fixparser/types/fieldtypes/BusinessDayConvention.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.
 * - Tag: 40921
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const BusinessDayConvention: Readonly<{
    /** Not applicable
        Business day convention is not applicable. */
    readonly NotApplicable: 0;
    /** None (current day) */
    readonly None: 1;
    /** Following day
        The following business day. */
    readonly FollowingDay: 2;
    /** Floating rate note
        The FRN business day convention. */
    readonly FloatingRateNote: 3;
    /** Modified following day
        The modified following business day. */
    readonly ModifiedFollowingDay: 4;
    /** Preceding day
        The preceding business day. */
    readonly PrecedingDay: 5;
    /** Modified preceding day
        The modified preceding business day. */
    readonly ModifiedPrecedingDay: 6;
    /** Nearest day
        The nearest applicable business day. */
    readonly NearestDay: 7;
}>;
export type BusinessDayConvention = (typeof BusinessDayConvention)[keyof typeof BusinessDayConvention];