fixparser/types/fieldtypes/CashSettlValuationMethod.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
    ISDA 2003 Term: Valuation Method
 * - Tag: 40038
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const CashSettlValuationMethod: Readonly<{
    /** Market */
    readonly Market: 0;
    /** Highest */
    readonly Highest: 1;
    /** Average market */
    readonly AverageMarket: 2;
    /** Average highest */
    readonly AverageHighest: 3;
    /** Blended market */
    readonly BlendedMarket: 4;
    /** Blended highest */
    readonly BlendedHighest: 5;
    /** Average blended market */
    readonly AverageBlendedMarket: 6;
    /** Average blended highest */
    readonly AverageBlendedHighest: 7;
}>;
export type CashSettlValuationMethod = (typeof CashSettlValuationMethod)[keyof typeof CashSettlValuationMethod];