@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
46 lines (45 loc) • 1.45 kB
TypeScript
export declare enum QuotePriceType {
/** Percentage (i.e. percent of par) (often called "dollar price" for fixed income) */
Percent = 1,
/** Per unit (i.e. per share or contract) */
PerShare = 2,
/** Fixed Amount (absolute value) */
FixedAmount = 3,
/** Discount - percentage points below par */
Discount = 4,
/** Premium - percentage points over par */
Premium = 5,
Spread = 6,
/** TED Price */
TEDPrice = 7,
/** TED Yield */
TEDYield = 8,
/** Yield Spread (swaps) */
YieldSpread = 9,
/** Yield */
Yield = 10,
PriceSpread = 12,
/** Product ticks in halves */
ProductTicksInHalves = 13,
/** Product ticks in fourths */
ProductTicksInFourths = 14,
/** Product ticks in eighths */
ProductTicksInEighths = 15,
/** Product ticks in sixteenths */
ProductTicksInSixteenths = 16,
/** Product ticks in thirty-seconds */
ProductTicksInThirtySeconds = 17,
/** Product ticks in sixty-fourths */
ProductTicksInSixtyFourths = 18,
/** Product ticks in one-twenty-eighths */
ProductTicksInOneTwentyEighths = 19,
/** Normal rate representation (e.g. FX rate) */
NormalRateRepresentation = 20,
/** Inverse rate representation (e.g. FX rate) */
InverseRateRepresentation = 21,
BasisPoints = 22,
UpFrontPoints = 23,
InterestRate = 24,
/** Percentage of notional */
PercentageOfNotional = 25
}