fixparser/types/fieldtypes/DateRollConvention.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.
 * - Tag: 40922
 * - FIX Specification type: String
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const DateRollConvention: Readonly<{
    /** 1st day of the month */
    readonly FirstDay: '1';
    /** 2nd day of the month */
    readonly SecondDay: '2';
    /** 3rd day of the month */
    readonly ThirdDay: '3';
    /** 4th day of the month */
    readonly FourthDay: '4';
    /** 5th day of the month */
    readonly FifthDay: '5';
    /** 6thd day of the month */
    readonly SixthDay: '6';
    /** 7th day of the month */
    readonly SeventhDay: '7';
    /** 8th day of the month */
    readonly EighthDay: '8';
    /** 9th day of the month */
    readonly NinthDay: '9';
    /** 10th day of the month */
    readonly TenthDay: '10';
    /** 11th day of the month */
    readonly EleventhDay: '11';
    /** 12th day of the month */
    readonly TwelvthDay: '12';
    /** 13th day of the month */
    readonly ThirteenthDay: '13';
    /** 14th day of the month */
    readonly ForteenthDay: '14';
    /** 15th day of the month */
    readonly FifteenthDay: '15';
    /** 16th day of the month */
    readonly SixteenthDay: '16';
    /** 17th day of the month */
    readonly SeventeenthDay: '17';
    /** 18th day of the month */
    readonly EighteenthDay: '18';
    /** 19th day of the month */
    readonly NineteenthDay: '19';
    /** 20th day of the month */
    readonly TwentiethDay: '20';
    /** 21st day of the month */
    readonly TwentyFirstDay: '21';
    /** 22nd day of the month */
    readonly TwentySecondDay: '22';
    /** 23rd day of the month */
    readonly TwentyThirdDay: '23';
    /** 24th day of the month */
    readonly TwentyFourthDay: '24';
    /** 25th day of the month */
    readonly TwentyFifthDay: '25';
    /** 26th day of the month */
    readonly TwentySixthDay: '26';
    /** 27th day of the month */
    readonly TwentySeventhDay: '27';
    /** 28th day of the month */
    readonly TwentyEigthDa28y: '28';
    /** 29th day of the month */
    readonly TwentyNinthDay: '29';
    /** 30th day of the month */
    readonly ThirtiethDay: '30';
    readonly EOM: 'EOM';
    /** The floating rate note convention or Eurodollar convention. */
    readonly FRN: 'FRN';
    /** The International Money Market settlement date, i.e. the 3rd Wednesday of the month. */
    readonly IMM: 'IMM';
    /** The last trading day/expiration day of the Canadian Derivatives Exchange. */
    readonly IMMCAD: 'IMMCAD';
    /** The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. */
    readonly IMMAUD: 'IMMAUD';
    /** The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. */
    readonly IMMNZD: 'IMMNZD';
    /** The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. */
    readonly SFE: 'SFE';
    /** No adjustment */
    readonly NONE: 'NONE';
    /** The 13-week and 26-week U.S. Treasury Bill auction dates. */
    readonly TBILL: 'TBILL';
    /** Monday */
    readonly MON: 'MON';
    /** Tuesday */
    readonly TUE: 'TUE';
    /** Wednesday */
    readonly WED: 'WED';
    /** Thursday */
    readonly THU: 'THU';
    /** Friday */
    readonly FRI: 'FRI';
    /** Saturday */
    readonly SAT: 'SAT';
    /** Sunday */
    readonly SUN: 'SUN';
}>;