jspurefix
Version:
pure node js fix engine
49 lines (48 loc) • 1.39 kB
TypeScript
/// <reference types="node" />
import { ISecAltIDGrp } from './sec_alt_id_grp';
import { IEvntGrp } from './evnt_grp';
export interface IInstrument {
Symbol?: string;
SymbolSfx?: string;
SecurityID?: string;
SecurityIDSource?: string;
SecAltIDGrp?: ISecAltIDGrp[];
Product?: number;
CFICode?: string;
SecurityType?: string;
SecuritySubType?: string;
MaturityMonthYear?: string;
MaturityDate?: Date;
PutOrCall?: number;
CouponPaymentDate?: Date;
IssueDate?: Date;
RepoCollateralSecurityType?: string;
RepurchaseTerm?: number;
RepurchaseRate?: number;
Factor?: number;
CreditRating?: string;
InstrRegistry?: string;
CountryOfIssue?: string;
StateOrProvinceOfIssue?: string;
LocaleOfIssue?: string;
RedemptionDate?: Date;
StrikePrice?: number;
StrikeCurrency?: number;
OptAttribute?: string;
ContractMultiplier?: number;
CouponRate?: number;
SecurityExchange?: string;
Issuer?: string;
EncodedIssuerLen?: number;
EncodedIssuer?: Buffer;
SecurityDesc?: string;
EncodedSecurityDescLen?: number;
EncodedSecurityDesc?: Buffer;
Pool?: string;
ContractSettlMonth?: string;
CPProgram?: number;
CPRegType?: string;
EvntGrp?: IEvntGrp[];
DatedDate?: Date;
InterestAccrualDate?: Date;
}