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

FIX Protocol Parser for Node.js

/**
 * Indicates the type of relative value measurement being specified.
 * tag: 2530
 * @readonly
 * @enum {number} (int)
 */
export declare enum RelativeValueType {
    ASWSpread = 1,
    OIS = 2,
    ZSpread = 3,
    DiscountMargin = 4,
    ISpread = 5,
    OAS = 6,
    GSpread = 7,
    CDSBasis = 8,
    CDSInterpolatedBasis = 9,
    DV01 = 10,
    PV01 = 11,
    CS01 = 12
}