fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
28 lines (27 loc) • 702 B
TypeScript
/**
* Identifies the model used for asset valuation or pricing calculations.
* - Tag: 2994
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const AssetValuationModel: Readonly<{
/** Black-Scholes */
readonly BlackScholes: 1;
/** Whaley */
readonly Whaley: 2;
/** Bachelier */
readonly Bachelier: 3;
/** Kirk */
readonly Kirk: 4;
/** Curran */
readonly Curran: 5;
/** Black-76 */
readonly Black76: 6;
/** Binomial */
readonly Binomial: 7;
/** Other model */
readonly OtherModel: 99;
}>;
export type AssetValuationModel = (typeof AssetValuationModel)[keyof typeof AssetValuationModel];