fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
21 lines (20 loc) • 749 B
TypeScript
/**
* Indicates which price to use to satisfy the boundary condition.
* - Tag: 42679
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const PaymentStreamRealizedVarianceMethod: Readonly<{
/** Previous
For a return on day T, the observed price on T-1 must be in range. */
readonly Previous: 0;
/** Last
For a return on day T, the observed price on T must be in range. */
readonly Last: 1;
/** Both
For a return on day T, the observed prices on both T and T-1 must be in range. */
readonly Both: 2;
}>;
export type PaymentStreamRealizedVarianceMethod = (typeof PaymentStreamRealizedVarianceMethod)[keyof typeof PaymentStreamRealizedVarianceMethod];