@sotatech/nest-quickfix/dist/fields/RelativeValueType.d.ts

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.

export declare enum RelativeValueType {
    ASWSpread = 1,
    OIS = 2,
    ZSpread = 3,
    DiscountMargin = 4,
    ISpread = 5,
    OAS = 6,
    GSpread = 7,
    CDSBasis = 8,
    CDSInterpolatedBasis = 9,
    DV01 = 10,
    PV01 = 11,
    CS01 = 12
}