fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
66 lines (65 loc) • 2.73 kB
TypeScript
/**
* Code to represent price type requested in Quote.
If the Quote Request is for a Swap, values 1-8 apply to all legs.
* - Tag: 692
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const QuotePriceType: Readonly<{
/** Percentage (i.e. percent of par) (often called "dollar price" for fixed income) */
readonly Percent: 1;
/** Per unit (i.e. per share or contract) */
readonly PerShare: 2;
/** Fixed Amount (absolute value) */
readonly FixedAmount: 3;
/** Discount - percentage points below par */
readonly Discount: 4;
/** Premium - percentage points over par */
readonly Premium: 5;
/** Spread (basis points relative to benchmark)
Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. */
readonly Spread: 6;
/** TED Price */
readonly TEDPrice: 7;
/** TED Yield */
readonly TEDYield: 8;
/** Yield Spread (swaps) */
readonly YieldSpread: 9;
/** Yield */
readonly Yield: 10;
/** Price spread
Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. */
readonly PriceSpread: 12;
/** Product ticks in halves */
readonly ProductTicksInHalves: 13;
/** Product ticks in fourths */
readonly ProductTicksInFourths: 14;
/** Product ticks in eighths */
readonly ProductTicksInEighths: 15;
/** Product ticks in sixteenths */
readonly ProductTicksInSixteenths: 16;
/** Product ticks in thirty-seconds */
readonly ProductTicksInThirtySeconds: 17;
/** Product ticks in sixty-fourths */
readonly ProductTicksInSixtyFourths: 18;
/** Product ticks in one-twenty-eighths */
readonly ProductTicksInOneTwentyEighths: 19;
/** Normal rate representation (e.g. FX rate) */
readonly NormalRateRepresentation: 20;
/** Inverse rate representation (e.g. FX rate) */
readonly InverseRateRepresentation: 21;
/** Basis points
When the price is not spread based */
readonly BasisPoints: 22;
/** Up front points
Used specifically for CDS pricing. */
readonly UpFrontPoints: 23;
/** Interest rate
When the price is an interest rate. For example, used with benchmark reference rate. */
readonly InterestRate: 24;
/** Percentage of notional */
readonly PercentageOfNotional: 25;
}>;
export type QuotePriceType = (typeof QuotePriceType)[keyof typeof QuotePriceType];