UNPKG

jspurefix

Version:

pure node js fix engine

github.com/TimelordUK/jspurefix

TimelordUK/jspurefix

45 lines (43 loc) • 3.07 kB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
import { IProvisionDateBusinessCenterGrp } from './provision_date_business_center_grp' import { IProvisionCashSettlValueDates } from './provision_cash_settl_value_dates' import { IProvisionOptionExerciseDates } from './provision_option_exercise_dates' import { IProvisionOptionExpirationDate } from './provision_option_expiration_date' import { IProvisionOptionRelevantUnderlyingDate } from './provision_option_relevant_underlying_date' import { IProvisionCashSettlPaymentDates } from './provision_cash_settl_payment_dates' import { IProvisionCashSettlQuoteSource } from './provision_cash_settl_quote_source' import { IProvisionParties } from './provision_parties' export interface IProvisionGrp { ProvisionType?: number// [1] 40091 (Int) ProvisionDateUnadjusted?: Date// [1] 40092 (LocalDate) ProvisionDateBusinessDayConvention?: number// [1] 40093 (Int) ProvisionDateAdjusted?: Date// [1] 40095 (LocalDate) ProvisionDateTenorPeriod?: number// [1] 40096 (Int) ProvisionDateTenorUnit?: string// [1] 40097 (String) ProvisionBreakFeeElection?: number// [1] 42707 (Int) ProvisionBreakFeeRate?: number// [1] 42708 (Float) ProvisionCalculationAgent?: number// [1] 40098 (Int) ProvisionOptionSinglePartyBuyerSide?: number// [1] 40099 (Int) ProvisionOptionSinglePartySellerSide?: number// [1] 40100 (Int) ExerciseStyle?: number// [1] 1194 (Int) ProvisionOptionExerciseMultipleNotional?: number// [1] 40102 (Float) ProvisionOptionExerciseMinimumNotional?: number// [1] 40103 (Float) ProvisionOptionExerciseMaximumNotional?: number// [1] 40104 (Float) ProvisionOptionMinimumNumber?: number// [1] 40105 (Int) ProvisionOptionMaximumNumber?: number// [1] 40106 (Int) ProvisionOptionExerciseConfirmation?: boolean// [1] 40107 (Boolean) ProvisionCashSettlMethod?: number// [1] 40108 (Int) ProvisionCashSettlCurrency?: string// [1] 40109 (String) ProvisionCashSettlCurrency2?: string// [1] 40110 (String) ProvisionCashSettlQuoteType?: number// [1] 40111 (Int) ProvisionText?: string// [1] 40113 (String) EncodedProvisionTextLen?: number// [1] 40986 (Length) EncodedProvisionText?: Buffer// [1] 40987 (RawData) ProvisionDateBusinessCenterGrp?: IProvisionDateBusinessCenterGrp[]// [1] Ctr.40094 ProvisionCashSettlValueDates?: IProvisionCashSettlValueDates// [2] Tm.40114, TmBizCtr.40115 .. Dt.40122 ProvisionOptionExerciseDates?: IProvisionOptionExerciseDates// [3] BizDayCnvtn.40123, ErlstOfstPeriod.40125 .. LtstTmBizCtr.40141 ProvisionOptionExpirationDate?: IProvisionOptionExpirationDate// [4] DtUnadj.40145, BizDayCnvtn.40146 .. ExpTmBizCtr.40154 ProvisionOptionRelevantUnderlyingDate?: IProvisionOptionRelevantUnderlyingDate// [5] DtUnadj.40155, BizDayCnvtn.40156 .. Dt.40162 ProvisionCashSettlPaymentDates?: IProvisionCashSettlPaymentDates// [6] BizDayCnvtn.40163, Reltv.40165 .. DtLast.40170 ProvisionCashSettlQuoteSource?: IProvisionCashSettlQuoteSource// [7] SettlQteSrc.40112, RefPg.41406 ProvisionParties?: IProvisionParties[]// [8] ID.40175, Src.40176 .. Qual.2385 }