fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
22 lines (21 loc) • 816 B
TypeScript
/**
* Specifies the type of valuation method applied.
* - Tag: 1197
* - FIX Specification type: String
* - Mapped type: string
* @readonly
* @public
*/
export declare const ValuationMethod: Readonly<{
/** premium style */
readonly PremiumStyle: "EQTY";
/** futures style mark-to-market */
readonly FuturesStyleMarkToMarket: "FUT";
/** futures style with an attached cash adjustment */
readonly FuturesStyleWithAnAttachedCashAdjustment: "FUTDA";
/** CDS style collateralization of market to market and coupon */
readonly CDSStyleCollateralization: "CDS";
/** CDS in delivery - use recovery rate to calculate obligation */
readonly CDSInDeliveryUseRecoveryRateToCalculate: "CDSD";
}>;
export type ValuationMethod = (typeof ValuationMethod)[keyof typeof ValuationMethod];