fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
22 lines (21 loc) • 892 B
TypeScript
/**
* Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
* - Tag: 1479
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const StrikePriceBoundaryMethod: Readonly<{
/** Less than underlying price is in-the-money (ITM) */
readonly LessThan: 1;
/** Less than or equal to the underlying price is in-the-money(ITM) */
readonly LessThanOrEqual: 2;
/** Equal to the underlying price is in-the-money(ITM) */
readonly Equal: 3;
/** Greater than or equal to underlying price is in-the-money(ITM) */
readonly GreaterThanOrEqual: 4;
/** Greater than underlying is in-the-money(ITM) */
readonly GreaterThan: 5;
}>;
export type StrikePriceBoundaryMethod = (typeof StrikePriceBoundaryMethod)[keyof typeof StrikePriceBoundaryMethod];