jspurefix
Version:
pure node js fix engine
95 lines (94 loc) • 2.92 kB
TypeScript
/// <reference types="node" />
import { ISecAltIDGrp } from './sec_alt_id_grp';
import { ISecurityXML } from './security_xml';
import { IEvntGrp } from './evnt_grp';
import { IInstrumentParties } from './instrument_parties';
import { IComplexEvents } from './complex_events';
export interface IInstrument {
Symbol?: string;
SymbolSfx?: string;
SecurityID?: string;
SecurityIDSource?: string;
SecAltIDGrp?: ISecAltIDGrp[];
Product?: number;
ProductComplex?: string;
SecurityGroup?: string;
CFICode?: string;
SecurityType?: string;
SecuritySubType?: string;
MaturityMonthYear?: string;
MaturityDate?: Date;
MaturityTime?: string;
SettleOnOpenFlag?: string;
InstrmtAssignmentMethod?: string;
SecurityStatus?: string;
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?: string;
StrikeMultiplier?: number;
StrikeValue?: number;
OptAttribute?: string;
ContractMultiplier?: number;
MinPriceIncrement?: number;
MinPriceIncrementAmount?: number;
UnitOfMeasure?: string;
UnitOfMeasureQty?: number;
PriceUnitOfMeasure?: string;
PriceUnitOfMeasureQty?: number;
SettlMethod?: string;
ExerciseStyle?: number;
OptPayoutAmount?: number;
PriceQuoteMethod?: string;
ValuationMethod?: string;
ListMethod?: number;
CapPrice?: number;
FloorPrice?: number;
PutOrCall?: number;
FlexibleIndicator?: boolean;
FlexProductEligibilityIndicator?: boolean;
TimeUnit?: string;
CouponRate?: number;
SecurityExchange?: string;
PositionLimit?: number;
NTPositionLimit?: number;
Issuer?: string;
EncodedIssuerLen?: number;
EncodedIssuer?: 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[];
ContractMultiplierUnit?: number;
FlowScheduleType?: number;
RestructuringType?: string;
Seniority?: string;
NotionalPercentageOutstanding?: number;
OriginalNotionalPercentageOutstanding?: number;
AttachmentPoint?: number;
DetachmentPoint?: number;
StrikePriceDeterminationMethod?: number;
StrikePriceBoundaryMethod?: number;
StrikePriceBoundaryPrecision?: number;
UnderlyingPriceDeterminationMethod?: number;
OptPayoutType?: number;
ComplexEvents?: IComplexEvents[];
}