fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
86 lines (85 loc) • 3.33 kB
TypeScript
/**
* Type of Position amount
* - Tag: 707
* - FIX Specification type: String
* - Mapped type: string
* @readonly
* @public
*/
export declare const PosAmtType: Readonly<{
/** Cash amount (corporate event) */
readonly CashAmount: "CASH";
/** Cash residual amount */
readonly CashResidualAmount: "CRES";
/** Final mark-to-market amount */
readonly FinalMarkToMarketAmount: "FMTM";
/** Incremental mark-to-market */
readonly IncrementalMarkToMarketAmount: "IMTM";
/** Premium amount */
readonly PremiumAmount: "PREM";
/** Start of day mark-to-market */
readonly StartOfDayMarkToMarketAmount: "SMTM";
/** Trade variation amount */
readonly TradeVariationAmount: "TVAR";
/** Value adjusted amount */
readonly ValueAdjustedAmount: "VADJ";
/** Settlement value */
readonly SettlementValue: "SETL";
/** Initial trade coupon amount */
readonly InitialTradeCouponAmount: "ICPN";
/** Accrued coupon amount */
readonly AccruedCouponAmount: "ACPN";
/** Coupon amount */
readonly CouponAmount: "CPN";
/** Incremental accrued coupon */
readonly IncrementalAccruedCoupon: "IACPN";
/** Collateralized mark-to-market */
readonly CollateralizedMarkToMarket: "CMTM";
/** Incremental collateralized mark-to-market */
readonly IncrementalCollateralizedMarkToMarket: "ICMTM";
/** Compensation amount */
readonly CompensationAmount: "DLV";
/** Total banked amount */
readonly TotalBankedAmount: "BANK";
/** Total collateralized amount */
readonly TotalCollateralizedAmount: "COLAT";
/** Long paired swap or swaption notional value */
readonly LongPairedSwapNotionalValue: "LSNV";
/** Short paired swap or swaption notional value */
readonly ShortPairedSwapNotionalValue: "SSNV";
/** Start-of-day accrued coupon */
readonly StartOfDayAccruedCoupon: "SACPN";
/** Net present value */
readonly NetPresentValue: "NPV";
/** Start-of-day net present value */
readonly StartOfDayNetPresentValue: "SNPV";
/** Net cash flow */
readonly NetCashFlow: "NCF";
/** Present value of all fees */
readonly PresentValueOfFees: "PVFEES";
/** Present value of one basis points
Change in value if yield curve shifts 0.01%. */
readonly PresentValueOneBasisPoints: "PV01";
/** The five year equivalent notional amount */
readonly FiveYearEquivalentNotional: "5YREN";
/** Undiscounted mark-to-market */
readonly UndiscountedMarkToMarket: "UMTM";
/** Mark-to-model */
readonly MarkToModel: "MTD";
/** Mark-to-market variance */
readonly MarkToMarketVariance: "VMTM";
/** Mark-to-model variance */
readonly MarkToModelVariance: "VMTD";
/** Upfront payment */
readonly UpfrontPayment: "UPFRNT";
/** End value
Principal amount of a securities financing transaction on maturity date. */
readonly EndVale: "ENDV";
/** Outstanding margin loan
The amount of the outstanding margin loan. In the event that the loan has a short market value, PosAmt(708) would be a negative value. */
readonly OutstandingMarginLoan: "MGNLN";
/** Loan value
The amount of the loan. */
readonly LoanValue: "LNVL";
}>;
export type PosAmtType = (typeof PosAmtType)[keyof typeof PosAmtType];