fixparser/types/fieldtypes/PosAmtType.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * Type of Position amount
 * - Tag: 707
 * - FIX Specification type: String
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const PosAmtType: Readonly<{
    /** Cash amount (corporate event) */
    readonly CashAmount: 'CASH';
    /** Cash residual amount */
    readonly CashResidualAmount: 'CRES';
    /** Final mark-to-market amount */
    readonly FinalMarkToMarketAmount: 'FMTM';
    /** Incremental mark-to-market */
    readonly IncrementalMarkToMarketAmount: 'IMTM';
    /** Premium amount */
    readonly PremiumAmount: 'PREM';
    /** Start of day mark-to-market */
    readonly StartOfDayMarkToMarketAmount: 'SMTM';
    /** Trade variation amount */
    readonly TradeVariationAmount: 'TVAR';
    /** Value adjusted amount */
    readonly ValueAdjustedAmount: 'VADJ';
    /** Settlement value */
    readonly SettlementValue: 'SETL';
    /** Initial trade coupon amount */
    readonly InitialTradeCouponAmount: 'ICPN';
    /** Accrued coupon amount */
    readonly AccruedCouponAmount: 'ACPN';
    /** Coupon amount */
    readonly CouponAmount: 'CPN';
    /** Incremental accrued coupon */
    readonly IncrementalAccruedCoupon: 'IACPN';
    /** Collateralized mark-to-market */
    readonly CollateralizedMarkToMarket: 'CMTM';
    /** Incremental collateralized mark-to-market */
    readonly IncrementalCollateralizedMarkToMarket: 'ICMTM';
    /** Compensation amount */
    readonly CompensationAmount: 'DLV';
    /** Total banked amount */
    readonly TotalBankedAmount: 'BANK';
    /** Total collateralized amount */
    readonly TotalCollateralizedAmount: 'COLAT';
    /** Long paired swap or swaption notional value */
    readonly LongPairedSwapNotionalValue: 'LSNV';
    /** Short paired swap or swaption notional value */
    readonly ShortPairedSwapNotionalValue: 'SSNV';
    /** Start-of-day accrued coupon */
    readonly StartOfDayAccruedCoupon: 'SACPN';
    /** Net present value */
    readonly NetPresentValue: 'NPV';
    /** Start-of-day net present value */
    readonly StartOfDayNetPresentValue: 'SNPV';
    /** Net cash flow */
    readonly NetCashFlow: 'NCF';
    /** Present value of all fees */
    readonly PresentValueOfFees: 'PVFEES';
    readonly PresentValueOneBasisPoints: 'PV01';
    /** The five year equivalent notional amount */
    readonly FiveYearEquivalentNotional: '5YREN';
    /** Undiscounted mark-to-market */
    readonly UndiscountedMarkToMarket: 'UMTM';
    /** Mark-to-model */
    readonly MarkToModel: 'MTD';
    /** Mark-to-market variance */
    readonly MarkToMarketVariance: 'VMTM';
    /** Mark-to-model variance */
    readonly MarkToModelVariance: 'VMTD';
    /** Upfront payment */
    readonly UpfrontPayment: 'UPFRNT';
    readonly EndVale: 'ENDV';
    readonly OutstandingMarginLoan: 'MGNLN';
    readonly LoanValue: 'LNVL';
}>;