@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
33 lines (32 loc) • 981 B
TypeScript
/**
* The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.
* tag: 1950
* @readonly
* @enum {number} (int)
*/
export declare enum CouponDayCount {
OneOne = 0,
ThirtyThreeSixtyUS = 1,
ThirtyThreeSixtySIA = 2,
ThirtyThreeSixtyM = 3,
ThirtyEThreeSixty = 4,
ThirtyEThreeSixtyISDA = 5,
ActThreeSixty = 6,
ActThreeSixtyFiveFixed = 7,
ActActAFB = 8,
ActActICMA = 9,
ActActISMAUltimo = 10,
ActActISDA = 11,
BusTwoFiftyTwo = 12,
ThirtyEPlusThreeSixty = 13,
ActThreeSixtyFiveL = 14,
NLThreeSixtyFive = 15,
NLThreeSixty = 16,
Act364 = 17,
ThirtyThreeSixtyFive = 18,
ThirtyActual = 19,
ThirtyThreeSixtyICMA = 20,
ThirtyETwoThreeSixty = 21,
ThirtyEThreeThreeSixty = 22,
Other = 99
}