fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
80 lines (79 loc) • 2.91 kB
TypeScript
/**
* Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
* - Tag: 235
* - FIX Specification type: String
* - Mapped type: string
* @readonly
* @public
*/
export declare const YieldType: Readonly<{
/** After Tax Yield (Municipals) */
readonly AfterTaxYield: "AFTERTAX";
/** Annual Yield */
readonly AnnualYield: "ANNUAL";
/** Yield At Issue (Municipals) */
readonly YieldAtIssue: "ATISSUE";
/** Yield To Avg Maturity */
readonly YieldToAverageMaturity: "AVGMATURITY";
/** Book Yield */
readonly BookYield: "BOOK";
/** Yield to Next Call */
readonly YieldToNextCall: "CALL";
/** Yield Change Since Close */
readonly YieldChangeSinceClose: "CHANGE";
/** Closing Yield */
readonly ClosingYield: "CLOSE";
/** Compound Yield */
readonly CompoundYield: "COMPOUND";
/** Current Yield */
readonly CurrentYield: "CURRENT";
/** Gvnt Equivalent Yield */
readonly GvntEquivalentYield: "GOVTEQUIV";
/** True Gross Yield */
readonly TrueGrossYield: "GROSS";
/** Yield with Inflation Assumption */
readonly YieldWithInflationAssumption: "INFLATION";
/** Inverse Floater Bond Yield */
readonly InverseFloaterBondYield: "INVERSEFLOATER";
/** Most Recent Closing Yield */
readonly MostRecentClosingYield: "LASTCLOSE";
/** Closing Yield Most Recent Month */
readonly ClosingYieldMostRecentMonth: "LASTMONTH";
/** Closing Yield Most Recent Quarter */
readonly ClosingYieldMostRecentQuarter: "LASTQUARTER";
/** Closing Yield Most Recent Year */
readonly ClosingYieldMostRecentYear: "LASTYEAR";
/** Yield to Longest Average Life */
readonly YieldToLongestAverageLife: "LONGAVGLIFE";
/** Mark to Market Yield */
readonly MarkToMarketYield: "MARK";
/** Yield to Maturity */
readonly YieldToMaturity: "MATURITY";
/** Yield to Next Refund (Sinking Fund Bonds) */
readonly YieldToNextRefund: "NEXTREFUND";
/** Open Average Yield */
readonly OpenAverageYield: "OPENAVG";
/** Previous Close Yield */
readonly PreviousCloseYield: "PREVCLOSE";
/** Proceeds Yield */
readonly ProceedsYield: "PROCEEDS";
/** Yield to Next Put */
readonly YieldToNextPut: "PUT";
/** Semi-annual Yield */
readonly SemiAnnualYield: "SEMIANNUAL";
/** Yield to Shortest Average Life */
readonly YieldToShortestAverageLife: "SHORTAVGLIFE";
/** Simple Yield */
readonly SimpleYield: "SIMPLE";
/** Tax Equivalent Yield */
readonly TaxEquivalentYield: "TAXEQUIV";
/** Yield to Tender Date */
readonly YieldToTenderDate: "TENDER";
/** True Yield */
readonly TrueYield: "TRUE";
/** Yield Value Of 1/32 */
readonly YieldValueOf32nds: "VALUE1_32";
/** Yield To Worst */
readonly YieldToWorst: "WORST";
}>;
export type YieldType = (typeof YieldType)[keyof typeof YieldType];