK';
-    /** Total collateralized amount */
-    readonly TotalCollateralizedAmount: 'COLAT';
-    /** Long paired swap or swaption notional value */
-    readonly LongPairedSwapNotionalValue: 'LSNV';
-    /** Short paired swap or swaption notional value */
-    readonly ShortPairedSwapNotionalValue: 'SSNV';
-    /** Start-of-day accrued coupon */
-    readonly StartOfDayAccruedCoupon: 'SACPN';
-    /** Net present value */
-    readonly NetPresentValue: 'NPV';
-    /** Start-of-day net present value */
-    readonly StartOfDayNetPresentValue: 'SNPV';
-    /** Net cash flow */
-    readonly NetCashFlow: 'NCF';
-    /** Present value of all fees */
-    readonly PresentValueOfFees: 'PVFEES';
-    readonly PresentValueOneBasisPoints: 'PV01';
-    /** The five year equivalent notional amount */
-    readonly FiveYearEquivalentNotional: '5YREN';
-    /** Undiscounted mark-to-market */
-    readonly UndiscountedMarkToMarket: 'UMTM';
-    /** Mark-to-model */
-    readonly MarkToModel: 'MTD';
-    /** Mark-to-market variance */
-    readonly MarkToMarketVariance: 'VMTM';
-    /** Mark-to-model variance */
-    readonly MarkToModelVariance: 'VMTD';
-    /** Upfront payment */
-    readonly UpfrontPayment: 'UPFRNT';
-    readonly EndVale: 'ENDV';
-    readonly OutstandingMarginLoan: 'MGNLN';
-    readonly LoanValue: 'LNVL';
-}>;
-export type PosAmtType = (typeof PosAmtType)[keyof typeof PosAmtType];

package/types/fieldtypes/PosMaintAction.d.ts

@@ -1,15 +0,0 @@
-/**
- * Maintenance Action to be performed.
- * - Tag: 712
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const PosMaintAction: Readonly<{
-    readonly New: 1;
-    readonly Replace: 2;
-    readonly Cancel: 3;
-    readonly Reverse: 4;
-}>;
-export type PosMaintAction = (typeof PosMaintAction)[keyof typeof PosMaintAction];