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jspurefix

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pure node js fix engine

github.com/TimelordUK/jspurefix

TimelordUK/jspurefix

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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 { ISettlInstructionsData } from './set/settl_instructions_data' /* ******************************************************** * CollateralAssignment can be found in Volume 5 of the * * * * specification * ******************************************************** */ export interface ICollateralAssignment { CollAsgnID: string// [2] 902 (String) CollReqID?: string// [2] 894 (String) CollAsgnReason: number// [2] 895 (Int) CollAsgnTransType: number// [2] 903 (Int) CollAsgnRefID?: string// [2] 907 (String) TransactTime: Date// [2] 60 (UtcTimestamp) ExpireTime?: Date// [2] 126 (UtcTimestamp) Account?: string// [2] 1 (String) AccountType?: number// [2] 581 (Int) ClOrdID?: string// [2] 11 (String) OrderID?: string// [2] 37 (String) SecondaryOrderID?: string// [2] 198 (String) SecondaryClOrdID?: string// [2] 526 (String) SettlDate?: Date// [2] 64 (LocalDate) Quantity?: number// [2] 53 (Float) QtyType?: number// [2] 854 (Int) Currency?: string// [2] 15 (String) MarginExcess?: number// [2] 899 (Float) TotalNetValue?: number// [2] 900 (Float) CashOutstanding?: number// [2] 901 (Float) Side?: string// [2] 54 (String) Price?: number// [2] 44 (Float) PriceType?: number// [2] 423 (Int) AccruedInterestAmt?: number// [2] 159 (Float) EndAccruedInterestAmt?: number// [2] 920 (Float) StartCash?: number// [2] 921 (Float) EndCash?: number// [2] 922 (Float) TradingSessionID?: string// [2] 336 (String) TradingSessionSubID?: string// [2] 625 (String) SettlSessID?: string// [2] 716 (String) SettlSessSubID?: string// [2] 717 (String) WireReference?: string// [2] 2486 (String) TradeDate?: Date// [2] 75 (LocalDate) TransactionID?: string// [2] 2485 (String) FirmTransactionID?: string// [2] 2484 (String) ClearingBusinessDate?: Date// [2] 715 (LocalDate) CollateralRequestLinkID?: string// [2] 2517 (String) TotNumCollateralRequests?: number// [2] 2519 (Int) CollateralRequestNumber?: number// [2] 2518 (Int) CollateralRequestInstruction?: string// [2] 2516 (String) Text?: string// [2] 58 (String) EncodedTextLen?: number// [2] 354 (Length) EncodedText?: Buffer// [2] 355 (RawData) StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347 Parties?: IParties[]// [2] ID.448, Src.447 .. Qual.2376 ExecCollGrp?: IExecCollGrp[]// [3] ExecID.17 TrdCollGrp?: ITrdCollGrp[]// [4] RptID.571, TrdRptID2.818 Instrument?: IInstrument// [5] Sym.55, Sfx.65 .. ExchLookAlike.2603 FinancingDetails?: IFinancingDetails// [6] AgmtDesc.913, AgmtID.914 .. MgnRatio.898 InstrmtLegGrp?: IInstrmtLegGrp[]// [7] Sym.600, Sfx.601 .. ExchLookAlike.2607 UndInstrmtCollGrp?: IUndInstrmtCollGrp[]// [8] Actn.944 TrdRegTimestamps?: ITrdRegTimestamps[]// [9] TS.769, Typ.770 .. InfoBrrID.1727 MiscFeesGrp?: IMiscFeesGrp[]// [10] Amt.137, Curr.138 .. AmtDue.2217 SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [11] Spread.218, Ccy.220 .. SecIDSrc.761 Stipulations?: IStipulations[]// [12] Typ.233, Val.234 SettlInstructionsData?: ISettlInstructionsData// [13] DlvryTyp.172, StandInstDbTyp.169 .. StandInstDbID.171 }