@sotatech/nest-quickfix
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A powerful NestJS implementation of the FIX (Financial Information eXchange) protocol. Provides high-performance, reliable messaging for financial trading applications with built-in session management, message validation, and recovery mechanisms.
59 lines (58 loc) • 1.34 kB
TypeScript
export declare enum BenchmarkCurveName {
EONIA = "EONIA",
EUREPO = "EUREPO",
Euribor = "Euribor",
FutureSWAP = "FutureSWAP",
LIBID = "LIBID",
LIBOR = "LIBOR",
MuniAAA = "MuniAAA",
OTHER = "OTHER",
Pfandbriefe = "Pfandbriefe",
SONIA = "SONIA",
SWAP = "SWAP",
Treasury = "Treasury",
FedFundRateEffective = "FEDEFF",
FedOpen = "FEDOPEN",
EURIBOR = "EURIBOR",
AUBSW = "AUBSW",
BUBOR = "BUBOR",
CDOR = "CDOR",
CIBOR = "CIBOR",
EONIASWAP = "EONIASWAP",
ESTR = "ESTR",
EURODOLLAR = "EURODOLLAR",
EUROSWISS = "EUROSWISS",
GCFREPO = "GCFREPO",
ISDAFIX = "ISDAFIX",
JIBAR = "JIBAR",
MOSPRIM = "MOSPRIM",
NIBOR = "NIBOR",
PRIBOR = "PRIBOR",
SOFR = "SOFR",
STIBOR = "STIBOR",
TELBOR = "TELBOR",
TIBOR = "TIBOR",
WIBOR = "WIBOR",
AONIA = "AONIA",
AONIAR = "AONIA-R",
BKBM = "BKBM",
CD19D = "CD91D",
CORRA = "CORRA",
DIRRTN = "DIRR-TN",
EIBOR = "EIBOR",
FixingRepoRate = "FixingRepoRate",
HIBOR = "HIBOR",
IBR = "IBR",
KLIBOR = "KLIBOR",
MIBOR = "MIBOR",
NZONIA = "NZONIA",
PHIREF = "PHIREF",
REIBOR = "REIBOR",
SAIBOR = "SAIBOR",
SARON = "SARON",
SORA = "SORA",
TLREF = "TLREF",
TIIE = "TIIE",
THBFIX = "THBFIX",
TONAR = "TONAR"
}