jspurefix
Version:
pure node js fix engine
178 lines (176 loc) • 7.3 kB
text/typescript
import { ILegSecAltIDGrp } from './leg_sec_alt_id_grp'
import { ILegSecondaryAssetGrp } from './leg_secondary_asset_grp'
import { ILegAssetAttributeGrp } from './leg_asset_attribute_grp'
import { ILegSecurityXML } from './leg_security_xml'
import { ILegEvntGrp } from './leg_evnt_grp'
import { ILegInstrumentParties } from './leg_instrument_parties'
import { ILegComplexEvents } from './leg_complex_events'
import { ILegDateAdjustment } from './leg_date_adjustment'
import { ILegPricingDateTime } from './leg_pricing_date_time'
import { ILegMarketDisruption } from './leg_market_disruption'
import { ILegOptionExercise } from './leg_option_exercise'
import { ILegStreamGrp } from './leg_stream_grp'
import { ILegProvisionGrp } from './leg_provision_grp'
import { ILegAdditionalTermGrp } from './leg_additional_term_grp'
import { ILegProtectionTermGrp } from './leg_protection_term_grp'
import { ILegCashSettlTermGrp } from './leg_cash_settl_term_grp'
import { ILegPhysicalSettlTermGrp } from './leg_physical_settl_term_grp'
import { ILegExtraordinaryEventGrp } from './leg_extraordinary_event_grp'
export interface IInstrumentLeg {
LegSymbol?: string// 600
LegSymbolSfx?: string// 601
LegSecurityID?: string// 602
LegSecurityIDSource?: string// 603
LegID?: string// 1788
LegProduct?: number// 607
LegSecurityGroup?: string// 1594
LegCFICode?: string// 608
LegSecurityType?: string// 609
LegSecuritySubType?: string// 764
LegMaturityMonthYear?: string// 610
LegMaturityDate?: Date// 611
LegMaturityTime?: string// 1212
LegSettleOnOpenFlag?: string// 2146
LegInstrmtAssignmentMethod?: string// 2147
LegSecurityStatus?: string// 2148
LegCouponPaymentDate?: Date// 248
LegRestructuringType?: string// 2149
LegSeniority?: string// 2150
LegNotionalPercentageOutstanding?: number// 2151
LegOriginalNotionalPercentageOutstanding?: number// 2152
LegAttachmentPoint?: number// 2153
LegDetachmentPoint?: number// 2154
LegObligationType?: string// 2155
LegAssetGroup?: number// 2348
LegAssetClass?: number// 2067
AssetSubClass?: number// 1939
LegAssetType?: string// 2069
LegSwapClass?: string// 2070
LegSwapSubClass?: string// 2156
LegNthToDefault?: number// 2157
LegMthToDefault?: number// 2158
LegSettledEntityMatrixSource?: string// 2159
LegSettledEntityMatrixPublicationDate?: Date// 2160
LegCouponType?: number// 2161
LegTotalIssuedAmount?: number// 2162
LegCouponFrequencyPeriod?: number// 2163
LegCouponFrequencyUnit?: string// 2164
CouponDayCount?: number// 1950
LegConvertibleBondEquityID?: string// 2166
ConvertibleBondEquityIDSource?: string// 1952
LegContractPriceRefMonth?: string// 2168
LegLienSeniority?: number// 2169
LegLoanFacility?: number// 2170
LegReferenceEntityType?: number// 2171
LegIndexSeries?: number// 2172
LegIndexAnnexVersion?: number// 2173
LegIndexAnnexDate?: Date// 2174
LegIndexAnnexSource?: string// 2175
LegSettlRateIndex?: string// 2176
LegSettlRateIndexLocation?: string// 2177
LegOptionExpirationDesc?: string// 2178
EncodedLegOptionExpirationDescLen?: number// 2179
EncodedLegOptionExpirationDesc?: Buffer// 2180
LegIssueDate?: Date// 249
LegRepoCollateralSecurityType?: string// 250
LegRepurchaseTerm?: number// 251
LegRepurchaseRate?: number// 252
LegFactor?: number// 253
LegCreditRating?: string// 257
LegInstrRegistry?: string// 599
LegCountryOfIssue?: string// 596
LegStateOrProvinceOfIssue?: string// 597
LegLocaleOfIssue?: string// 598
LegRedemptionDate?: Date// 254
LegStrikePrice?: number// 612
LegStrikeCurrency?: string// 942
LegStrikeMultiplier?: number// 2181
LegStrikeValue?: number// 2182
LegStrikeUnitOfMeasure?: string// 2183
LegStrikeIndex?: string// 2184
LegStrikeIndexCurvePoint?: string// 2604
LegStrikeIndexSpread?: number// 2185
LegStrikeIndexQuote?: number// 2605
LegStrikePriceDeterminationMethod?: number// 2186
LegStrikePriceBoundaryMethod?: number// 2187
LegStrikePriceBoundaryPrecision?: number// 2188
LegUnderlyingPriceDeterminationMethod?: number// 2189
LegOptAttribute?: string// 613
LegContractMultiplier?: number// 614
LegContractMultiplierUnit?: number// 1436
LegTradingUnitPeriodMultiplier?: number// 2354
FlowScheduleType?: number// 1439
LegMinPriceIncrement?: number// 2190
LegMinPriceIncrementAmount?: number// 2191
LegUnitOfMeasure?: string// 999
LegUnitOfMeasureQty?: number// 1224
LegUnitOfMeasureCurrency?: string// 1720
LegPriceUnitOfMeasure?: string// 1421
LegPriceUnitOfMeasureQty?: number// 1422
LegPriceUnitOfMeasureCurrency?: string// 1721
LegSettlMethod?: string// 2192
LegTimeUnit?: string// 1001
LegExerciseStyle?: number// 1420
LegOptPayoutType?: number// 2193
LegOptPayoutAmount?: number// 2194
LegPriceQuoteMethod?: string// 2195
LegValuationMethod?: string// 2196
LegValuationSource?: string// 2197
LegValuationReferenceModel?: string// 2198
LegPriceQuoteCurrency?: string// 1528
LegListMethod?: number// 2199
LegCapPrice?: number// 2200
LegFloorPrice?: number// 2201
LegFlexibleIndicator?: boolean// 2202
LegFlexProductEligibilityIndicator?: boolean// 2203
LegCouponRate?: number// 615
LegSecurityExchange?: string// 616
LegPositionLimit?: number// 2205
LegNTPositionLimit?: number// 2206
LegIssuer?: string// 617
EncodedLegIssuerLen?: number// 618
EncodedLegIssuer?: Buffer// 619
LegSecurityDesc?: string// 620
EncodedLegSecurityDescLen?: number// 621
EncodedLegSecurityDesc?: Buffer// 622
CPProgram?: number// 875
LegCPRegType?: string// 2208
LegRatioQty?: number// 623
LegSide?: string// 624
LegCurrency?: string// 556
LegPool?: string// 740
LegDatedDate?: Date// 739
LegContractSettlMonth?: string// 955
LegInterestAccrualDate?: Date// 956
LegPutOrCall?: number// 1358
LegInTheMoneyCondition?: number// 2682
LegContraryInstructionEligibilityIndicator?: boolean// 2686
LegOptionRatio?: number// 1017
LegPrice?: number// 566
LegShortSaleRestriction?: number// 2209
LegStrategyType?: string// 2211
LegCommonPricingIndicator?: boolean// 2212
LegSettlDisruptionProvision?: number// 2213
LegInstrumentRoundingDirection?: string// 2214
LegInstrumentRoundingPrecision?: number// 2215
LegExtraordinaryEventAdjustmentMethod?: number// 2606
LegExchangeLookAlike?: boolean// 2607
LegSecAltIDGrp?: ILegSecAltIDGrp[]
LegSecondaryAssetGrp?: ILegSecondaryAssetGrp[]
LegAssetAttributeGrp?: ILegAssetAttributeGrp[]
LegSecurityXML?: ILegSecurityXML
LegEvntGrp?: ILegEvntGrp[]
LegInstrumentParties?: ILegInstrumentParties[]
LegComplexEvents?: ILegComplexEvents[]
LegDateAdjustment?: ILegDateAdjustment
LegPricingDateTime?: ILegPricingDateTime
LegMarketDisruption?: ILegMarketDisruption
LegOptionExercise?: ILegOptionExercise
LegStreamGrp?: ILegStreamGrp[]
LegProvisionGrp?: ILegProvisionGrp[]
LegAdditionalTermGrp?: ILegAdditionalTermGrp[]
LegProtectionTermGrp?: ILegProtectionTermGrp[]
LegCashSettlTermGrp?: ILegCashSettlTermGrp[]
LegPhysicalSettlTermGrp?: ILegPhysicalSettlTermGrp[]
LegExtraordinaryEventGrp?: ILegExtraordinaryEventGrp[]
}