UNPKG

jspurefix

Version:
178 lines (176 loc) 9.76 kB
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// [1] 600 (String) LegSymbolSfx?: string// [1] 601 (String) LegSecurityID?: string// [1] 602 (String) LegSecurityIDSource?: string// [1] 603 (String) LegID?: string// [1] 1788 (String) LegProduct?: number// [1] 607 (Int) LegSecurityGroup?: string// [1] 1594 (String) LegCFICode?: string// [1] 608 (String) LegSecurityType?: string// [1] 609 (String) LegSecuritySubType?: string// [1] 764 (String) LegMaturityMonthYear?: string// [1] 610 (String) LegMaturityDate?: Date// [1] 611 (LocalDate) LegMaturityTime?: string// [1] 1212 (String) LegSettleOnOpenFlag?: string// [1] 2146 (String) LegInstrmtAssignmentMethod?: string// [1] 2147 (String) LegSecurityStatus?: string// [1] 2148 (String) LegCouponPaymentDate?: Date// [1] 248 (LocalDate) LegRestructuringType?: string// [1] 2149 (String) LegSeniority?: string// [1] 2150 (String) LegNotionalPercentageOutstanding?: number// [1] 2151 (Float) LegOriginalNotionalPercentageOutstanding?: number// [1] 2152 (Float) LegAttachmentPoint?: number// [1] 2153 (Float) LegDetachmentPoint?: number// [1] 2154 (Float) LegObligationType?: string// [1] 2155 (String) LegAssetGroup?: number// [1] 2348 (Int) LegAssetClass?: number// [1] 2067 (Int) AssetSubClass?: number// [1] 1939 (Int) LegAssetType?: string// [1] 2069 (String) LegSwapClass?: string// [1] 2070 (String) LegSwapSubClass?: string// [1] 2156 (String) LegNthToDefault?: number// [1] 2157 (Int) LegMthToDefault?: number// [1] 2158 (Int) LegSettledEntityMatrixSource?: string// [1] 2159 (String) LegSettledEntityMatrixPublicationDate?: Date// [1] 2160 (LocalDate) LegCouponType?: number// [1] 2161 (Int) LegTotalIssuedAmount?: number// [1] 2162 (Float) LegCouponFrequencyPeriod?: number// [1] 2163 (Int) LegCouponFrequencyUnit?: string// [1] 2164 (String) CouponDayCount?: number// [1] 1950 (Int) LegConvertibleBondEquityID?: string// [1] 2166 (String) ConvertibleBondEquityIDSource?: string// [1] 1952 (String) LegContractPriceRefMonth?: string// [1] 2168 (String) LegLienSeniority?: number// [1] 2169 (Int) LegLoanFacility?: number// [1] 2170 (Int) LegReferenceEntityType?: number// [1] 2171 (Int) LegIndexSeries?: number// [1] 2172 (Int) LegIndexAnnexVersion?: number// [1] 2173 (Int) LegIndexAnnexDate?: Date// [1] 2174 (LocalDate) LegIndexAnnexSource?: string// [1] 2175 (String) LegSettlRateIndex?: string// [1] 2176 (String) LegSettlRateIndexLocation?: string// [1] 2177 (String) LegOptionExpirationDesc?: string// [1] 2178 (String) EncodedLegOptionExpirationDescLen?: number// [1] 2179 (Length) EncodedLegOptionExpirationDesc?: Buffer// [1] 2180 (RawData) LegIssueDate?: Date// [1] 249 (LocalDate) LegRepoCollateralSecurityType?: string// [1] 250 (String) LegRepurchaseTerm?: number// [1] 251 (Int) LegRepurchaseRate?: number// [1] 252 (Float) LegFactor?: number// [1] 253 (Float) LegCreditRating?: string// [1] 257 (String) LegInstrRegistry?: string// [1] 599 (String) LegCountryOfIssue?: string// [1] 596 (String) LegStateOrProvinceOfIssue?: string// [1] 597 (String) LegLocaleOfIssue?: string// [1] 598 (String) LegRedemptionDate?: Date// [1] 254 (LocalDate) LegStrikePrice?: number// [1] 612 (Float) LegStrikeCurrency?: string// [1] 942 (String) LegStrikeMultiplier?: number// [1] 2181 (Float) LegStrikeValue?: number// [1] 2182 (Float) LegStrikeUnitOfMeasure?: string// [1] 2183 (String) LegStrikeIndex?: string// [1] 2184 (String) LegStrikeIndexCurvePoint?: string// [1] 2604 (String) LegStrikeIndexSpread?: number// [1] 2185 (Float) LegStrikeIndexQuote?: number// [1] 2605 (Int) LegStrikePriceDeterminationMethod?: number// [1] 2186 (Int) LegStrikePriceBoundaryMethod?: number// [1] 2187 (Int) LegStrikePriceBoundaryPrecision?: number// [1] 2188 (Float) LegUnderlyingPriceDeterminationMethod?: number// [1] 2189 (Int) LegOptAttribute?: string// [1] 613 (String) LegContractMultiplier?: number// [1] 614 (Float) LegContractMultiplierUnit?: number// [1] 1436 (Int) LegTradingUnitPeriodMultiplier?: number// [1] 2354 (Int) FlowScheduleType?: number// [1] 1439 (Int) LegMinPriceIncrement?: number// [1] 2190 (Float) LegMinPriceIncrementAmount?: number// [1] 2191 (Float) LegUnitOfMeasure?: string// [1] 999 (String) LegUnitOfMeasureQty?: number// [1] 1224 (Float) LegUnitOfMeasureCurrency?: string// [1] 1720 (String) LegPriceUnitOfMeasure?: string// [1] 1421 (String) LegPriceUnitOfMeasureQty?: number// [1] 1422 (Float) LegPriceUnitOfMeasureCurrency?: string// [1] 1721 (String) LegSettlMethod?: string// [1] 2192 (String) LegTimeUnit?: string// [1] 1001 (String) LegExerciseStyle?: number// [1] 1420 (Int) LegOptPayoutType?: number// [1] 2193 (Int) LegOptPayoutAmount?: number// [1] 2194 (Float) LegPriceQuoteMethod?: string// [1] 2195 (String) LegValuationMethod?: string// [1] 2196 (String) LegValuationSource?: string// [1] 2197 (String) LegValuationReferenceModel?: string// [1] 2198 (String) LegPriceQuoteCurrency?: string// [1] 1528 (String) LegListMethod?: number// [1] 2199 (Int) LegCapPrice?: number// [1] 2200 (Float) LegFloorPrice?: number// [1] 2201 (Float) LegFlexibleIndicator?: boolean// [1] 2202 (Boolean) LegFlexProductEligibilityIndicator?: boolean// [1] 2203 (Boolean) LegCouponRate?: number// [1] 615 (Float) LegSecurityExchange?: string// [1] 616 (String) LegPositionLimit?: number// [1] 2205 (Int) LegNTPositionLimit?: number// [1] 2206 (Int) LegIssuer?: string// [1] 617 (String) EncodedLegIssuerLen?: number// [1] 618 (Length) EncodedLegIssuer?: Buffer// [1] 619 (RawData) LegSecurityDesc?: string// [1] 620 (String) EncodedLegSecurityDescLen?: number// [1] 621 (Length) EncodedLegSecurityDesc?: Buffer// [1] 622 (RawData) CPProgram?: number// [1] 875 (Int) LegCPRegType?: string// [1] 2208 (String) LegRatioQty?: number// [1] 623 (Float) LegSide?: string// [1] 624 (String) LegCurrency?: string// [1] 556 (String) LegPool?: string// [1] 740 (String) LegDatedDate?: Date// [1] 739 (LocalDate) LegContractSettlMonth?: string// [1] 955 (String) LegInterestAccrualDate?: Date// [1] 956 (LocalDate) LegPutOrCall?: number// [1] 1358 (Int) LegInTheMoneyCondition?: number// [1] 2682 (Int) LegContraryInstructionEligibilityIndicator?: boolean// [1] 2686 (Boolean) LegOptionRatio?: number// [1] 1017 (Float) LegPrice?: number// [1] 566 (Float) LegShortSaleRestriction?: number// [1] 2209 (Int) LegStrategyType?: string// [1] 2211 (String) LegCommonPricingIndicator?: boolean// [1] 2212 (Boolean) LegSettlDisruptionProvision?: number// [1] 2213 (Int) LegInstrumentRoundingDirection?: string// [1] 2214 (String) LegInstrumentRoundingPrecision?: number// [1] 2215 (Int) LegExtraordinaryEventAdjustmentMethod?: number// [1] 2606 (Int) LegExchangeLookAlike?: boolean// [1] 2607 (Boolean) LegSecAltIDGrp?: ILegSecAltIDGrp[]// [1] SecAltID.605, SecAltIDSrc.606 LegSecondaryAssetGrp?: ILegSecondaryAssetGrp[]// [2] Clss.2077, SubClss.1978, Typ.2079 LegAssetAttributeGrp?: ILegAssetAttributeGrp[]// [3] Typ.2309, Val.2310, Lmt.2311 LegSecurityXML?: ILegSecurityXML// [4] Schema.1873 LegEvntGrp?: ILegEvntGrp[]// [5] Typ.2060, Dt.2061 .. EncTxt.2075 LegInstrumentParties?: ILegInstrumentParties[]// [6] ID.2255, Src.2256 .. Qual.2379 LegComplexEvents?: ILegComplexEvents[]// [7] Typ.2219, OptPay.2220 .. XIDRef.2249 LegDateAdjustment?: ILegDateAdjustment// [8] BizDayCnvtn.40925, Roll.40926 LegPricingDateTime?: ILegPricingDateTime// [9] DtUnadj.41609, BizDayCnvtn.41610 .. TmBizCtr.41613 LegMarketDisruption?: ILegMarketDisruption// [10] Prov.41462, FallbckProv.41463 .. MinCtrcts.41466 LegOptionExercise?: ILegOptionExercise// [11] Desc.41481, EncDescLen.41482 .. SettlMethElctngSide.42391 LegStreamGrp?: ILegStreamGrp[]// [12] Typ.40242, XID.41700 .. EncTxt.40979 LegProvisionGrp?: ILegProvisionGrp[]// [13] Typ.40449, DtUnadj.40450 .. EncTxt.40981 LegAdditionalTermGrp?: ILegAdditionalTermGrp[]// [14] PrcdntInd.41336, DscrpncyInd.41337 LegProtectionTermGrp?: ILegProtectionTermGrp[]// [15] Notl.41618, Ccy.41619 .. XID.41617 LegCashSettlTermGrp?: ILegCashSettlTermGrp[]// [16] Ccy.41345, BizDayOfst.41346 .. XID.41362 LegPhysicalSettlTermGrp?: ILegPhysicalSettlTermGrp[]// [17] Ccy.41601, BizDays.41602 .. XID.41600 LegExtraordinaryEventGrp?: ILegExtraordinaryEventGrp[]// [18] Typ.42389, Val.42390 }