fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
112 lines (111 loc) • 3.91 kB
TypeScript
/**
* The subcategory description of the asset class.
* - Tag: 1939
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const AssetSubClass: Readonly<{
/** Single currency */
readonly SingleCurrency: 1;
/** Cross currency */
readonly CrossCurrency: 2;
/** Basket [for multi-currency] */
readonly Basket: 3;
/** Single name */
readonly SingleName: 4;
/** Credit index */
readonly CreditIndex: 5;
/** Index tranche */
readonly IndexTranche: 6;
/** Credit basket */
readonly CreditBasket: 7;
/** Exotic */
readonly Exotic: 8;
/** Common */
readonly Common: 9;
/** Preferred */
readonly Preferred: 10;
/** Equity index */
readonly EquityIndex: 11;
/** Equity basket */
readonly EquityBasket: 12;
/** Metals */
readonly Metals: 13;
/** Bullion */
readonly Bullion: 14;
/** Energy */
readonly Energy: 15;
/** Commodity index */
readonly CommodityIndex: 16;
/** Agricultural */
readonly Agricultural: 17;
/** Environmental */
readonly Environmental: 18;
/** Freight */
readonly Freight: 19;
/** Government */
readonly Government: 20;
/** Agency */
readonly Agency: 21;
/** Corporate */
readonly Corporate: 22;
/** Financing */
readonly Financing: 23;
/** Money market */
readonly MoneyMarket: 24;
/** Mortgage */
readonly Mortgage: 25;
/** Municipal */
readonly Municipal: 26;
/** Mutual fund */
readonly MutualFund: 27;
/** Collective investment vehicle */
readonly CollectiveInvestmentVehicle: 28;
/** Investment program
A generalized fund for major investors. */
readonly InvestmentProgram: 29;
/** Specialized account program
A specialized fund setup for a particular account or group of accounts. */
readonly SpecializedAccountProgram: 30;
/** Term loan */
readonly TermLoan: 31;
/** Bridge loan */
readonly BridgeLoan: 32;
/** Letter of credit */
readonly LetterOfCredit: 33;
/** Dividend index */
readonly DividendIndex: 34;
/** Stock dividend */
readonly StockDividend: 35;
/** Exchange traded fund */
readonly ExchangeTradedFund: 36;
/** Volatility index */
readonly VolatilityIndex: 37;
/** FX cross rates */
readonly FXCrossRates: 38;
/** FX emerging markets */
readonly FXEmergingMarkets: 39;
/** FX Majors */
readonly FXMajors: 40;
/** Fertilizer */
readonly Fertilizer: 41;
/** Industrial product */
readonly IndustrialProduct: 42;
/** Inflation */
readonly Inflation: 43;
/** Paper */
readonly Paper: 44;
/** Polypropylene */
readonly Polypropylene: 45;
/** Official economic statistics */
readonly OfficialEconomicStatistics: 46;
/** Other C10
Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility". */
readonly OtherC10: 47;
/** Other
May be used with any AssetClass(1938) values. */
readonly Other: 48;
}>;
export type AssetSubClass = (typeof AssetSubClass)[keyof typeof AssetSubClass];