fixparser/types/fieldtypes/AssetValuationModel.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * Identifies the model used for asset valuation or pricing calculations.
 * - Tag: 2994
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const AssetValuationModel: Readonly<{
    /** Black-Scholes */
    readonly BlackScholes: 1;
    /** Whaley */
    readonly Whaley: 2;
    /** Bachelier */
    readonly Bachelier: 3;
    /** Kirk */
    readonly Kirk: 4;
    /** Curran */
    readonly Curran: 5;
    /** Black-76 */
    readonly Black76: 6;
    /** Binomial */
    readonly Binomial: 7;
    /** Other model */
    readonly OtherModel: 99;
}>;