fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
23 lines (22 loc) • 538 B
TypeScript
/**
* Indicates the type of relative value measurement being specified.
* - Tag: 2530
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const RelativeValueType: Readonly<{
readonly ASWSpread: 1;
readonly OIS: 2;
readonly ZSpread: 3;
readonly DiscountMargin: 4;
readonly ISpread: 5;
readonly OAS: 6;
readonly GSpread: 7;
readonly CDSBasis: 8;
readonly CDSInterpolatedBasis: 9;
readonly DV01: 10;
readonly PV01: 11;
readonly CS01: 12;
}>;