jspurefix
Version:
pure node js fix engine
178 lines (177 loc) • 6.72 kB
TypeScript
/// <reference types="node" />
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;
LegSymbolSfx?: string;
LegSecurityID?: string;
LegSecurityIDSource?: string;
LegID?: string;
LegProduct?: number;
LegSecurityGroup?: string;
LegCFICode?: string;
LegSecurityType?: string;
LegSecuritySubType?: string;
LegMaturityMonthYear?: string;
LegMaturityDate?: Date;
LegMaturityTime?: string;
LegSettleOnOpenFlag?: string;
LegInstrmtAssignmentMethod?: string;
LegSecurityStatus?: string;
LegCouponPaymentDate?: Date;
LegRestructuringType?: string;
LegSeniority?: string;
LegNotionalPercentageOutstanding?: number;
LegOriginalNotionalPercentageOutstanding?: number;
LegAttachmentPoint?: number;
LegDetachmentPoint?: number;
LegObligationType?: string;
LegAssetGroup?: number;
LegAssetClass?: number;
AssetSubClass?: number;
LegAssetType?: string;
LegSwapClass?: string;
LegSwapSubClass?: string;
LegNthToDefault?: number;
LegMthToDefault?: number;
LegSettledEntityMatrixSource?: string;
LegSettledEntityMatrixPublicationDate?: Date;
LegCouponType?: number;
LegTotalIssuedAmount?: number;
LegCouponFrequencyPeriod?: number;
LegCouponFrequencyUnit?: string;
CouponDayCount?: number;
LegConvertibleBondEquityID?: string;
ConvertibleBondEquityIDSource?: string;
LegContractPriceRefMonth?: string;
LegLienSeniority?: number;
LegLoanFacility?: number;
LegReferenceEntityType?: number;
LegIndexSeries?: number;
LegIndexAnnexVersion?: number;
LegIndexAnnexDate?: Date;
LegIndexAnnexSource?: string;
LegSettlRateIndex?: string;
LegSettlRateIndexLocation?: string;
LegOptionExpirationDesc?: string;
EncodedLegOptionExpirationDescLen?: number;
EncodedLegOptionExpirationDesc?: Buffer;
LegIssueDate?: Date;
LegRepoCollateralSecurityType?: string;
LegRepurchaseTerm?: number;
LegRepurchaseRate?: number;
LegFactor?: number;
LegCreditRating?: string;
LegInstrRegistry?: string;
LegCountryOfIssue?: string;
LegStateOrProvinceOfIssue?: string;
LegLocaleOfIssue?: string;
LegRedemptionDate?: Date;
LegStrikePrice?: number;
LegStrikeCurrency?: string;
LegStrikeMultiplier?: number;
LegStrikeValue?: number;
LegStrikeUnitOfMeasure?: string;
LegStrikeIndex?: string;
LegStrikeIndexCurvePoint?: string;
LegStrikeIndexSpread?: number;
LegStrikeIndexQuote?: number;
LegStrikePriceDeterminationMethod?: number;
LegStrikePriceBoundaryMethod?: number;
LegStrikePriceBoundaryPrecision?: number;
LegUnderlyingPriceDeterminationMethod?: number;
LegOptAttribute?: string;
LegContractMultiplier?: number;
LegContractMultiplierUnit?: number;
LegTradingUnitPeriodMultiplier?: number;
FlowScheduleType?: number;
LegMinPriceIncrement?: number;
LegMinPriceIncrementAmount?: number;
LegUnitOfMeasure?: string;
LegUnitOfMeasureQty?: number;
LegUnitOfMeasureCurrency?: string;
LegPriceUnitOfMeasure?: string;
LegPriceUnitOfMeasureQty?: number;
LegPriceUnitOfMeasureCurrency?: string;
LegSettlMethod?: string;
LegTimeUnit?: string;
LegExerciseStyle?: number;
LegOptPayoutType?: number;
LegOptPayoutAmount?: number;
LegPriceQuoteMethod?: string;
LegValuationMethod?: string;
LegValuationSource?: string;
LegValuationReferenceModel?: string;
LegPriceQuoteCurrency?: string;
LegListMethod?: number;
LegCapPrice?: number;
LegFloorPrice?: number;
LegFlexibleIndicator?: boolean;
LegFlexProductEligibilityIndicator?: boolean;
LegCouponRate?: number;
LegSecurityExchange?: string;
LegPositionLimit?: number;
LegNTPositionLimit?: number;
LegIssuer?: string;
EncodedLegIssuerLen?: number;
EncodedLegIssuer?: Buffer;
LegSecurityDesc?: string;
EncodedLegSecurityDescLen?: number;
EncodedLegSecurityDesc?: Buffer;
CPProgram?: number;
LegCPRegType?: string;
LegRatioQty?: number;
LegSide?: string;
LegCurrency?: string;
LegPool?: string;
LegDatedDate?: Date;
LegContractSettlMonth?: string;
LegInterestAccrualDate?: Date;
LegPutOrCall?: number;
LegInTheMoneyCondition?: number;
LegContraryInstructionEligibilityIndicator?: boolean;
LegOptionRatio?: number;
LegPrice?: number;
LegShortSaleRestriction?: number;
LegStrategyType?: string;
LegCommonPricingIndicator?: boolean;
LegSettlDisruptionProvision?: number;
LegInstrumentRoundingDirection?: string;
LegInstrumentRoundingPrecision?: number;
LegExtraordinaryEventAdjustmentMethod?: number;
LegExchangeLookAlike?: boolean;
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[];
}