@sotatech/nest-quickfix/dist/fields/StipulationType.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 StipulationType {
    AlternativeMinimumTax = "AMT",
    IncurredRecovery = "INCURRCVY",
    AbsolutePrepaymentSpeed = "ABS",
    AutoReinvestment = "AUTOREINV",
    AdditionalTerm = "ADDTRM",
    ConstantPrepaymentPenalty = "CPP",
    BankQualified = "BANKQUAL",
    ModifiedEquityDelivery = "MODEQTYDLVY",
    ConstantPrepaymentRate = "CPR",
    BargainConditions = "BGNCON",
    NoReferenceOblication = "NOREFOBLIG",
    ConstantPrepaymentYield = "CPY",
    CouponRange = "COUPON",
    UnknownReferenceObligation = "UNKREFOBLIG",
    FinalCPROfHomeEquityPrepaymentCurve = "HEP",
    ISOCurrencyCode = "CURRENCY",
    AllGuarantees = "ALLGUARANTEES",
    PercentOfManufacturedHousingPrepaymentCurve = "MHP",
    CustomStart = "CUSTOMDATE",
    ReferencePrice = "REFPX",
    MonthlyPrepaymentRate = "MPR",
    Geographics = "GEOG",
    ReferencePolicy = "REFPOLICY",
    PercentOfProspectusPrepaymentCurve = "PPC",
    ValuationDiscount = "HAIRCUT",
    SecuredList = "SECRDLIST",
    PercentOfBMAPrepaymentCurve = "PSA",
    Insured = "INSURED",
    SingleMonthlyMortality = "SMM",
    IssueDate = "ISSUE",
    Issuer = "ISSUER",
    IssueSizeRange = "ISSUESIZE",
    LookbackDays = "LOOKBACK",
    ExplicitLotIdentifier = "LOT",
    LotVariance = "LOTVAR",
    MaturityYearAndMonth = "MAT",
    MaturityRange = "MATURITY",
    MaximumSubstitutions = "MAXSUBS",
    MinimumDenomination = "MINDNOM",
    MinimumIncrement = "MININCR",
    MinimumQuantity = "MINQTY",
    PaymentFrequency = "PAYFREQ",
    NumberOfPieces = "PIECES",
    PoolsMaximum = "PMAX",
    PoolsPerLot = "PPL",
    PoolsPerMillion = "PPM",
    PoolsPerTrade = "PPT",
    PriceRange = "PRICE",
    PricingFrequency = "PRICEFREQ",
    ProductionYear = "PROD",
    CallProtection = "PROTECT",
    Purpose = "PURPOSE",
    BenchmarkPriceSource = "PXSOURCE",
    RatingSourceAndRange = "RATING",
    TypeOfRedemption = "REDEMPTION",
    Restricted = "RESTRICTED",
    MarketSector = "SECTOR",
    SecurityTypeIncludedOrExcluded = "SECTYPE",
    Structure = "STRUCT",
    SubstitutionsFrequency = "SUBSFREQ",
    SubstitutionsLeft = "SUBSLEFT",
    FreeformText = "TEXT",
    TradeVariance = "TRDVAR",
    WeightedAverageCoupon = "WAC",
    WeightedAverageLifeCoupon = "WAL",
    WeightedAverageLoanAge = "WALA",
    WeightedAverageMaturity = "WAM",
    WholePool = "WHOLE",
    YieldRange = "YIELD",
    OriginalAmount = "ORIGAMT",
    AverageFICOScore = "AVFICO",
    PoolEffectiveDate = "POOLEFFDT",
    AverageLoanSize = "AVSIZE",
    PoolInitialFactor = "POOLINITFCTR",
    MaximumLoanBalance = "MAXBAL",
    Tranche = "TRANCHE",
    PoolIdentifier = "POOL",
    Substitution = "SUBSTITUTION",
    TypeOfRollTrade = "ROLLTYPE",
    MULTEXCHFLLBCK = "MULTEXCHFLLBCK",
    ReferenceToRollingOrClosingTrade = "REFTRADE",
    COMPSECFLLBCK = "COMPSECFLLBCK",
    PrincipalOfRollingOrClosingTrade = "REFPRIN",
    LOCLJRSDCTN = "LOCLJRSDCTN",
    InterestOfRollingOrClosingTrade = "REFINT",
    RELVJRSDCTN = "RELVJRSDCTN",
    AvailableOfferQuantityToBeShownToTheStreet = "AVAILQTY",
    BrokerCredit = "BROKERCREDIT",
    OfferPriceToBeShownToInternalBrokers = "INTERNALPX",
    OfferQuantityToBeShownToInternalBrokers = "INTERNALQTY",
    TheMinimumResidualOfferQuantity = "LEAVEQTY",
    MaximumOrderSize = "MAXORDQTY",
    OrderQuantityIncrement = "ORDRINCR",
    PrimaryOrSecondaryMarketIndicator = "PRIMARY",
    BrokerSalesCreditOverride = "SALESCREDITOVR",
    TraderCredit = "TRADERCREDIT",
    DiscountRate = "DISCOUNT",
    YieldToMaturity = "YTM",
    InterestPayoffOfRollingOrAmendingTrade = "PAYOFF"
}