jspurefix
Version:
pure node js fix engine
51 lines (49 loc) • 3.11 kB
text/typescript
import { IComplexEventDates } from './complex_event_dates'
import { IComplexEventRateSourceGrp } from './complex_event_rate_source_grp'
import { IComplexEventRelativeDate } from './complex_event_relative_date'
import { IComplexEventPeriodGrp } from './complex_event_period_grp'
import { IComplexEventCreditEventSourceGrp } from './complex_event_credit_event_source_grp'
import { IComplexEventCreditEventGrp } from './complex_event_credit_event_grp'
export interface IComplexEvents {
ComplexEventType?: number// [1] 1484 (Int)
ComplexOptPayoutPaySide?: number// [1] 2117 (Int)
ComplexOptPayoutReceiveSide?: number// [1] 2118 (Int)
ComplexOptPayoutUnderlier?: string// [1] 2119 (String)
ComplexOptPayoutAmount?: number// [1] 1485 (Float)
ComplexOptPayoutPercentage?: number// [1] 2120 (Float)
ComplexOptPayoutTime?: number// [1] 2121 (Int)
ComplexOptPayoutCurrency?: string// [1] 2122 (String)
ComplexEventPrice?: number// [1] 1486 (Float)
ComplexEventPricePercentage?: number// [1] 2123 (Float)
ComplexEventPriceBoundaryMethod?: number// [1] 1487 (Int)
ComplexEventPriceBoundaryPrecision?: number// [1] 1488 (Float)
ComplexEventPriceTimeType?: number// [1] 1489 (Int)
ComplexEventCondition?: number// [1] 1490 (Int)
ComplexEventCurrencyOne?: string// [1] 2124 (String)
ComplexEventCurrencyTwo?: string// [1] 2125 (String)
ComplexEventQuoteBasis?: number// [1] 2126 (Int)
ComplexEventFixedFXRate?: number// [1] 2127 (Float)
ComplexEventSpotRate?: number// [1] 2407 (Float)
ComplexEventForwardPoints?: number// [1] 2408 (Float)
ComplexEventDeterminationMethod?: string// [1] 2128 (String)
ComplexEventCalculationAgent?: number// [1] 2129 (Int)
ComplexEventStrikePrice?: number// [1] 2130 (Float)
ComplexEventStrikeFactor?: number// [1] 2131 (Float)
ComplexEventStrikeNumberOfOptions?: number// [1] 2132 (Int)
ComplexEventCreditEventsXIDRef?: string// [1] 2133 (String)
ComplexEventCreditEventNotifyingParty?: number// [1] 2134 (Int)
ComplexEventCreditEventBusinessCenter?: string// [1] 2135 (String)
ComplexEventCreditEventStandardSources?: boolean// [1] 2136 (Boolean)
ComplexEventCreditEventMinimumSources?: number// [1] 2137 (Int)
ComplexEventFuturesPriceValuation?: boolean// [1] 2597 (Boolean)
ComplexEventOptionsPriceValuation?: boolean// [1] 2598 (Boolean)
ComplexEventPVFinalPriceElectionFallback?: number// [1] 2599 (Int)
ComplexEventXID?: string// [1] 2138 (String)
ComplexEventXIDRef?: string// [1] 2139 (String)
ComplexEventDates?: IComplexEventDates[]// [1] StartDt.1492, EndDt.1493
ComplexEventRateSourceGrp?: IComplexEventRateSourceGrp[]// [2] RtSrc.41014, RtSrcTyp.41015 .. RefHdng.41017
ComplexEventRelativeDate?: IComplexEventRelativeDate// [3] DtUnadj.41020, Reltv.41021 .. FixngBizCtr.41028
ComplexEventPeriodGrp?: IComplexEventPeriodGrp[]// [4] Typ.41011, BizCtr.41012
ComplexEventCreditEventSourceGrp?: IComplexEventCreditEventSourceGrp[]// [5] Src.41030
ComplexEventCreditEventGrp?: IComplexEventCreditEventGrp[]// [6] Typ.40998, Val.40999 .. RtSrc.41004
}