fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
24 lines (23 loc) • 1.22 kB
TypeScript
/**
* Indicates whether an option contract is a put, call, chooser or undetermined.
* - Tag: 201
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const PutOrCall: Readonly<{
/** Put
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor. */
readonly Put: 0;
/** Call
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap. */
readonly Call: 1;
/** Other
In the context of ESMA RTS 22 reporting, this value may be used when, at the time of execution, the option right cannot be determined. */
readonly Other: 2;
/** Chooser
Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection. */
readonly Chooser: 3;
}>;
export type PutOrCall = (typeof PutOrCall)[keyof typeof PutOrCall];