jspurefix
Version:
pure node js fix engine
72 lines (70 loc) • 3.9 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IExecCollGrp } from './set/exec_coll_grp'
import { ITrdCollGrp } from './set/trd_coll_grp'
import { IInstrument } from './set/instrument'
import { IFinancingDetails } from './set/financing_details'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'
import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
import { IMiscFeesGrp } from './set/misc_fees_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IStipulations } from './set/stipulations'
import { IStandardTrailer } from './set/standard_trailer'
/*
***********************************************************
* An initiator that requires collateral from a respondent *
* sends a Collateral Request. The initiator can be either *
* counterparty to a trade in a two party model or an *
* intermediary such as an ATS or clearinghouse in a three *
* party model. A Collateral Assignment is expected as a *
* response to a request for collateral. *
***********************************************************
*/
export interface ICollateralRequest {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
CollReqID: string// [2] 894 (String)
CollAsgnReason: number// [3] 895 (Int)
TransactTime: Date// [4] 60 (UtcTimestamp)
ExpireTime?: Date// [5] 126 (UtcTimestamp)
Parties?: IParties[]// [6] PartyID.448, PartyIDSource.447 .. PartySubIDType.803
Account?: string// [7] 1 (String)
AccountType?: number// [8] 581 (Int)
ClOrdID?: string// [9] 11 (String)
OrderID?: string// [10] 37 (String)
SecondaryOrderID?: string// [11] 198 (String)
SecondaryClOrdID?: string// [12] 526 (String)
ExecCollGrp?: IExecCollGrp[]// [13] ExecID.17
TrdCollGrp?: ITrdCollGrp[]// [14] TradeReportID.571, SecondaryTradeReportID.818
Instrument?: IInstrument// [15] Symbol.55, SymbolSfx.65 .. InterestAccrualDate.874
FinancingDetails?: IFinancingDetails// [16] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
SettlDate?: Date// [17] 64 (LocalDate)
Quantity?: number// [18] 53 (Float)
QtyType?: number// [19] 854 (Int)
Currency?: string// [20] 15 (String)
InstrmtLegGrp?: IInstrmtLegGrp[]// [21] LegSymbol.600, LegSymbolSfx.601 .. LegInterestAccrualDate.956
UndInstrmtCollGrp?: IUndInstrmtCollGrp[]// [22] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. CollAction.944
MarginExcess?: number// [23] 899 (Float)
TotalNetValue?: number// [24] 900 (Float)
CashOutstanding?: number// [25] 901 (Float)
TrdRegTimestamps?: ITrdRegTimestamps[]// [26] TrdRegTimestamp.769, TrdRegTimestampType.770, TrdRegTimestampOrigin.771
Side?: string// [27] 54 (String)
MiscFeesGrp?: IMiscFeesGrp[]// [28] MiscFeeAmt.137, MiscFeeCurr.138 .. MiscFeeBasis.891
Price?: number// [29] 44 (Float)
PriceType?: number// [30] 423 (Int)
AccruedInterestAmt?: number// [31] 159 (Float)
EndAccruedInterestAmt?: number// [32] 920 (Float)
StartCash?: number// [33] 921 (Float)
EndCash?: number// [34] 922 (Float)
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [35] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
Stipulations?: IStipulations[]// [36] StipulationType.233, StipulationValue.234
TradingSessionID?: string// [37] 336 (String)
TradingSessionSubID?: string// [38] 625 (String)
SettlSessID?: string// [39] 716 (String)
SettlSessSubID?: string// [40] 717 (String)
ClearingBusinessDate?: Date// [41] 715 (LocalDate)
Text?: string// [42] 58 (String)
EncodedTextLen?: number// [43] 354 (Int)
EncodedText?: Buffer// [44] 355 (RawData)
StandardTrailer: IStandardTrailer// [45] SignatureLength.93, Signature.89, CheckSum.10
}