jspurefix
Version:
pure node js fix engine
213 lines (212 loc) • 9.64 kB
TypeScript
/// <reference types="node" />
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;
UnderlyingSymbolSfx?: string;
UnderlyingSecurityID?: string;
UnderlyingSecurityIDSource?: string;
UnderlyingProduct?: number;
UnderlyingCFICode?: string;
UnderlyingSecurityType?: string;
UnderlyingSecuritySubType?: string;
UnderlyingMaturityMonthYear?: string;
UnderlyingMaturityDate?: Date;
UnderlyingMaturityTime?: string;
UnderlyingContractPriceRefMonth?: string;
UnderlyingCouponPaymentDate?: Date;
UnderlyingRestructuringType?: string;
UnderlyingSeniority?: string;
UnderlyingNotional?: number;
UnderlyingNotionalCurrency?: string;
UnderlyingNotionalDeterminationMethod?: string;
UnderlyingNotionalAdjustments?: number;
UnderlyingNotionalXIDRef?: string;
UnderlyingNotionalPercentageOutstanding?: number;
UnderlyingOriginalNotionalPercentageOutstanding?: number;
UnderlyingAttachmentPoint?: number;
UnderlyingDetachmentPoint?: number;
UnderlyingIssueDate?: Date;
UnderlyingRepoCollateralSecurityType?: string;
UnderlyingRepurchaseTerm?: number;
UnderlyingRepurchaseRate?: number;
UnderlyingFactor?: number;
UnderlyingCreditRating?: string;
UnderlyingInstrRegistry?: string;
UnderlyingCountryOfIssue?: string;
UnderlyingStateOrProvinceOfIssue?: string;
UnderlyingLocaleOfIssue?: string;
UnderlyingRedemptionDate?: Date;
UnderlyingStrikePrice?: number;
UnderlyingStrikeCurrency?: string;
UnderlyingOptAttribute?: string;
UnderlyingContractMultiplier?: number;
UnderlyingContractMultiplierUnit?: number;
UnderlyingTradingUnitPeriodMultiplier?: number;
FlowScheduleType?: number;
UnderlyingUnitOfMeasure?: string;
UnderlyingUnitOfMeasureQty?: number;
UnderlyingUnitOfMeasureCurrency?: string;
UnderlyingPriceUnitOfMeasure?: string;
UnderlyingPriceUnitOfMeasureQty?: number;
UnderlyingPriceUnitOfMeasureCurrency?: string;
UnderlyingTimeUnit?: string;
UnderlyingExerciseStyle?: number;
UnderlyingPriceQuoteCurrency?: string;
UnderlyingCouponRate?: number;
UnderlyingSecurityExchange?: string;
UnderlyingIssuer?: string;
EncodedUnderlyingIssuerLen?: number;
EncodedUnderlyingIssuer?: Buffer;
UnderlyingSecurityDesc?: string;
EncodedUnderlyingSecurityDescLen?: number;
EncodedUnderlyingSecurityDesc?: Buffer;
CPProgram?: number;
UnderlyingCPRegType?: string;
UnderlyingAllocationPercent?: number;
UnderlyingCurrency?: string;
UnderlyingQty?: number;
UnderlyingSettlementType?: number;
UnderlyingCashAmount?: number;
UnderlyingCashType?: string;
UnderlyingPx?: number;
UnderlyingDirtyPrice?: number;
UnderlyingEndPrice?: number;
UnderlyingStartValue?: number;
UnderlyingCurrentValue?: number;
UnderlyingEndValue?: number;
UnderlyingAdjustedQuantity?: number;
UnderlyingFXRate?: number;
UnderlyingFXRateCalc?: string;
UnderlyingCapValue?: number;
UnderlyingSettlMethod?: string;
UnderlyingPutOrCall?: number;
UnderlyingInTheMoneyCondition?: number;
UnderlyingContraryInstructionEligibilityIndicator?: boolean;
UnderlyingConstituentWeight?: number;
UnderlyingCouponType?: number;
UnderlyingTotalIssuedAmount?: number;
UnderlyingCouponFrequencyPeriod?: number;
UnderlyingCouponFrequencyUnit?: string;
CouponDayCount?: number;
UnderlyingObligationID?: string;
UnderlyingObligationIDSource?: string;
UnderlyingEquityID?: string;
UnderlyingEquityIDSource?: string;
UnderlyingFutureID?: string;
UnderlyingFutureIDSource?: string;
UnderlyingLienSeniority?: number;
UnderlyingLoanFacility?: number;
UnderlyingReferenceEntityType?: number;
UnderlyingIndexSeries?: number;
UnderlyingIndexAnnexVersion?: number;
UnderlyingIndexAnnexDate?: Date;
UnderlyingIndexAnnexSource?: string;
UnderlyingSettlRateIndex?: string;
UnderlyingSettlRateIndexLocation?: string;
UnderlyingOptionExpirationDesc?: string;
EncodedUnderlyingOptionExpirationDescLen?: number;
EncodedUnderlyingOptionExpirationDesc?: Buffer;
UnderlyingProductComplex?: string;
UnderlyingSecurityGroup?: string;
UnderlyingSettleOnOpenFlag?: string;
UnderlyingAssignmentMethod?: string;
UnderlyingSecurityStatus?: string;
UnderlyingObligationType?: string;
UnderlyingAssetGroup?: number;
UnderlyingAssetClass?: number;
AssetSubClass?: number;
UnderlyingAssetType?: string;
UnderlyingSwapClass?: string;
UnderlyingSwapSubClass?: string;
UnderlyingNthToDefault?: number;
UnderlyingMthToDefault?: number;
UnderlyingSettledEntityMatrixSource?: string;
UnderlyingSettledEntityMatrixPublicationDate?: Date;
UnderlyingStrikeMultiplier?: number;
UnderlyingStrikeValue?: number;
UnderlyingStrikeUnitOfMeasure?: string;
UnderlyingStrikeIndexCurvePoint?: string;
UnderlyingStrikeIndex?: string;
UnderlyingStrikeIndexQuote?: number;
UnderlyingStrikeIndexSpread?: number;
UnderlyingStrikePriceDeterminationMethod?: number;
UnderlyingStrikePriceBoundaryMethod?: number;
UnderlyingStrikePriceBoundaryPrecision?: number;
UnderlyingMinPriceIncrement?: number;
UnderlyingMinPriceIncrementAmount?: number;
UnderlyingOptPayoutType?: number;
UnderlyingOptPayoutAmount?: number;
UnderlyingPriceQuoteMethod?: string;
UnderlyingValuationMethod?: string;
UnderlyingValuationSource?: string;
UnderlyingValuationReferenceModel?: string;
UnderlyingListMethod?: number;
UnderlyingCapPrice?: number;
UnderlyingFloorPrice?: number;
UnderlyingFlexibleIndicator?: boolean;
UnderlyingFlexProductEligibilityIndicator?: boolean;
UnderlyingPositionLimit?: number;
UnderlyingNTPositionLimit?: number;
UnderlyingPool?: string;
UnderlyingContractSettlMonth?: string;
UnderlyingDatedDate?: Date;
UnderlyingInterestAccrualDate?: Date;
UnderlyingShortSaleRestriction?: number;
UnderlyingRefTickTableID?: number;
UnderlyingProtectionTermXIDRef?: string;
UnderlyingSettlTermXIDRef?: string;
UnderlyingStrategyType?: string;
UnderlyingCommonPricingIndicator?: boolean;
UnderlyingSettlDisruptionProvision?: number;
UnderlyingInstrumentRoundingDirection?: string;
UnderlyingInstrumentRoundingPrecision?: number;
UnderlyingExtraordinaryEventAdjustmentMethod?: number;
UnderlyingExchangeLookAlike?: boolean;
UnderlyingAverageVolumeLimitationPercentage?: number;
UnderlyingAverageVolumeLimitationPeriodDays?: number;
UnderlyingDepositoryReceiptIndicator?: boolean;
UnderlyingOpenUnits?: number;
UnderlyingBasketDivisor?: number;
UnderlyingInstrumentXID?: string;
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[];
}