fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
192 lines (191 loc) • 8.05 kB
TypeScript
/**
* StipulationType
* - Tag: 233
* - FIX Specification type: String
* - Mapped type: string
* @readonly
* @public
*/
export declare const StipulationType: Readonly<{
/** Alternative Minimum Tax (Y/N) */
readonly AlternativeMinimumTax: 'AMT';
readonly IncurredRecovery: 'INCURRCVY';
/** Absolute Prepayment Speed */
readonly AbsolutePrepaymentSpeed: 'ABS';
/** Auto Reinvestment at \<rate\> or better */
readonly AutoReinvestment: 'AUTOREINV';
readonly AdditionalTerm: 'ADDTRM';
/** Constant Prepayment Penalty */
readonly ConstantPrepaymentPenalty: 'CPP';
/** Bank qualified (Y/N) */
readonly BankQualified: 'BANKQUAL';
readonly ModifiedEquityDelivery: 'MODEQTYDLVY';
/** Constant Prepayment Rate */
readonly ConstantPrepaymentRate: 'CPR';
/** Bargain conditions (see StipulationValue (234) for values) */
readonly BargainConditions: 'BGNCON';
readonly NoReferenceOblication: 'NOREFOBLIG';
/** Constant Prepayment Yield */
readonly ConstantPrepaymentYield: 'CPY';
/** Coupon range */
readonly CouponRange: 'COUPON';
readonly UnknownReferenceObligation: 'UNKREFOBLIG';
/** final CPR of Home Equity Prepayment Curve */
readonly FinalCPROfHomeEquityPrepaymentCurve: 'HEP';
/** ISO Currency Code */
readonly ISOCurrencyCode: 'CURRENCY';
readonly AllGuarantees: 'ALLGUARANTEES';
/** Percent of Manufactured Housing Prepayment Curve */
readonly PercentOfManufacturedHousingPrepaymentCurve: 'MHP';
/** Custom start/end date */
readonly CustomStart: 'CUSTOMDATE';
readonly ReferencePrice: 'REFPX';
/** Monthly Prepayment Rate */
readonly MonthlyPrepaymentRate: 'MPR';
/** Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) */
readonly Geographics: 'GEOG';
readonly ReferencePolicy: 'REFPOLICY';
/** Percent of Prospectus Prepayment Curve */
readonly PercentOfProspectusPrepaymentCurve: 'PPC';
/** Valuation Discount */
readonly ValuationDiscount: 'HAIRCUT';
readonly SecuredList: 'SECRDLIST';
/** Percent of BMA Prepayment Curve */
readonly PercentOfBMAPrepaymentCurve: 'PSA';
/** Insured (Y/N) */
readonly Insured: 'INSURED';
/** Single Monthly Mortality */
readonly SingleMonthlyMortality: 'SMM';
/** Year Or Year/Month of Issue (ex. 234=2002/09) */
readonly IssueDate: 'ISSUE';
/** Issuer's ticker */
readonly Issuer: 'ISSUER';
/** issue size range */
readonly IssueSizeRange: 'ISSUESIZE';
/** Lookback Days */
readonly LookbackDays: 'LOOKBACK';
/** Explicit lot identifier */
readonly ExplicitLotIdentifier: 'LOT';
/** Lot Variance (value in percent maximum over- or under-allocation allowed) */
readonly LotVariance: 'LOTVAR';
/** Maturity Year And Month */
readonly MaturityYearAndMonth: 'MAT';
/** Maturity range */
readonly MaturityRange: 'MATURITY';
/** Maximum substitutions (Repo) */
readonly MaximumSubstitutions: 'MAXSUBS';
/** Minimum denomination */
readonly MinimumDenomination: 'MINDNOM';
/** Minimum increment */
readonly MinimumIncrement: 'MININCR';
/** Minimum quantity */
readonly MinimumQuantity: 'MINQTY';
/** Payment frequency, calendar */
readonly PaymentFrequency: 'PAYFREQ';
/** Number Of Pieces */
readonly NumberOfPieces: 'PIECES';
/** Pools Maximum */
readonly PoolsMaximum: 'PMAX';
/** Pools per Lot */
readonly PoolsPerLot: 'PPL';
/** Pools per Million */
readonly PoolsPerMillion: 'PPM';
/** Pools per Trade */
readonly PoolsPerTrade: 'PPT';
/** Price Range */
readonly PriceRange: 'PRICE';
/** Pricing frequency */
readonly PricingFrequency: 'PRICEFREQ';
/** Production Year */
readonly ProductionYear: 'PROD';
/** Call protection */
readonly CallProtection: 'PROTECT';
/** Purpose */
readonly Purpose: 'PURPOSE';
/** Benchmark price source */
readonly BenchmarkPriceSource: 'PXSOURCE';
/** Rating source and range */
readonly RatingSourceAndRange: 'RATING';
/** Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible */
readonly TypeOfRedemption: 'REDEMPTION';
/** Restricted (Y/N) */
readonly Restricted: 'RESTRICTED';
/** Market Sector */
readonly MarketSector: 'SECTOR';
/** Security Type included or excluded */
readonly SecurityTypeIncludedOrExcluded: 'SECTYPE';
/** Structure */
readonly Structure: 'STRUCT';
/** Substitutions frequency (Repo) */
readonly SubstitutionsFrequency: 'SUBSFREQ';
/** Substitutions left (Repo) */
readonly SubstitutionsLeft: 'SUBSLEFT';
/** Freeform Text */
readonly FreeformText: 'TEXT';
/** Trade Variance (value in percent maximum over- or under-allocation allowed) */
readonly TradeVariance: 'TRDVAR';
/** Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) */
readonly WeightedAverageCoupon: 'WAC';
/** Weighted Average Life Coupon - value in percent (exact or range) */
readonly WeightedAverageLifeCoupon: 'WAL';
/** Weighted Average Loan Age - value in months (exact or range) */
readonly WeightedAverageLoanAge: 'WALA';
/** Weighted Average Maturity - value in months (exact or range) */
readonly WeightedAverageMaturity: 'WAM';
/** Whole Pool (Y/N) */
readonly WholePool: 'WHOLE';
/** Yield Range */
readonly YieldRange: 'YIELD';
readonly OriginalAmount: 'ORIGAMT';
/** Average FICO Score */
readonly AverageFICOScore: 'AVFICO';
/** Pool effective date */
readonly PoolEffectiveDate: 'POOLEFFDT';
/** Average Loan Size */
readonly AverageLoanSize: 'AVSIZE';
readonly PoolInitialFactor: 'POOLINITFCTR';
/** Maximum Loan Balance */
readonly MaximumLoanBalance: 'MAXBAL';
readonly Tranche: 'TRANCHE';
/** Pool Identifier */
readonly PoolIdentifier: 'POOL';
readonly Substitution: 'SUBSTITUTION';
/** Type of Roll trade */
readonly TypeOfRollTrade: 'ROLLTYPE';
readonly MULTEXCHFLLBCK: 'MULTEXCHFLLBCK';
/** Reference to rolling or closing trade */
readonly ReferenceToRollingOrClosingTrade: 'REFTRADE';
readonly COMPSECFLLBCK: 'COMPSECFLLBCK';
/** Principal to rolling or closing trade */
readonly PrincipalOfRollingOrClosingTrade: 'REFPRIN';
readonly LOCLJRSDCTN: 'LOCLJRSDCTN';
/** Interest of rolling or closing trade */
readonly InterestOfRollingOrClosingTrade: 'REFINT';
readonly RELVJRSDCTN: 'RELVJRSDCTN';
/** Available offer quantity to be shown to the street */
readonly AvailableOfferQuantityToBeShownToTheStreet: 'AVAILQTY';
/** Broker's sales credit */
readonly BrokerCredit: 'BROKERCREDIT';
/** Offer price to be shown to internal brokers */
readonly OfferPriceToBeShownToInternalBrokers: 'INTERNALPX';
/** Offer quantity to be shown to internal brokers */
readonly OfferQuantityToBeShownToInternalBrokers: 'INTERNALQTY';
/** The minimum residual offer quantity */
readonly TheMinimumResidualOfferQuantity: 'LEAVEQTY';
/** Maximum order size */
readonly MaximumOrderSize: 'MAXORDQTY';
/** Order quantity increment */
readonly OrderQuantityIncrement: 'ORDRINCR';
/** Primary or Secondary market indicator */
readonly PrimaryOrSecondaryMarketIndicator: 'PRIMARY';
/** Broker sales credit override */
readonly BrokerSalesCreditOverride: 'SALESCREDITOVR';
/** Trader's credit */
readonly TraderCredit: 'TRADERCREDIT';
/** Discount Rate (when price is denominated in percent of par) */
readonly DiscountRate: 'DISCOUNT';
/** Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) */
readonly YieldToMaturity: 'YTM';
/** Interest payoff of rolling or amending trade */
readonly InterestPayoffOfRollingOrAmendingTrade: 'PAYOFF';
}>;