FixMessages::SG_FIX44::LegSwapType Namespace Reference

Variables
static const int	MODIFIED_DURATION = 2
	Modified Duration = 2.
static const int	PAR_FOR_PAR = 1
	Par For Par = 1.
static const int	PROCEEDS = 5
	Proceeds = 5.
static const int	RISK = 4
	Risk = 4.

Variable Documentation

MODIFIED_DURATION

const int FixMessages::SG_FIX44::LegSwapType::MODIFIED_DURATION = 2

static

Modified Duration = 2.

PAR_FOR_PAR

const int FixMessages::SG_FIX44::LegSwapType::PAR_FOR_PAR = 1

static

Par For Par = 1.

PROCEEDS

const int FixMessages::SG_FIX44::LegSwapType::PROCEEDS = 5

static

Proceeds = 5.

RISK

const int FixMessages::SG_FIX44::LegSwapType::RISK = 4

static

Risk = 4.