FixMessages::SG_FIX44::QuotePriceType 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	PER_SHARE = 2
	Per unit (i.e. cents per contract) = 2.
static const int	PERCENTAGE = 1
	Percentage (e.g. percent of par) = 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	YIELD = 10
	Yield = 10.
static const int	YIELD_SPREAD_SWAPS = 9
	Yield = 9.

Variable Documentation

DISCOUNT

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

static

Discount - percentage points below par = 4.

FIXED_AMOUNT

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

static

Fixed Amount (absolute value) = 3.

PER_SHARE

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

static

Per unit (i.e. cents per contract) = 2.

PERCENTAGE

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

static

Percentage (e.g. percent of par) = 1.

PREMIUM

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

static

Premium - percentage points over par = 5.

SPREAD

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

static

Spread = 6.

TED_PRICE

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

static

TED price = 7.

TED_YIELD

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

static

TED yield = 8.

YIELD

const int FixMessages::SG_FIX44::QuotePriceType::YIELD = 10

static

Yield = 10.

YIELD_SPREAD_SWAPS

const int FixMessages::SG_FIX44::QuotePriceType::YIELD_SPREAD_SWAPS = 9

static

Yield = 9.