fixparser

/** * For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) * - Tag: 233 * - FIX Specification type: String * - Mapped type: string * @readonly * @public */ export declare const StipulationType: Readonly<{ /** Alternative Minimum Tax (Y/N) */ readonly AlternativeMinimumTax: "AMT"; /** Incurred recovery (Y/N) Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. */ readonly IncurredRecovery: "INCURRCVY"; /** Absolute Prepayment Speed */ readonly AbsolutePrepaymentSpeed: "ABS"; /** Auto Reinvestment at \<rate\> or better */ readonly AutoReinvestment: "AUTOREINV"; /** Additional term Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. */ readonly AdditionalTerm: "ADDTRM"; /** Constant Prepayment Penalty */ readonly ConstantPrepaymentPenalty: "CPP"; /** Bank qualified (Y/N) */ readonly BankQualified: "BANKQUAL"; /** Modified equity delivery Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. */ readonly ModifiedEquityDelivery: "MODEQTYDLVY"; /** Constant Prepayment Rate */ readonly ConstantPrepaymentRate: "CPR"; /** Bargain conditions (see StipulationValue (234) for values) */ readonly BargainConditions: "BGNCON"; /** No reference obligation (Y/N) When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. */ readonly NoReferenceOblication: "NOREFOBLIG"; /** Constant Prepayment Yield */ readonly ConstantPrepaymentYield: "CPY"; /** Coupon range */ readonly CouponRange: "COUPON"; /** Unknown reference obligation (Y/N) When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. */ readonly UnknownReferenceObligation: "UNKREFOBLIG"; /** final CPR of Home Equity Prepayment Curve */ readonly FinalCPROfHomeEquityPrepaymentCurve: "HEP"; /** ISO Currency Code */ readonly ISOCurrencyCode: "CURRENCY"; /** All guarantees (Y/N) Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. */ readonly AllGuarantees: "ALLGUARANTEES"; /** Percent of Manufactured Housing Prepayment Curve */ readonly PercentOfManufacturedHousingPrepaymentCurve: "MHP"; /** Custom start/end date */ readonly CustomStart: "CUSTOMDATE"; /** Reference price (Y/N) Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. */ readonly ReferencePrice: "REFPX"; /** Monthly Prepayment Rate */ readonly MonthlyPrepaymentRate: "MPR"; /** Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) */ readonly Geographics: "GEOG"; /** Reference policy (Y/N) Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. */ readonly ReferencePolicy: "REFPOLICY"; /** Percent of Prospectus Prepayment Curve */ readonly PercentOfProspectusPrepaymentCurve: "PPC"; /** Valuation Discount */ readonly ValuationDiscount: "HAIRCUT"; /** Secured list (Y/N) Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. */ readonly SecuredList: "SECRDLIST"; /** Percent of BMA Prepayment Curve */ readonly PercentOfBMAPrepaymentCurve: "PSA"; /** Insured (Y/N) */ readonly Insured: "INSURED"; /** Single Monthly Mortality */ readonly SingleMonthlyMortality: "SMM"; /** Year Or Year/Month of Issue (ex. 234=2002/09) */ readonly IssueDate: "ISSUE"; /** Issuer's ticker */ readonly Issuer: "ISSUER"; /** issue size range */ readonly IssueSizeRange: "ISSUESIZE"; /** Lookback Days */ readonly LookbackDays: "LOOKBACK"; /** Explicit lot identifier */ readonly ExplicitLotIdentifier: "LOT"; /** Lot Variance (value in percent maximum over- or under-allocation allowed) */ readonly LotVariance: "LOTVAR"; /** Maturity Year And Month */ readonly MaturityYearAndMonth: "MAT"; /** Maturity range */ readonly MaturityRange: "MATURITY"; /** Maximum substitutions (Repo) */ readonly MaximumSubstitutions: "MAXSUBS"; /** Minimum denomination */ readonly MinimumDenomination: "MINDNOM"; /** Minimum increment */ readonly MinimumIncrement: "MININCR"; /** Minimum quantity */ readonly MinimumQuantity: "MINQTY"; /** Payment frequency, calendar */ readonly PaymentFrequency: "PAYFREQ"; /** Number Of Pieces */ readonly NumberOfPieces: "PIECES"; /** Pools Maximum */ readonly PoolsMaximum: "PMAX"; /** Pools per Lot */ readonly PoolsPerLot: "PPL"; /** Pools per Million */ readonly PoolsPerMillion: "PPM"; /** Pools per Trade */ readonly PoolsPerTrade: "PPT"; /** Price Range */ readonly PriceRange: "PRICE"; /** Pricing frequency */ readonly PricingFrequency: "PRICEFREQ"; /** Production Year */ readonly ProductionYear: "PROD"; /** Call protection */ readonly CallProtection: "PROTECT"; /** Purpose */ readonly Purpose: "PURPOSE"; /** Benchmark price source */ readonly BenchmarkPriceSource: "PXSOURCE"; /** Rating source and range */ readonly RatingSourceAndRange: "RATING"; /** Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible */ readonly TypeOfRedemption: "REDEMPTION"; /** Restricted (Y/N) */ readonly Restricted: "RESTRICTED"; /** Market Sector */ readonly MarketSector: "SECTOR"; /** Security Type included or excluded */ readonly SecurityTypeIncludedOrExcluded: "SECTYPE"; /** Structure */ readonly Structure: "STRUCT"; /** Substitutions frequency (Repo) */ readonly SubstitutionsFrequency: "SUBSFREQ"; /** Substitutions left (Repo) */ readonly SubstitutionsLeft: "SUBSLEFT"; /** Freeform Text */ readonly FreeformText: "TEXT"; /** Trade Variance (value in percent maximum over- or under-allocation allowed) */ readonly TradeVariance: "TRDVAR"; /** Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) */ readonly WeightedAverageCoupon: "WAC"; /** Weighted Average Life Coupon - value in percent (exact or range) */ readonly WeightedAverageLifeCoupon: "WAL"; /** Weighted Average Loan Age - value in months (exact or range) */ readonly WeightedAverageLoanAge: "WALA"; /** Weighted Average Maturity - value in months (exact or range) */ readonly WeightedAverageMaturity: "WAM"; /** Whole Pool (Y/N) */ readonly WholePool: "WHOLE"; /** Yield Range */ readonly YieldRange: "YIELD"; /** Original amount The original issued amount of a mortgage backed security or other loan/asset backed security. */ readonly OriginalAmount: "ORIGAMT"; /** Average FICO Score */ readonly AverageFICOScore: "AVFICO"; /** Pool effective date */ readonly PoolEffectiveDate: "POOLEFFDT"; /** Average Loan Size */ readonly AverageLoanSize: "AVSIZE"; /** Pool initial factor For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. */ readonly PoolInitialFactor: "POOLINITFCTR"; /** Maximum Loan Balance */ readonly MaximumLoanBalance: "MAXBAL"; /** Tranche identifier Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. */ readonly Tranche: "TRANCHE"; /** Pool Identifier */ readonly PoolIdentifier: "POOL"; /** Substitution (Y/N) Indicates whether substitution is applicable (Y) or (N). */ readonly Substitution: "SUBSTITUTION"; /** Type of Roll trade */ readonly TypeOfRollTrade: "ROLLTYPE"; /** Multiple exchange fallback (Y/N) For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. */ readonly MULTEXCHFLLBCK: "MULTEXCHFLLBCK"; /** Reference to rolling or closing trade */ readonly ReferenceToRollingOrClosingTrade: "REFTRADE"; /** Component security fallback (Y/N) For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). */ readonly COMPSECFLLBCK: "COMPSECFLLBCK"; /** Principal to rolling or closing trade */ readonly PrincipalOfRollingOrClosingTrade: "REFPRIN"; /** Local jurisdiction (Y/N) "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. */ readonly LOCLJRSDCTN: "LOCLJRSDCTN"; /** Interest of rolling or closing trade */ readonly InterestOfRollingOrClosingTrade: "REFINT"; /** Relevant jurisdiction (Y/N) "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. */ readonly RELVJRSDCTN: "RELVJRSDCTN"; /** Available offer quantity to be shown to the street */ readonly AvailableOfferQuantityToBeShownToTheStreet: "AVAILQTY"; /** Broker's sales credit */ readonly BrokerCredit: "BROKERCREDIT"; /** Offer price to be shown to internal brokers */ readonly OfferPriceToBeShownToInternalBrokers: "INTERNALPX"; /** Offer quantity to be shown to internal brokers */ readonly OfferQuantityToBeShownToInternalBrokers: "INTERNALQTY"; /** The minimum residual offer quantity */ readonly TheMinimumResidualOfferQuantity: "LEAVEQTY"; /** Maximum order size */ readonly MaximumOrderSize: "MAXORDQTY"; /** Order quantity increment */ readonly OrderQuantityIncrement: "ORDRINCR"; /** Primary or Secondary market indicator */ readonly PrimaryOrSecondaryMarketIndicator: "PRIMARY"; /** Broker sales credit override */ readonly BrokerSalesCreditOverride: "SALESCREDITOVR"; /** Trader's credit */ readonly TraderCredit: "TRADERCREDIT"; /** Discount Rate (when price is denominated in percent of par) */ readonly DiscountRate: "DISCOUNT"; /** Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) */ readonly YieldToMaturity: "YTM"; /** Interest payoff of rolling or amending trade */ readonly InterestPayoffOfRollingOrAmendingTrade: "PAYOFF"; }>; export type StipulationType = (typeof StipulationType)[keyof typeof StipulationType];