jspurefix
Version:
pure node js fix engine
213 lines (211 loc) • 10.4 kB
text/typescript
import { IUndSecAltIDGrp } from './und_sec_alt_id_grp'
import { IUnderlyingSecurityXML } from './underlying_security_xml'
import { IUnderlyingStipulations } from './underlying_stipulations'
import { IUndlyInstrumentParties } from './undly_instrument_parties'
import { IUnderlyingEvntGrp } from './underlying_evnt_grp'
import { IUnderlyingSecondaryAssetGrp } from './underlying_secondary_asset_grp'
import { IUnderlyingAssetAttributeGrp } from './underlying_asset_attribute_grp'
import { IUnderlyingComplexEvents } from './underlying_complex_events'
import { IUnderlyingDateAdjustment } from './underlying_date_adjustment'
import { IUnderlyingPricingDateTime } from './underlying_pricing_date_time'
import { IUnderlyingMarketDisruption } from './underlying_market_disruption'
import { IUnderlyingOptionExercise } from './underlying_option_exercise'
import { IUnderlyingStreamGrp } from './underlying_stream_grp'
import { IUnderlyingProvisionGrp } from './underlying_provision_grp'
import { IUnderlyingAdditionalTermGrp } from './underlying_additional_term_grp'
import { IUnderlyingProtectionTermGrp } from './underlying_protection_term_grp'
import { IUnderlyingCashSettlTermGrp } from './underlying_cash_settl_term_grp'
import { IUnderlyingPhysicalSettlTermGrp } from './underlying_physical_settl_term_grp'
import { IUnderlyingRateSpreadSchedule } from './underlying_rate_spread_schedule'
import { IUnderlyingDividendPayout } from './underlying_dividend_payout'
import { IUnderlyingExtraordinaryEventGrp } from './underlying_extraordinary_event_grp'
export interface IUnderlyingInstrument {
UnderlyingSymbol?: string// 311
UnderlyingSymbolSfx?: string// 312
UnderlyingSecurityID?: string// 309
UnderlyingSecurityIDSource?: string// 305
UnderlyingProduct?: number// 462
UnderlyingCFICode?: string// 463
UnderlyingSecurityType?: string// 310
UnderlyingSecuritySubType?: string// 763
UnderlyingMaturityMonthYear?: string// 313
UnderlyingMaturityDate?: Date// 542
UnderlyingMaturityTime?: string// 1213
UnderlyingContractPriceRefMonth?: string// 1837
UnderlyingCouponPaymentDate?: Date// 241
UnderlyingRestructuringType?: string// 1453
UnderlyingSeniority?: string// 1454
UnderlyingNotional?: number// 2614
UnderlyingNotionalCurrency?: string// 2615
UnderlyingNotionalDeterminationMethod?: string// 2616
UnderlyingNotionalAdjustments?: number// 2617
UnderlyingNotionalXIDRef?: string// 2619
UnderlyingNotionalPercentageOutstanding?: number// 1455
UnderlyingOriginalNotionalPercentageOutstanding?: number// 1456
UnderlyingAttachmentPoint?: number// 1459
UnderlyingDetachmentPoint?: number// 1460
UnderlyingIssueDate?: Date// 242
UnderlyingRepoCollateralSecurityType?: string// 243
UnderlyingRepurchaseTerm?: number// 244
UnderlyingRepurchaseRate?: number// 245
UnderlyingFactor?: number// 246
UnderlyingCreditRating?: string// 256
UnderlyingInstrRegistry?: string// 595
UnderlyingCountryOfIssue?: string// 592
UnderlyingStateOrProvinceOfIssue?: string// 593
UnderlyingLocaleOfIssue?: string// 594
UnderlyingRedemptionDate?: Date// 247
UnderlyingStrikePrice?: number// 316
UnderlyingStrikeCurrency?: string// 941
UnderlyingOptAttribute?: string// 317
UnderlyingContractMultiplier?: number// 436
UnderlyingContractMultiplierUnit?: number// 1437
UnderlyingTradingUnitPeriodMultiplier?: number// 2363
FlowScheduleType?: number// 1439
UnderlyingUnitOfMeasure?: string// 998
UnderlyingUnitOfMeasureQty?: number// 1423
UnderlyingUnitOfMeasureCurrency?: string// 1718
UnderlyingPriceUnitOfMeasure?: string// 1424
UnderlyingPriceUnitOfMeasureQty?: number// 1425
UnderlyingPriceUnitOfMeasureCurrency?: string// 1719
UnderlyingTimeUnit?: string// 1000
UnderlyingExerciseStyle?: number// 1419
UnderlyingPriceQuoteCurrency?: string// 1526
UnderlyingCouponRate?: number// 435
UnderlyingSecurityExchange?: string// 308
UnderlyingIssuer?: string// 306
EncodedUnderlyingIssuerLen?: number// 362
EncodedUnderlyingIssuer?: Buffer// 363
UnderlyingSecurityDesc?: string// 307
EncodedUnderlyingSecurityDescLen?: number// 364
EncodedUnderlyingSecurityDesc?: Buffer// 365
CPProgram?: number// 875
UnderlyingCPRegType?: string// 878
UnderlyingAllocationPercent?: number// 972
UnderlyingCurrency?: string// 318
UnderlyingQty?: number// 879
UnderlyingSettlementType?: number// 975
UnderlyingCashAmount?: number// 973
UnderlyingCashType?: string// 974
UnderlyingPx?: number// 810
UnderlyingDirtyPrice?: number// 882
UnderlyingEndPrice?: number// 883
UnderlyingStartValue?: number// 884
UnderlyingCurrentValue?: number// 885
UnderlyingEndValue?: number// 886
UnderlyingAdjustedQuantity?: number// 1044
UnderlyingFXRate?: number// 1045
UnderlyingFXRateCalc?: string// 1046
UnderlyingCapValue?: number// 1038
UnderlyingSettlMethod?: string// 1039
UnderlyingPutOrCall?: number// 315
UnderlyingInTheMoneyCondition?: number// 2683
UnderlyingContraryInstructionEligibilityIndicator?: boolean// 2687
UnderlyingConstituentWeight?: number// 1988
UnderlyingCouponType?: number// 1989
UnderlyingTotalIssuedAmount?: number// 1990
UnderlyingCouponFrequencyPeriod?: number// 1991
UnderlyingCouponFrequencyUnit?: string// 1992
CouponDayCount?: number// 1950
UnderlyingObligationID?: string// 1994
UnderlyingObligationIDSource?: string// 1995
UnderlyingEquityID?: string// 1996
UnderlyingEquityIDSource?: string// 1997
UnderlyingFutureID?: string// 2620
UnderlyingFutureIDSource?: string// 2621
UnderlyingLienSeniority?: number// 1998
UnderlyingLoanFacility?: number// 1999
UnderlyingReferenceEntityType?: number// 2000
UnderlyingIndexSeries?: number// 2003
UnderlyingIndexAnnexVersion?: number// 2004
UnderlyingIndexAnnexDate?: Date// 2005
UnderlyingIndexAnnexSource?: string// 2006
UnderlyingSettlRateIndex?: string// 2284
UnderlyingSettlRateIndexLocation?: string// 2285
UnderlyingOptionExpirationDesc?: string// 2286
EncodedUnderlyingOptionExpirationDescLen?: number// 2287
EncodedUnderlyingOptionExpirationDesc?: Buffer// 2288
UnderlyingProductComplex?: string// 2007
UnderlyingSecurityGroup?: string// 2008
UnderlyingSettleOnOpenFlag?: string// 2009
UnderlyingAssignmentMethod?: string// 2010
UnderlyingSecurityStatus?: string// 2011
UnderlyingObligationType?: string// 2012
UnderlyingAssetGroup?: number// 2491
UnderlyingAssetClass?: number// 2013
AssetSubClass?: number// 1939
UnderlyingAssetType?: string// 2015
UnderlyingSwapClass?: string// 2016
UnderlyingSwapSubClass?: string// 2289
UnderlyingNthToDefault?: number// 2017
UnderlyingMthToDefault?: number// 2018
UnderlyingSettledEntityMatrixSource?: string// 2019
UnderlyingSettledEntityMatrixPublicationDate?: Date// 2020
UnderlyingStrikeMultiplier?: number// 2021
UnderlyingStrikeValue?: number// 2022
UnderlyingStrikeUnitOfMeasure?: string// 2290
UnderlyingStrikeIndexCurvePoint?: string// 2622
UnderlyingStrikeIndex?: string// 2291
UnderlyingStrikeIndexQuote?: number// 2623
UnderlyingStrikeIndexSpread?: number// 2292
UnderlyingStrikePriceDeterminationMethod?: number// 2023
UnderlyingStrikePriceBoundaryMethod?: number// 2024
UnderlyingStrikePriceBoundaryPrecision?: number// 2025
UnderlyingMinPriceIncrement?: number// 2026
UnderlyingMinPriceIncrementAmount?: number// 2027
UnderlyingOptPayoutType?: number// 2028
UnderlyingOptPayoutAmount?: number// 2029
UnderlyingPriceQuoteMethod?: string// 2030
UnderlyingValuationMethod?: string// 2031
UnderlyingValuationSource?: string// 2293
UnderlyingValuationReferenceModel?: string// 2294
UnderlyingListMethod?: number// 2032
UnderlyingCapPrice?: number// 2033
UnderlyingFloorPrice?: number// 2034
UnderlyingFlexibleIndicator?: boolean// 2035
UnderlyingFlexProductEligibilityIndicator?: boolean// 2036
UnderlyingPositionLimit?: number// 2037
UnderlyingNTPositionLimit?: number// 2038
UnderlyingPool?: string// 2039
UnderlyingContractSettlMonth?: string// 2040
UnderlyingDatedDate?: Date// 2041
UnderlyingInterestAccrualDate?: Date// 2042
UnderlyingShortSaleRestriction?: number// 2043
UnderlyingRefTickTableID?: number// 2044
UnderlyingProtectionTermXIDRef?: string// 41314
UnderlyingSettlTermXIDRef?: string// 41315
UnderlyingStrategyType?: string// 2295
UnderlyingCommonPricingIndicator?: boolean// 2296
UnderlyingSettlDisruptionProvision?: number// 2297
UnderlyingInstrumentRoundingDirection?: string// 2298
UnderlyingInstrumentRoundingPrecision?: number// 2299
UnderlyingExtraordinaryEventAdjustmentMethod?: number// 2624
UnderlyingExchangeLookAlike?: boolean// 2625
UnderlyingAverageVolumeLimitationPercentage?: number// 2626
UnderlyingAverageVolumeLimitationPeriodDays?: number// 2627
UnderlyingDepositoryReceiptIndicator?: boolean// 2628
UnderlyingOpenUnits?: number// 2629
UnderlyingBasketDivisor?: number// 2630
UnderlyingInstrumentXID?: string// 2631
UndSecAltIDGrp?: IUndSecAltIDGrp[]
UnderlyingSecurityXML?: IUnderlyingSecurityXML
UnderlyingStipulations?: IUnderlyingStipulations[]
UndlyInstrumentParties?: IUndlyInstrumentParties[]
UnderlyingEvntGrp?: IUnderlyingEvntGrp[]
UnderlyingSecondaryAssetGrp?: IUnderlyingSecondaryAssetGrp[]
UnderlyingAssetAttributeGrp?: IUnderlyingAssetAttributeGrp[]
UnderlyingComplexEvents?: IUnderlyingComplexEvents[]
UnderlyingDateAdjustment?: IUnderlyingDateAdjustment
UnderlyingPricingDateTime?: IUnderlyingPricingDateTime
UnderlyingMarketDisruption?: IUnderlyingMarketDisruption
UnderlyingOptionExercise?: IUnderlyingOptionExercise
UnderlyingStreamGrp?: IUnderlyingStreamGrp[]
UnderlyingProvisionGrp?: IUnderlyingProvisionGrp[]
UnderlyingAdditionalTermGrp?: IUnderlyingAdditionalTermGrp[]
UnderlyingProtectionTermGrp?: IUnderlyingProtectionTermGrp[]
UnderlyingCashSettlTermGrp?: IUnderlyingCashSettlTermGrp[]
UnderlyingPhysicalSettlTermGrp?: IUnderlyingPhysicalSettlTermGrp[]
UnderlyingRateSpreadSchedule?: IUnderlyingRateSpreadSchedule
UnderlyingDividendPayout?: IUnderlyingDividendPayout
UnderlyingExtraordinaryEventGrp?: IUnderlyingExtraordinaryEventGrp[]
}