fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
35 lines (34 loc) • 1.23 kB
TypeScript
/**
* The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.
* - Tag: 1950
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const CouponDayCount: Readonly<{
readonly OneOne: 0;
readonly ThirtyThreeSixtyUS: 1;
readonly ThirtyThreeSixtySIA: 2;
readonly ThirtyThreeSixtyM: 3;
readonly ThirtyEThreeSixty: 4;
readonly ThirtyEThreeSixtyISDA: 5;
readonly ActThreeSixty: 6;
readonly ActThreeSixtyFiveFixed: 7;
readonly ActActAFB: 8;
readonly ActActICMA: 9;
readonly ActActISMAUltimo: 10;
readonly ActActISDA: 11;
readonly BusTwoFiftyTwo: 12;
readonly ThirtyEPlusThreeSixty: 13;
readonly ActThreeSixtyFiveL: 14;
readonly NLThreeSixtyFive: 15;
readonly NLThreeSixty: 16;
readonly Act364: 17;
readonly ThirtyThreeSixtyFive: 18;
readonly ThirtyActual: 19;
readonly ThirtyThreeSixtyICMA: 20;
readonly ThirtyETwoThreeSixty: 21;
readonly ThirtyEThreeThreeSixty: 22;
readonly Other: 99;
}>;