jspurefix
Version:
pure node js fix engine
44 lines (42 loc) • 3.13 kB
text/typescript
import { IPaymentStreamPaymentDates } from './payment_stream_payment_dates'
import { IPaymentStreamResetDates } from './payment_stream_reset_dates'
import { IPaymentStreamFixedRate } from './payment_stream_fixed_rate'
import { IPaymentStreamFloatingRate } from './payment_stream_floating_rate'
import { IPaymentStreamCompoundingFloatingRate } from './payment_stream_compounding_floating_rate'
import { IPaymentStreamCompoundingDates } from './payment_stream_compounding_dates'
import { IPaymentStreamNonDeliverableSettlTerms } from './payment_stream_non_deliverable_settl_terms'
export interface IPaymentStream {
PaymentStreamType?: number// [1] 40738 (Int)
PaymentStreamMarketRate?: number// [1] 40739 (Int)
PaymentStreamDelayIndicator?: boolean// [1] 40740 (Boolean)
PaymentStreamCashSettlIndicator?: boolean// [1] 42600 (Boolean)
PaymentStreamSettlCurrency?: string// [1] 40741 (String)
AdditionalTermBondDayCount?: number// [1] 40018 (Int)
PaymentStreamAccrualDays?: number// [1] 40743 (Int)
PaymentStreamDiscountType?: number// [1] 40744 (Int)
PaymentStreamDiscountRate?: number// [1] 40745 (Float)
LegPaymentStreamDiscountRateDayCount?: number// [1] 40287 (Int)
PaymentStreamCompoundingMethod?: number// [1] 40747 (Int)
PaymentStreamCompoundingXIDRef?: string// [1] 42601 (String)
PaymentStreamCompoundingSpread?: number// [1] 42602 (Float)
PaymentStreamInterpolationMethod?: number// [1] 42603 (Int)
PaymentStreamInterpolationPeriod?: number// [1] 42604 (Int)
PaymentStreamInitialPrincipalExchangeIndicator?: boolean// [1] 40748 (Boolean)
PaymentStreamInterimPrincipalExchangeIndicator?: boolean// [1] 40749 (Boolean)
PaymentStreamFinalPrincipalExchangeIndicator?: boolean// [1] 40750 (Boolean)
PaymentStreamFlatRateIndicator?: boolean// [1] 41180 (Boolean)
PaymentStreamFlatRateAmount?: number// [1] 41181 (Float)
PaymentStreamFlatRateCurrency?: string// [1] 41182 (String)
PaymentStreamMaximumPaymentAmount?: number// [1] 41183 (Float)
PaymentStreamMaximumPaymentCurrency?: string// [1] 41184 (String)
PaymentStreamMaximumTransactionAmount?: number// [1] 41185 (Float)
PaymentStreamMaximumTransactionCurrency?: string// [1] 41186 (String)
PaymentStreamCompoundingFixedRate?: number// [1] 42605 (Float)
PaymentStreamPaymentDates?: IPaymentStreamPaymentDates// [1] BizDayCnvtn.40751, FreqPeriod.40753 .. MADts.41223
PaymentStreamResetDates?: IPaymentStreamResetDates// [2] Reltv.40761, BizDayCnvtn.40762 .. CutoffDayTyp.40783
PaymentStreamFixedRate?: IPaymentStreamFixedRate// [3] Rt.40784, Amt.40785 .. CtrctPxCcy.41191
PaymentStreamFloatingRate?: IPaymentStreamFloatingRate// [4] Ndx.40789, NdxSrc.40790 .. VegaNotlAmt.42682
PaymentStreamCompoundingFloatingRate?: IPaymentStreamCompoundingFloatingRate// [5] Ndx.42628, NdxPeriod.42629 .. NegtvRtTrtmt.42645
PaymentStreamCompoundingDates?: IPaymentStreamCompoundingDates// [6] BizDayCnvtn.42609, Reltv.42610 .. LastDtUnadj.42619
PaymentStreamNonDeliverableSettlTerms?: IPaymentStreamNonDeliverableSettlTerms// [7] Ccy.40817, BizDayCnvtn.40818 .. FixngDayTyp.40823
}