@sotatech/nest-quickfix/dist/fields/MarginAmtType.js

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.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.MarginAmtType = void 0;
var MarginAmtType;
(function (MarginAmtType) {
    MarginAmtType[MarginAmtType["AdditionalMargin"] = 1] = "AdditionalMargin";
    MarginAmtType[MarginAmtType["AdjustedMargin"] = 2] = "AdjustedMargin";
    MarginAmtType[MarginAmtType["UnadjustedMargin"] = 3] = "UnadjustedMargin";
    MarginAmtType[MarginAmtType["BinaryAddOnAmount"] = 4] = "BinaryAddOnAmount";
    MarginAmtType[MarginAmtType["CashBalanceAmount"] = 5] = "CashBalanceAmount";
    MarginAmtType[MarginAmtType["ConcentrationMargin"] = 6] = "ConcentrationMargin";
    MarginAmtType[MarginAmtType["CoreMargin"] = 7] = "CoreMargin";
    MarginAmtType[MarginAmtType["DeliveryMargin"] = 8] = "DeliveryMargin";
    MarginAmtType[MarginAmtType["DiscretionaryMargin"] = 9] = "DiscretionaryMargin";
    MarginAmtType[MarginAmtType["FuturesSpreadMargin"] = 10] = "FuturesSpreadMargin";
    MarginAmtType[MarginAmtType["InitialMargin"] = 11] = "InitialMargin";
    MarginAmtType[MarginAmtType["LiquidatingMargin"] = 12] = "LiquidatingMargin";
    MarginAmtType[MarginAmtType["MarginCallAmount"] = 13] = "MarginCallAmount";
    MarginAmtType[MarginAmtType["MarginDeficitAmount"] = 14] = "MarginDeficitAmount";
    MarginAmtType[MarginAmtType["MarginExcessAmount"] = 15] = "MarginExcessAmount";
    MarginAmtType[MarginAmtType["OptionPremiumAmount"] = 16] = "OptionPremiumAmount";
    MarginAmtType[MarginAmtType["PremiumMargin"] = 17] = "PremiumMargin";
    MarginAmtType[MarginAmtType["ReserveMargin"] = 18] = "ReserveMargin";
    MarginAmtType[MarginAmtType["SecurityCollateralAmount"] = 19] = "SecurityCollateralAmount";
    MarginAmtType[MarginAmtType["StressTestAddOnAmount"] = 20] = "StressTestAddOnAmount";
    MarginAmtType[MarginAmtType["SuperMargin"] = 21] = "SuperMargin";
    MarginAmtType[MarginAmtType["TotalMargin"] = 22] = "TotalMargin";
    MarginAmtType[MarginAmtType["VariationMargin"] = 23] = "VariationMargin";
    MarginAmtType[MarginAmtType["SecondaryVariationMargin"] = 24] = "SecondaryVariationMargin";
    MarginAmtType[MarginAmtType["RolledUpMarginDeficit"] = 25] = "RolledUpMarginDeficit";
    MarginAmtType[MarginAmtType["SpreadResponseMargin"] = 26] = "SpreadResponseMargin";
    MarginAmtType[MarginAmtType["SystemicRiskMargin"] = 27] = "SystemicRiskMargin";
    MarginAmtType[MarginAmtType["CurveRiskMargin"] = 28] = "CurveRiskMargin";
    MarginAmtType[MarginAmtType["IndexSpreadRiskMargin"] = 29] = "IndexSpreadRiskMargin";
    MarginAmtType[MarginAmtType["SectorRiskMargin"] = 30] = "SectorRiskMargin";
    MarginAmtType[MarginAmtType["JumpToDefaultRiskMargin"] = 31] = "JumpToDefaultRiskMargin";
    MarginAmtType[MarginAmtType["BasisRiskMargin"] = 32] = "BasisRiskMargin";
    MarginAmtType[MarginAmtType["InterestRateRiskMargin"] = 33] = "InterestRateRiskMargin";
    MarginAmtType[MarginAmtType["JumpToHealthRiskMargin"] = 34] = "JumpToHealthRiskMargin";
    MarginAmtType[MarginAmtType["OtherRiskMargin"] = 35] = "OtherRiskMargin";
})(MarginAmtType || (exports.MarginAmtType = MarginAmtType = {}));
//# sourceMappingURL=MarginAmtType.js.map