Functions
static const Engine::AsciiString	AFTER_TAX ("AFTERTAX", 8)
	After Tax Yield (Municipals) = AFTERTAX.

static const Engine::AsciiString	ANNUAL ("ANNUAL", 6)
	Annual Yield = ANNUAL.

static const Engine::AsciiString	AT_ISSUE ("ATISSUE", 7)
	Yield At Issue (Municipals) = ATISSUE.

static const Engine::AsciiString	BOOK ("BOOK", 4)
	Book Yield = BOOK.

static const Engine::AsciiString	CHANGE_SINCE_CLOSE ("CHANGE", 6)
	Yield Change Since Close = CHANGE.

static const Engine::AsciiString	CLOSING ("CLOSE", 5)
	Closing Yield = CLOSE.

static const Engine::AsciiString	COMPOUND ("COMPOUND", 8)
	Compound Yield = COMPOUND.

static const Engine::AsciiString	CURRENT ("CURRENT", 7)
	Current Yield = CURRENT.

static const Engine::AsciiString	GOUVERMENT_EQUIVALENT ("GOVTEQUIV", 9)
	Gvnt Equivalent Yield = GOVTEQUIV.

static const Engine::AsciiString	INVERSE_FLOATER_BOND ("INVERSEFLOATER", 14)
	Inverse Floater Bond Yield = INVERSEFLOATER.

static const Engine::AsciiString	LAST_CLOSE ("LASTCLOSE", 9)
	Most Recent Closing Yield = LASTCLOSE.

static const Engine::AsciiString	LAST_MONTH ("LASTMONTH", 9)
	Closing Yield Most Recent Month = LASTMONTH.

static const Engine::AsciiString	LAST_QUARTER ("LASTQUARTER", 11)
	Closing Yield Most Recent Quarter = LASTQUARTER.

static const Engine::AsciiString	LAST_YEAR ("LASTYEAR", 8)
	Closing Yield Most Recent Year = LASTYEAR.

static const Engine::AsciiString	MARK_TO_MARKET ("MARK", 4)
	Mark to Market Yield = MARK.

static const Engine::AsciiString	OPEN_AVERAGE ("OPENAVG", 7)
	Open Average Yield = OPENAVG.

static const Engine::AsciiString	PREVIOUS_CLOSE ("PREVCLOSE", 9)
	Previous Close Yield = PREVCLOSE.

static const Engine::AsciiString	PROCEEDS ("PROCEEDS", 8)
	Proceeds Yield = PROCEEDS.

static const Engine::AsciiString	SEMI_ANNUAL ("SEMIANNUAL", 10)
	Semi-annual Yield = SEMIANNUAL.

static const Engine::AsciiString	SIMPLE ("SIMPLE", 6)
	Simple Yield = SIMPLE.

static const Engine::AsciiString	TAX_EQUIVALENT ("TAXEQUIV", 8)
	Tax Equivalent Yield = TAXEQUIV.

static const Engine::AsciiString	TO_AVERAGE_MATURITY ("AVGMATURITY", 11)
	Yield To Avg Maturity = AVGMATURITY.

static const Engine::AsciiString	TO_LONGEST_AVERAGE_LIFE ("LONGAVGLIFE", 11)
	Yield to Longest Average Life = LONGAVGLIFE.

static const Engine::AsciiString	TO_MATURITY ("MATURITY", 8)
	Yield to Maturity = MATURITY.

static const Engine::AsciiString	TO_NEXT_CALL ("CALL", 4)
	Yield to Next Call = CALL.

static const Engine::AsciiString	TO_NEXT_PUT ("PUT", 3)
	Yield to Next Put = PUT.

static const Engine::AsciiString	TO_NEXT_REFUND ("NEXTREFUND", 10)
	Yield to Next Refund (Sinking Fund Bonds) = NEXTREFUND.

static const Engine::AsciiString	TO_SHORTEST_AVERAGE_LIFE ("SHORTAVGLIFE", 12)
	Yield to Shortest Average Life = SHORTAVGLIFE.

static const Engine::AsciiString	TO_TENDER_DATE ("TENDER", 6)
	Yield to Tender Date = TENDER.

static const Engine::AsciiString	TO_WORSE ("WORST", 5)
	Yield To Worst = WORST.

static const Engine::AsciiString	TRUE_GROSS ("GROSS", 5)
	True Gross Yield = GROSS.

static const Engine::AsciiString	TRUE_YIELD ("TRUE", 4)
	True Yield = TRUE.

static const Engine::AsciiString	VALUE_1_32 ("VALUE1_32", 9)
	Yield Value Of 1/32 = VALUE1_32.

static const Engine::AsciiString	WITH_INFLATION_ASSUMPTION ("INFLATION", 9)
	Yield with Inflation Assumption = INFLATION.

Function Documentation

◆ AFTER_TAX()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::AFTER_TAX	(	"AFTERTAX"	,
		8	)

static

After Tax Yield (Municipals) = AFTERTAX.

◆ ANNUAL()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::ANNUAL	(	"ANNUAL"	,
		6	)

static

Annual Yield = ANNUAL.

◆ AT_ISSUE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::AT_ISSUE	(	"ATISSUE"	,
		7	)

static

Yield At Issue (Municipals) = ATISSUE.

◆ BOOK()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::BOOK	(	"BOOK"	,
		4	)

static

Book Yield = BOOK.

◆ CHANGE_SINCE_CLOSE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::CHANGE_SINCE_CLOSE	(	"CHANGE"	,
		6	)

static

Yield Change Since Close = CHANGE.

◆ CLOSING()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::CLOSING	(	"CLOSE"	,
		5	)

static

Closing Yield = CLOSE.

◆ COMPOUND()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::COMPOUND	(	"COMPOUND"	,
		8	)

static

Compound Yield = COMPOUND.

◆ CURRENT()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::CURRENT	(	"CURRENT"	,
		7	)

static

Current Yield = CURRENT.

◆ GOUVERMENT_EQUIVALENT()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::GOUVERMENT_EQUIVALENT	(	"GOVTEQUIV"	,
		9	)

static

Gvnt Equivalent Yield = GOVTEQUIV.

◆ INVERSE_FLOATER_BOND()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::INVERSE_FLOATER_BOND	(	"INVERSEFLOATER"	,
		14	)

static

Inverse Floater Bond Yield = INVERSEFLOATER.

◆ LAST_CLOSE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::LAST_CLOSE	(	"LASTCLOSE"	,
		9	)

static

Most Recent Closing Yield = LASTCLOSE.

◆ LAST_MONTH()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::LAST_MONTH	(	"LASTMONTH"	,
		9	)

static

Closing Yield Most Recent Month = LASTMONTH.

◆ LAST_QUARTER()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::LAST_QUARTER	(	"LASTQUARTER"	,
		11	)

static

Closing Yield Most Recent Quarter = LASTQUARTER.

◆ LAST_YEAR()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::LAST_YEAR	(	"LASTYEAR"	,
		8	)

static

Closing Yield Most Recent Year = LASTYEAR.

◆ MARK_TO_MARKET()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::MARK_TO_MARKET	(	"MARK"	,
		4	)

static

Mark to Market Yield = MARK.

◆ OPEN_AVERAGE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::OPEN_AVERAGE	(	"OPENAVG"	,
		7	)

static

Open Average Yield = OPENAVG.

◆ PREVIOUS_CLOSE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::PREVIOUS_CLOSE	(	"PREVCLOSE"	,
		9	)

static

Previous Close Yield = PREVCLOSE.

◆ PROCEEDS()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::PROCEEDS	(	"PROCEEDS"	,
		8	)

static

Proceeds Yield = PROCEEDS.

◆ SEMI_ANNUAL()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::SEMI_ANNUAL	(	"SEMIANNUAL"	,
		10	)

static

Semi-annual Yield = SEMIANNUAL.

◆ SIMPLE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::SIMPLE	(	"SIMPLE"	,
		6	)

static

Simple Yield = SIMPLE.

◆ TAX_EQUIVALENT()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TAX_EQUIVALENT	(	"TAXEQUIV"	,
		8	)

static

Tax Equivalent Yield = TAXEQUIV.

◆ TO_AVERAGE_MATURITY()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_AVERAGE_MATURITY	(	"AVGMATURITY"	,
		11	)

static

Yield To Avg Maturity = AVGMATURITY.

◆ TO_LONGEST_AVERAGE_LIFE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_LONGEST_AVERAGE_LIFE	(	"LONGAVGLIFE"	,
		11	)

static

Yield to Longest Average Life = LONGAVGLIFE.

◆ TO_MATURITY()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_MATURITY	(	"MATURITY"	,
		8	)

static

Yield to Maturity = MATURITY.

◆ TO_NEXT_CALL()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_NEXT_CALL	(	"CALL"	,
		4	)

static

Yield to Next Call = CALL.

◆ TO_NEXT_PUT()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_NEXT_PUT	(	"PUT"	,
		3	)

static

Yield to Next Put = PUT.

◆ TO_NEXT_REFUND()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_NEXT_REFUND	(	"NEXTREFUND"	,
		10	)

static

Yield to Next Refund (Sinking Fund Bonds) = NEXTREFUND.

◆ TO_SHORTEST_AVERAGE_LIFE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_SHORTEST_AVERAGE_LIFE	(	"SHORTAVGLIFE"	,
		12	)

static

Yield to Shortest Average Life = SHORTAVGLIFE.

◆ TO_TENDER_DATE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_TENDER_DATE	(	"TENDER"	,
		6	)

static

Yield to Tender Date = TENDER.

◆ TO_WORSE()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TO_WORSE	(	"WORST"	,
		5	)

static

Yield To Worst = WORST.

◆ TRUE_GROSS()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TRUE_GROSS	(	"GROSS"	,
		5	)

static

True Gross Yield = GROSS.

◆ TRUE_YIELD()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::TRUE_YIELD	(	"TRUE"	,
		4	)

static

True Yield = TRUE.

◆ VALUE_1_32()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::VALUE_1_32	(	"VALUE1_32"	,
		9	)

static

Yield Value Of 1/32 = VALUE1_32.

◆ WITH_INFLATION_ASSUMPTION()

static const Engine::AsciiString FixMessages::SG_FIX44::YieldType::WITH_INFLATION_ASSUMPTION	(	"INFLATION"	,
		9	)

static

Yield with Inflation Assumption = INFLATION.

Functions

Function Documentation

◆ AFTER_TAX()

◆ ANNUAL()

◆ AT_ISSUE()

◆ BOOK()

◆ CHANGE_SINCE_CLOSE()

◆ CLOSING()

◆ COMPOUND()

◆ CURRENT()

◆ GOUVERMENT_EQUIVALENT()

◆ INVERSE_FLOATER_BOND()

◆ LAST_CLOSE()

◆ LAST_MONTH()

◆ LAST_QUARTER()

◆ LAST_YEAR()

◆ MARK_TO_MARKET()

◆ OPEN_AVERAGE()

◆ PREVIOUS_CLOSE()

◆ PROCEEDS()

◆ SEMI_ANNUAL()

◆ SIMPLE()

◆ TAX_EQUIVALENT()

◆ TO_AVERAGE_MATURITY()

◆ TO_LONGEST_AVERAGE_LIFE()

◆ TO_MATURITY()

◆ TO_NEXT_CALL()

◆ TO_NEXT_PUT()

◆ TO_NEXT_REFUND()

◆ TO_SHORTEST_AVERAGE_LIFE()

◆ TO_TENDER_DATE()

◆ TO_WORSE()

◆ TRUE_GROSS()

◆ TRUE_YIELD()

◆ VALUE_1_32()

◆ WITH_INFLATION_ASSUMPTION()