B2BITS FIX Antenna C++ 2.32.1
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Functions
FixMessages::SG_FIX44::StipulationType Namespace Reference

Functions

static const Engine::AsciiString ABSOLUTE_PREPAYMENT_SPEED ("ABS", 3)
 Absolute Prepayment Speed = ABS.
 
static const Engine::AsciiString ALTERNATIVE_MINIMUM_TAX ("AMT", 3)
 AMT (y/n) = AMT.
 
static const Engine::AsciiString AUTO_REINVESTMENT ("AUTOREINV", 9)
 Auto Reinvestment at <rate> or better = AUTOREINV.
 
static const Engine::AsciiString BANK_QUALIFIED ("BANKQUAL", 8)
 Bank qualified (y/n) = BANKQUAL.
 
static const Engine::AsciiString BARGIAN_CONDITIONS ("BGNCON", 6)
 Bargain Conditions- see (234) for values = BGNCON.
 
static const Engine::AsciiString BENCHMARK_PRICE_SOURCE ("PXSOURCE", 8)
 Benchmark price source = PXSOURCE.
 
static const Engine::AsciiString CALL_PROTECTION ("PROTECT", 7)
 Call protection = PROTECT.
 
static const Engine::AsciiString CONSTANT_PREPAYMENT_PENALTY ("CPP", 3)
 Constant Prepayment Penalty = CPP.
 
static const Engine::AsciiString CONSTANT_PREPAYMENT_RATE ("CPR", 3)
 Constant Prepayment Rate = CPR.
 
static const Engine::AsciiString CONSTANT_PREPAYMENT_YIELD ("CPY", 3)
 Constant Prepayment Yield = CPY.
 
static const Engine::AsciiString COUPON_RANGE ("COUPON", 6)
 Coupon range = COUPON.
 
static const Engine::AsciiString EXPLICIT_LOT_IDENTIFIER ("LOT", 3)
 Explicit lot identifier = LOT.
 
static const Engine::AsciiString FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE ("HEP", 3)
 final CPR of Home Equity Prepayment Curve = HEP
 
static const Engine::AsciiString FREEFORM_TEXT ("TEXT", 4)
 Freeform text = TEXT.
 
static const Engine::AsciiString GEOGRAPHICS ("GEOG", 4)
 Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) = GEOG.
 
static const Engine::AsciiString INSURED ("INSURED", 7)
 Insured (y/n) = INSURED.
 
static const Engine::AsciiString ISO_CURRENCY_CODE ("CURRENCY", 8)
 ISO Currency code = CURRENCY.
 
static const Engine::AsciiString ISSUE ("ISSUE", 5)
 Year or Year/Month of Issue (ex. 234=2002/09) = ISSUE.
 
static const Engine::AsciiString ISSUE_SIZE_RANGE ("ISSUESIZE", 9)
 Issue size range = ISSUESIZE.
 
static const Engine::AsciiString ISSUERS_TICKER ("ISSUER", 6)
 Issuer's ticker = ISSUER.
 
static const Engine::AsciiString LOOKBACK_DAYS ("LOOKBACK", 8)
 Lookback days = LOOKBACK.
 
static const Engine::AsciiString LOT_VARIANCE ("LOTVAR", 6)
 Lot Variance (value in percent maximum over- or under-allocation allowed) = LOTVAR.
 
static const Engine::AsciiString MARKET_SECTOR ("SECTOR", 6)
 Market sector = SECTOR.
 
static const Engine::AsciiString MATURITY_RANGE ("MATURITY", 8)
 Maturity range = MATURITY.
 
static const Engine::AsciiString MATURITY_YEAR_AND_MONTH ("MAT", 3)
 Maturity Year and Month = MAT.
 
static const Engine::AsciiString MAXIMUM_SUBSTITUTIONS ("MAXSUBS", 7)
 Maximum substitutions (Repo) = MAXSUBS.
 
static const Engine::AsciiString MINIMUM_DENOMINATION ("MINDNOM", 7)
 Minimum denomination = MINDNOM.
 
static const Engine::AsciiString MINIMUM_INCREMENT ("MININCR", 7)
 Minimum increment = MININCR.
 
static const Engine::AsciiString MINIMUM_QUANTITY ("MINQTY", 6)
 Minimum quantity = MINQTY.
 
static const Engine::AsciiString MONTHLY_PREPAYMENT_RATE ("MPR", 3)
 Monthly Prepayment Rate = MPR.
 
static const Engine::AsciiString NUMBER_OF_PIECES ("PIECES", 6)
 Number of Pieces = PIECES.
 
static const Engine::AsciiString PAYMENT_FREQUENCY ("PAYFREQ", 7)
 Payment frequency, calendar = PAYFREQ.
 
static const Engine::AsciiString PERCENT_OF_BMA_PREPAYMENT_CURVE ("PSA", 3)
 % of BMA Prepayment Curve = PSA
 
static const Engine::AsciiString PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE ("MHP", 3)
 % of Manufactured Housing Prepayment Curve = MHP
 
static const Engine::AsciiString PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE ("PPC", 3)
 % of Prospectus Prepayment Curve = PPC
 
static const Engine::AsciiString POOLS_MAXIMUM ("PMAX", 4)
 Pools Maximum = PMAX.
 
static const Engine::AsciiString POOLS_PER_LOT ("PPL", 3)
 Pools per Lot = PPL.
 
static const Engine::AsciiString POOLS_PER_MILLION ("PPM", 3)
 Pools per Million = PPM.
 
static const Engine::AsciiString POOLS_PER_TRADE ("PPT", 3)
 Pools per Trade = PPT.
 
static const Engine::AsciiString PRICE_RANGE ("PRICE", 5)
 Price range = PRICE.
 
static const Engine::AsciiString PRICING_FREQUENCY ("PRICEFREQ", 9)
 Pricing frequency = PRICEFREQ.
 
static const Engine::AsciiString PRODUCTION_YEAR ("PROD", 4)
 Production Year = PROD.
 
static const Engine::AsciiString PURPOSE ("PURPOSE", 7)
 Purpose = PURPOSE.
 
static const Engine::AsciiString RATING_SOURCE_AND_RANGE ("RATING", 6)
 Rating source and range = RATING.
 
static const Engine::AsciiString REDEMPTION ("REDEMPTION", 10)
 Type of redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible = REDEMPTION.
 
static const Engine::AsciiString RESTRICTED ("RESTRICTED", 10)
 Restricted (y/n) = RESTRICTED.
 
static const Engine::AsciiString SECTYPE_INCLUDED_EXCLUDED ("SECTYPE", 7)
 <fieldref tag="167">SecurityType</fieldref>included or excluded = SECTYPE
 
static const Engine::AsciiString SINGLE_MONTHLY_MORTALITY ("SMM", 3)
 Single Monthly Mortality = SMM.
 
static const Engine::AsciiString STRUCTURE ("STRUCT", 6)
 Structure = STRUCT.
 
static const Engine::AsciiString SUBSTITUTIONS_FREQUENCY ("SUBSFREQ", 8)
 Substitutions frequency (Repo) = SUBSFREQ.
 
static const Engine::AsciiString SUBSTITUTIONS_LEFT ("SUBSLEFT", 8)
 Substitutions left (Repo) = SUBSLEFT.
 
static const Engine::AsciiString TRADE_VARIANCE ("TRDVAR", 6)
 Trade Variance (value in percent maximum over- or under-allocation allowed) = TRDVAR.
 
static const Engine::AsciiString VALUATION_DISCOUNT ("HAIRCUT", 7)
 Valuation discount = HAIRCUT.
 
static const Engine::AsciiString WAC ("WAC", 3)
 Weighted Average Coupon:value in percent (exact or range) plus 'Gross' or 'Net' of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee]) = WAC.
 
static const Engine::AsciiString WAL ("WAL", 3)
 Weighted Average Life Coupon: value in percent (exact or range) = WAL.
 
static const Engine::AsciiString WALA ("WALA", 4)
 Weighted Average Loan Age: value in months (exact or range) = WALA.
 
static const Engine::AsciiString WAM ("WAM", 3)
 Weighted Average Maturity : value in months (exact or range) = WAM.
 
static const Engine::AsciiString WHOLE_POOL ("WHOLE", 5)
 Whole Pool (y/n) = WHOLE.
 
static const Engine::AsciiString YIELD_RANGE ("YIELD", 5)
 Yield range = YIELD.
 

Function Documentation

◆ ABSOLUTE_PREPAYMENT_SPEED()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::ABSOLUTE_PREPAYMENT_SPEED ( "ABS" ,
3  )
static

Absolute Prepayment Speed = ABS.

◆ ALTERNATIVE_MINIMUM_TAX()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::ALTERNATIVE_MINIMUM_TAX ( "AMT" ,
3  )
static

AMT (y/n) = AMT.

◆ AUTO_REINVESTMENT()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::AUTO_REINVESTMENT ( "AUTOREINV" ,
9  )
static

Auto Reinvestment at <rate> or better = AUTOREINV.

◆ BANK_QUALIFIED()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::BANK_QUALIFIED ( "BANKQUAL" ,
8  )
static

Bank qualified (y/n) = BANKQUAL.

◆ BARGIAN_CONDITIONS()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::BARGIAN_CONDITIONS ( "BGNCON" ,
6  )
static

Bargain Conditions- see (234) for values = BGNCON.

◆ BENCHMARK_PRICE_SOURCE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::BENCHMARK_PRICE_SOURCE ( "PXSOURCE" ,
8  )
static

Benchmark price source = PXSOURCE.

◆ CALL_PROTECTION()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::CALL_PROTECTION ( "PROTECT" ,
7  )
static

Call protection = PROTECT.

◆ CONSTANT_PREPAYMENT_PENALTY()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::CONSTANT_PREPAYMENT_PENALTY ( "CPP" ,
3  )
static

Constant Prepayment Penalty = CPP.

◆ CONSTANT_PREPAYMENT_RATE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::CONSTANT_PREPAYMENT_RATE ( "CPR" ,
3  )
static

Constant Prepayment Rate = CPR.

◆ CONSTANT_PREPAYMENT_YIELD()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::CONSTANT_PREPAYMENT_YIELD ( "CPY" ,
3  )
static

Constant Prepayment Yield = CPY.

◆ COUPON_RANGE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::COUPON_RANGE ( "COUPON" ,
6  )
static

Coupon range = COUPON.

◆ EXPLICIT_LOT_IDENTIFIER()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::EXPLICIT_LOT_IDENTIFIER ( "LOT" ,
3  )
static

Explicit lot identifier = LOT.

◆ FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE ( "HEP" ,
3  )
static

final CPR of Home Equity Prepayment Curve = HEP

◆ FREEFORM_TEXT()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::FREEFORM_TEXT ( "TEXT" ,
4  )
static

Freeform text = TEXT.

◆ GEOGRAPHICS()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::GEOGRAPHICS ( "GEOG" ,
4  )
static

Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) = GEOG.

◆ INSURED()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::INSURED ( "INSURED" ,
7  )
static

Insured (y/n) = INSURED.

◆ ISO_CURRENCY_CODE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::ISO_CURRENCY_CODE ( "CURRENCY" ,
8  )
static

ISO Currency code = CURRENCY.

◆ ISSUE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::ISSUE ( "ISSUE" ,
5  )
static

Year or Year/Month of Issue (ex. 234=2002/09) = ISSUE.

◆ ISSUE_SIZE_RANGE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::ISSUE_SIZE_RANGE ( "ISSUESIZE" ,
9  )
static

Issue size range = ISSUESIZE.

◆ ISSUERS_TICKER()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::ISSUERS_TICKER ( "ISSUER" ,
6  )
static

Issuer's ticker = ISSUER.

◆ LOOKBACK_DAYS()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::LOOKBACK_DAYS ( "LOOKBACK" ,
8  )
static

Lookback days = LOOKBACK.

◆ LOT_VARIANCE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::LOT_VARIANCE ( "LOTVAR" ,
6  )
static

Lot Variance (value in percent maximum over- or under-allocation allowed) = LOTVAR.

◆ MARKET_SECTOR()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MARKET_SECTOR ( "SECTOR" ,
6  )
static

Market sector = SECTOR.

◆ MATURITY_RANGE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MATURITY_RANGE ( "MATURITY" ,
8  )
static

Maturity range = MATURITY.

◆ MATURITY_YEAR_AND_MONTH()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MATURITY_YEAR_AND_MONTH ( "MAT" ,
3  )
static

Maturity Year and Month = MAT.

◆ MAXIMUM_SUBSTITUTIONS()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MAXIMUM_SUBSTITUTIONS ( "MAXSUBS" ,
7  )
static

Maximum substitutions (Repo) = MAXSUBS.

◆ MINIMUM_DENOMINATION()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MINIMUM_DENOMINATION ( "MINDNOM" ,
7  )
static

Minimum denomination = MINDNOM.

◆ MINIMUM_INCREMENT()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MINIMUM_INCREMENT ( "MININCR" ,
7  )
static

Minimum increment = MININCR.

◆ MINIMUM_QUANTITY()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MINIMUM_QUANTITY ( "MINQTY" ,
6  )
static

Minimum quantity = MINQTY.

◆ MONTHLY_PREPAYMENT_RATE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::MONTHLY_PREPAYMENT_RATE ( "MPR" ,
3  )
static

Monthly Prepayment Rate = MPR.

◆ NUMBER_OF_PIECES()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::NUMBER_OF_PIECES ( "PIECES" ,
6  )
static

Number of Pieces = PIECES.

◆ PAYMENT_FREQUENCY()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PAYMENT_FREQUENCY ( "PAYFREQ" ,
7  )
static

Payment frequency, calendar = PAYFREQ.

◆ PERCENT_OF_BMA_PREPAYMENT_CURVE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PERCENT_OF_BMA_PREPAYMENT_CURVE ( "PSA" ,
3  )
static

% of BMA Prepayment Curve = PSA

◆ PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE ( "MHP" ,
3  )
static

% of Manufactured Housing Prepayment Curve = MHP

◆ PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE ( "PPC" ,
3  )
static

% of Prospectus Prepayment Curve = PPC

◆ POOLS_MAXIMUM()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::POOLS_MAXIMUM ( "PMAX" ,
4  )
static

Pools Maximum = PMAX.

◆ POOLS_PER_LOT()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::POOLS_PER_LOT ( "PPL" ,
3  )
static

Pools per Lot = PPL.

◆ POOLS_PER_MILLION()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::POOLS_PER_MILLION ( "PPM" ,
3  )
static

Pools per Million = PPM.

◆ POOLS_PER_TRADE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::POOLS_PER_TRADE ( "PPT" ,
3  )
static

Pools per Trade = PPT.

◆ PRICE_RANGE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PRICE_RANGE ( "PRICE" ,
5  )
static

Price range = PRICE.

◆ PRICING_FREQUENCY()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PRICING_FREQUENCY ( "PRICEFREQ" ,
9  )
static

Pricing frequency = PRICEFREQ.

◆ PRODUCTION_YEAR()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PRODUCTION_YEAR ( "PROD" ,
4  )
static

Production Year = PROD.

◆ PURPOSE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::PURPOSE ( "PURPOSE" ,
7  )
static

Purpose = PURPOSE.

◆ RATING_SOURCE_AND_RANGE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::RATING_SOURCE_AND_RANGE ( "RATING" ,
6  )
static

Rating source and range = RATING.

◆ REDEMPTION()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::REDEMPTION ( "REDEMPTION" ,
10  )
static

Type of redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible = REDEMPTION.

◆ RESTRICTED()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::RESTRICTED ( "RESTRICTED" ,
10  )
static

Restricted (y/n) = RESTRICTED.

◆ SECTYPE_INCLUDED_EXCLUDED()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::SECTYPE_INCLUDED_EXCLUDED ( "SECTYPE" ,
7  )
static

<fieldref tag="167">SecurityType</fieldref>included or excluded = SECTYPE

◆ SINGLE_MONTHLY_MORTALITY()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::SINGLE_MONTHLY_MORTALITY ( "SMM" ,
3  )
static

Single Monthly Mortality = SMM.

◆ STRUCTURE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::STRUCTURE ( "STRUCT" ,
6  )
static

Structure = STRUCT.

◆ SUBSTITUTIONS_FREQUENCY()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::SUBSTITUTIONS_FREQUENCY ( "SUBSFREQ" ,
8  )
static

Substitutions frequency (Repo) = SUBSFREQ.

◆ SUBSTITUTIONS_LEFT()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::SUBSTITUTIONS_LEFT ( "SUBSLEFT" ,
8  )
static

Substitutions left (Repo) = SUBSLEFT.

◆ TRADE_VARIANCE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::TRADE_VARIANCE ( "TRDVAR" ,
6  )
static

Trade Variance (value in percent maximum over- or under-allocation allowed) = TRDVAR.

◆ VALUATION_DISCOUNT()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::VALUATION_DISCOUNT ( "HAIRCUT" ,
7  )
static

Valuation discount = HAIRCUT.

◆ WAC()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::WAC ( "WAC" ,
3  )
static

Weighted Average Coupon:value in percent (exact or range) plus 'Gross' or 'Net' of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee]) = WAC.

◆ WAL()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::WAL ( "WAL" ,
3  )
static

Weighted Average Life Coupon: value in percent (exact or range) = WAL.

◆ WALA()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::WALA ( "WALA" ,
4  )
static

Weighted Average Loan Age: value in months (exact or range) = WALA.

◆ WAM()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::WAM ( "WAM" ,
3  )
static

Weighted Average Maturity : value in months (exact or range) = WAM.

◆ WHOLE_POOL()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::WHOLE_POOL ( "WHOLE" ,
5  )
static

Whole Pool (y/n) = WHOLE.

◆ YIELD_RANGE()

static const Engine::AsciiString FixMessages::SG_FIX44::StipulationType::YIELD_RANGE ( "YIELD" ,
5  )
static

Yield range = YIELD.