fixparser/types/fieldtypes/ProvisionCashSettlMethod.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
 * - Tag: 40108
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const ProvisionCashSettlMethod: Readonly<{
    /** Cash price */
    readonly CashPrice: 0;
    /** Cash price alternate */
    readonly CashPriceAlternate: 1;
    /** Par yield curve adjusted */
    readonly ParYieldCurveAdjusted: 2;
    /** Zero coupon yield curve adjusted */
    readonly ZeroCouponYieldCurveAdjusted: 3;
    /** Par yield curve unadjusted */
    readonly ParYieldCurveUnadjusted: 4;
    /** Cross currency */
    readonly CrossCurrency: 5;
    /** Collateralized price */
    readonly CollateralizedPrice: 6;
}>;
export type ProvisionCashSettlMethod = (typeof ProvisionCashSettlMethod)[keyof typeof ProvisionCashSettlMethod];