jspurefix
Version:
pure node js fix engine
196 lines (195 loc) • 6.83 kB
TypeScript
/// <reference types="node" />
import { ISecAltIDGrp } from './sec_alt_id_grp';
import { ISecondaryAssetGrp } from './secondary_asset_grp';
import { IAssetAttributeGrp } from './asset_attribute_grp';
import { ISecurityXML } from './security_xml';
import { IEvntGrp } from './evnt_grp';
import { IInstrumentParties } from './instrument_parties';
import { IComplexEvents } from './complex_events';
import { IDateAdjustment } from './date_adjustment';
import { IPricingDateTime } from './pricing_date_time';
import { IMarketDisruption } from './market_disruption';
import { IOptionExercise } from './option_exercise';
import { IStreamGrp } from './stream_grp';
import { IProvisionGrp } from './provision_grp';
import { IAdditionalTermGrp } from './additional_term_grp';
import { IProtectionTermGrp } from './protection_term_grp';
import { ICashSettlTermGrp } from './cash_settl_term_grp';
import { IPhysicalSettlTermGrp } from './physical_settl_term_grp';
import { IExtraordinaryEventGrp } from './extraordinary_event_grp';
export interface IInstrument {
Symbol?: string;
SymbolSfx?: string;
SecurityID?: string;
SecurityIDSource?: string;
SecAltIDGrp?: ISecAltIDGrp;
Product?: number;
ProductComplex?: string;
SecurityGroup?: string;
CFICode?: string;
UPICode?: string;
SecurityType?: string;
SecuritySubType?: string;
Currency?: string;
InstrumentCustom?: string;
MaturityMonthYear?: string;
MaturityDate?: Date;
MaturityTime?: string;
SettleOnOpenFlag?: string;
InstrmtAssignmentMethod?: string;
SecurityStatus?: string;
CouponPaymentDate?: Date;
RestructuringType?: string;
Seniority?: string;
NotionalPercentageOutstanding?: number;
OriginalNotionalPercentageOutstanding?: number;
AttachmentPoint?: number;
DetachmentPoint?: number;
ObligationType?: string;
AssetGroup?: number;
AssetClass?: number;
AssetSubClass?: number;
AssetType?: string;
AssetSubType?: string;
SecondaryAssetGrp?: ISecondaryAssetGrp;
AssetAttributeGrp?: IAssetAttributeGrp;
SwapClass?: string;
SwapSubClass?: string;
NthToDefault?: number;
MthToDefault?: number;
SettledEntityMatrixSource?: string;
SettledEntityMatrixPublicationDate?: Date;
CouponType?: number;
TotalIssuedAmount?: number;
CouponFrequencyPeriod?: number;
CouponFrequencyUnit?: string;
CouponDayCount?: number;
CouponOtherDayCount?: string;
ConvertibleBondEquityID?: string;
ConvertibleBondEquityIDSource?: string;
ContractPriceRefMonth?: string;
LienSeniority?: number;
LoanFacility?: number;
ReferenceEntityType?: number;
IndexSeries?: number;
IndexAnnexVersion?: number;
IndexAnnexDate?: Date;
IndexAnnexSource?: string;
SettlRateIndex?: string;
SettlRateIndexLocation?: string;
OptionExpirationDesc?: string;
EncodedOptionExpirationDescLen?: number;
EncodedOptionExpirationDesc?: Buffer;
IssueDate?: Date;
RepoCollateralSecurityType?: string;
RepurchaseTerm?: number;
RepurchaseRate?: number;
Factor?: number;
CreditRating?: string;
InstrRegistry?: string;
CountryOfIssue?: string;
StateOrProvinceOfIssue?: string;
LocaleOfIssue?: string;
RedemptionDate?: Date;
StrikePrice?: number;
OrigStrikePrice?: number;
StrikePricePrecision?: number;
StrikeCurrency?: string;
StrikeCurrencyCodeSource?: string;
StrikeMultiplier?: number;
StrikeValue?: number;
StrikeUnitOfMeasure?: string;
StrikeIndex?: string;
StrikeIndexCurvePoint?: string;
StrikeIndexSpread?: number;
StrikeIndexQuote?: number;
StrikePriceDeterminationMethod?: number;
StrikePriceBoundaryMethod?: number;
StrikePriceBoundaryPrecision?: number;
UnderlyingPriceDeterminationMethod?: number;
OptAttribute?: string;
ContractMultiplier?: number;
ContractMultiplierUnit?: number;
TradingUnitPeriodMultiplier?: number;
FlowScheduleType?: number;
MinPriceIncrement?: number;
MinPriceIncrementAmount?: number;
UnitOfMeasure?: string;
UnitOfMeasureQty?: number;
UnitOfMeasureCurrency?: string;
UnitOfMeasureCurrencyCodeSource?: string;
PriceUnitOfMeasure?: string;
PriceUnitOfMeasureQty?: number;
PriceUnitOfMeasureCurrency?: string;
PriceUnitOfMeasureCurrencyCodeSource?: string;
SettlMethod?: string;
SettlSubMethod?: number;
ExerciseStyle?: number;
OptPayoutType?: number;
OptPayoutAmount?: number;
ReturnTrigger?: number;
PriceQuoteMethod?: string;
ValuationMethod?: string;
ValuationSource?: string;
ValuationReferenceModel?: string;
PriceQuoteCurrency?: string;
PriceQuoteCurrencyCodeSource?: string;
ListMethod?: number;
CapPrice?: number;
FloorPrice?: number;
PutOrCall?: number;
InTheMoneyCondition?: number;
ContraryInstructionEligibilityIndicator?: boolean;
FlexibleIndicator?: boolean;
FlexProductEligibilityIndicator?: boolean;
BlockTradeEligibilityIndicator?: boolean;
LowExercisePriceOptionIndicator?: boolean;
TimeUnit?: string;
CouponRate?: number;
SecurityExchange?: string;
PositionLimit?: number;
NTPositionLimit?: number;
Issuer?: string;
EncodedIssuerLen?: number;
EncodedIssuer?: Buffer;
FinancialInstrumentShortName?: string;
FinancialInstrumentFullName?: string;
EncodedFinancialInstrumentFullNameLen?: number;
EncodedFinancialInstrumentFullName?: Buffer;
SecurityDesc?: string;
EncodedSecurityDescLen?: number;
EncodedSecurityDesc?: Buffer;
SecurityXML?: ISecurityXML;
Pool?: string;
ContractSettlMonth?: string;
CPProgram?: number;
CPRegType?: string;
EvntGrp?: IEvntGrp;
DatedDate?: Date;
InterestAccrualDate?: Date;
InstrumentParties?: IInstrumentParties;
ShortSaleRestriction?: number;
ComplexEvents?: IComplexEvents;
RefTickTableID?: number;
StrategyType?: string;
CommonPricingIndicator?: boolean;
SettlDisruptionProvision?: number;
DeliveryRouteOrCharter?: string;
InstrumentRoundingDirection?: string;
InstrumentRoundingPrecision?: number;
InstrumentPricePrecision?: number;
SecurityReferenceDataSupplement?: string;
DateAdjustment?: IDateAdjustment;
PricingDateTime?: IPricingDateTime;
MarketDisruption?: IMarketDisruption;
OptionExercise?: IOptionExercise;
StreamGrp?: IStreamGrp;
ProvisionGrp?: IProvisionGrp;
AdditionalTermGrp?: IAdditionalTermGrp;
ProtectionTermGrp?: IProtectionTermGrp;
CashSettlTermGrp?: ICashSettlTermGrp;
PhysicalSettlTermGrp?: IPhysicalSettlTermGrp;
ExtraordinaryEventGrp?: IExtraordinaryEventGrp;
ExtraordinaryEventAdjustmentMethod?: number;
ExchangeLookAlike?: boolean;
}