@sotatech/node-fixjs/types/fieldtypes/DateRollConvention.d.ts

FIX Protocol Parser for Node.js

/**
 * The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.
 * tag: 40922
 * @readonly
 * @enum {string} (String)
 */
export declare enum DateRollConvention {
    /** 1st day of the month */
    FirstDay = "1",
    /** 2nd day of the month */
    SecondDay = "2",
    /** 3rd day of the month */
    ThirdDay = "3",
    /** 4th day of the month */
    FourthDay = "4",
    /** 5th day of the month */
    FifthDay = "5",
    /** 6thd day of the month */
    SixthDay = "6",
    /** 7th day of the month */
    SeventhDay = "7",
    /** 8th day of the month */
    EighthDay = "8",
    /** 9th day of the month */
    NinthDay = "9",
    /** 10th day of the month */
    TenthDay = "10",
    /** 11th day of the month */
    EleventhDay = "11",
    /** 12th day of the month */
    TwelvthDay = "12",
    /** 13th day of the month */
    ThirteenthDay = "13",
    /** 14th day of the month */
    ForteenthDay = "14",
    /** 15th day of the month */
    FifteenthDay = "15",
    /** 16th day of the month */
    SixteenthDay = "16",
    /** 17th day of the month */
    SeventeenthDay = "17",
    /** 18th day of the month */
    EighteenthDay = "18",
    /** 19th day of the month */
    NineteenthDay = "19",
    /** 20th day of the month */
    TwentiethDay = "20",
    /** 21st day of the month */
    TwentyFirstDay = "21",
    /** 22nd day of the month */
    TwentySecondDay = "22",
    /** 23rd day of the month */
    TwentyThirdDay = "23",
    /** 24th day of the month */
    TwentyFourthDay = "24",
    /** 25th day of the month */
    TwentyFifthDay = "25",
    /** 26th day of the month */
    TwentySixthDay = "26",
    /** 27th day of the month */
    TwentySeventhDay = "27",
    /** 28th day of the month */
    TwentyEigthDa28y = "28",
    /** 29th day of the month */
    TwentyNinthDay = "29",
    /** 30th day of the month */
    ThirtiethDay = "30",
    EOM = "EOM",
    /** The floating rate note convention or Eurodollar convention. */
    FRN = "FRN",
    /** The International Money Market settlement date, i.e. the 3rd Wednesday of the month. */
    IMM = "IMM",
    /** The last trading day/expiration day of the Canadian Derivatives Exchange. */
    IMMCAD = "IMMCAD",
    /** The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. */
    IMMAUD = "IMMAUD",
    /** The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. */
    IMMNZD = "IMMNZD",
    /** The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. */
    SFE = "SFE",
    /** No adjustment */
    NONE = "NONE",
    /** The 13-week and 26-week U.S. Treasury Bill auction dates. */
    TBILL = "TBILL",
    /** Monday */
    MON = "MON",
    /** Tuesday */
    TUE = "TUE",
    /** Wednesday */
    WED = "WED",
    /** Thursday */
    THU = "THU",
    /** Friday */
    FRI = "FRI",
    /** Saturday */
    SAT = "SAT",
    /** Sunday */
    SUN = "SUN"
}