FixMessages::SG_FIX44::PriceType Namespace Reference

Variables
static const int	DISCOUNT = 4
	Discount - percentage points below par = 4.
static const int	FIXED_AMOUNT = 3
	Fixed Amount (absolute value) = 3.
static const int	FIXED_CABINET_TRADE_PRICE = 10
	Fixed cabinet trade price (primarily for listed futures and options) = 10.
static const int	PER_SHARE = 2
	Per unit (i.e. per share or contract) = 2.
static const int	PERCENTAGE = 1
	Percentage (e.g. percent of par) (often called "dollar price" for fixed income) = 1.
static const int	PREMIUM = 5
	Premium - percentage points over par = 5.
static const int	SPREAD = 6
	Spread = 6.
static const int	TED_PRICE = 7
	TED price = 7.
static const int	TED_YIELD = 8
	TED yield = 8.
static const int	VARIABLE_CABINET_TRADE_PRICE = 11
	Variable cabinet trade price (primarily for listed futures and options) = 11.
static const int	YIELD = 9
	Yield = 9.

Variable Documentation

DISCOUNT

const int FixMessages::SG_FIX44::PriceType::DISCOUNT = 4

static

Discount - percentage points below par = 4.

FIXED_AMOUNT

const int FixMessages::SG_FIX44::PriceType::FIXED_AMOUNT = 3

static

Fixed Amount (absolute value) = 3.

FIXED_CABINET_TRADE_PRICE

const int FixMessages::SG_FIX44::PriceType::FIXED_CABINET_TRADE_PRICE = 10

static

Fixed cabinet trade price (primarily for listed futures and options) = 10.

PER_SHARE

const int FixMessages::SG_FIX44::PriceType::PER_SHARE = 2

static

Per unit (i.e. per share or contract) = 2.

PERCENTAGE

const int FixMessages::SG_FIX44::PriceType::PERCENTAGE = 1

static

Percentage (e.g. percent of par) (often called "dollar price" for fixed income) = 1.

PREMIUM

const int FixMessages::SG_FIX44::PriceType::PREMIUM = 5

static

Premium - percentage points over par = 5.

SPREAD

const int FixMessages::SG_FIX44::PriceType::SPREAD = 6

static

Spread = 6.

TED_PRICE

const int FixMessages::SG_FIX44::PriceType::TED_PRICE = 7

static

TED price = 7.

TED_YIELD

const int FixMessages::SG_FIX44::PriceType::TED_YIELD = 8

static

TED yield = 8.

VARIABLE_CABINET_TRADE_PRICE

const int FixMessages::SG_FIX44::PriceType::VARIABLE_CABINET_TRADE_PRICE = 11

static

Variable cabinet trade price (primarily for listed futures and options) = 11.

YIELD

const int FixMessages::SG_FIX44::PriceType::YIELD = 9

static

Yield = 9.