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

FIX Protocol Parser for Node.js

/**
 * Type of Position amount
 * tag: 707
 * @readonly
 * @enum {string} (String)
 */
export declare enum PosAmtType {
    /** Cash amount (corporate event) */
    CashAmount = "CASH",
    /** Cash residual amount */
    CashResidualAmount = "CRES",
    /** Final mark-to-market amount */
    FinalMarkToMarketAmount = "FMTM",
    /** Incremental mark-to-market */
    IncrementalMarkToMarketAmount = "IMTM",
    /** Premium amount */
    PremiumAmount = "PREM",
    /** Start of day mark-to-market */
    StartOfDayMarkToMarketAmount = "SMTM",
    /** Trade variation amount */
    TradeVariationAmount = "TVAR",
    /** Value adjusted amount */
    ValueAdjustedAmount = "VADJ",
    /** Settlement value */
    SettlementValue = "SETL",
    /** Initial trade coupon amount */
    InitialTradeCouponAmount = "ICPN",
    /** Accrued coupon amount */
    AccruedCouponAmount = "ACPN",
    /** Coupon amount */
    CouponAmount = "CPN",
    /** Incremental accrued coupon */
    IncrementalAccruedCoupon = "IACPN",
    /** Collateralized mark-to-market */
    CollateralizedMarkToMarket = "CMTM",
    /** Incremental collateralized mark-to-market */
    IncrementalCollateralizedMarkToMarket = "ICMTM",
    /** Compensation amount */
    CompensationAmount = "DLV",
    /** Total banked amount */
    TotalBankedAmount = "BANK",
    /** Total collateralized amount */
    TotalCollateralizedAmount = "COLAT",
    /** Long paired swap or swaption notional value */
    LongPairedSwapNotionalValue = "LSNV",
    /** Short paired swap or swaption notional value */
    ShortPairedSwapNotionalValue = "SSNV",
    /** Start-of-day accrued coupon */
    StartOfDayAccruedCoupon = "SACPN",
    /** Net present value */
    NetPresentValue = "NPV",
    /** Start-of-day net present value */
    StartOfDayNetPresentValue = "SNPV",
    /** Net cash flow */
    NetCashFlow = "NCF",
    /** Present value of all fees */
    PresentValueOfFees = "PVFEES",
    PresentValueOneBasisPoints = "PV01",
    /** The five year equivalent notional amount */
    FiveYearEquivalentNotional = "5YREN",
    /** Undiscounted mark-to-market */
    UndiscountedMarkToMarket = "UMTM",
    /** Mark-to-model */
    MarkToModel = "MTD",
    /** Mark-to-market variance */
    MarkToMarketVariance = "VMTM",
    /** Mark-to-model variance */
    MarkToModelVariance = "VMTD",
    /** Upfront payment */
    UpfrontPayment = "UPFRNT",
    EndVale = "ENDV",
    OutstandingMarginLoan = "MGNLN",
    LoanValue = "LNVL"
}