@sotatech/nest-quickfix/dist/fields/RelativeValueType.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.RelativeValueType = void 0;
var RelativeValueType;
(function (RelativeValueType) {
    RelativeValueType[RelativeValueType["ASWSpread"] = 1] = "ASWSpread";
    RelativeValueType[RelativeValueType["OIS"] = 2] = "OIS";
    RelativeValueType[RelativeValueType["ZSpread"] = 3] = "ZSpread";
    RelativeValueType[RelativeValueType["DiscountMargin"] = 4] = "DiscountMargin";
    RelativeValueType[RelativeValueType["ISpread"] = 5] = "ISpread";
    RelativeValueType[RelativeValueType["OAS"] = 6] = "OAS";
    RelativeValueType[RelativeValueType["GSpread"] = 7] = "GSpread";
    RelativeValueType[RelativeValueType["CDSBasis"] = 8] = "CDSBasis";
    RelativeValueType[RelativeValueType["CDSInterpolatedBasis"] = 9] = "CDSInterpolatedBasis";
    RelativeValueType[RelativeValueType["DV01"] = 10] = "DV01";
    RelativeValueType[RelativeValueType["PV01"] = 11] = "PV01";
    RelativeValueType[RelativeValueType["CS01"] = 12] = "CS01";
})(RelativeValueType || (exports.RelativeValueType = RelativeValueType = {}));
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