fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
31 lines (30 loc) • 769 B
TypeScript
/**
* For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).
* - Tag: 219
* - FIX Specification type: char
* - FIX Specification version: FIX42
* - Mapped type: string
* @readonly
* @public
*/
export declare const Benchmark: Readonly<{
/** CURVE */
readonly CURVE: "1";
/** 5-YR */
readonly FiveYR: "2";
/** OLD-5 */
readonly OLD5: "3";
/** 10-YR */
readonly TenYR: "4";
/** OLD-10 */
readonly OLD10: "5";
/** 30-YR */
readonly ThirtyYR: "6";
/** OLD-30 */
readonly OLD30: "7";
/** 3-MO-LIBOR */
readonly ThreeMOLIBOR: "8";
/** 6-MO-LIBOR */
readonly SixMOLIBOR: "9";
}>;
export type Benchmark = (typeof Benchmark)[keyof typeof Benchmark];