fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
20 lines (19 loc) • 587 B
TypeScript
/**
* For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
* - Tag: 690
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const LegSwapType: Readonly<{
/** Par For Par */
readonly ParForPar: 1;
/** Modified Duration */
readonly ModifiedDuration: 2;
/** Risk */
readonly Risk: 4;
/** Proceeds */
readonly Proceeds: 5;
}>;
export type LegSwapType = (typeof LegSwapType)[keyof typeof LegSwapType];