@sotatech/nest-quickfix
Version:
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.
42 lines • 1.96 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.PosAmtType = void 0;
var PosAmtType;
(function (PosAmtType) {
PosAmtType["CashAmount"] = "CASH";
PosAmtType["CashResidualAmount"] = "CRES";
PosAmtType["FinalMarkToMarketAmount"] = "FMTM";
PosAmtType["IncrementalMarkToMarketAmount"] = "IMTM";
PosAmtType["PremiumAmount"] = "PREM";
PosAmtType["StartOfDayMarkToMarketAmount"] = "SMTM";
PosAmtType["TradeVariationAmount"] = "TVAR";
PosAmtType["ValueAdjustedAmount"] = "VADJ";
PosAmtType["SettlementValue"] = "SETL";
PosAmtType["InitialTradeCouponAmount"] = "ICPN";
PosAmtType["AccruedCouponAmount"] = "ACPN";
PosAmtType["CouponAmount"] = "CPN";
PosAmtType["IncrementalAccruedCoupon"] = "IACPN";
PosAmtType["CollateralizedMarkToMarket"] = "CMTM";
PosAmtType["IncrementalCollateralizedMarkToMarket"] = "ICMTM";
PosAmtType["CompensationAmount"] = "DLV";
PosAmtType["TotalBankedAmount"] = "BANK";
PosAmtType["TotalCollateralizedAmount"] = "COLAT";
PosAmtType["LongPairedSwapNotionalValue"] = "LSNV";
PosAmtType["ShortPairedSwapNotionalValue"] = "SSNV";
PosAmtType["StartOfDayAccruedCoupon"] = "SACPN";
PosAmtType["NetPresentValue"] = "NPV";
PosAmtType["StartOfDayNetPresentValue"] = "SNPV";
PosAmtType["NetCashFlow"] = "NCF";
PosAmtType["PresentValueOfFees"] = "PVFEES";
PosAmtType["PresentValueOneBasisPoints"] = "PV01";
PosAmtType["FiveYearEquivalentNotional"] = "5YREN";
PosAmtType["UndiscountedMarkToMarket"] = "UMTM";
PosAmtType["MarkToModel"] = "MTD";
PosAmtType["MarkToMarketVariance"] = "VMTM";
PosAmtType["MarkToModelVariance"] = "VMTD";
PosAmtType["UpfrontPayment"] = "UPFRNT";
PosAmtType["EndVale"] = "ENDV";
PosAmtType["OutstandingMarginLoan"] = "MGNLN";
PosAmtType["LoanValue"] = "LNVL";
})(PosAmtType || (exports.PosAmtType = PosAmtType = {}));
//# sourceMappingURL=PosAmtType.js.map