@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.
38 lines (37 loc) • 1.26 kB
TypeScript
export declare enum PosAmtType {
CashAmount = "CASH",
CashResidualAmount = "CRES",
FinalMarkToMarketAmount = "FMTM",
IncrementalMarkToMarketAmount = "IMTM",
PremiumAmount = "PREM",
StartOfDayMarkToMarketAmount = "SMTM",
TradeVariationAmount = "TVAR",
ValueAdjustedAmount = "VADJ",
SettlementValue = "SETL",
InitialTradeCouponAmount = "ICPN",
AccruedCouponAmount = "ACPN",
CouponAmount = "CPN",
IncrementalAccruedCoupon = "IACPN",
CollateralizedMarkToMarket = "CMTM",
IncrementalCollateralizedMarkToMarket = "ICMTM",
CompensationAmount = "DLV",
TotalBankedAmount = "BANK",
TotalCollateralizedAmount = "COLAT",
LongPairedSwapNotionalValue = "LSNV",
ShortPairedSwapNotionalValue = "SSNV",
StartOfDayAccruedCoupon = "SACPN",
NetPresentValue = "NPV",
StartOfDayNetPresentValue = "SNPV",
NetCashFlow = "NCF",
PresentValueOfFees = "PVFEES",
PresentValueOneBasisPoints = "PV01",
FiveYearEquivalentNotional = "5YREN",
UndiscountedMarkToMarket = "UMTM",
MarkToModel = "MTD",
MarkToMarketVariance = "VMTM",
MarkToModelVariance = "VMTD",
UpfrontPayment = "UPFRNT",
EndVale = "ENDV",
OutstandingMarginLoan = "MGNLN",
LoanValue = "LNVL"
}