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

FIX Protocol Parser for Node.js

export declare enum StipulationType {
    /** Alternative Minimum Tax (Y/N) */
    AlternativeMinimumTax = "AMT",
    IncurredRecovery = "INCURRCVY",
    /** Absolute Prepayment Speed */
    AbsolutePrepaymentSpeed = "ABS",
    /** Auto Reinvestment at <rate> or better */
    AutoReinvestment = "AUTOREINV",
    AdditionalTerm = "ADDTRM",
    /** Constant Prepayment Penalty */
    ConstantPrepaymentPenalty = "CPP",
    /** Bank qualified (Y/N) */
    BankQualified = "BANKQUAL",
    ModifiedEquityDelivery = "MODEQTYDLVY",
    /** Constant Prepayment Rate */
    ConstantPrepaymentRate = "CPR",
    /** Bargain conditions (see StipulationValue (234) for values) */
    BargainConditions = "BGNCON",
    NoReferenceOblication = "NOREFOBLIG",
    /** Constant Prepayment Yield */
    ConstantPrepaymentYield = "CPY",
    /** Coupon range */
    CouponRange = "COUPON",
    UnknownReferenceObligation = "UNKREFOBLIG",
    /** final CPR of Home Equity Prepayment Curve */
    FinalCPROfHomeEquityPrepaymentCurve = "HEP",
    /** ISO Currency Code */
    ISOCurrencyCode = "CURRENCY",
    AllGuarantees = "ALLGUARANTEES",
    /** Percent of Manufactured Housing Prepayment Curve */
    PercentOfManufacturedHousingPrepaymentCurve = "MHP",
    /** Custom start/end date */
    CustomStart = "CUSTOMDATE",
    ReferencePrice = "REFPX",
    /** Monthly Prepayment Rate */
    MonthlyPrepaymentRate = "MPR",
    /** Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) */
    Geographics = "GEOG",
    ReferencePolicy = "REFPOLICY",
    /** Percent of Prospectus Prepayment Curve */
    PercentOfProspectusPrepaymentCurve = "PPC",
    /** Valuation Discount */
    ValuationDiscount = "HAIRCUT",
    SecuredList = "SECRDLIST",
    /** Percent of BMA Prepayment Curve */
    PercentOfBMAPrepaymentCurve = "PSA",
    /** Insured (Y/N) */
    Insured = "INSURED",
    /** Single Monthly Mortality */
    SingleMonthlyMortality = "SMM",
    /** Year Or Year/Month of Issue (ex. 234=2002/09) */
    IssueDate = "ISSUE",
    /** Issuer's ticker */
    Issuer = "ISSUER",
    /** issue size range */
    IssueSizeRange = "ISSUESIZE",
    /** Lookback Days */
    LookbackDays = "LOOKBACK",
    /** Explicit lot identifier */
    ExplicitLotIdentifier = "LOT",
    /** Lot Variance (value in percent maximum over- or under-allocation allowed) */
    LotVariance = "LOTVAR",
    /** Maturity Year And Month */
    MaturityYearAndMonth = "MAT",
    /** Maturity range */
    MaturityRange = "MATURITY",
    /** Maximum substitutions (Repo) */
    MaximumSubstitutions = "MAXSUBS",
    /** Minimum denomination */
    MinimumDenomination = "MINDNOM",
    /** Minimum increment */
    MinimumIncrement = "MININCR",
    /** Minimum quantity */
    MinimumQuantity = "MINQTY",
    /** Payment frequency, calendar */
    PaymentFrequency = "PAYFREQ",
    /** Number Of Pieces */
    NumberOfPieces = "PIECES",
    /** Pools Maximum */
    PoolsMaximum = "PMAX",
    /** Pools per Lot */
    PoolsPerLot = "PPL",
    /** Pools per Million */
    PoolsPerMillion = "PPM",
    /** Pools per Trade */
    PoolsPerTrade = "PPT",
    /** Price Range */
    PriceRange = "PRICE",
    /** Pricing frequency */
    PricingFrequency = "PRICEFREQ",
    /** Production Year */
    ProductionYear = "PROD",
    /** Call protection */
    CallProtection = "PROTECT",
    /** Purpose */
    Purpose = "PURPOSE",
    /** Benchmark price source */
    BenchmarkPriceSource = "PXSOURCE",
    /** Rating source and range */
    RatingSourceAndRange = "RATING",
    /** Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible */
    TypeOfRedemption = "REDEMPTION",
    /** Restricted (Y/N) */
    Restricted = "RESTRICTED",
    /** Market Sector */
    MarketSector = "SECTOR",
    /** Security Type included or excluded */
    SecurityTypeIncludedOrExcluded = "SECTYPE",
    /** Structure */
    Structure = "STRUCT",
    /** Substitutions frequency (Repo) */
    SubstitutionsFrequency = "SUBSFREQ",
    /** Substitutions left (Repo) */
    SubstitutionsLeft = "SUBSLEFT",
    /** Freeform Text */
    FreeformText = "TEXT",
    /** Trade Variance (value in percent maximum over- or under-allocation allowed) */
    TradeVariance = "TRDVAR",
    /** Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) */
    WeightedAverageCoupon = "WAC",
    /** Weighted Average Life Coupon - value in percent (exact or range) */
    WeightedAverageLifeCoupon = "WAL",
    /** Weighted Average Loan Age - value in months (exact or range) */
    WeightedAverageLoanAge = "WALA",
    /** Weighted Average Maturity - value in months (exact or range) */
    WeightedAverageMaturity = "WAM",
    /** Whole Pool (Y/N) */
    WholePool = "WHOLE",
    /** Yield Range */
    YieldRange = "YIELD",
    OriginalAmount = "ORIGAMT",
    /** Average FICO Score */
    AverageFICOScore = "AVFICO",
    /** Pool effective date */
    PoolEffectiveDate = "POOLEFFDT",
    /** Average Loan Size */
    AverageLoanSize = "AVSIZE",
    PoolInitialFactor = "POOLINITFCTR",
    /** Maximum Loan Balance */
    MaximumLoanBalance = "MAXBAL",
    Tranche = "TRANCHE",
    /** Pool Identifier */
    PoolIdentifier = "POOL",
    Substitution = "SUBSTITUTION",
    /** Type of Roll trade */
    TypeOfRollTrade = "ROLLTYPE",
    MULTEXCHFLLBCK = "MULTEXCHFLLBCK",
    /** Reference to rolling or closing trade */
    ReferenceToRollingOrClosingTrade = "REFTRADE",
    COMPSECFLLBCK = "COMPSECFLLBCK",
    /** Principal to rolling or closing trade */
    PrincipalOfRollingOrClosingTrade = "REFPRIN",
    LOCLJRSDCTN = "LOCLJRSDCTN",
    /** Interest of rolling or closing trade */
    InterestOfRollingOrClosingTrade = "REFINT",
    RELVJRSDCTN = "RELVJRSDCTN",
    /** Available offer quantity to be shown to the street */
    AvailableOfferQuantityToBeShownToTheStreet = "AVAILQTY",
    /** Broker's sales credit */
    BrokerCredit = "BROKERCREDIT",
    /** Offer price to be shown to internal brokers */
    OfferPriceToBeShownToInternalBrokers = "INTERNALPX",
    /** Offer quantity to be shown to internal brokers */
    OfferQuantityToBeShownToInternalBrokers = "INTERNALQTY",
    /** The minimum residual offer quantity */
    TheMinimumResidualOfferQuantity = "LEAVEQTY",
    /** Maximum order size */
    MaximumOrderSize = "MAXORDQTY",
    /** Order quantity increment */
    OrderQuantityIncrement = "ORDRINCR",
    /** Primary or Secondary market indicator */
    PrimaryOrSecondaryMarketIndicator = "PRIMARY",
    /** Broker sales credit override */
    BrokerSalesCreditOverride = "SALESCREDITOVR",
    /** Trader's credit */
    TraderCredit = "TRADERCREDIT",
    /** Discount Rate (when price is denominated in percent of par) */
    DiscountRate = "DISCOUNT",
    /** Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) */
    YieldToMaturity = "YTM",
    /** Interest payoff of rolling or amending trade */
    InterestPayoffOfRollingOrAmendingTrade = "PAYOFF"
}