fixparser/types/fieldtypes/YieldType.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
 * - Tag: 235
 * - FIX Specification type: String
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const YieldType: Readonly<{
    /** After Tax Yield (Municipals) */
    readonly AfterTaxYield: 'AFTERTAX';
    /** Annual Yield */
    readonly AnnualYield: 'ANNUAL';
    /** Yield At Issue (Municipals) */
    readonly YieldAtIssue: 'ATISSUE';
    /** Yield To Avg Maturity */
    readonly YieldToAverageMaturity: 'AVGMATURITY';
    /** Book Yield */
    readonly BookYield: 'BOOK';
    /** Yield to Next Call */
    readonly YieldToNextCall: 'CALL';
    /** Yield Change Since Close */
    readonly YieldChangeSinceClose: 'CHANGE';
    /** Closing Yield */
    readonly ClosingYield: 'CLOSE';
    /** Compound Yield */
    readonly CompoundYield: 'COMPOUND';
    /** Current Yield */
    readonly CurrentYield: 'CURRENT';
    /** Gvnt Equivalent Yield */
    readonly GvntEquivalentYield: 'GOVTEQUIV';
    /** True Gross Yield */
    readonly TrueGrossYield: 'GROSS';
    /** Yield with Inflation Assumption */
    readonly YieldWithInflationAssumption: 'INFLATION';
    /** Inverse Floater Bond Yield */
    readonly InverseFloaterBondYield: 'INVERSEFLOATER';
    /** Most Recent Closing Yield */
    readonly MostRecentClosingYield: 'LASTCLOSE';
    /** Closing Yield Most Recent Month */
    readonly ClosingYieldMostRecentMonth: 'LASTMONTH';
    /** Closing Yield Most Recent Quarter */
    readonly ClosingYieldMostRecentQuarter: 'LASTQUARTER';
    /** Closing Yield Most Recent Year */
    readonly ClosingYieldMostRecentYear: 'LASTYEAR';
    /** Yield to Longest Average Life */
    readonly YieldToLongestAverageLife: 'LONGAVGLIFE';
    /** Mark to Market Yield */
    readonly MarkToMarketYield: 'MARK';
    /** Yield to Maturity */
    readonly YieldToMaturity: 'MATURITY';
    /** Yield to Next Refund (Sinking Fund Bonds) */
    readonly YieldToNextRefund: 'NEXTREFUND';
    /** Open Average Yield */
    readonly OpenAverageYield: 'OPENAVG';
    /** Previous Close Yield */
    readonly PreviousCloseYield: 'PREVCLOSE';
    /** Proceeds Yield */
    readonly ProceedsYield: 'PROCEEDS';
    /** Yield to Next Put */
    readonly YieldToNextPut: 'PUT';
    /** Semi-annual Yield */
    readonly SemiAnnualYield: 'SEMIANNUAL';
    /** Yield to Shortest Average Life */
    readonly YieldToShortestAverageLife: 'SHORTAVGLIFE';
    /** Simple Yield */
    readonly SimpleYield: 'SIMPLE';
    /** Tax Equivalent Yield */
    readonly TaxEquivalentYield: 'TAXEQUIV';
    /** Yield to Tender Date */
    readonly YieldToTenderDate: 'TENDER';
    /** True Yield */
    readonly TrueYield: 'TRUE';
    /** Yield Value Of 1/32 */
    readonly YieldValueOf32nds: 'VALUE1_32';
    /** Yield To Worst */
    readonly YieldToWorst: 'WORST';
}>;