/** * Field is a predefined data element, identified by a unique tag number, * that represents a specific piece of information within a message * (such as price, quantity, or order ID). * * @public */ export declare const Field: Readonly<{ /** Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. */ readonly Account: 1; /** Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) */ readonly AdvId: 2; /** Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) */ readonly AdvRefID: 3; /** Broker's side of advertised trade */ readonly AdvSide: 4; /** Identifies advertisement message transaction type */ readonly AdvTransType: 5; /** Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. */ readonly AvgPx: 6; /** Message sequence number of first message in range to be resent */ readonly BeginSeqNo: 7; /** Identifies beginning of new message and session protocol version by means of a session profile identifier (see FIX Session Layer for details). ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted). */ readonly BeginString: 8; /** Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) */ readonly BodyLength: 9; /** Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing \, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) */ readonly CheckSum: 10; /** Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID(11) field. */ readonly ClOrdID: 11; /** Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. */ readonly Commission: 12; /** Specifies the basis or unit used to calculate the total commission based on the rate. */ readonly CommType: 13; /** Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) */ readonly CumQty: 14; /** Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s). */ readonly Currency: 15; /** Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). */ readonly EndSeqNo: 16; /** Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). */ readonly ExecID: 17; /** Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) */ readonly ExecInst: 18; /** Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) */ readonly ExecRefID: 19; /** Identifies transaction type */ readonly ExecTransType: 20; /** Instructions for order handling on Broker trading floor */ readonly HandlInst: 21; /** Identifies class or source of the SecurityID(48) value. */ readonly SecurityIDSource: 22; /** Identifies class of alternative SecurityID */ readonly IDSource: 22; /** Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) */ readonly IOIID: 23; /** Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) */ readonly IOIid: 23; readonly IOIOthSvc: 24; /** Relative quality of indication */ readonly IOIQltyInd: 25; /** Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) */ readonly IOIRefID: 26; /** Quantity (e.g. number of shares) in numeric form or relative size. */ readonly IOIQty: 27; /** Number of shares in numeric or relative size. */ readonly IOIShares: 27; /** Identifies IOI message transaction type */ readonly IOITransType: 28; /** Broker capacity in order execution */ readonly LastCapacity: 29; /** Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser." */ readonly LastMkt: 30; /** Price of this (last) fill. */ readonly LastPx: 31; /** Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) */ readonly LastQty: 32; /** Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status) (Prior to FIX 4.2 this field was of type int) */ readonly LastShares: 32; /** Identifies number of lines of text body */ readonly NoLinesOfText: 33; /** Identifies number of lines of text body */ readonly LinesOfText: 33; /** Integer message sequence number. */ readonly MsgSeqNum: 34; /** Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** */ readonly MsgType: 35; /** New sequence number */ readonly NewSeqNo: 36; /** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. */ readonly OrderID: 37; /** Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) */ readonly OrderQty: 38; /** Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) */ readonly OrdStatus: 39; /** Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) */ readonly OrdType: 40; /** ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. */ readonly OrigClOrdID: 41; /** Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) */ readonly OrigTime: 42; /** Indicates possible retransmission of message with this sequence number */ readonly PossDupFlag: 43; /** Price per unit of quantity (e.g. per share) */ readonly Price: 44; /** Reference message sequence number */ readonly RefSeqNum: 45; /** Symbol of issue related to story. Can be repeated within message to identify multiple companies. */ readonly RelatdSym: 46; /** Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field. */ readonly Rule80A: 47; /** Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. */ readonly SecurityID: 48; /** Assigned value used to identify firm sending message. */ readonly SenderCompID: 49; /** Assigned value used to identify specific message originator (desk, trader, etc.) */ readonly SenderSubID: 50; /** No longer used. Included here for reference to prior versions. */ readonly SendingDate: 51; /** Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly SendingTime: 52; /** Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) */ readonly Quantity: 53; /** Number of shares (Prior to FIX 4.2 this field was of type int) */ readonly Shares: 53; /** Side of order (see Volume : "Glossary" for value definitions) */ readonly Side: 54; /** Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. */ readonly Symbol: 55; /** Assigned value used to identify receiving firm. */ readonly TargetCompID: 56; /** Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. */ readonly TargetSubID: 57; /** Free format text string (Note: this field does not have a specified maximum length) */ readonly Text: 58; /** Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. */ readonly TimeInForce: 59; /** Timestamp when the business transaction represented by the message occurred. */ readonly TransactTime: 60; /** Urgency flag */ readonly Urgency: 61; /** Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly ValidUntilTime: 62; /** Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer \> 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer \> 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer \> 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer \> 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. */ readonly SettlType: 63; /** Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution. */ readonly SettlmntTyp: 63; /** Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) */ readonly SettlDate: 64; /** Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) */ readonly FutSettDate: 64; /** Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. */ readonly SymbolSfx: 65; /** Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. */ readonly ListID: 66; /** Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) */ readonly ListSeqNo: 67; /** Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") */ readonly TotNoOrders: 68; /** Free format text message containing list handling and execution instructions. */ readonly ListExecInst: 69; /** Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) */ readonly AllocID: 70; /** Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** */ readonly AllocTransType: 71; /** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) */ readonly RefAllocID: 72; /** Indicates number of orders to be combined for average pricing and allocation. */ readonly NoOrders: 73; /** Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. */ readonly AvgPxPrecision: 74; /** Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. */ readonly AvgPrxPrecision: 74; /** Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). */ readonly TradeDate: 75; /** Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. */ readonly ExecBroker: 76; /** Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. */ readonly PositionEffect: 77; /** Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. */ readonly OpenClose: 77; /** Number of repeating AllocAccount (79)/AllocPrice (366) entries. */ readonly NoAllocs: 78; /** Sub-account mnemonic */ readonly AllocAccount: 79; /** Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) */ readonly AllocQty: 80; /** Number of shares to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) */ readonly AllocShares: 80; /** Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. */ readonly ProcessCode: 81; /** Total number of reports within series. */ readonly NoRpts: 82; /** Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. */ readonly RptSeq: 83; /** Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) */ readonly CxlQty: 84; /** Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. */ readonly NoDlvyInst: 85; /** Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions. */ readonly DlvyInst: 86; /** Identifies status of allocation. */ readonly AllocStatus: 87; /** Identifies reason for rejection. */ readonly AllocRejCode: 88; /** Electronic signature */ readonly Signature: 89; /** Length of encrypted message */ readonly SecureDataLen: 90; /** Actual encrypted data stream */ readonly SecureData: 91; /** Broker to receive trade credit. */ readonly BrokerOfCredit: 92; /** Number of bytes in signature field */ readonly SignatureLength: 93; /** Email message type. */ readonly EmailType: 94; /** Number of bytes in raw data field. */ readonly RawDataLength: 95; /** Unformatted raw data, can include bitmaps, word processor documents, etc. */ readonly RawData: 96; /** Indicates that message may contain information that has been sent under another sequence number. */ readonly PossResend: 97; /** Method of encryption. */ readonly EncryptMethod: 98; /** Price per unit of quantity (e.g. per share) */ readonly StopPx: 99; /** Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" */ readonly ExDestination: 100; /** Code to identify reason for cancel rejection. */ readonly CxlRejReason: 102; /** Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. */ readonly OrdRejReason: 103; /** Code to qualify IOI use. (see Volume : "Glossary" for value definitions) */ readonly IOIQualifier: 104; /** Identifier to aid in the management of multiple lists derived from a single, master list. */ readonly WaveNo: 105; /** Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" */ readonly Issuer: 106; /** Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument. */ readonly SecurityDesc: 107; /** Heartbeat interval (seconds) */ readonly HeartBtInt: 108; /** Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). */ readonly ClientID: 109; /** Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) */ readonly MinQty: 110; /** The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. */ readonly MaxFloor: 111; /** Identifier included in Test Request message to be returned in resulting Heartbeat */ readonly TestReqID: 112; /** Identifies party of trade responsible for exchange reporting. */ readonly ReportToExch: 113; /** Indicates whether the broker is to locate the stock in conjunction with a short sell order. */ readonly LocateReqd: 114; /** Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. */ readonly OnBehalfOfCompID: 115; /** Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party */ readonly OnBehalfOfSubID: 116; /** Unique identifier for quote */ readonly QuoteID: 117; /** Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. */ readonly NetMoney: 118; /** Total amount due expressed in settlement currency (includes the effect of the forex transaction) */ readonly SettlCurrAmt: 119; /** Currency code of settlement denomination. */ readonly SettlCurrency: 120; /** Indicates request for forex accommodation trade to be executed along with security transaction. */ readonly ForexReq: 121; /** Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. */ readonly OrigSendingTime: 122; /** Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. */ readonly GapFillFlag: 123; /** Number of executions or trades. */ readonly NoExecs: 124; /** No longer used. Included here for reference to prior versions. */ readonly CxlType: 125; /** Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. */ readonly ExpireTime: 126; /** Reason for execution rejection. */ readonly DKReason: 127; /** Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. */ readonly DeliverToCompID: 128; /** Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party */ readonly DeliverToSubID: 129; /** Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. */ readonly IOINaturalFlag: 130; /** Unique identifier for a QuoteRequest(35=R). */ readonly QuoteReqID: 131; /** Bid price/rate */ readonly BidPx: 132; /** Offer price/rate */ readonly OfferPx: 133; /** Quantity of bid (Prior to FIX 4.2 this field was of type int) */ readonly BidSize: 134; /** Quantity of offer (Prior to FIX 4.2 this field was of type int) */ readonly OfferSize: 135; /** Number of repeating groups of miscellaneous fees */ readonly NoMiscFees: 136; /** Miscellaneous fee value */ readonly MiscFeeAmt: 137; /** Currency of miscellaneous fee */ readonly MiscFeeCurr: 138; /** Indicates type of miscellaneous fee. */ readonly MiscFeeType: 139; /** Previous closing price of security. */ readonly PrevClosePx: 140; /** Indicates that both sides of the FIX session should reset sequence numbers. */ readonly ResetSeqNumFlag: 141; /** Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) */ readonly SenderLocationID: 142; /** Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) */ readonly TargetLocationID: 143; /** Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party */ readonly OnBehalfOfLocationID: 144; /** Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party */ readonly DeliverToLocationID: 145; /** Specifies the number of repeating symbols specified. */ readonly NoRelatedSym: 146; /** The subject of an Email message */ readonly Subject: 147; /** The headline of a News message */ readonly Headline: 148; /** A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" */ readonly URLLink: 149; /** Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). */ readonly ExecType: 150; /** Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) */ readonly LeavesQty: 151; /** Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. */ readonly CashOrderQty: 152; /** AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. */ readonly AllocAvgPx: 153; /** NetMoney(118) for a specific AllocAccount(79). */ readonly AllocNetMoney: 154; /** Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). */ readonly SettlCurrFxRate: 155; /** Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. */ readonly SettlCurrFxRateCalc: 156; /** Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. */ readonly NumDaysInterest: 157; /** The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. */ readonly AccruedInterestRate: 158; /** Amount of Accrued Interest for convertible bonds and fixed income */ readonly AccruedInterestAmt: 159; /** Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** */ readonly SettlInstMode: 160; /** Free format text related to a specific AllocAccount (79). */ readonly AllocText: 161; /** Unique identifier for Settlement Instruction. */ readonly SettlInstID: 162; /** Settlement Instructions message transaction type */ readonly SettlInstTransType: 163; /** Unique identifier for an email thread (new and chain of replies) */ readonly EmailThreadID: 164; /** Indicates source of Settlement Instructions */ readonly SettlInstSource: 165; /** Identifies Settlement Depository or Country Code (ISITC spec) using ISO 3166 (2 character) representing the country of settlement. */ readonly SettlLocation: 166; /** Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. */ readonly SecurityType: 167; /** Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly EffectiveTime: 168; /** Identifies the Standing Instruction database used */ readonly StandInstDbType: 169; /** Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). */ readonly StandInstDbName: 170; /** Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. */ readonly StandInstDbID: 171; /** Identifies type of settlement */ readonly SettlDeliveryType: 172; /** Broker’s account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository */ readonly SettlDepositoryCode: 173; /** BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) */ readonly SettlBrkrCode: 174; /** BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) */ readonly SettlInstCode: 175; /** Name of SettlInstSource's local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentName: 176; /** BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentCode: 177; /** SettlInstSource's account number at local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentAcctNum: 178; /** Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentAcctName: 179; /** Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository */ readonly SecuritySettlAgentContactName: 180; /** Phone number for contact at local agent bank if SettlLocation is not a depository */ readonly SecuritySettlAgentContactPhone: 181; /** Name of SettlInstSource's local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentName: 182; /** BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentCode: 183; /** SettlInstSource's account number at local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentAcctNum: 184; /** Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free */ readonly CashSettlAgentAcctName: 185; /** Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free */ readonly CashSettlAgentContactName: 186; /** Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free */ readonly CashSettlAgentContactPhone: 187; /** Bid F/X spot rate. */ readonly BidSpotRate: 188; /** Bid F/X forward points added to spot rate. May be a negative value. */ readonly BidForwardPoints: 189; /** Offer F/X spot rate. */ readonly OfferSpotRate: 190; /** Offer F/X forward points added to spot rate. May be a negative value. */ readonly OfferForwardPoints: 191; /** OrderQty (38) of the future part of a F/X swap order. */ readonly OrderQty2: 192; /** SettDate (64) of the future part of a F/X swap order. */ readonly SettlDate2: 193; /** FutSettDate of the future part of an F/X swap order. */ readonly FutSettDate2: 193; /** F/X spot rate. */ readonly LastSpotRate: 194; /** F/X forward points added to LastSpotRate(194). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199. */ readonly LastForwardPoints: 195; /** Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. */ readonly AllocLinkID: 196; /** Identifies the type of Allocation linkage when AllocLinkID(196) is used. */ readonly AllocLinkType: 197; /** Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. */ readonly SecondaryOrderID: 198; /** Number of repeating groups of IOIQualifiers (04). */ readonly NoIOIQualifiers: 199; /** Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). */ readonly MaturityMonthYear: 200; /** Indicates whether an option contract is a put, call, chooser or undetermined. */ readonly PutOrCall: 201; /** Strike Price for an Option. */ readonly StrikePrice: 202; /** Used for derivative products, such as options */ readonly CoveredOrUncovered: 203; /** Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself. */ readonly CustomerOrFirm: 204; /** Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT. */ readonly MaturityDay: 205; /** Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. */ readonly OptAttribute: 206; /** Market used to help identify a security. Provides the place of listing in the context of order placement or market data to uniquely identify the given instrument. Identifies the primary listing (“official place of listing”) when using the Instrument component as part of reference data messages. */ readonly SecurityExchange: 207; /** Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). */ readonly NotifyBrokerOfCredit: 208; /** Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details. */ readonly AllocHandlInst: 209; /** Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) */ readonly MaxShow: 210; /** Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) */ readonly PegOffsetValue: 211; /** Amount (signed) added to the price of the peg for a pegged order. */ readonly PegDifference: 211; /** Length of the XmlData data block. */ readonly XmlDataLen: 212; /** Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. */ readonly XmlData: 213; /** Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. */ readonly SettlInstRefID: 214; /** Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" */ readonly NoRoutingIDs: 215; /** Indicates the type of RoutingID (217) specified. */ readonly RoutingType: 216; /** Assigned value used to identify a specific routing destination. */ readonly RoutingID: 217; /** For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as count of basis points (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName(221) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. */ readonly Spread: 218; /** For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative. */ readonly SpreadToBenchmark: 218; /** For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field). */ readonly Benchmark: 219; /** Specifies currency used for benchmark curve. BenchmarkCurveCurrencyCodeSource(2950) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly BenchmarkCurveCurrency: 220; /** Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly BenchmarkCurveName: 221; /** Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly BenchmarkCurvePoint: 222; /** The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. */ readonly CouponRate: 223; /** Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly CouponPaymentDate: 224; /** The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly IssueDate: 225; /** Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly RepurchaseTerm: 226; /** Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly RepurchaseRate: 227; /** For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly Factor: 228; /** Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly TradeOriginationDate: 229; /** The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly ExDate: 230; /** Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. */ readonly ContractMultiplier: 231; /** Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). */ readonly NoStipulations: 232; /** For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly StipulationType: 233; /** For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: \< value \> value \<= value \>= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: "\>=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly StipulationValue: 234; /** Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly YieldType: 235; /** Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly Yield: 236; /** The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly TotalTakedown: 237; /** Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly Concession: 238; /** Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly RepoCollateralSecurityType: 239; /** Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly RedemptionDate: 240; /** Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly UnderlyingCouponPaymentDate: 241; /** Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly UnderlyingIssueDate: 242; /** Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingRepoCollateralSecurityType: 243; /** Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingRepurchaseTerm: 244; /** Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingRepurchaseRate: 245; /** Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingFactor: 246; /** Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly UnderlyingRedemptionDate: 247; /** Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly LegCouponPaymentDate: 248; /** Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly LegIssueDate: 249; /** Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegRepoCollateralSecurityType: 250; /** Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegRepurchaseTerm: 251; /** Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegRepurchaseRate: 252; /** Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegFactor: 253; /** Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly LegRedemptionDate: 254; /** An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly CreditRating: 255; /** Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly UnderlyingCreditRating: 256; /** Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly LegCreditRating: 257; /** Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly TradedFlatSwitch: 258; /** BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) */ readonly BasisFeatureDate: 259; /** Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) */ readonly BasisFeaturePrice: 260; /** Unique identifier for Market Data Request */ readonly MDReqID: 262; /** Subscription Request Type */ readonly SubscriptionRequestType: 263; /** Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) */ readonly MarketDepth: 264; /** Specifies the type of Market Data update. */ readonly MDUpdateType: 265; /** Specifies whether or not book entries should be aggregated. (Not specified) = broker option */ readonly AggregatedBook: 266; /** Number of MDEntryType (269) fields requested. */ readonly NoMDEntryTypes: 267; /** Number of entries in Market Data message. */ readonly NoMDEntries: 268; /** Type of market data entry. */ readonly MDEntryType: 269; /** Price of the Market Data Entry. */ readonly MDEntryPx: 270; /** Quantity or volume represented by the Market Data Entry. */ readonly MDEntrySize: 271; /** Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) */ readonly MDEntryDate: 272; /** Time of Market Data Entry. */ readonly MDEntryTime: 273; /** Direction of the "tick". */ readonly TickDirection: 274; /** Market posting quote / trade. Valid values: See "Appendix 6-C" */ readonly MDMkt: 275; /** Space-delimited list of conditions describing a quote. */ readonly QuoteCondition: 276; /** Type of market data entry. */ readonly TradeCondition: 277; /** Unique Market Data Entry identifier. */ readonly MDEntryID: 278; /** Type of Market Data update action. */ readonly MDUpdateAction: 279; /** Refers to a previous MDEntryID (278). */ readonly MDEntryRefID: 280; /** Reason for the rejection of a Market Data request. */ readonly MDReqRejReason: 281; /** Originator of a Market Data Entry */ readonly MDEntryOriginator: 282; /** Identification of a Market Maker's location */ readonly LocationID: 283; /** Identification of a Market Maker's desk */ readonly DeskID: 284; /** Reason for deletion. */ readonly DeleteReason: 285; /** Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) */ readonly OpenCloseSettlFlag: 286; /** Flag that identifies a price. */ readonly OpenCloseSettleFlag: 286; /** Specifies the number of days that may elapse before delivery of the security */ readonly SellerDays: 287; /** Buying party in a trade */ readonly MDEntryBuyer: 288; /** Selling party in a trade */ readonly MDEntrySeller: 289; /** Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. */ readonly MDEntryPositionNo: 290; /** Identifies a firm's or a security's financial status */ readonly FinancialStatus: 291; /** Identifies the type of Corporate Action. */ readonly CorporateAction: 292; /** Default Bid Size. */ readonly DefBidSize: 293; /** Default Offer Size. */ readonly DefOfferSize: 294; /** The number of quote entries for a QuoteSet. */ readonly NoQuoteEntries: 295; /** The number of sets of quotes in the message. */ readonly NoQuoteSets: 296; /** Identifies the status of the quote acknowledgement. */ readonly QuoteStatus: 297; /** Identifies the type of quote cancel. */ readonly QuoteCancelType: 298; /** Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. */ readonly QuoteEntryID: 299; /** Reason quote was rejected. */ readonly QuoteRejectReason: 300; /** Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. */ readonly QuoteResponseLevel: 301; /** Unique id for the Quote Set. */ readonly QuoteSetID: 302; /** Indicates the type of Quote Request being generated */ readonly QuoteRequestType: 303; /** Total number of quotes for the quote set. */ readonly TotNoQuoteEntries: 304; /** Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. */ readonly TotQuoteEntries: 304; /** Identifies class or source of the UnderlyingSecurityID(309) value. */ readonly UnderlyingSecurityIDSource: 305; /** Underlying security’s IDSource. */ readonly UnderlyingIDSource: 305; /** Underlying security's Issuer. See Issuer(106) field for description. */ readonly UnderlyingIssuer: 306; /** Description of the underlying security. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument. */ readonly UnderlyingSecurityDesc: 307; /** Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) */ readonly UnderlyingSecurityExchange: 308; /** Underlying security's SecurityID. See SecurityID (48) field for description */ readonly UnderlyingSecurityID: 309; /** Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or \< UnderlyingStipulations \> block e.g.: */ readonly UnderlyingSecurityType: 310; /** Underlying security's Symbol. See Symbol (55) field for description */ readonly UnderlyingSymbol: 311; /** Underlying security's SymbolSfx. See SymbolSfx (65) field for description */ readonly UnderlyingSymbolSfx: 312; /** Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description */ readonly UnderlyingMaturityMonthYear: 313; /** Underlying security’s MaturityDay. See MaturityDay field for description */ readonly UnderlyingMaturityDay: 314; /** Indicates whether an underlying option contract is a put, call, chooser or undetermined. */ readonly UnderlyingPutOrCall: 315; /** Underlying security's StrikePrice. See StrikePrice (202) field for description */ readonly UnderlyingStrikePrice: 316; /** Underlying security's OptAttribute. See OptAttribute (206) field for description */ readonly UnderlyingOptAttribute: 317; /** Underlying security's currency. */ readonly UnderlyingCurrency: 318; /** Quantity of a particular leg in the security. */ readonly RatioQty: 319; /** Unique ID of a Security Definition Request. */ readonly SecurityReqID: 320; /** Type of Security Definition Request. */ readonly SecurityRequestType: 321; /** Unique ID of a Security Definition message. */ readonly SecurityResponseID: 322; /** Type of Security Definition message response. */ readonly SecurityResponseType: 323; /** Unique ID of a Security Status Request or a Security Mass Status Request message. */ readonly SecurityStatusReqID: 324; /** Indicates whether or not message is being sent as a result of a subscription request or not. */ readonly UnsolicitedIndicator: 325; /** Identifies the trading status applicable to the transaction. */ readonly SecurityTradingStatus: 326; /** Denotes the reason for the Opening Delay or Trading Halt. */ readonly HaltReason: 327; /** Indicates whether or not the halt was due to Common Stock trading being halted. */ readonly InViewOfCommon: 328; /** Indicates whether or not the halt was due to the Related Security being halted. */ readonly DueToRelated: 329; /** Quantity bought. */ readonly BuyVolume: 330; /** Quantity sold. */ readonly SellVolume: 331; /** Represents an indication of the high end of the price range for a security prior to the open or reopen */ readonly HighPx: 332; /** Represents an indication of the low end of the price range for a security prior to the open or reopen */ readonly LowPx: 333; /** Identifies the type of adjustment. */ readonly Adjustment: 334; /** Unique ID of a Trading Session Status message. */ readonly TradSesReqID: 335; /** Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. */ readonly TradingSessionID: 336; /** Identifies the trader (e.g. "badge number") of the ContraBroker. */ readonly ContraTrader: 337; /** Method of trading */ readonly TradSesMethod: 338; /** Trading Session Mode */ readonly TradSesMode: 339; /** State of the trading session. */ readonly TradSesStatus: 340; /** Starting time of the trading session */ readonly TradSesStartTime: 341; /** Time of the opening of the trading session */ readonly TradSesOpenTime: 342; /** Time of the pre-closed of the trading session */ readonly TradSesPreCloseTime: 343; /** Closing time of the trading session */ readonly TradSesCloseTime: 344; /** End time of the trading session */ readonly TradSesEndTime: 345; /** Number of orders in the market. */ readonly NumberOfOrders: 346; /** Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. */ readonly MessageEncoding: 347; /** Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. */ readonly EncodedIssuerLen: 348; /** Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. */ readonly EncodedIssuer: 349; /** Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. */ readonly EncodedSecurityDescLen: 350; /** Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. */ readonly EncodedSecurityDesc: 351; /** Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. */ readonly EncodedListExecInstLen: 352; /** Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. */ readonly EncodedListExecInst: 353; /** Byte length of encoded (non-ASCII characters) EncodedText (355) field. */ readonly EncodedTextLen: 354; /** Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. */ readonly EncodedText: 355; /** Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. */ readonly EncodedSubjectLen: 356; /** Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. */ readonly EncodedSubject: 357; /** Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. */ readonly EncodedHeadlineLen: 358; /** Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. */ readonly EncodedHeadline: 359; /** Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. */ readonly EncodedAllocTextLen: 360; /** Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. */ readonly EncodedAllocText: 361; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. */ readonly EncodedUnderlyingIssuerLen: 362; /** Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. */ readonly EncodedUnderlyingIssuer: 363; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. */ readonly EncodedUnderlyingSecurityDescLen: 364; /** Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. */ readonly EncodedUnderlyingSecurityDesc: 365; /** Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). */ readonly AllocPrice: 366; /** Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly QuoteSetValidUntilTime: 367; /** Reason Quote Entry was rejected: */ readonly QuoteEntryRejectReason: 368; /** The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. */ readonly LastMsgSeqNumProcessed: 369; /** Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly OnBehalfOfSendingTime: 370; /** The tag number of the FIX field being referenced. */ readonly RefTagID: 371; /** The MsgType (35) of the FIX message being referenced. */ readonly RefMsgType: 372; /** Code to identify reason for a session-level Reject message. */ readonly SessionRejectReason: 373; /** Identifies the Bid Request message type. */ readonly BidRequestTransType: 374; /** Identifies contra broker. Standard NASD market-maker mnemonic is preferred. */ readonly ContraBroker: 375; /** ID used to represent this transaction for compliance purposes (e.g. OATS reporting). */ readonly ComplianceID: 376; /** Indicates whether or not the order was solicited. */ readonly SolicitedFlag: 377; /** The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. */ readonly ExecRestatementReason: 378; /** The value of the business-level "ID" field on the message being referenced. */ readonly BusinessRejectRefID: 379; /** Code to identify reason for a Business Message Reject message. */ readonly BusinessRejectReason: 380; /** Total amount traded expressed in units of currency - usually quantity * price. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). */ readonly GrossTradeAmt: 381; /** The number of ContraBroker (375) entries. */ readonly NoContraBrokers: 382; /** Maximum number of bytes supported for a single message. */ readonly MaxMessageSize: 383; /** Number of MsgTypes (35) in repeating group. */ readonly NoMsgTypes: 384; /** Specifies the direction of the message. */ readonly MsgDirection: 385; /** Number of TradingSessionIDs (336) in repeating group. */ readonly NoTradingSessions: 386; /** Total volume (quantity) traded. */ readonly TotalVolumeTraded: 387; /** Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. */ readonly DiscretionInst: 388; /** Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) */ readonly DiscretionOffsetValue: 389; /** Amount (signed) added to the "related to" price specified via DiscretionInst. */ readonly DiscretionOffset: 389; /** For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. */ readonly BidID: 390; /** Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. */ readonly ClientBidID: 391; /** Descriptive name for list order. */ readonly ListName: 392; /** Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) */ readonly TotNoRelatedSym: 393; /** Total number of securities. */ readonly TotalNumSecurities: 393; /** Code to identify the type of Bid Request. */ readonly BidType: 394; /** Total number of tickets. */ readonly NumTickets: 395; /** Amounts in currency */ readonly SideValue1: 396; /** Amounts in currency */ readonly SideValue2: 397; /** Number of BidDescriptor (400) entries. */ readonly NoBidDescriptors: 398; /** Code to identify the type of BidDescriptor (400). */ readonly BidDescriptorType: 399; /** BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text */ readonly BidDescriptor: 400; /** Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. */ readonly SideValueInd: 401; /** Liquidity indicator or lower limit if TotalNumSecurities (393) \> 1. Represented as a percentage. */ readonly LiquidityPctLow: 402; /** Upper liquidity indicator if TotalNumSecurities (393) \> 1. Represented as a percentage. */ readonly LiquidityPctHigh: 403; /** Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency */ readonly LiquidityValue: 404; /** Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. */ readonly EFPTrackingError: 405; /** Used in EFP trades */ readonly FairValue: 406; /** Used in EFP trades. Represented as a percentage. */ readonly OutsideIndexPct: 407; /** Used in EFP trades */ readonly ValueOfFutures: 408; /** Code to identify the type of liquidity indicator. */ readonly LiquidityIndType: 409; /** Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. */ readonly WtAverageLiquidity: 410; /** Indicates whether or not to exchange for phsyical. */ readonly ExchangeForPhysical: 411; /** Value of stocks in Currency */ readonly OutMainCntryUIndex: 412; /** Percentage of program that crosses in Currency. Represented as a percentage. */ readonly CrossPercent: 413; /** Code to identify the desired frequency of progress reports. */ readonly ProgRptReqs: 414; /** Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. */ readonly ProgPeriodInterval: 415; /** Code to represent whether value is net (inclusive of tax) or gross. */ readonly IncTaxInd: 416; /** Indicates the total number of bidders on the list */ readonly NumBidders: 417; /** Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") */ readonly BidTradeType: 418; /** Code to represent the basis price type. */ readonly BasisPxType: 419; /** Indicates the number of list entries. */ readonly NoBidComponents: 420; /** ISO Country Code in field */ readonly Country: 421; /** Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. */ readonly TotNoStrikes: 422; /** Code to represent the price type. */ readonly PriceType: 423; /** For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) */ readonly DayOrderQty: 424; /** Quantity on a GT order that has traded today. */ readonly DayCumQty: 425; /** The average price for quantity on a GT order that has traded today. */ readonly DayAvgPx: 426; /** Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. */ readonly GTBookingInst: 427; /** Number of list strike price entries. */ readonly NoStrikes: 428; /** Code to represent the status type. */ readonly ListStatusType: 429; /** Code to represent whether value is net (inclusive of tax) or gross. */ readonly NetGrossInd: 430; /** Code to represent the status of a list order. */ readonly ListOrderStatus: 431; /** Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices */ readonly ExpireDate: 432; /** Identifies the type of ListExecInst (69). */ readonly ListExecInstType: 433; /** Identifies the type of request that a Cancel Reject is in response to. */ readonly CxlRejResponseTo: 434; /** Underlying security's CouponRate. See CouponRate (223) field for description */ readonly UnderlyingCouponRate: 435; /** Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description */ readonly UnderlyingContractMultiplier: 436; /** Quantity traded with the ContraBroker (375). */ readonly ContraTradeQty: 437; /** Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") */ readonly ContraTradeTime: 438; /** Firm that will clear the trade. Used if different from the executing firm. */ readonly ClearingFirm: 439; /** Supplemental accounting information forwarded to clearing house/firm. */ readonly ClearingAccount: 440; /** Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. */ readonly LiquidityNumSecurities: 441; /** Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. */ readonly MultiLegReportingType: 442; /** The time at which current market prices are used to determine the value of a basket. In negotiation workflows where a spread-to-benchmark price is negotiated, this is the pre-determined time at which the benchmark is to be spotted. */ readonly StrikeTime: 443; /** Free format text string related to List Status. */ readonly ListStatusText: 444; /** Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. */ readonly EncodedListStatusTextLen: 445; /** Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. */ readonly EncodedListStatusText: 446; /** Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of \ Component Block" */ readonly PartyIDSource: 447; /** Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of \ Component Block" */ readonly PartyID: 448; /** Net change from previous day's closing price vs. last traded price. */ readonly NetChgPrevDay: 451; /** Identifies the type or role of the PartyID (448) specified. */ readonly PartyRole: 452; /** Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries */ readonly NoPartyIDs: 453; /** Number of SecurityAltID (455) entries. */ readonly NoSecurityAltID: 454; /** Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. */ readonly SecurityAltID: 455; /** Identifies class or source of the SecurityAltID(455) value. */ readonly SecurityAltIDSource: 456; /** Number of UnderlyingSecurityAltID (458) entries. */ readonly NoUnderlyingSecurityAltID: 457; /** Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. */ readonly UnderlyingSecurityAltID: 458; /** Identifies class or source of the UnderlyingSecurityAltID(458) value. Required if UnderlyingSecurityAltID is specified. */ readonly UnderlyingSecurityAltIDSource: 459; /** Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. */ readonly Product: 460; /** Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" */ readonly CFICode: 461; /** Underlying security's Product. Valid values: see Product(460) field */ readonly UnderlyingProduct: 462; /** Underlying security's CFICode. Valid values: see CFICode (461) field */ readonly UnderlyingCFICode: 463; /** Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". */ readonly TestMessageIndicator: 464; /** Common reference passed to a post-trade booking process (e.g. industry matching utility). */ readonly BookingRefID: 466; /** Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). */ readonly IndividualAllocID: 467; /** Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. */ readonly RoundingDirection: 468; /** For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. */ readonly RoundingModulus: 469; /** ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. */ readonly CountryOfIssue: 470; /** A two-character state or province abbreviation. */ readonly StateOrProvinceOfIssue: 471; /** Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. */ readonly LocaleOfIssue: 472; /** The number of registration details on a Registration Instructions message */ readonly NoRegistDtls: 473; /** Set of Correspondence address details, possibly including phone, fax, etc. */ readonly MailingDtls: 474; /** The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. */ readonly InvestorCountryOfResidence: 475; /** "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. */ readonly PaymentRef: 476; /** Identifies the payment method for a (fractional) distribution. Used for CIV. */ readonly DistribPaymentMethod: 477; /** Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". */ readonly CashDistribCurr: 478; /** Specifies currency to be used for Commission(12) if the commission currency is different from the deal currency. CommCurrencyCodeSource(2922) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly CommCurrency: 479; /** For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. */ readonly CancellationRights: 480; /** A one character code identifying Money laundering status. */ readonly MoneyLaunderingStatus: 481; /** Free format text to specify mailing instruction requirements, e.g. "no third party mailings". */ readonly MailingInst: 482; /** For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. */ readonly TransBkdTime: 483; /** For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. */ readonly ExecPriceType: 484; /** For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) */ readonly ExecPriceAdjustment: 485; /** The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. */ readonly DateOfBirth: 486; /** Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) */ readonly TradeReportTransType: 487; /** The name of the payment card holder as specified on the card being used for payment. */ readonly CardHolderName: 488; /** The number of the payment card as specified on the card being used for payment. */ readonly CardNumber: 489; /** The expiry date of the payment card as specified on the card being used for payment. */ readonly CardExpDate: 490; /** The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. */ readonly CardIssNum: 491; /** Identifies the settlement payment method. */ readonly PaymentMethod: 492; /** For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. */ readonly RegistAcctType: 493; /** Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. */ readonly Designation: 494; /** Identifies the type of tax exempt account in which purchases shares/units are to be held. Used for CIV. */ readonly TaxAdvantageType: 495; /** Text indicating reason(s) why a Registration Instruction has been rejected. */ readonly RegistRejReasonText: 496; /** A one character code identifying whether the Fund based renewal commission is to be waived. */ readonly FundRenewWaiv: 497; /** Name of local agent bank if for cash distributions */ readonly CashDistribAgentName: 498; /** BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions */ readonly CashDistribAgentCode: 499; /** Account number at agent bank for distributions. */ readonly CashDistribAgentAcctNumber: 500; /** Free format Payment reference to assist with reconciliation of distributions. */ readonly CashDistribPayRef: 501; /** Name of account at agent bank for distributions. */ readonly CashDistribAgentAcctName: 502; /** The start date of the card as specified on the card being used for payment. */ readonly CardStartDate: 503; /** The date written on a cheque or date payment should be submitted to the relevant clearing system. */ readonly PaymentDate: 504; /** Identifies sender of a payment, e.g. the payment remitter or a customer reference number. */ readonly PaymentRemitterID: 505; /** Registration status as returned by the broker or (for CIV) the fund manager: */ readonly RegistStatus: 506; /** Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: */ readonly RegistRejReasonCode: 507; /** Reference identifier for the RegistID(513) with Cancel and Replace RegistTransType(514) transaction types. */ readonly RegistRefID: 508; /** Set of Registration name and address details, possibly including phone, fax etc. */ readonly RegistDtls: 509; /** The number of Distribution Instructions on a Registration Instructions message */ readonly NoDistribInsts: 510; /** Email address relating to Registration name and address details */ readonly RegistEmail: 511; /** The amount of each distribution to go to this beneficiary, expressed as a percentage */ readonly DistribPercentage: 512; /** Unique identifier of the registration details as assigned by institution or intermediary. */ readonly RegistID: 513; /** Identifies Registration Instructions transaction type */ readonly RegistTransType: 514; /** For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. */ readonly ExecValuationPoint: 515; /** For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. */ readonly OrderPercent: 516; /** The relationship between Registration parties. */ readonly OwnershipType: 517; /** The number of Contract Amount details on an Execution Report message */ readonly NoContAmts: 518; /** Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. */ readonly ContAmtType: 519; /** Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). */ readonly ContAmtValue: 520; /** Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". */ readonly ContAmtCurr: 521; /** Identifies the type of owner. */ readonly OwnerType: 522; /** Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. */ readonly PartySubID: 523; /** PartyID value within a nested repeating group. Same values as PartyID (448) */ readonly NestedPartyID: 524; /** PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) */ readonly NestedPartyIDSource: 525; /** Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. */ readonly SecondaryClOrdID: 526; /** Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. */ readonly SecondaryExecID: 527; /** Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) */ readonly OrderCapacity: 528; /** Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. */ readonly OrderRestrictions: 529; /** Specifies scope of Order Mass Cancel Request. */ readonly MassCancelRequestType: 530; /** Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request */ readonly MassCancelResponse: 531; /** Reason Order Mass Cancel Request was rejected */ readonly MassCancelRejectReason: 532; /** Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). */ readonly TotalAffectedOrders: 533; /** Number of affected orders in the repeating group of order ids. */ readonly NoAffectedOrders: 534; /** OrderID(37) of an order affected by a mass cancel or mass action request. */ readonly AffectedOrderID: 535; /** SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. */ readonly AffectedSecondaryOrderID: 536; /** Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. */ readonly QuoteType: 537; /** PartyRole value within a nested repeating group. Same values as PartyRole (452) */ readonly NestedPartyRole: 538; /** Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries */ readonly NoNestedPartyIDs: 539; /** Total Amount of Accrued Interest for convertible bonds and fixed income */ readonly TotalAccruedInterestAmt: 540; /** Date of maturity. */ readonly MaturityDate: 541; /** Underlying security's maturity date. See MaturityDate (541) field for description */ readonly UnderlyingMaturityDate: 542; /** Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). */ readonly InstrRegistry: 543; /** Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. */ readonly CashMargin: 544; /** PartySubID value within a nested repeating group. Same values as PartySubID (523) */ readonly NestedPartySubID: 545; /** Specifies the market scope of the market data. */ readonly Scope: 546; /** Defines how a server handles distribution of a truncated book. Defaults to broker option. */ readonly MDImplicitDelete: 547; /** Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. */ readonly CrossID: 548; /** Type of cross being submitted to a market */ readonly CrossType: 549; /** Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). */ readonly CrossPrioritization: 550; /** CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. */ readonly OrigCrossID: 551; /** Number of Side repeating group instances. */ readonly NoSides: 552; /** Userid or username. */ readonly Username: 553; /** Password or passphrase. */ readonly Password: 554; /** Number of InstrumentLeg repeating group instances. */ readonly NoLegs: 555; /** Currency associated with a particular Leg's quantity */ readonly LegCurrency: 556; /** Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. */ readonly TotNoSecurityTypes: 557; /** Number of Security Type repeating group instances. */ readonly NoSecurityTypes: 558; /** Identifies the type/criteria of Security List Request */ readonly SecurityListRequestType: 559; /** The results returned to a Security Request message */ readonly SecurityRequestResult: 560; /** The trading lot size of a security */ readonly RoundLot: 561; /** The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. */ readonly MinTradeVol: 562; /** Indicates the method of execution reporting requested by issuer of the order. */ readonly MultiLegRptTypeReq: 563; /** PositionEffect for leg of a multileg See PositionEffect (77) field for description */ readonly LegPositionEffect: 564; /** CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description */ readonly LegCoveredOrUncovered: 565; /** Price for leg of a multileg See Price (44) field for description */ readonly LegPrice: 566; /** Indicates the reason a Trading Session Status Request was rejected. */ readonly TradSesStatusRejReason: 567; /** Trade Capture Report Request ID */ readonly TradeRequestID: 568; /** Type of Trade Capture Report. */ readonly TradeRequestType: 569; /** Indicates if the transaction was previously reported to the counterparty or market. */ readonly PreviouslyReported: 570; /** Unique identifier of trade capture report */ readonly TradeReportID: 571; /** Reference identifier used with CANCEL and REPLACE transaction types. */ readonly TradeReportRefID: 572; /** The status of this trade with respect to matching or comparison. */ readonly MatchStatus: 573; /** The point in the matching process at which this trade was matched. */ readonly MatchType: 574; /** This trade is to be treated as an odd lot If this field is not specified, the default will be "N" */ readonly OddLot: 575; /** Number of clearing instructions */ readonly NoClearingInstructions: 576; /** Eligibility of this trade for clearing and central counterparty processing. */ readonly ClearingInstruction: 577; /** Type of input device or system from which the trade was entered. */ readonly TradeInputSource: 578; /** Specific device number, terminal number or station where trade was entered */ readonly TradeInputDevice: 579; /** Number of Date fields provided in date range */ readonly NoDates: 580; /** Type of account associated with an order */ readonly AccountType: 581; /** Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. */ readonly CustOrderCapacity: 582; /** Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. */ readonly ClOrdLinkID: 583; /** Value assigned by issuer of Mass Status Request to uniquely identify the request */ readonly MassStatusReqID: 584; /** Specifies the type or scope of the mass order status request. */ readonly MassStatusReqType: 585; /** The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. */ readonly OrigOrdModTime: 586; /** Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer \> 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer \> 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer \> 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer \> 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. */ readonly LegSettlType: 587; /** Refer to description for SettlDate[64] */ readonly LegSettlDate: 588; /** Indicates whether or not automatic booking can occur. */ readonly DayBookingInst: 589; /** Indicates what constitutes a bookable unit. */ readonly BookingUnit: 590; /** Indicates the method of preallocation. */ readonly PreallocMethod: 591; /** Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description */ readonly UnderlyingCountryOfIssue: 592; /** Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description */ readonly UnderlyingStateOrProvinceOfIssue: 593; /** Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description */ readonly UnderlyingLocaleOfIssue: 594; /** Underlying security's InstrRegistry. See InstrRegistry (543) field for description */ readonly UnderlyingInstrRegistry: 595; /** Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description */ readonly LegCountryOfIssue: 596; /** Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description */ readonly LegStateOrProvinceOfIssue: 597; /** Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description */ readonly LegLocaleOfIssue: 598; /** Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description */ readonly LegInstrRegistry: 599; /** Multileg instrument's individual security's Symbol. See Symbol (55) field for description */ readonly LegSymbol: 600; /** Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description */ readonly LegSymbolSfx: 601; /** Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description */ readonly LegSecurityID: 602; /** Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description */ readonly LegSecurityIDSource: 603; /** Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description */ readonly NoLegSecurityAltID: 604; /** Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description */ readonly LegSecurityAltID: 605; /** Alternate identifier for individual leg security of a multileg instrument. See SecurityAltIDSource(456) field for complete definition. */ readonly LegSecurityAltIDSource: 606; /** Multileg instrument's individual security's Product. See Product (460) field for description */ readonly LegProduct: 607; /** Multileg instrument's individual security's CFICode. See CFICode (461) field for description */ readonly LegCFICode: 608; /** Refer to definition of SecurityType(167) */ readonly LegSecurityType: 609; /** Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description */ readonly LegMaturityMonthYear: 610; /** Multileg instrument's individual security's MaturityDate. See MaturityDate(541) field for description. */ readonly LegMaturityDate: 611; /** Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description */ readonly LegStrikePrice: 612; /** Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description */ readonly LegOptAttribute: 613; /** Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description */ readonly LegContractMultiplier: 614; /** Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description */ readonly LegCouponRate: 615; /** Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description */ readonly LegSecurityExchange: 616; /** Multileg instrument's individual security's Issuer. See Issuer (106) field for description */ readonly LegIssuer: 617; /** Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description */ readonly EncodedLegIssuerLen: 618; /** Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description */ readonly EncodedLegIssuer: 619; /** Description of a multileg instrument. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument. */ readonly LegSecurityDesc: 620; /** Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description */ readonly EncodedLegSecurityDescLen: 621; /** Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description */ readonly EncodedLegSecurityDesc: 622; /** The ratio of quantity for this individual leg relative to the entire multileg security. */ readonly LegRatioQty: 623; /** The side of this individual leg (multileg security). See Side (54) field for description and values */ readonly LegSide: 624; /** Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility */ readonly TradingSessionSubID: 625; /** Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** */ readonly AllocType: 626; /** Number of HopCompID entries in repeating group. */ readonly NoHops: 627; /** Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. */ readonly HopCompID: 628; /** Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. */ readonly HopSendingTime: 629; /** Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. */ readonly HopRefID: 630; /** Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. */ readonly MidPx: 631; /** Bid yield */ readonly BidYield: 632; /** Mid yield */ readonly MidYield: 633; /** Offer yield */ readonly OfferYield: 634; /** Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): */ readonly ClearingFeeIndicator: 635; /** Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. */ readonly WorkingIndicator: 636; /** Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values */ readonly LegLastPx: 637; /** Indicates if a Cancel/Replace has caused an order to lose book priority. */ readonly PriorityIndicator: 638; /** Amount of price improvement. */ readonly PriceImprovement: 639; /** Price of the future part of a F/X swap order. See Price (44) for description. */ readonly Price2: 640; /** F/X forward points of the future part of a F/X swap order added to LastSpotRate(194). May be a negative value. */ readonly LastForwardPoints2: 641; /** Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. */ readonly BidForwardPoints2: 642; /** Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. */ readonly OfferForwardPoints2: 643; /** RFQ Request ID - used to identify an RFQ Request. */ readonly RFQReqID: 644; /** Used to indicate the best bid in a market */ readonly MktBidPx: 645; /** Used to indicate the best offer in a market */ readonly MktOfferPx: 646; /** Used to indicate a minimum quantity for a bid. */ readonly MinBidSize: 647; /** Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. */ readonly MinOfferSize: 648; /** Unique identifier for Quote Status Request. */ readonly QuoteStatusReqID: 649; /** Indicates that this message is to serve as the final and legal confirmation. */ readonly LegalConfirm: 650; /** The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. */ readonly UnderlyingLastPx: 651; /** The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. */ readonly UnderlyingLastQty: 652; /** Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). */ readonly LegRefID: 654; /** Unique indicator for a specific leg for the ContraBroker (375). */ readonly ContraLegRefID: 655; /** Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) */ readonly SettlCurrBidFxRate: 656; /** Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) */ readonly SettlCurrOfferFxRate: 657; /** Reason quote request was rejected. */ readonly QuoteRequestRejectReason: 658; /** ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). */ readonly SideComplianceID: 659; /** Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. */ readonly AcctIDSource: 660; /** Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. */ readonly AllocAcctIDSource: 661; /** Specifies the price of the benchmark. */ readonly BenchmarkPrice: 662; /** Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. */ readonly BenchmarkPriceType: 663; /** Message reference for Confirmation */ readonly ConfirmID: 664; /** Identifies the status of the Confirmation. */ readonly ConfirmStatus: 665; /** Identifies the Confirmation transaction type. */ readonly ConfirmTransType: 666; /** Specifies when the contract (i.e. MBS/TBA) will settle. */ readonly ContractSettlMonth: 667; /** Identifies the form of delivery. */ readonly DeliveryForm: 668; /** Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). */ readonly LastParPx: 669; /** Number of Allocations for the leg */ readonly NoLegAllocs: 670; /** Allocation Account for the leg See AllocAccount (79) for description and valid values. */ readonly LegAllocAccount: 671; /** Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. */ readonly LegIndividualAllocID: 672; /** Leg allocation quantity. See AllocQty (80) for description and valid values. */ readonly LegAllocQty: 673; /** Identifies the source of the LegAllocAccount(671). */ readonly LegAllocAcctIDSource: 674; /** Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values */ readonly LegSettlCurrency: 675; /** LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. */ readonly LegBenchmarkCurveCurrency: 676; /** Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. */ readonly LegBenchmarkCurveName: 677; /** Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. */ readonly LegBenchmarkCurvePoint: 678; /** Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. */ readonly LegBenchmarkPrice: 679; /** The price type of the LegBenchmarkPrice(679). */ readonly LegBenchmarkPriceType: 680; /** Bid price of this leg. See BidPx (32) for description and valid values. */ readonly LegBidPx: 681; /** Leg-specific IOI quantity. See IOIQty (27) for description and valid values */ readonly LegIOIQty: 682; /** Number of leg stipulation entries */ readonly NoLegStipulations: 683; /** Offer price of this leg. See OfferPx (133) for description and valid values */ readonly LegOfferPx: 684; /** Quantity ordered of this leg. See OrderQty (38) for description and valid values */ readonly LegOrderQty: 685; /** The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values */ readonly LegPriceType: 686; /** This field is deprecated and has been replaced by LegOrderQty(685). This field will likely be removed from the FIX standard in a future version. */ readonly LegQty: 687; /** For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values */ readonly LegStipulationType: 688; /** For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values */ readonly LegStipulationValue: 689; /** For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. */ readonly LegSwapType: 690; /** For Fixed Income, identifies MBS / ABS pool. */ readonly Pool: 691; /** Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. */ readonly QuotePriceType: 692; /** Message reference for Quote Response */ readonly QuoteRespID: 693; /** Identifies the type of Quote Response. */ readonly QuoteRespType: 694; /** Code to qualify Quote use and other aspects of price negotiation. */ readonly QuoteQualifier: 695; /** Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). */ readonly YieldRedemptionDate: 696; /** Price to which the yield has been calculated. */ readonly YieldRedemptionPrice: 697; /** The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. */ readonly YieldRedemptionPriceType: 698; /** The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. */ readonly BenchmarkSecurityID: 699; /** Indicates a trade that reverses a previous trade. */ readonly ReversalIndicator: 700; /** Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. */ readonly YieldCalcDate: 701; /** Number of position entries. */ readonly NoPositions: 702; /** Used to identify the type of quantity that is being returned. */ readonly PosType: 703; /** Long quantity. */ readonly LongQty: 704; /** Short quantity. */ readonly ShortQty: 705; /** Status of this position. */ readonly PosQtyStatus: 706; /** Type of Position amount */ readonly PosAmtType: 707; /** Position amount */ readonly PosAmt: 708; /** Identifies the type of position transaction. */ readonly PosTransType: 709; /** Unique identifier for the position maintenance request as assigned by the submitter */ readonly PosReqID: 710; /** Number of underlying legs that make up the security. */ readonly NoUnderlyings: 711; /** Maintenance Action to be performed. */ readonly PosMaintAction: 712; /** Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. */ readonly OrigPosReqRefID: 713; /** Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. */ readonly PosMaintRptRefID: 714; /** The business date for which the trade is expected to be cleared. */ readonly ClearingBusinessDate: 715; /** Identifies a specific settlement session */ readonly SettlSessID: 716; /** SubID value associated with SettlSessID(716) */ readonly SettlSessSubID: 717; /** Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). */ readonly AdjustmentType: 718; /** Used to indicate when a contrary instruction for exercise or abandonment is being submitted */ readonly ContraryInstructionIndicator: 719; /** Indicates if requesting a rollover of prior day's spread submissions. */ readonly PriorSpreadIndicator: 720; /** Unique identifier for this position report */ readonly PosMaintRptID: 721; /** Status of Position Maintenance Request */ readonly PosMaintStatus: 722; /** Result of Position Maintenance Request. */ readonly PosMaintResult: 723; /** Used to specify the type of position request being made. */ readonly PosReqType: 724; /** Identifies how the response to the request should be transmitted. */ readonly ResponseTransportType: 725; /** URI (Uniform Resource Identifier) for details or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See Appendix 6-B FIX Fields Based Upon Other Standards */ readonly ResponseDestination: 726; /** Total number of Position Reports being returned. */ readonly TotalNumPosReports: 727; /** Result of Request for Positions. */ readonly PosReqResult: 728; /** Status of Request for Positions */ readonly PosReqStatus: 729; /** Settlement price */ readonly SettlPrice: 730; /** Type of settlement price */ readonly SettlPriceType: 731; /** Underlying security's SettlPrice. See SettlPrice (730) field for description */ readonly UnderlyingSettlPrice: 732; /** Underlying security's SettlPriceType. See SettlPriceType (731) field for description */ readonly UnderlyingSettlPriceType: 733; /** Previous settlement price */ readonly PriorSettlPrice: 734; /** Number of repeating groups of QuoteQualifiers (695). */ readonly NoQuoteQualifiers: 735; /** Currency code of settlement denomination for a specific AllocAccount (79). */ readonly AllocSettlCurrency: 736; /** Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). */ readonly AllocSettlCurrAmt: 737; /** Amount of interest (i.e. lump-sum) at maturity. */ readonly InterestAtMaturity: 738; /** The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date */ readonly LegDatedDate: 739; /** For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. */ readonly LegPool: 740; /** Amount of interest (i.e. lump-sum) at maturity at the account-level. */ readonly AllocInterestAtMaturity: 741; /** Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. */ readonly AllocAccruedInterestAmt: 742; /** Date of delivery. */ readonly DeliveryDate: 743; /** Method by which short positions are assigned to an exercise notice during exercise and assignment processing */ readonly AssignmentMethod: 744; /** Quantity Increment used in performing assignment. */ readonly AssignmentUnit: 745; /** Open interest that was eligible for assignment. */ readonly OpenInterest: 746; /** Exercise Method used to in performing assignment. */ readonly ExerciseMethod: 747; /** Total number of trade reports returned. */ readonly TotNumTradeReports: 748; /** Result of Trade Request */ readonly TradeRequestResult: 749; /** Status of Trade Request. */ readonly TradeRequestStatus: 750; /** Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. */ readonly TradeReportRejectReason: 751; /** Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. */ readonly SideMultiLegReportingType: 752; /** Number of position amount entries. */ readonly NoPosAmt: 753; /** Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. */ readonly AutoAcceptIndicator: 754; /** Unique identifier for Allocation Report message. */ readonly AllocReportID: 755; /** Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries */ readonly NoNested2PartyIDs: 756; /** PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) */ readonly Nested2PartyID: 757; /** PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) */ readonly Nested2PartyIDSource: 758; /** PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) */ readonly Nested2PartyRole: 759; /** PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) */ readonly Nested2PartySubID: 760; /** Identifies class or source of the BenchmarkSecurityID(699) value. Required if BenchmarkSecurityID is specified. */ readonly BenchmarkSecurityIDSource: 761; /** Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations - "GENE" for general collateral or "SPEC" for specific collateral (without quote marks). */ readonly SecuritySubType: 762; /** Underlying security's SecuritySubType. See SecuritySubType (762) field for description */ readonly UnderlyingSecuritySubType: 763; /** SecuritySubType of the leg instrument. See SecuritySubType (762) field for description */ readonly LegSecuritySubType: 764; /** The maximum percentage that execution of one side of a program trade can exceed execution of the other. */ readonly AllowableOneSidednessPct: 765; /** The maximum amount that execution of one side of a program trade can exceed execution of the other. */ readonly AllowableOneSidednessValue: 766; /** The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. */ readonly AllowableOneSidednessCurr: 767; /** Number of timestamp entries. */ readonly NoTrdRegTimestamps: 768; /** Traded / Regulatory timestamp value. Use to store time information required by government regulators or self-regulatory organizations (such as an exchange or clearing house). */ readonly TrdRegTimestamp: 769; /** Trading / Regulatory timestamp type. Note of applicability: Values are required in various regulatory environments: required for US futures markets to support computerized trade reconstruction, required by MiFID II / MiFIR for transaction reporting and publication, required by FINRA for reporting to the Consolidated Audit Trail (CAT), and required by SEC for recordkeeping requirements in the context of T+1. */ readonly TrdRegTimestampType: 770; /** Text which identifies the "origin" (i.e. system which was used to generate the timestamp) for the Traded / Regulatory timestamp value. */ readonly TrdRegTimestampOrigin: 771; /** Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel */ readonly ConfirmRefID: 772; /** Identifies the type of Confirmation message being sent. */ readonly ConfirmType: 773; /** Identifies the reason for rejecting a Confirmation. */ readonly ConfirmRejReason: 774; /** Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). */ readonly BookingType: 775; /** Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) */ readonly IndividualAllocRejCode: 776; /** Unique identifier for Settlement Instruction message. */ readonly SettlInstMsgID: 777; /** Number of settlement instructions within repeating group. */ readonly NoSettlInst: 778; /** Timestamp of last update to data item (or creation if no updates made since creation). */ readonly LastUpdateTime: 779; /** Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. */ readonly AllocSettlInstType: 780; /** Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries */ readonly NoSettlPartyIDs: 781; /** PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) */ readonly SettlPartyID: 782; /** PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) */ readonly SettlPartyIDSource: 783; /** PartyRole value within a settlement parties component. Same values as PartyRole (452) */ readonly SettlPartyRole: 784; /** PartySubID value within a settlement parties component. Same values as PartySubID (523) */ readonly SettlPartySubID: 785; /** Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) */ readonly SettlPartySubIDType: 786; /** Used to indicate whether a delivery instruction is used for securities or cash settlement. */ readonly DlvyInstType: 787; /** Type of financing termination. */ readonly TerminationType: 788; /** Next expected MsgSeqNum value to be received. */ readonly NextExpectedMsgSeqNum: 789; /** Can be used to uniquely identify a specific Order Status Request message. */ readonly OrdStatusReqID: 790; /** Unique ID of settlement instruction request message */ readonly SettlInstReqID: 791; /** Identifies reason for rejection (of a settlement instruction request message). */ readonly SettlInstReqRejCode: 792; /** Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). */ readonly SecondaryAllocID: 793; /** Describes the specific type or purpose of an Allocation Report message */ readonly AllocReportType: 794; /** Reference identifier to be used with AllocTransType (7) = Replace or Cancel */ readonly AllocReportRefID: 795; /** Reason for cancelling or replacing an Allocation Instruction or Allocation Report message */ readonly AllocCancReplaceReason: 796; /** Indicates whether or not this message is a drop copy of another message. */ readonly CopyMsgIndicator: 797; /** Type of account associated with a confirmation or other trade-level message */ readonly AllocAccountType: 798; /** Average price for a specific order */ readonly OrderAvgPx: 799; /** Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message */ readonly OrderBookingQty: 800; /** Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries */ readonly NoSettlPartySubIDs: 801; /** Number of PartySubID (523)and PartySubIDType (803) entries */ readonly NoPartySubIDs: 802; /** Type of PartySubID(523) value. */ readonly PartySubIDType: 803; /** Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries */ readonly NoNestedPartySubIDs: 804; /** Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) */ readonly NestedPartySubIDType: 805; /** Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of \. */ readonly NoNested2PartySubIDs: 806; /** Type of Nested2PartySubID (760) value. Second instance of \. Same values as PartySubIDType (803) */ readonly Nested2PartySubIDType: 807; /** Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" */ readonly AllocIntermedReqType: 808; /** Number of Usernames to which this this response is directed */ readonly NoUsernames: 809; /** Underlying price associate with a derivative instrument. */ readonly UnderlyingPx: 810; /** The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. */ readonly PriceDelta: 811; /** Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. */ readonly ApplQueueMax: 812; /** Current number of application messages that were queued at the time that the message was created by the counterparty. */ readonly ApplQueueDepth: 813; /** Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. */ readonly ApplQueueResolution: 814; /** Action to take to resolve an application message queue (backlog). */ readonly ApplQueueAction: 815; /** Number of alternative market data sources */ readonly NoAltMDSource: 816; /** Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). */ readonly AltMDSourceID: 817; /** Secondary trade report identifier - can be used to associate an additional identifier with a trade. */ readonly SecondaryTradeReportID: 818; /** Average pricing indicator. */ readonly AvgPxIndicator: 819; /** Used to link a group of trades together. */ readonly TradeLinkID: 820; /** Specific device number, terminal number or station where order was entered */ readonly OrderInputDevice: 821; /** Trading Session in which the underlying instrument trades */ readonly UnderlyingTradingSessionID: 822; /** Trading Session sub identifier in which the underlying instrument trades */ readonly UnderlyingTradingSessionSubID: 823; /** Reference to the leg of a multileg instrument to which this trade refers */ readonly TradeLegRefID: 824; /** Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. */ readonly ExchangeRule: 825; /** Identifies if, and how, the trade is to be allocated or split. */ readonly TradeAllocIndicator: 826; /** Part of trading cycle when an instrument expires. Field is applicable for derivatives. */ readonly ExpirationCycle: 827; /** Type of trade assigned to a trade. SecondaryTrdType(855) and TertiaryTrdType(2896) may be used in addition to TrdType(828) to assign up to three different trade types to a single trade. Note: several enumerations of this field duplicate the enumerations in TradePriceCondition(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceCondition(1839) is preferred in messages that support it. */ readonly TrdType: 828; /** Further qualification to the trade type defined in TrdType(828). */ readonly TrdSubType: 829; /** Reason trade is being transferred */ readonly TransferReason: 830; /** Total Number of Assignment Reports being returned to a firm */ readonly TotNumAssignmentReports: 832; /** Unique identifier for the Assignment Report */ readonly AsgnRptID: 833; /** Amount that a position has to be in the money before it is exercised. */ readonly ThresholdAmount: 834; /** Describes whether peg is static or floats */ readonly PegMoveType: 835; /** Type of Peg Offset value */ readonly PegOffsetType: 836; /** Type of Peg Limit */ readonly PegLimitType: 837; /** If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive */ readonly PegRoundDirection: 838; /** The price the order is currently pegged at */ readonly PeggedPrice: 839; /** The scope of the peg */ readonly PegScope: 840; /** Describes whether discretionay price is static or floats */ readonly DiscretionMoveType: 841; /** Type of Discretion Offset value */ readonly DiscretionOffsetType: 842; /** Type of Discretion Limit */ readonly DiscretionLimitType: 843; /** If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive */ readonly DiscretionRoundDirection: 844; /** The current discretionary price of the order */ readonly DiscretionPrice: 845; /** The scope of the discretion */ readonly DiscretionScope: 846; /** The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values */ readonly TargetStrategy: 847; /** Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties The StrategyParametersGrp repeating group is used instead to convey target strategy parameters and values. */ readonly TargetStrategyParameters: 848; /** For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) The StrategyParametersGrp repeating group is used instead to convey target strategy parameters and values. */ readonly ParticipationRate: 849; /** For communication of the performance of the order versus the target strategy */ readonly TargetStrategyPerformance: 850; /** Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. */ readonly LastLiquidityInd: 851; /** Indicates if a trade should be reported via a market reporting service. */ readonly PublishTrdIndicator: 852; /** Reason for short sale. */ readonly ShortSaleReason: 853; /** Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). */ readonly QtyType: 854; /** Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned. */ readonly SecondaryTrdType: 855; /** Type of Trade Report */ readonly TradeReportType: 856; /** Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. */ readonly AllocNoOrdersType: 857; /** Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. */ readonly SharedCommission: 858; /** Unique identifier for a Confirmation Request message */ readonly ConfirmReqID: 859; /** Used to express average price as percent of par (used where AvgPx field is expressed in some other way) */ readonly AvgParPx: 860; /** Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) */ readonly ReportedPx: 861; /** Number of repeating OrderCapacity entries. */ readonly NoCapacities: 862; /** Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) */ readonly OrderCapacityQty: 863; /** Number of repeating EventType entries. */ readonly NoEvents: 864; /** Code to represent the type of event */ readonly EventType: 865; /** Date of event */ readonly EventDate: 866; /** Predetermined price of issue at event, if applicable */ readonly EventPx: 867; /** Comments related to the event. */ readonly EventText: 868; /** Percent at risk due to lowest possible call. */ readonly PctAtRisk: 869; /** Number of repeating InstrAttribType entries. */ readonly NoInstrAttrib: 870; /** Code to represent the type of instrument attribute */ readonly InstrAttribType: 871; /** Attribute value appropriate to the InstrAttribType (871) field. */ readonly InstrAttribValue: 872; /** The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date */ readonly DatedDate: 873; /** The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date */ readonly InterestAccrualDate: 874; /** The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. */ readonly CPProgram: 875; /** The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". */ readonly CPRegType: 876; /** The program under which the underlying commercial paper is issued */ readonly UnderlyingCPProgram: 877; /** The registration type of the underlying commercial paper issuance */ readonly UnderlyingCPRegType: 878; /** Unit amount of the underlying security (par, shares, currency, etc.) */ readonly UnderlyingQty: 879; /** Identifier assigned by a matching system to a match event that results in multiple executions or trades. */ readonly TrdMatchID: 880; /** Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). */ readonly SecondaryTradeReportRefID: 881; /** Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest */ readonly UnderlyingDirtyPrice: 882; /** Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. */ readonly UnderlyingEndPrice: 883; /** Currency value attributed to this collateral at the start of the agreement */ readonly UnderlyingStartValue: 884; /** Currency value currently attributed to this collateral */ readonly UnderlyingCurrentValue: 885; /** Currency value attributed to this collateral at the end of the agreement */ readonly UnderlyingEndValue: 886; /** Number of underlying stipulation entries */ readonly NoUnderlyingStips: 887; /** Type of stipulation. Same values as StipulationType (233) */ readonly UnderlyingStipType: 888; /** Value of stipulation. Same values as StipulationValue (234) */ readonly UnderlyingStipValue: 889; /** Net Money at maturity if Zero Coupon and maturity value is different from par value */ readonly MaturityNetMoney: 890; /** Defines the unit for a miscellaneous fee. */ readonly MiscFeeBasis: 891; /** Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. */ readonly TotNoAllocs: 892; /** Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List */ readonly LastFragment: 893; /** Collateral Request Identifier */ readonly CollReqID: 894; /** Reason for Collateral Assignment */ readonly CollAsgnReason: 895; /** Collateral inquiry qualifiers: */ readonly CollInquiryQualifier: 896; /** Number of trades in repeating group. */ readonly NoTrades: 897; /** The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. */ readonly MarginRatio: 898; /** Excess margin amount (deficit if value is negative) */ readonly MarginExcess: 899; /** TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) */ readonly TotalNetValue: 900; /** Starting consideration less repayments */ readonly CashOutstanding: 901; /** Collateral Assignment Identifier */ readonly CollAsgnID: 902; /** Collateral Assignment Transaction Type */ readonly CollAsgnTransType: 903; /** Collateral Response Identifier */ readonly CollRespID: 904; /** Type of collateral assignment response. */ readonly CollAsgnRespType: 905; /** Collateral Assignment Reject Reason */ readonly CollAsgnRejectReason: 906; /** Collateral Assignment Identifier to which a transaction refers */ readonly CollAsgnRefID: 907; /** Collateral Report Identifier */ readonly CollRptID: 908; /** Collateral Inquiry Identifier */ readonly CollInquiryID: 909; /** Collateral Status */ readonly CollStatus: 910; /** Total number of reports returned in response to a request. */ readonly TotNumReports: 911; /** Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). */ readonly LastRptRequested: 912; /** The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. For EU SFTR reporting use the appropriate 4-character code noted in the regulations. See SFTR ITS "Commission Implementing Regulation (EU) 2019/363" Annexes 1 to 2 for values. For other agreement type use OTHR and the name of the agreement concatenated with a hyphen, e.g. OTHR-\. */ readonly AgreementDesc: 913; /** A common reference to the applicable standing agreement between the counterparties to a financing transaction. */ readonly AgreementID: 914; /** A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. */ readonly AgreementDate: 915; /** Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral */ readonly StartDate: 916; /** End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral */ readonly EndDate: 917; /** Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. */ readonly AgreementCurrency: 918; /** Identifies type of settlement */ readonly DeliveryType: 919; /** Accrued Interest Amount applicable to a financing transaction on the End Date. */ readonly EndAccruedInterestAmt: 920; /** Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. */ readonly StartCash: 921; /** Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. */ readonly EndCash: 922; /** Unique identifier for a User Request. */ readonly UserRequestID: 923; /** Indicates the action required by a User Request Message */ readonly UserRequestType: 924; /** New Password or passphrase */ readonly NewPassword: 925; /** Indicates the status of a user */ readonly UserStatus: 926; /** A text description associated with a user status. */ readonly UserStatusText: 927; /** Indicates the status of a network connection */ readonly StatusValue: 928; /** A text description associated with a network status. */ readonly StatusText: 929; /** Assigned value used to identify a firm. */ readonly RefCompID: 930; /** Assigned value used to identify specific elements within a firm. */ readonly RefSubID: 931; /** Unique identifier for a network response. */ readonly NetworkResponseID: 932; /** Unique identifier for a network resquest. */ readonly NetworkRequestID: 933; /** Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. */ readonly LastNetworkResponseID: 934; /** Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) */ readonly NetworkRequestType: 935; /** Number of CompID entries in a repeating group. */ readonly NoCompIDs: 936; /** Indicates the type of Network Response Message. */ readonly NetworkStatusResponseType: 937; /** Number of CollInquiryQualifier entries in a repeating group. */ readonly NoCollInquiryQualifier: 938; /** Trade Report Status */ readonly TrdRptStatus: 939; /** Specifies the affirmation status of the confirmation. */ readonly AffirmStatus: 940; /** Currency in which the strike price of an underlying instrument is denominated */ readonly UnderlyingStrikeCurrency: 941; /** Currency in which the strike price of a instrument leg of a multileg instrument is denominated */ readonly LegStrikeCurrency: 942; /** A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. */ readonly TimeBracket: 943; /** Action proposed for an Underlying Instrument instance. */ readonly CollAction: 944; /** Status of Collateral Inquiry */ readonly CollInquiryStatus: 945; /** Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values */ readonly CollInquiryResult: 946; /** Currency in which the StrikePrice is denominated. */ readonly StrikeCurrency: 947; /** Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries */ readonly NoNested3PartyIDs: 948; /** PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) */ readonly Nested3PartyID: 949; /** PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) */ readonly Nested3PartyIDSource: 950; /** PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) */ readonly Nested3PartyRole: 951; /** Number of Nested3PartySubIDs (953) entries */ readonly NoNested3PartySubIDs: 952; /** PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) */ readonly Nested3PartySubID: 953; /** PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) */ readonly Nested3PartySubIDType: 954; /** Specifies when the contract (i.e. MBS/TBA) will settle. */ readonly LegContractSettlMonth: 955; /** The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date */ readonly LegInterestAccrualDate: 956; /** Indicates number of strategy parameters */ readonly NoStrategyParameters: 957; /** Name of parameter */ readonly StrategyParameterName: 958; /** Datatype of the parameter */ readonly StrategyParameterType: 959; /** Value of the parameter */ readonly StrategyParameterValue: 960; /** Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. */ readonly HostCrossID: 961; /** Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. */ readonly SideTimeInForce: 962; /** Unique identifier for the Market Data Report. */ readonly MDReportID: 963; /** Identifies a Security List message. */ readonly SecurityReportID: 964; /** Indicates the current state of the instrument. */ readonly SecurityStatus: 965; /** Indicator to determine if instrument is settle on open */ readonly SettleOnOpenFlag: 966; /** Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. */ readonly StrikeMultiplier: 967; /** Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. */ readonly StrikeValue: 968; /** Minimum price increase for a given exchange-traded Instrument */ readonly MinPriceIncrement: 969; /** Position Limit for a given exchange-traded product. */ readonly PositionLimit: 970; /** Position Limit in the near-term contract for a given exchange-traded product. */ readonly NTPositionLimit: 971; /** Percent of the Strike Price that this underlying represents. */ readonly UnderlyingAllocationPercent: 972; /** Cash amount associated with the underlying component. */ readonly UnderlyingCashAmount: 973; /** Used for derivatives that deliver into cash underlying. */ readonly UnderlyingCashType: 974; /** Indicates order settlement period for the underlying instrument. */ readonly UnderlyingSettlementType: 975; /** Date associated to the quantity that is being reported for the position. */ readonly QuantityDate: 976; /** Unique identifier for the Contrary Intention report */ readonly ContIntRptID: 977; /** Indicates if the contrary intention was received after the exchange imposed cutoff time */ readonly LateIndicator: 978; /** Originating source of the request. */ readonly InputSource: 979; /** Specifies the action taken or to be taken for the specified instrument or list of instruments. */ readonly SecurityUpdateAction: 980; /** Number of Expiration Qty entries */ readonly NoExpiration: 981; /** Expiration Quantity type */ readonly ExpirationQtyType: 982; /** Expiration Quantity associated with the Expiration Type */ readonly ExpQty: 983; /** Total number of occurrences of Amount to pay in order to receive the underlying instrument */ readonly NoUnderlyingAmounts: 984; /** Amount to pay in order to receive the underlying instrument */ readonly UnderlyingPayAmount: 985; /** Amount to collect in order to deliver the underlying instrument */ readonly UnderlyingCollectAmount: 986; /** Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. */ readonly UnderlyingSettlementDate: 987; /** Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. */ readonly UnderlyingSettlementStatus: 988; /** Will allow the intermediary to specify an allocation ID generated by their system. */ readonly SecondaryIndividualAllocID: 989; /** Additional attribute to store the Trade ID of the Leg. */ readonly LegReportID: 990; /** Specifies average price rounded to quoted precision. */ readonly RndPx: 991; /** Identifies whether the allocation is to be sub-allocated or allocated to a third party */ readonly IndividualAllocType: 992; /** Capacity of customer in the allocation block. */ readonly AllocCustomerCapacity: 993; /** The Tier the trade was matched by the clearing system. */ readonly TierCode: 994; /** The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. */ readonly UnitOfMeasure: 996; /** Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties. */ readonly TimeUnit: 997; /** Underlying unit of measure. See UnitOfMeasure(996) for complete definition. */ readonly UnderlyingUnitOfMeasure: 998; /** Multileg instrument unit of measure. See UnitOfMeasure(996) for complete definition. */ readonly LegUnitOfMeasure: 999; /** See TimeUnit(997) for complete definition. */ readonly UnderlyingTimeUnit: 1000; /** See TimeUnit(997) for complete definition. */ readonly LegTimeUnit: 1001; /** Specifies the method under which a trade quantity was allocated. */ readonly AllocMethod: 1002; /** The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. */ readonly TradeID: 1003; /** Used on a multi-sided trade to designate the ReportID */ readonly SideTradeReportID: 1005; /** Used on a multi-sided trade to convey order routing information */ readonly SideFillStationCd: 1006; /** Used on a multi-sided trade to convey reason for execution */ readonly SideReasonCd: 1007; /** Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). */ readonly SideTrdSubType: 1008; /** Used to indicate the quantity on one side of a multi-sided trade. */ readonly SideLastQty: 1009; /** Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) */ readonly MessageEventSource: 1011; /** Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp. */ readonly SideTrdRegTimestamp: 1012; /** Same as TrdRegTimeStampType(770). Used in a multi-sided message to indicate relevant trade-side timestamp type. */ readonly SideTrdRegTimestampType: 1013; /** Same as TrdRegTimestampOrigin(771). Used in a multi-sided message to indicate relevant trade-side origin or source of timestamp. */ readonly SideTrdRegTimestampSrc: 1014; /** A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. */ readonly AsOfIndicator: 1015; /** Number of timestamp entries. */ readonly NoSideTrdRegTS: 1016; /** Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 */ readonly LegOptionRatio: 1017; /** Identifies the number of parties identified with an instrument */ readonly NoInstrumentParties: 1018; /** PartyID value within an instrument party repeating group. Same values as PartyID (448) */ readonly InstrumentPartyID: 1019; /** Used to report volume with a trade */ readonly TradeVolume: 1020; /** Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection */ readonly MDBookType: 1021; /** Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative */ readonly MDFeedType: 1022; /** Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo(290) which is used to convey the position of an order within a price level. */ readonly MDPriceLevel: 1023; /** Used to describe the origin of the market data entry. */ readonly MDOriginType: 1024; /** Indicates the first trade price of the day/session */ readonly FirstPx: 1025; /** The spot rate for an FX entry */ readonly MDEntrySpotRate: 1026; /** Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly MDEntryForwardPoints: 1027; /** Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). */ readonly ManualOrderIndicator: 1028; /** Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. */ readonly CustDirectedOrder: 1029; /** Identifies the broker-dealer department that first took the order. */ readonly ReceivedDeptID: 1030; /** Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. */ readonly CustOrderHandlingInst: 1031; /** Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. */ readonly OrderHandlingInstSource: 1032; /** Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. */ readonly DeskType: 1033; /** Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. */ readonly DeskTypeSource: 1034; /** Codes that apply special information that the broker-dealer needs to report. */ readonly DeskOrderHandlingInst: 1035; /** The status of this execution acknowledgement message. */ readonly ExecAckStatus: 1036; /** Indicates the underlying position amount to be delivered */ readonly UnderlyingDeliveryAmount: 1037; /** Maximum notional value for a capped financial instrument */ readonly UnderlyingCapValue: 1038; /** Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. */ readonly UnderlyingSettlMethod: 1039; /** Used to carry an internal trade entity ID which may or may not be reported to the firm */ readonly SecondaryTradeID: 1040; /** The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary */ readonly FirmTradeID: 1041; /** Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary */ readonly SecondaryFirmTradeID: 1042; /** conveys how the collateral should be/has been applied */ readonly CollApplType: 1043; /** Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. */ readonly UnderlyingAdjustedQuantity: 1044; /** Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). */ readonly UnderlyingFXRate: 1045; /** Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. */ readonly UnderlyingFXRateCalc: 1046; /** Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. */ readonly AllocPositionEffect: 1047; /** Identifies role of dealer in the trade. */ readonly DealingCapacity: 1048; /** Method under which assignment was conducted */ readonly InstrmtAssignmentMethod: 1049; /** PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) */ readonly InstrumentPartyIDSource: 1050; /** PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) */ readonly InstrumentPartyRole: 1051; /** Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries */ readonly NoInstrumentPartySubIDs: 1052; /** PartySubID value within an instrument party repeating group. Same values as PartySubID (523) */ readonly InstrumentPartySubID: 1053; /** Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) */ readonly InstrumentPartySubIDType: 1054; /** The Currency in which the position Amount is denominated */ readonly PositionCurrency: 1055; /** Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. */ readonly CalculatedCcyLastQty: 1056; /** Used to identify whether the order initiator is an aggressor or not in the trade. */ readonly AggressorIndicator: 1057; /** Identifies the number of parties identified with an underlying instrument */ readonly NoUndlyInstrumentParties: 1058; /** PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) */ readonly UnderlyingInstrumentPartyID: 1059; /** PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) */ readonly UnderlyingInstrumentPartyIDSource: 1060; /** PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) */ readonly UnderlyingInstrumentPartyRole: 1061; /** Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries */ readonly NoUndlyInstrumentPartySubIDs: 1062; /** PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) */ readonly UnderlyingInstrumentPartySubID: 1063; /** Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) */ readonly UnderlyingInstrumentPartySubIDType: 1064; /** The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly BidSwapPoints: 1065; /** The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly OfferSwapPoints: 1066; /** The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly LegBidForwardPoints: 1067; /** The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly LegOfferForwardPoints: 1068; /** For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly SwapPoints: 1069; /** Identifies market data quote type. */ readonly MDQuoteType: 1070; /** For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly LastSwapPoints: 1071; /** The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. */ readonly SideGrossTradeAmt: 1072; /** The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 */ readonly LegLastForwardPoints: 1073; /** Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. */ readonly LegCalculatedCcyLastQty: 1074; /** The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. */ readonly LegGrossTradeAmt: 1075; /** Time of security's maturity expressed in local time with offset to UTC specified */ readonly MaturityTime: 1079; /** The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. */ readonly RefOrderID: 1080; /** Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier. */ readonly RefOrderIDSource: 1081; /** Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. */ readonly SecondaryDisplayQty: 1082; /** Instructs when to refresh DisplayQty (1138). */ readonly DisplayWhen: 1083; /** Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" */ readonly DisplayMethod: 1084; /** Defines the lower quantity limit to a randomized refresh of DisplayQty. */ readonly DisplayLowQty: 1085; /** Defines the upper quantity limit to a randomized refresh of DisplayQty. */ readonly DisplayHighQty: 1086; /** Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). */ readonly DisplayMinIncr: 1087; /** Defines the quantity used to refresh DisplayQty. */ readonly RefreshQty: 1088; /** Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. */ readonly MatchIncrement: 1089; /** Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. */ readonly MaxPriceLevels: 1090; /** Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. */ readonly PreTradeAnonymity: 1091; /** Defines the type of price protection the customer requires on their order. */ readonly PriceProtectionScope: 1092; /** Defines the lot type assigned to the order. */ readonly LotType: 1093; /** Defines the type of peg. */ readonly PegPriceType: 1094; /** The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. */ readonly PeggedRefPrice: 1095; /** Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) */ readonly PegSecurityIDSource: 1096; /** Defines the identity of the security off whose prices the order will peg. */ readonly PegSecurityID: 1097; /** Defines the common, 'human understood' representation of the security off whose prices the order will Peg. */ readonly PegSymbol: 1098; /** Security description of the security off whose prices the order will Peg. */ readonly PegSecurityDesc: 1099; /** Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. */ readonly TriggerType: 1100; /** Defines the type of action to take when the trigger hits. */ readonly TriggerAction: 1101; /** The price at which the trigger should hit. */ readonly TriggerPrice: 1102; /** Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. */ readonly TriggerSymbol: 1103; /** Defines the identity of the security whose prices will be tracked by the trigger logic. */ readonly TriggerSecurityID: 1104; /** Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). */ readonly TriggerSecurityIDSource: 1105; /** Defines the security description of the security whose prices will be tracked by the trigger logic. */ readonly TriggerSecurityDesc: 1106; /** The type of price that the trigger is compared to. */ readonly TriggerPriceType: 1107; /** Defines the type of price protection the customer requires on their order. */ readonly TriggerPriceTypeScope: 1108; /** The side from which the trigger price is reached. */ readonly TriggerPriceDirection: 1109; /** The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. */ readonly TriggerNewPrice: 1110; /** The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. */ readonly TriggerOrderType: 1111; /** The Quantity the order should have after the trigger has hit. */ readonly TriggerNewQty: 1112; /** Defines the trading session at which the order will be activated. */ readonly TriggerTradingSessionID: 1113; /** Defines the subordinate trading session at which the order will be activated. */ readonly TriggerTradingSessionSubID: 1114; /** Defines the type of interest behind a trade (fill or partial fill). */ readonly OrderCategory: 1115; /** Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries */ readonly NoRootPartyIDs: 1116; /** PartyID value within a root parties component. Same values as PartyID (448) */ readonly RootPartyID: 1117; /** PartyIDSource value within a root parties component. Same values as PartyIDSource (447) */ readonly RootPartyIDSource: 1118; /** PartyRole value within a root parties component. Same values as PartyRole (452) */ readonly RootPartyRole: 1119; /** Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries */ readonly NoRootPartySubIDs: 1120; /** PartySubID value within a root parties component. Same values as PartySubID (523) */ readonly RootPartySubID: 1121; /** Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) */ readonly RootPartySubIDType: 1122; /** Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. */ readonly TradeHandlingInstr: 1123; /** Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) */ readonly OrigTradeHandlingInstr: 1124; /** Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer */ readonly OrigTradeDate: 1125; /** Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer */ readonly OrigTradeID: 1126; /** Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer */ readonly OrigSecondaryTradeID: 1127; /** Specifies the application layer version being applied at the message level. */ readonly ApplVerID: 1128; /** Specifies a custom extension to a message being applied at the message level. Enumerated field */ readonly CstmApplVerID: 1129; /** Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID */ readonly RefApplVerID: 1130; /** Specifies a custom extension to a message being applied at the session level. */ readonly RefCstmApplVerID: 1131; /** Transact time in the local date-time stamp with a TZ offset to UTC identified */ readonly TZTransactTime: 1132; /** The ID source of ExDestination */ readonly ExDestinationIDSource: 1133; /** Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType */ readonly ReportedPxDiff: 1134; /** Indicates the system or medium on which the report has been published */ readonly RptSys: 1135; /** ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. */ readonly AllocClearingFeeIndicator: 1136; /** Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID */ readonly DefaultApplVerID: 1137; /** The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. */ readonly DisplayQty: 1138; /** Free format text string related to exchange. */ readonly ExchangeSpecialInstructions: 1139; /** The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. */ readonly MaxTradeVol: 1140; /** The number of feed types and corresponding book depths associated with a security */ readonly NoMDFeedTypes: 1141; /** The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. */ readonly MatchAlgorithm: 1142; /** The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. */ readonly MaxPriceVariation: 1143; /** Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. */ readonly ImpliedMarketIndicator: 1144; /** Specific time of event. To be used in combination with EventDate [866] */ readonly EventTime: 1145; /** Minimum price increment amount associated with MinPriceIncrement(969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement(969) with ContractMultiplier(231). */ readonly MinPriceIncrementAmount: 1146; /** Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. */ readonly UnitOfMeasureQty: 1147; /** Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected */ readonly LowLimitPrice: 1148; /** Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected */ readonly HighLimitPrice: 1149; /** Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. */ readonly TradingReferencePrice: 1150; /** An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. */ readonly SecurityGroup: 1151; /** Allow sequencing of Legs for a Strategy to be captured */ readonly LegNumber: 1152; /** Settlement cycle in which the settlement obligation was generated */ readonly SettlementCycleNo: 1153; /** Used to identify the trading currency on the Trade Capture Report Side */ readonly SideCurrency: 1154; /** Used to identify the settlement currency on the Trade Capture Report Side */ readonly SideSettlCurrency: 1155; /** The extension pack number associated with an application message. */ readonly ApplExtID: 1156; /** Net flow of Currency 1 */ readonly CcyAmt: 1157; /** Used to group Each Settlement Party */ readonly NoSettlDetails: 1158; /** Used to identify the reporting mode of the settlement obligation which is either preliminary or final */ readonly SettlObligMode: 1159; /** Message identifier for Settlement Obligation Report */ readonly SettlObligMsgID: 1160; /** Unique ID for this settlement instruction. */ readonly SettlObligID: 1161; /** Transaction Type - required except where SettlInstMode is 5=Reject SSI request */ readonly SettlObligTransType: 1162; /** Required where SettlInstTransType is Cancel or Replace */ readonly SettlObligRefID: 1163; /** Used to identify whether these delivery instructions are for the buyside or the sellside. */ readonly SettlObligSource: 1164; /** Number of settlement obligations */ readonly NoSettlOblig: 1165; /** Unique identifier for a quote message. */ readonly QuoteMsgID: 1166; /** Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. */ readonly QuoteEntryStatus: 1167; /** Specifies the number of canceled quotes */ readonly TotNoCxldQuotes: 1168; /** Specifies the number of accepted quotes */ readonly TotNoAccQuotes: 1169; /** Specifies the number of rejected quotes */ readonly TotNoRejQuotes: 1170; /** Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. */ readonly PrivateQuote: 1171; /** Specifies the type of respondents requested. */ readonly RespondentType: 1172; /** Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. */ readonly MDSubBookType: 1173; /** Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. */ readonly SecurityTradingEvent: 1174; /** Number of statistics indicator repeating group entries */ readonly NoStatsIndicators: 1175; /** Type of statistics */ readonly StatsType: 1176; /** The number of secondary sizes specifies in this entry */ readonly NoOfSecSizes: 1177; /** Specifies the type of secondary size. */ readonly MDSecSizeType: 1178; /** A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). */ readonly MDSecSize: 1179; /** Identifies the application with which a message is associated. Used only if application sequencing is in effect. */ readonly ApplID: 1180; /** Data sequence number to be used when FIX session is not in effect */ readonly ApplSeqNum: 1181; /** Beginning range of application sequence numbers */ readonly ApplBegSeqNum: 1182; /** Ending range of application sequence numbers */ readonly ApplEndSeqNum: 1183; /** The length of the SecurityXML(1185) data block. */ readonly SecurityXMLLen: 1184; /** XML definition for the security. */ readonly SecurityXML: 1185; /** The schema used to validate the contents of SecurityXML(1185). */ readonly SecurityXMLSchema: 1186; /** Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required */ readonly RefreshIndicator: 1187; /** Annualized volatility for option model calculations */ readonly Volatility: 1188; /** Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. */ readonly TimeToExpiration: 1189; /** Interest rate. Usually some form of short term rate. */ readonly RiskFreeRate: 1190; /** Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract */ readonly PriceUnitOfMeasure: 1191; /** Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. */ readonly PriceUnitOfMeasureQty: 1192; /** Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. */ readonly SettlMethod: 1193; /** Type of exercise of a derivatives security */ readonly ExerciseStyle: 1194; /** Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. */ readonly OptPayoutAmount: 1195; /** Method for price quotation */ readonly PriceQuoteMethod: 1196; /** Specifies the type of valuation method applied. */ readonly ValuationMethod: 1197; /** Indicates whether instruments are pre-listed only or can also be defined via user request */ readonly ListMethod: 1198; /** Used to express the ceiling price of a capped call */ readonly CapPrice: 1199; /** Used to express the floor price of a capped put */ readonly FloorPrice: 1200; /** Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument */ readonly NoStrikeRules: 1201; /** Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying */ readonly StartStrikePxRange: 1202; /** Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying */ readonly EndStrikePxRange: 1203; /** Value by which strike price should be incremented within the specified price range. */ readonly StrikeIncrement: 1204; /** Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security */ readonly NoTickRules: 1205; /** Starting price range for specified tick increment */ readonly StartTickPriceRange: 1206; /** Ending price range for the specified tick increment */ readonly EndTickPriceRange: 1207; /** Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded */ readonly TickIncrement: 1208; /** Specifies the type of tick rule which is being described */ readonly TickRuleType: 1209; /** Code to represent the type of instrument attribute */ readonly NestedInstrAttribType: 1210; /** Attribute value appropriate to the NestedInstrAttribType field */ readonly NestedInstrAttribValue: 1211; /** Time of security's maturity expressed in local time with offset to UTC specified */ readonly LegMaturityTime: 1212; /** Time of security's maturity expressed in local time with offset to UTC specified */ readonly UnderlyingMaturityTime: 1213; /** Ticker symbol. Common, human understood representation of the security. See Symbol(55) for complete definition. */ readonly DerivativeSymbol: 1214; /** Additional information about the security (e.g. preferred, warrants, etc.). See SymbolSfx(65) for complete definition. */ readonly DerivativeSymbolSfx: 1215; /** Security identifier value (e.g. CUSIP, SEDOL, ISIN, etc). Requires DerivativeSecurityIDSource(1217). See SecurityID(48) for complete definition. */ readonly DerivativeSecurityID: 1216; /** Identifies class or source of the DerivativeSecurityID(1217) value. See SecurityIDSource(22) for complete definition. */ readonly DerivativeSecurityIDSource: 1217; /** Number of alternate derivative security IDs. */ readonly NoDerivativeSecurityAltID: 1218; /** Alternate derivative security identifier value of DerivativeSecurityAltIDSource(1220) type. Requires DerivativeSecurityAltIDSource(1220). */ readonly DerivativeSecurityAltID: 1219; /** Identifies class or source of the DerivativeSecurityAltID(1219) value. */ readonly DerivativeSecurityAltIDSource: 1220; /** Refer to definition of LowLimitPrice(1148) */ readonly SecondaryLowLimitPrice: 1221; /** Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated */ readonly MaturityRuleID: 1222; /** Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated */ readonly StrikeRuleID: 1223; /** Refer to definition of UnitOfMeasureQty(1147) */ readonly LegUnitOfMeasureQty: 1224; /** Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. See OptPayoutAmount(1195) for complete definition. */ readonly DerivativeOptPayoutAmount: 1225; /** Ending maturity month year for an option class */ readonly EndMaturityMonthYear: 1226; /** Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. */ readonly ProductComplex: 1227; /** Identifies an entire suite of products for a given market. See ProductComplex(1227) for complete definition. */ readonly DerivativeProductComplex: 1228; /** Increment between successive maturities for an option class */ readonly MaturityMonthYearIncrement: 1229; /** Refer to definition of HighLimitPrice(1149) */ readonly SecondaryHighLimitPrice: 1230; /** Minimum lot size allowed based on lot type specified in LotType(1093) */ readonly MinLotSize: 1231; /** Number of execution instructions */ readonly NoExecInstRules: 1232; /** The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. */ readonly CommRate: 1233; /** Number of Lot Type Rules */ readonly NoLotTypeRules: 1234; /** Number of Match Rules */ readonly NoMatchRules: 1235; /** Number of maturity rules in MarurityRules component block */ readonly NoMaturityRules: 1236; /** Number of order types */ readonly NoOrdTypeRules: 1237; /** The commission rate unit of measure. */ readonly CommUnitOfMeasure: 1238; /** Number of time in force techniques */ readonly NoTimeInForceRules: 1239; /** Refer to definition for TradingReferencePrice(1150) */ readonly SecondaryTradingReferencePrice: 1240; /** Starting maturity month year for an option class */ readonly StartMaturityMonthYear: 1241; /** Used to indicate if a product or group of product supports the creation of flexible securities */ readonly FlexProductEligibilityIndicator: 1242; /** Used to indicate if a product or group of product supports the creation of flexible securities. See FlexProductEligibilityIndicator(1242) for complete definition. */ readonly DerivFlexProductEligibilityIndicator: 1243; /** Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. */ readonly FlexibleIndicator: 1244; /** Used when the trading currency can differ from the price currency */ readonly TradingCurrency: 1245; /** The type of product the security is associated with. See Product(460) for complete definition. */ readonly DerivativeProduct: 1246; /** An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. See SecurityGroup(1151) for complete definition. */ readonly DerivativeSecurityGroup: 1247; /** The type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. See CFICode(461) for complete definition. */ readonly DerivativeCFICode: 1248; /** The type of security. See SecurityType(167) for complete definition. */ readonly DerivativeSecurityType: 1249; /** Sub-type qualification/identification of the security type. See SecuritySubType(762) for complete definition. */ readonly DerivativeSecuritySubType: 1250; /** Month and Year of the maturity (used for standardized futures and options). See MaturityMonthYear(200) for complete definition. */ readonly DerivativeMaturityMonthYear: 1251; /** Date of maturity. See MaturityDate(541) for complete definition. */ readonly DerivativeMaturityDate: 1252; /** Time of security's maturity expressed in local time with offset to UTC specified. See MaturityTime(1079) for complete definition. */ readonly DerivativeMaturityTime: 1253; /** Indicator to determine if instrument is settle on open. See SettleOnOpenFlag(966) for complete definition. */ readonly DerivativeSettleOnOpenFlag: 1254; /** Method under which assignment was conducted. See InstrmtAssignmentMethod(1049) for complete definition. */ readonly DerivativeInstrmtAssignmentMethod: 1255; /** Indicates the current state of the derivative instrument. See SecurityStatus(965) for complete definition. */ readonly DerivativeSecurityStatus: 1256; /** Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value ZZ to specify physical ownership of the security (e.g. stock certificate). See InstrRegistry(543) for complete definition. */ readonly DerivativeInstrRegistry: 1257; /** ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). See CountryOfIssue(470) for complete definition. */ readonly DerivativeCountryOfIssue: 1258; /** A two-character state or province abbreviation. See StateOrProvinceOfIssue(471) for complete definition. */ readonly DerivativeStateOrProvinceOfIssue: 1259; /** Identifies the locale or region of issue. See LocaleOfIssue(472) for complete definition. */ readonly DerivativeLocaleOfIssue: 1260; /** Strike price for an option. See StrikePrice(202) for complete definition. */ readonly DerivativeStrikePrice: 1261; /** Currency in which the strike price is denominated. See StrikeCurrency(947) for complete definition. */ readonly DerivativeStrikeCurrency: 1262; /** Multiplier applied to the strike price for the purpose of calculating the settlement value. See StrikeMultiplier(967) for complete definition. */ readonly DerivativeStrikeMultiplier: 1263; /** The number of shares/units for the financial instrument involved in the option trade. See StrikeValue(968) for complete definition. */ readonly DerivativeStrikeValue: 1264; /** Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. See OptAttribute(206) for complete definition. */ readonly DerivativeOptAttribute: 1265; /** Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc.). See ContractMultiplier(231) for complete definition. */ readonly DerivativeContractMultiplier: 1266; /** Minimum price increase for a given exchange-traded Instrument. See MinPriceIncrement(969) for complete definition. */ readonly DerivativeMinPriceIncrement: 1267; /** Minimum price increment amount associated with the minimum price increment. See MinPriceIncrementAmount(1146) for complete definition. */ readonly DerivativeMinPriceIncrementAmount: 1268; /** The unit of measure of the underlying commodity upon which the contract is based. See UnitOfMeasure(996) for complete definition. */ readonly DerivativeUnitOfMeasure: 1269; /** Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based. See UnitOfMeasureQty(1147) for complete definition. */ readonly DerivativeUnitOfMeasureQty: 1270; /** Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties. See TimeUnit(997) for complete definition. */ readonly DerivativeTimeUnit: 1271; /** Market used to help identify a security. See SecurityExchange(207) for complete definition. */ readonly DerivativeSecurityExchange: 1272; /** Position limit for a given exchange-traded product. See PositionLimit(970) for complete definition. */ readonly DerivativePositionLimit: 1273; /** Position limit in the near-term contract for a given exchange-traded product. See NTPositionLimit(971) for complete definition. */ readonly DerivativeNTPositionLimit: 1274; /** Name of security issuer. See Issuer(106) for complete definition. */ readonly DerivativeIssuer: 1275; /** The date on which the security is issued. See IssueDate(225) for complete definition. */ readonly DerivativeIssueDate: 1276; /** Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field. See EncodedIssuerLen(348) for complete definition. */ readonly DerivativeEncodedIssuerLen: 1277; /** Encoded (non-ASCII characters) representation of the DerivativeIssuer(1275) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeIssuer(1275) field. See EncodedIssuer(349) for complete definition. */ readonly DerivativeEncodedIssuer: 1278; /** Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument. See SecurityDesc(107) for complete definition. */ readonly DerivativeSecurityDesc: 1279; /** Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field. See EncodedSecurityDescLen(350) for complete definition. */ readonly DerivativeEncodedSecurityDescLen: 1280; /** Encoded (non-ASCII characters) representation of the DerivativeSecurityDesc(1279) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeSecurityDesc(1279) field. See EncodedSecurityDesc(351) for complete definition. */ readonly DerivativeEncodedSecurityDesc: 1281; /** The length of the DerivativeSecurityXML(1283) data block. See SecurityXMLLen(1184) for complete definition. */ readonly DerivativeSecurityXMLLen: 1282; /** XML definition for the security. See SecurityXML(1185) for complete definition. */ readonly DerivativeSecurityXML: 1283; /** The schema used to validate the contents of DerivativeSecurityXML(1283). See SecurityXMLSchema(1186) for complete definition. */ readonly DerivativeSecurityXMLSchema: 1284; /** Specifies when the contract (i.e. MBS/TBA) will settle. See ContractSettlMonth(667) for complete definition. */ readonly DerivativeContractSettlMonth: 1285; /** Number of repeating DerivativeEventType entries. */ readonly NoDerivativeEvents: 1286; /** Code to represent the type of event. See EventType(865) for complete definition. */ readonly DerivativeEventType: 1287; /** Date of event. See EventDate(866) for complete definition. */ readonly DerivativeEventDate: 1288; /** Specific time of event. To be used in combination with DerivativeEventDate(1288). See EventTime(1145) for complete definition. */ readonly DerivativeEventTime: 1289; /** Predetermined price of issue at event. See EventPx(867) for complete definition. */ readonly DerivativeEventPx: 1290; /** Comments related to the event. See EventText(868) for complete definition. */ readonly DerivativeEventText: 1291; /** Number of repeating derivative instrument party entries. */ readonly NoDerivativeInstrumentParties: 1292; /** Party identifier/code. See PartyID(448) for complete definition. */ readonly DerivativeInstrumentPartyID: 1293; /** Identifies class or source of the DerivativeInstrumentPartyID (1293) value. Required if DerivativeInstrumentPartyID(1293) is specified. See PartyIDSource(447) for complete definition. */ readonly DerivativeInstrumentPartyIDSource: 1294; /** Identifies the type or role of the DerivativeInstrumentPartyID (1293) specified. See PartyRole(452) for complete definition. */ readonly DerivativeInstrumentPartyRole: 1295; /** Number of derivative instrument party sub IDs. */ readonly NoDerivativeInstrumentPartySubIDs: 1296; /** Party sub-identifier. See PartySubID(523) for complete definition. */ readonly DerivativeInstrumentPartySubID: 1297; /** Type of party sub-identifier. See PartySubIDType(803) for complete definition. */ readonly DerivativeInstrumentPartySubIDType: 1298; /** Type of exercise. See ExerciseStyle(1194) for complete definition. */ readonly DerivativeExerciseStyle: 1299; /** Identifies the market segment */ readonly MarketSegmentID: 1300; /** Identifies the market */ readonly MarketID: 1301; /** Unit of measure for the Maturity Month Year Increment */ readonly MaturityMonthYearIncrementUnits: 1302; /** Format used to generate the MaturityMonthYear for each option */ readonly MaturityMonthYearFormat: 1303; /** Expiration Style for an option class: */ readonly StrikeExerciseStyle: 1304; /** Describes the how the price limits are expressed */ readonly SecondaryPriceLimitType: 1305; /** Describes the how the price limits are expressed. */ readonly PriceLimitType: 1306; /** Indicates execution instructions that are valid for the specified market segment */ readonly ExecInstValue: 1308; /** Allows trading rules to be expressed by trading session */ readonly NoTradingSessionRules: 1309; /** Number of Market Segments on which a security may trade. */ readonly NoMarketSegments: 1310; /** Number of instrument attributes. */ readonly NoDerivativeInstrAttrib: 1311; readonly NoNestedInstrAttrib: 1312; /** Type of instrument attribute. See InstrAttribType(871) for complete definition. */ readonly DerivativeInstrAttribType: 1313; /** Attribute value appropriate to the DerivativeInstrAttribValue(1313) field. See InstrAttribValue(872) for complete definition. */ readonly DerivativeInstrAttribValue: 1314; /** Used to express the UOM of the price if different from the contract. See PriceUnitOfMeasureQty(1191) for complete definition. */ readonly DerivativePriceUnitOfMeasure: 1315; /** Used to express the UOM Quantity of the price if different from the contract. See PriceUnitOfMeasureQty(1192) for complete definition. */ readonly DerivativePriceUnitOfMeasureQty: 1316; /** Settlement method for a contract or instrument. See SettlMethod(1193) for complete definition. */ readonly DerivativeSettlMethod: 1317; /** Specifies the method for price quotation. See PriceQuoteMethod(1196) for complete definition. */ readonly DerivativePriceQuoteMethod: 1318; /** Specifies the method for price quotation. See ValuationMethod(1197) for complete definition. */ readonly DerivativeValuationMethod: 1319; /** Indicates whether instruments are pre-listed only or can also be defined via user request. See ListMethod(1198) for complete definition. */ readonly DerivativeListMethod: 1320; /** Used to express the ceiling price of a capped call. See CapPrice(1199) for complete definition. */ readonly DerivativeCapPrice: 1321; /** Used to express the floor price of a capped put. See FloorPrice(1200) for complete definition. */ readonly DerivativeFloorPrice: 1322; /** Indicates whether an option contract is a put, call, chooser or undetermined. See PutOrCall(201) for complete definition. */ readonly DerivativePutOrCall: 1323; /** If provided, then Instrument occurrence has explicitly changed */ readonly ListUpdateAction: 1324; /** Reference to a parent Market Segment. See MarketSegmentID(1300) */ readonly ParentMktSegmID: 1325; /** Trading Session description */ readonly TradingSessionDesc: 1326; /** Specifies the action taken for the specified trading sessions. */ readonly TradSesUpdateAction: 1327; /** Identifies the reason for rejection. */ readonly RejectText: 1328; /** This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. */ readonly FeeMultiplier: 1329; /** Refer to definition for Symbol(55) */ readonly UnderlyingLegSymbol: 1330; /** Refer to definition for SymbolSfx(65) */ readonly UnderlyingLegSymbolSfx: 1331; /** Refer to definition for SecurityID(48) */ readonly UnderlyingLegSecurityID: 1332; /** Refer to definition for SecurityIDSource(22) */ readonly UnderlyingLegSecurityIDSource: 1333; /** Refer to definition for NoSecurityAltID(454) */ readonly NoUnderlyingLegSecurityAltID: 1334; /** Refer to definition for SecurityAltID(455) */ readonly UnderlyingLegSecurityAltID: 1335; /** Refer to definition for SecurityAltIDSource(456) */ readonly UnderlyingLegSecurityAltIDSource: 1336; /** Refer to definition for SecurityType(167) */ readonly UnderlyingLegSecurityType: 1337; /** Refer to definition for SecuritySubType(762) */ readonly UnderlyingLegSecuritySubType: 1338; /** Refer to definition for MaturityMonthYear(200) */ readonly UnderlyingLegMaturityMonthYear: 1339; /** Refer to definition for StrikePrice(202) */ readonly UnderlyingLegStrikePrice: 1340; /** Refer to definition for SecurityExchange(207) */ readonly UnderlyingLegSecurityExchange: 1341; /** Number of Underlyings, Identifies the Underlying of the Leg */ readonly NoOfLegUnderlyings: 1342; /** Refer to definition for PutOrCall(201) */ readonly UnderlyingLegPutOrCall: 1343; /** Refer to definition for CFICode(461) */ readonly UnderlyingLegCFICode: 1344; /** Date of maturity. */ readonly UnderlyingLegMaturityDate: 1345; /** Unique identifier for request */ readonly ApplReqID: 1346; /** Type of Application Message Request being made. */ readonly ApplReqType: 1347; /** Used to indicate the type of acknowledgement being sent. */ readonly ApplResponseType: 1348; /** Total number of messages included in transmission. */ readonly ApplTotalMessageCount: 1349; /** Application sequence number of last message in transmission */ readonly ApplLastSeqNum: 1350; /** Specifies number of application id occurrences */ readonly NoApplIDs: 1351; /** Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request */ readonly ApplResendFlag: 1352; /** Identifier for the Applicaton Message Request Ack */ readonly ApplResponseID: 1353; /** Used to return an error code or text associated with a response to an Application Request. */ readonly ApplResponseError: 1354; /** Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component */ readonly RefApplID: 1355; /** Identifier for the Application Sequence Reset */ readonly ApplReportID: 1356; /** Application sequence number of last message in transmission. */ readonly RefApplLastSeqNum: 1357; /** Indicates whether a leg option contract is a put, call, chooser or undetermined. */ readonly LegPutOrCall: 1358; /** Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. */ readonly TotNoFills: 1361; readonly NoFills: 1362; /** Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, */ readonly FillExecID: 1363; /** Price of Fill. Refer to LastPx(31). */ readonly FillPx: 1364; /** Quantity of Fill. Refer to LastQty(32). */ readonly FillQty: 1365; /** The AllocID(70) of an individual leg of a multileg order. */ readonly LegAllocID: 1366; /** Identifies settlement currency for the leg level allocation. */ readonly LegAllocSettlCurrency: 1367; /** Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. */ readonly TradSesEvent: 1368; /** Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) */ readonly MassActionReportID: 1369; /** Number of not affected orders in the repeating group of order ids. */ readonly NoNotAffectedOrders: 1370; /** OrderID(37) of an order not affected by a mass cancel or mass action request. */ readonly NotAffectedOrderID: 1371; /** ClOrdID(11) of an order not affected by a mass cancel or mass action request. */ readonly NotAffOrigClOrdID: 1372; /** Specifies the type of action requested */ readonly MassActionType: 1373; /** Specifies scope of Order Mass Action Request. */ readonly MassActionScope: 1374; /** Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. */ readonly MassActionResponse: 1375; /** Reason Order Mass Action Request was rejected */ readonly MassActionRejectReason: 1376; /** Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. */ readonly MultilegModel: 1377; /** Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) */ readonly MultilegPriceMethod: 1378; /** Specifies the volatility of an instrument leg. */ readonly LegVolatility: 1379; /** The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. */ readonly DividendYield: 1380; /** Refer to definition for DividendYield(1380). */ readonly LegDividendYield: 1381; /** Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 */ readonly CurrencyRatio: 1382; /** Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 */ readonly LegCurrencyRatio: 1383; /** Refer to ExecInst(18) Same values as ExecInst(18) */ readonly LegExecInst: 1384; /** Defines the type of contingency. */ readonly ContingencyType: 1385; /** Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. */ readonly ListRejectReason: 1386; /** Number of trade reporting indicators */ readonly NoTrdRepIndicators: 1387; /** Identifies the type of party for trade reporting. Same values as PartyRole(452). */ readonly TrdRepPartyRole: 1388; /** Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). */ readonly TrdRepIndicator: 1389; /** Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852). */ readonly TradePublishIndicator: 1390; /** Refer to definition of OptAttribute(206) */ readonly UnderlyingLegOptAttribute: 1391; /** Refer to definition of SecurityDesc(107) */ readonly UnderlyingLegSecurityDesc: 1392; /** Unique ID of a Market Definition Request message. */ readonly MarketReqID: 1393; /** Market Definition message identifier. */ readonly MarketReportID: 1394; /** Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). */ readonly MarketUpdateAction: 1395; /** Description or name of Market Segment */ readonly MarketSegmentDesc: 1396; /** Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. */ readonly EncodedMktSegmDescLen: 1397; /** Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. */ readonly EncodedMktSegmDesc: 1398; /** Used to specify a new application sequence number. */ readonly ApplNewSeqNum: 1399; /** Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. */ readonly EncryptedPasswordMethod: 1400; /** Length of the EncryptedPassword(1402) field */ readonly EncryptedPasswordLen: 1401; /** Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) */ readonly EncryptedPassword: 1402; /** Length of the EncryptedNewPassword(1404) field */ readonly EncryptedNewPasswordLen: 1403; /** Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) */ readonly EncryptedNewPassword: 1404; /** Time of security's maturity expressed in local time with offset to UTC specified */ readonly UnderlyingLegMaturityTime: 1405; /** The extension pack number associated with an application message. */ readonly RefApplExtID: 1406; /** The extension pack number that is the default for a FIX session. */ readonly DefaultApplExtID: 1407; /** The default custom application version ID that is the default for a session. */ readonly DefaultCstmApplVerID: 1408; /** Status of a FIX session */ readonly SessionStatus: 1409; /** Indicates that the application version identified in the fields RefApplVerID(1130), RefApplExtID(1406), and RefCstmApplVerID(1131) is the default for the message type identified in RefMsgType(372) field. */ readonly DefaultVerIndicator: 1410; /** Refer to definition of PartySubIDType(803) */ readonly Nested4PartySubIDType: 1411; /** Refer to definition of PartySubID(523) */ readonly Nested4PartySubID: 1412; /** Refer to definition of NoPartySubIDs(802) */ readonly NoNested4PartySubIDs: 1413; /** Refer to definition of NoPartyIDs(453) */ readonly NoNested4PartyIDs: 1414; /** Refer to definition of PartyID(448) */ readonly Nested4PartyID: 1415; /** Refer to definition of PartyIDSource(447) */ readonly Nested4PartyIDSource: 1416; /** Refer to definition of PartyRole(452) */ readonly Nested4PartyRole: 1417; /** Fill quantity for the leg instrument */ readonly LegLastQty: 1418; /** Type of exercise of a derivatives security */ readonly UnderlyingExerciseStyle: 1419; /** Type of exercise of a derivatives security */ readonly LegExerciseStyle: 1420; /** Refer to definition for PriceUnitOfMeasure(1191) */ readonly LegPriceUnitOfMeasure: 1421; /** Refer to definition of PriceUnitOfMeasureQty(1192) */ readonly LegPriceUnitOfMeasureQty: 1422; /** Refer to definition of UnitOfMeasureQty(1147) */ readonly UnderlyingUnitOfMeasureQty: 1423; /** Refer to definition for PriceUnitOfMeasure(1191) */ readonly UnderlyingPriceUnitOfMeasure: 1424; /** Refer to definition of PriceUnitOfMeasureQty(1192) */ readonly UnderlyingPriceUnitOfMeasureQty: 1425; /** Type of report */ readonly ApplReportType: 1426; /** When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. */ readonly SideExecID: 1427; /** Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). */ readonly OrderDelay: 1428; /** Time unit in which the OrderDelay(1428) is expressed */ readonly OrderDelayUnit: 1429; /** Identifies the type of venue where a trade was executed. */ readonly VenueType: 1430; /** The reason for updating the RefOrdID */ readonly RefOrdIDReason: 1431; /** The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). */ readonly OrigCustOrderCapacity: 1432; /** Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) */ readonly RefApplReqID: 1433; /** Type of pricing model used */ readonly ModelType: 1434; /** Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. */ readonly ContractMultiplierUnit: 1435; /** Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(614) is expressed in. */ readonly LegContractMultiplierUnit: 1436; /** Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. */ readonly UnderlyingContractMultiplierUnit: 1437; /** Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(1266)is expressed in. See ContractMultiplierUnit(1435) for complete definition. */ readonly DerivativeContractMultiplierUnit: 1438; /** The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak". */ readonly FlowScheduleType: 1439; /** The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". */ readonly LegFlowScheduleType: 1440; /** The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". */ readonly UnderlyingFlowScheduleType: 1441; /** The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". See FlowScheduleType(1439) for complete definition. */ readonly DerivativeFlowScheduleType: 1442; /** Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled */ readonly FillLiquidityInd: 1443; /** Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. */ readonly SideLiquidityInd: 1444; /** Number of rate sources being specified. */ readonly NoRateSources: 1445; /** Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. This is where to look up the rate information and is not necessarily the entity that sets the rate. */ readonly RateSource: 1446; /** Indicates whether the rate source specified is a primary or secondary source. */ readonly RateSourceType: 1447; /** Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly ReferencePage: 1448; /** A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. */ readonly RestructuringType: 1449; /** Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. The payment priority is this: Senior Secured (SD), Senior (SR), Senior Non-Preferred (SN), Subordinated (SB), Mezzanine (MZ), Junior (JR). */ readonly Seniority: 1450; /** Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. */ readonly NotionalPercentageOutstanding: 1451; /** Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). */ readonly OriginalNotionalPercentageOutstanding: 1452; /** See RestructuringType(1449) */ readonly UnderlyingRestructuringType: 1453; /** See Seniority(1450) */ readonly UnderlyingSeniority: 1454; /** See NotionalPercentageOutstanding(1451) */ readonly UnderlyingNotionalPercentageOutstanding: 1455; /** See OriginalNotionalPercentageOutstanding(1452) */ readonly UnderlyingOriginalNotionalPercentageOutstanding: 1456; /** Lower bound percentage of the loss that the tranche can endure. */ readonly AttachmentPoint: 1457; /** Upper bound percentage of the loss the tranche can endure. */ readonly DetachmentPoint: 1458; /** See AttachmentPoint(1457). */ readonly UnderlyingAttachmentPoint: 1459; /** See DetachmentPoint(1458). */ readonly UnderlyingDetachmentPoint: 1460; /** Identifies the number of target parties identified in a mass action. */ readonly NoTargetPartyIDs: 1461; /** PartyID value within an target party repeating group. */ readonly TargetPartyID: 1462; /** PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) */ readonly TargetPartyIDSource: 1463; /** PartyRole value within an target party repeating group. Same values as PartyRole (452) */ readonly TargetPartyRole: 1464; /** Specifies an identifier for a Security List */ readonly SecurityListID: 1465; /** Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. */ readonly SecurityListRefID: 1466; /** Specifies a description or name of a Security List. */ readonly SecurityListDesc: 1467; /** Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc(1469) field. */ readonly EncodedSecurityListDescLen: 1468; /** Encoded (non-ASCII characters) representation of the SecurityListDesc(1467) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc(1467) field. */ readonly EncodedSecurityListDesc: 1469; /** Specifies a type of Security List. */ readonly SecurityListType: 1470; /** Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. */ readonly SecurityListTypeSource: 1471; /** Unique identifier for a News message */ readonly NewsID: 1472; /** Category of news message. */ readonly NewsCategory: 1473; /** The national language in which the news item is provided. */ readonly LanguageCode: 1474; /** Number of News reference items */ readonly NoNewsRefIDs: 1475; /** Reference to another News message identified by NewsID(1474). */ readonly NewsRefID: 1476; /** Type of reference to another News(35=B) message item. */ readonly NewsRefType: 1477; /** Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. */ readonly StrikePriceDeterminationMethod: 1478; /** Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. */ readonly StrikePriceBoundaryMethod: 1479; /** Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. */ readonly StrikePriceBoundaryPrecision: 1480; /** Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). */ readonly UnderlyingPriceDeterminationMethod: 1481; /** Indicates the type of valuation method or payout trigger for an in-the-money option. */ readonly OptPayoutType: 1482; /** Number of complex event occurrences. */ readonly NoComplexEvents: 1483; /** Identifies the type of complex event. */ readonly ComplexEventType: 1484; /** Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. */ readonly ComplexOptPayoutAmount: 1485; /** Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). */ readonly ComplexEventPrice: 1486; /** Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. */ readonly ComplexEventPriceBoundaryMethod: 1487; /** Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. */ readonly ComplexEventPriceBoundaryPrecision: 1488; /** Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). */ readonly ComplexEventPriceTimeType: 1489; /** Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. */ readonly ComplexEventCondition: 1490; /** Number of complex event date occurrences for a given complex event. */ readonly NoComplexEventDates: 1491; /** Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. */ readonly ComplexEventStartDate: 1492; /** Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. */ readonly ComplexEventEndDate: 1493; /** Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. */ readonly NoComplexEventTimes: 1494; /** Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. */ readonly ComplexEventStartTime: 1495; /** Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. */ readonly ComplexEventEndTime: 1496; /** Unique identifier for the stream assignment request provided by the requester. */ readonly StreamAsgnReqID: 1497; /** Type of stream assignment request. */ readonly StreamAsgnReqType: 1498; /** Number of assignment requests. */ readonly NoAsgnReqs: 1499; /** The identifier or name of the price stream. */ readonly MDStreamID: 1500; /** Unique identifier of the stream assignment report provided by the respondent. */ readonly StreamAsgnRptID: 1501; /** Reason code for stream assignment request reject. */ readonly StreamAsgnRejReason: 1502; /** Type of acknowledgement. */ readonly StreamAsgnAckType: 1503; /** See TransactTime(60) */ readonly RelSymTransactTime: 1504; /** Unique identifier for PartyDetailsListRequest. */ readonly PartyDetailsListRequestID: 1505; /** Used to represent the trade ID for each side of the trade assigned by an intermediary. */ readonly SideTradeID: 1506; /** Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. */ readonly SideOrigTradeID: 1507; /** Number of requested party roles. */ readonly NoRequestedPartyRoles: 1508; /** Identifies the type or role of party that has been requested. */ readonly RequestedPartyRole: 1509; /** Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. */ readonly PartyDetailsListReportID: 1510; /** Result of a request as identified by the appropriate request ID field */ readonly RequestResult: 1511; /** Total number of PartyListGrp returned. */ readonly TotNoParties: 1512; /** A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" */ readonly DocumentationText: 1513; /** Number of party relationships. */ readonly NoPartyRelationships: 1514; /** Used to specify the type of the party relationship. */ readonly PartyRelationship: 1515; /** Number of party alternative identifiers. */ readonly NoPartyDetailAltID: 1516; /** An alternate party identifier for the party specified in PartyDetailID(1691) */ readonly PartyDetailAltID: 1517; /** Identifies the source of the PartyDetailAltID(1517) value. */ readonly PartyDetailAltIDSource: 1518; /** Number of party detail alternate sub-identifiers. */ readonly NoPartyDetailAltSubIDs: 1519; /** Sub-identifier for the party specified in PartyDetailAltID(1517). */ readonly PartyDetailAltSubID: 1520; /** Type of PartyDetailAltSubID(1520) value. */ readonly PartyDetailAltSubIDType: 1521; /** Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case. Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in LastPx(31). */ readonly DifferentialPrice: 1522; /** Used to indicate the status of the trade submission (not the trade report) */ readonly TrdAckStatus: 1523; /** Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. */ readonly PriceQuoteCurrency: 1524; /** Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. */ readonly EncodedDocumentationTextLen: 1525; /** Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. */ readonly UnderlyingPriceQuoteCurrency: 1526; /** Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. */ readonly EncodedDocumentationText: 1527; /** Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. */ readonly LegPriceQuoteCurrency: 1528; /** Number of risk limits with associated warning levels. */ readonly NoRiskLimitTypes: 1529; /** Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. */ readonly RiskLimitType: 1530; /** Specifies the risk limit amount. */ readonly RiskLimitAmount: 1531; /** Used to specify the currency of the risk limit amount. */ readonly RiskLimitCurrency: 1532; /** The area to which risk limit is applicable. This can be a trading platform or an offering. */ readonly RiskLimitPlatform: 1533; /** Number of risk instrument scopes. */ readonly NoRiskInstrumentScopes: 1534; /** Operator to perform on the instrument(s) specified */ readonly InstrumentScopeOperator: 1535; /** Used to limit instrument scope to specified symbol. See Symbol(55) field for description. */ readonly InstrumentScopeSymbol: 1536; /** Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. */ readonly InstrumentScopeSymbolSfx: 1537; /** Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. */ readonly InstrumentScopeSecurityID: 1538; /** Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. */ readonly InstrumentScopeSecurityIDSource: 1539; /** Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). */ readonly NoInstrumentScopeSecurityAltID: 1540; /** Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. */ readonly InstrumentScopeSecurityAltID: 1541; /** Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for complete definition. */ readonly InstrumentScopeSecurityAltIDSource: 1542; /** Used to limit instrument scope to specified instrument product category. See Product (460) field for description. */ readonly InstrumentScopeProduct: 1543; /** Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. */ readonly InstrumentScopeProductComplex: 1544; /** Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. */ readonly InstrumentScopeSecurityGroup: 1545; /** Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. */ readonly InstrumentScopeCFICode: 1546; /** Used to limit instrument scope to specified security type. See SecurityType(167) field for description). */ readonly InstrumentScopeSecurityType: 1547; /** Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. */ readonly InstrumentScopeSecuritySubType: 1548; /** Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. */ readonly InstrumentScopeMaturityMonthYear: 1549; /** Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. */ readonly InstrumentScopeMaturityTime: 1550; /** Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. */ readonly InstrumentScopeRestructuringType: 1551; /** Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. */ readonly InstrumentScopeSeniority: 1552; /** Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. */ readonly InstrumentScopePutOrCall: 1553; /** Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. */ readonly InstrumentScopeFlexibleIndicator: 1554; /** Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. */ readonly InstrumentScopeCouponRate: 1555; /** Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. */ readonly InstrumentScopeSecurityDesc: 1556; /** Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. */ readonly InstrumentScopeSettlType: 1557; /** Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. */ readonly RiskInstrumentMultiplier: 1558; /** Number of risk warning levels. */ readonly NoRiskWarningLevels: 1559; /** Percent of risk limit at which a warning is issued. */ readonly RiskWarningLevelPercent: 1560; /** Name or error message associated with the risk warning level. */ readonly RiskWarningLevelName: 1561; /** Number of related party detail identifiers. */ readonly NoRelatedPartyDetailID: 1562; /** Party identifier for the party related to the party specified in PartyDetailID(1691). */ readonly RelatedPartyDetailID: 1563; /** Identifies the source of the RelatedPartyDetailID(1563). */ readonly RelatedPartyDetailIDSource: 1564; /** Identifies the type or role of the RelatedPartyDetailID(1563) specified. */ readonly RelatedPartyDetailRole: 1565; /** Number of related party detail sub-identifiers. */ readonly NoRelatedPartyDetailSubIDs: 1566; /** Sub-identifier for the party specified in RelatedPartyID(1563). */ readonly RelatedPartyDetailSubID: 1567; /** Type of RelatedPartyDetailSubID(1567) value. */ readonly RelatedPartyDetailSubIDType: 1568; /** Number of related party detail alternate identifiers. */ readonly NoRelatedPartyDetailAltID: 1569; /** An alternate party identifier for the party specified in RelatedPartyID(1563). */ readonly RelatedPartyDetailAltID: 1570; /** Identifies the source of the RelatedPartyDetailAltID(1570) value. */ readonly RelatedPartyDetailAltIDSource: 1571; /** Number of related party detail alternate sub-identifiers. */ readonly NoRelatedPartyDetailAltSubIDs: 1572; /** Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). */ readonly RelatedPartyDetailAltSubID: 1573; /** Type of RelatedPartyDetailAltSubID(1573) value. */ readonly RelatedPartyDetailAltSubIDType: 1574; /** The sub-classification or notional schedule type of the swap. */ readonly SwapSubClass: 1575; /** Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency(tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. See PriceQuoteCurrency(1524) for complete definition. */ readonly DerivativePriceQuoteCurrency: 1576; /** In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. */ readonly SettlRateIndex: 1577; /** Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. */ readonly EncodedEventTextLen: 1578; /** Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. */ readonly EncodedEventText: 1579; /** This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. */ readonly SettlRateIndexLocation: 1580; /** Description of the option expiration. */ readonly OptionExpirationDesc: 1581; /** Number of Security Classifications. */ readonly NoSecurityClassifications: 1582; /** Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. */ readonly SecurityClassificationReason: 1583; /** Specifies the product classification value which further details the manner in which the instrument participates in the class. */ readonly SecurityClassificationValue: 1584; /** Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. */ readonly PosAmtReason: 1585; /** Number of TrdInstrmtLegPosAmt values. */ readonly NoLegPosAmt: 1586; /** Leg position amount. */ readonly LegPosAmt: 1587; /** Type of leg position amount. */ readonly LegPosAmtType: 1588; /** Leg position currency. */ readonly LegPosCurrency: 1589; /** Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. */ readonly LegPosAmtReason: 1590; /** Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. */ readonly LegQtyType: 1591; /** Used to calculate the present value of an amount to be paid in the future. */ readonly DiscountFactor: 1592; /** Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. */ readonly ParentAllocID: 1593; /** Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. */ readonly LegSecurityGroup: 1594; /** Risk adjusted price used to calculate variation margin on a position. */ readonly PositionContingentPrice: 1595; /** Alternate clearing price */ readonly ClearingTradePrice: 1596; /** Alternate clearing price for the side being reported. */ readonly SideClearingTradePrice: 1597; /** Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). */ readonly SideClearingTradePriceType: 1598; /** Price Differential between the front and back leg of a spread or complex instrument. */ readonly SidePriceDifferential: 1599; /** Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name. */ readonly FIXEngineName: 1600; /** Provides the version of the infrastructure component. */ readonly FIXEngineVersion: 1601; /** Provides the name of the vendor providing the infrastructure component. */ readonly FIXEngineVendor: 1602; /** Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS. */ readonly ApplicationSystemName: 1603; /** Provides the version of the application system being used to initiate FIX application messages. */ readonly ApplicationSystemVersion: 1604; /** Provides the vendor of the application system. */ readonly ApplicationSystemVendor: 1605; /** Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. */ readonly NumOfSimpleInstruments: 1606; /** Identifies the reason a security definition request is being rejected. */ readonly SecurityRejectReason: 1607; /** Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. */ readonly InitialDisplayQty: 1608; /** Indicates whether a message was queued as a result of throttling. */ readonly ThrottleStatus: 1609; /** Indicates number of repeating groups to follow. */ readonly NoThrottles: 1610; /** Action to take should throttle limit be exceeded. */ readonly ThrottleAction: 1611; /** Type of throttle. */ readonly ThrottleType: 1612; /** Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. */ readonly ThrottleNoMsgs: 1613; /** Value of the time interval in which the rate throttle is applied. */ readonly ThrottleTimeInterval: 1614; /** Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). */ readonly ThrottleTimeUnit: 1615; /** Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. */ readonly InstrumentScopeSecurityExchange: 1616; /** The type of assignment being affected in the Stream Assignment Report. */ readonly StreamAsgnType: 1617; /** Number of ThrottleMsgType fields. */ readonly NoThrottleMsgType: 1618; /** The MsgType (35) of the FIX message being referenced. */ readonly ThrottleMsgType: 1619; /** Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field */ readonly InstrumentScopeEncodedSecurityDescLen: 1620; /** Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc(1556) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc(1556) field. */ readonly InstrumentScopeEncodedSecurityDesc: 1621; /** Yield Type, using same values as YieldType (235) */ readonly FillYieldType: 1622; /** Yield Percentage, using same values as Yield (236) */ readonly FillYield: 1623; /** Number of Instructions in the \ repeating group. */ readonly NoMatchInst: 1624; /** Matching Instruction for the order. */ readonly MatchInst: 1625; /** Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. */ readonly MatchAttribTagID: 1626; /** Value of MatchAttribTagID(1626) on which to apply the matching instruction. */ readonly MatchAttribValue: 1627; /** Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). */ readonly TriggerScope: 1628; /** This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). */ readonly ExposureDuration: 1629; /** The number of limit amount entries. */ readonly NoLimitAmts: 1630; /** Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). */ readonly LimitAmtType: 1631; /** The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. */ readonly LastLimitAmt: 1632; /** The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. */ readonly LimitAmtRemaining: 1633; /** Indicates the currency that the limit amount is specified in. */ readonly LimitAmtCurrency: 1634; /** Unique identifier of the MarginRequirementInquiry. */ readonly MarginReqmtInqID: 1635; /** Number of margin requirement inquiry qualifiers. */ readonly NoMarginReqmtInqQualifier: 1636; /** Qualifier for MarginRequirementInquiry to identify a specific report. */ readonly MarginReqmtInqQualifier: 1637; /** Type of MarginRequirementReport. */ readonly MarginReqmtRptType: 1638; /** Identifier for group of instruments with similar risk profile. */ readonly MarginClass: 1639; /** Status of MarginRequirementInquiry. */ readonly MarginReqmtInqStatus: 1640; /** Result returned in response to MarginRequirementInquiry. */ readonly MarginReqmtInqResult: 1641; /** Identifier for the MarginRequirementReport message. */ readonly MarginReqmtRptID: 1642; /** Number of margin requirement amounts. */ readonly NoMarginAmt: 1643; /** Type of margin requirement amount being specified. */ readonly MarginAmtType: 1644; /** Amount of margin requirement. */ readonly MarginAmt: 1645; /** Currency of the MarginAmt(1645). */ readonly MarginAmtCcy: 1646; /** Number of related instruments */ readonly NoRelatedInstruments: 1647; /** The type of instrument relationship */ readonly RelatedInstrumentType: 1648; /** Ticker symbol of the related security. Common "human understood" representation of the security. */ readonly RelatedSymbol: 1649; /** Related security identifier value of RelatedSecurityIDSource(1651) type. */ readonly RelatedSecurityID: 1650; /** Identifies class or source of the RelatedSecurityID (1650) value. */ readonly RelatedSecurityIDSource: 1651; /** Security type of the related instrument. */ readonly RelatedSecurityType: 1652; /** Expiration date for the related instrument contract. */ readonly RelatedMaturityMonthYear: 1653; /** Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). */ readonly CoveredQty: 1654; /** Indicates market maker participation in security. */ readonly MarketMakerActivity: 1655; /** Number of instrument scopes. */ readonly NoInstrumentScopes: 1656; /** Number of requesting party identifiers. */ readonly NoRequestingPartyIDs: 1657; /** Party identifier for the requesting party. */ readonly RequestingPartyID: 1658; /** Identifies the source of the RequestingPartyID(1658) value. */ readonly RequestingPartyIDSource: 1659; /** Identifies the type or role of the RequestingPartyID(1658) specified. */ readonly RequestingPartyRole: 1660; /** Number of requesting party sub-identifiers. */ readonly NoRequestingPartySubIDs: 1661; /** Sub-identifier for the party specified in RequestingPartyID(1658). */ readonly RequestingPartySubID: 1662; /** Type of RequestingPartySubID(1662) value. */ readonly RequestingPartySubIDType: 1663; /** Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. */ readonly EncodedRejectTextLen: 1664; /** Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. */ readonly EncodedRejectText: 1665; /** Unique identifier for the PartyRiskLimitsRequest */ readonly RiskLimitRequestID: 1666; /** Identifier for the PartyRiskLimitsReport */ readonly RiskLimitReportID: 1667; /** Number of risk limit types requested. */ readonly NoRequestedRiskLimitType: 1668; /** Number of risk limits for different instrument scopes. */ readonly NoRiskLimits: 1669; /** Unique reference identifier for a specific risk limit defined for the specified party. */ readonly RiskLimitID: 1670; /** Number of party details. */ readonly NoPartyDetails: 1671; /** Indicates the status of the party identified with PartyDetailID(1691). */ readonly PartyDetailStatus: 1672; /** Identifies the market to which the matching instruction applies. */ readonly MatchInstMarketID: 1673; /** Qualifies the value of PartyDetailRole(1693). */ readonly PartyDetailRoleQualifier: 1674; /** Qualifies the value of RelatedPartyRole(1565) */ readonly RelatedPartyDetailRoleQualifier: 1675; /** Number of party updates. */ readonly NoPartyUpdates: 1676; /** Number of party risk limits. */ readonly NoPartyRiskLimits: 1677; /** Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. */ readonly EncodedOptionExpirationDescLen: 1678; /** Identifies the trading status applicable to a group of instruments. */ readonly SecurityMassTradingStatus: 1679; /** Identifies an event related to the mass trading status. */ readonly SecurityMassTradingEvent: 1680; /** Denotes the reason for the Opening Delay or Trading halt of a group of securities. */ readonly MassHaltReason: 1681; /** Identifies the trading status applicable to the instrument in the market data message. */ readonly MDSecurityTradingStatus: 1682; /** Describes a sub-class for a given class of service defined by MDFeedType (1022) */ readonly MDSubFeedType: 1683; /** Denotes the reason for the Opening Delay or Trading Halt. */ readonly MDHaltReason: 1684; /** Describes action recipient should take if a throttle limit were exceeded. */ readonly ThrottleInst: 1685; /** Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. */ readonly ThrottleCountIndicator: 1686; /** Indicates whether a restriction applies to short selling a security. */ readonly ShortSaleRestriction: 1687; /** Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). */ readonly ShortSaleExemptionReason: 1688; /** Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) */ readonly LegShortSaleExemptionReason: 1689; /** Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) */ readonly SideShortSaleExemptionReason: 1690; /** Party identifier within Parties Reference Data messages. */ readonly PartyDetailID: 1691; /** Source of the identifier of the PartyDetailID(1691) specified. */ readonly PartyDetailIDSource: 1692; /** Identifies the type or role of PartyDetailID(1691) specified. */ readonly PartyDetailRole: 1693; /** Number of party detail sub-identifiers. */ readonly NoPartyDetailSubIDs: 1694; /** Sub-identifier for the party specified in PartyDetailID(1691). */ readonly PartyDetailSubID: 1695; /** Type of PartyDetailSubID(1695) value. */ readonly PartyDetailSubIDType: 1696; /** Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). */ readonly EncodedOptionExpirationDesc: 1697; /** Used to express the unit of measure (UOM) of the price if different from the contract. */ readonly StrikeUnitOfMeasure: 1698; /** Unique identifier for the AccountSummaryReport(35=CQ). */ readonly AccountSummaryReportID: 1699; /** Number of settlement amount entries. */ readonly NoSettlementAmounts: 1700; /** The amount of settlement. */ readonly SettlementAmount: 1701; /** The currency of the reported settlement amount. */ readonly SettlementAmountCurrency: 1702; /** Number of collateral amount entries. */ readonly NoCollateralAmounts: 1703; /** Currency value currently attributed to the collateral. */ readonly CurrentCollateralAmount: 1704; /** Currency of the collateral; optional, defaults to the Settlement Currency if not specified. */ readonly CollateralCurrency: 1705; /** Type of collateral on deposit being reported. */ readonly CollateralType: 1706; /** Number of pay collect entries. */ readonly NoPayCollects: 1707; /** Category describing the reason for funds paid to, or the funds collected from the clearing firm. */ readonly PayCollectType: 1708; /** Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). */ readonly PayCollectCurrency: 1709; /** Amount to be paid by the clearinghouse to the clearing firm. */ readonly PayAmount: 1710; /** Amount to be collected by the clearinghouse from the clearing firm. */ readonly CollectAmount: 1711; /** Market segment associated with the pay collect amount. */ readonly PayCollectMarketSegmentID: 1712; /** Market associated with the pay collect amount. */ readonly PayCollectMarketID: 1713; /** Market segment associated with the margin amount. */ readonly MarginAmountMarketSegmentID: 1714; /** Market associated with the margin amount */ readonly MarginAmountMarketID: 1715; /** Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy */ readonly UnitOfMeasureCurrency: 1716; /** Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy */ readonly PriceUnitOfMeasureCurrency: 1717; /** Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy */ readonly UnderlyingUnitOfMeasureCurrency: 1718; /** Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy */ readonly UnderlyingPriceUnitOfMeasureCurrency: 1719; /** Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy */ readonly LegUnitOfMeasureCurrency: 1720; /** Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy */ readonly LegPriceUnitOfMeasureCurrency: 1721; /** Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy. See UnitOfMeasureCurrency(1716) for complete definition. */ readonly DerivativeUnitOfMeasureCurrency: 1722; /** Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy. See PriceUnitOfMeasureCurrency(1717) for complete definition. */ readonly DerivativePriceUnitOfMeasureCurrency: 1723; /** Identifies the origin of the order. */ readonly OrderOrigination: 1724; /** An identifier representing the department or desk within the firm that originated the order. */ readonly OriginatingDeptID: 1725; /** An identifier representing the department or desk within the firm that received the order. */ readonly ReceivingDeptID: 1726; /** The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. */ readonly InformationBarrierID: 1727; /** Firm assigned group allocation entity identifier. */ readonly FirmGroupID: 1728; /** Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). */ readonly FirmMnemonic: 1729; /** Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. */ readonly AllocGroupID: 1730; /** Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. */ readonly AvgPxGroupID: 1731; /** Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. */ readonly FirmAllocText: 1732; /** Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. */ readonly EncodedFirmAllocTextLen: 1733; /** Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. */ readonly EncodedFirmAllocText: 1734; /** An indicator to override the normal procedure to roll up allocations for the same take-up firm. */ readonly AllocationRollupInstruction: 1735; /** Indicates the total quantity of an allocation group. Includes any allocated quantity. */ readonly AllocGroupQuantity: 1736; /** Indicates the remaining quantity of an allocation group that has not yet been allocated. */ readonly AllocGroupRemainingQuantity: 1737; /** Identifies the status of a reversal transaction. */ readonly AllocReversalStatus: 1738; /** Type of reference obligation for credit derivatives contracts. */ readonly ObligationType: 1739; /** Method used for negotiation of contract price. */ readonly TradePriceNegotiationMethod: 1740; /** Type of price used to determine upfront payment for swaps contracts. */ readonly UpfrontPriceType: 1741; /** Price used to determine upfront payment for swaps contracts. */ readonly UpfrontPrice: 1742; /** Price used to determine upfront payment for swaps contracts reported for a deal (trade). */ readonly LastUpfrontPrice: 1743; /** Indicates whether application level recovery is needed. */ readonly ApplLevelRecoveryIndicator: 1744; /** The market data entry identifier of the bid side of a quote */ readonly BidMDEntryID: 1745; /** The market data entry identifier of the offer side of a quote. */ readonly OfferMDEntryID: 1746; /** Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. */ readonly BidQuoteID: 1747; /** Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. */ readonly OfferQuoteID: 1748; /** Specifies the total bid size. */ readonly TotalBidSize: 1749; /** Specifies the total offer size. */ readonly TotalOfferSize: 1750; /** Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. */ readonly SecondaryQuoteID: 1751; /** An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. */ readonly CustodialLotID: 1752; /** The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. */ readonly VersusPurchaseDate: 1753; /** The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. */ readonly VersusPurchasePrice: 1754; /** The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. */ readonly CurrentCostBasis: 1755; /** An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. */ readonly LegCustodialLotID: 1756; /** The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. */ readonly LegVersusPurchaseDate: 1757; /** The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. */ readonly LegVersusPurchasePrice: 1758; /** The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. */ readonly LegCurrentCostBasis: 1759; /** Type of risk limit information. */ readonly RiskLimitRequestType: 1760; /** Result of risk limit definition request. */ readonly RiskLimitRequestResult: 1761; /** Status of risk limit definition request. */ readonly RiskLimitRequestStatus: 1762; /** Status of risk limit definition for one party. */ readonly RiskLimitStatus: 1763; /** Result of risk limit definition for one party. */ readonly RiskLimitResult: 1764; /** Percentage of utilization of a party's set risk limit. */ readonly RiskLimitUtilizationPercent: 1765; /** Absolute amount of utilization of a party's set risk limit. */ readonly RiskLimitUtilizationAmount: 1766; /** Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. */ readonly RiskLimitAction: 1767; /** Amount at which a warning is issued. */ readonly RiskWarningLevelAmount: 1768; /** Action to take should warning level be exceeded. */ readonly RiskWarningLevelAction: 1769; /** Unique identifier for PartyEntitlementsRequest(35=CU). */ readonly EntitlementRequestID: 1770; /** Identifier for the PartyEntitlementsReport(35=CV). */ readonly EntitlementReportID: 1771; /** Number of party entitlement values. */ readonly NoPartyEntitlements: 1772; /** Number of entitlement values. */ readonly NoEntitlements: 1773; /** Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. */ readonly EntitlementIndicator: 1774; /** Type of entitlement. */ readonly EntitlementType: 1775; /** Unique identifier for a specific NoEntitlements(1773) repeating group instance. */ readonly EntitlementID: 1776; /** Number of entitlement attributes. */ readonly NoEntitlementAttrib: 1777; /** Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. */ readonly EntitlementAttribType: 1778; /** Datatype of the entitlement attribute. */ readonly EntitlementAttribDatatype: 1779; /** Value of the entitlement attribute. */ readonly EntitlementAttribValue: 1780; /** Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. */ readonly EntitlementAttribCurrency: 1781; /** Indicates the starting date of the entitlement. */ readonly EntitlementStartDate: 1782; /** Indicates the ending date of the entitlement. */ readonly EntitlementEndDate: 1783; /** The area to which the entitlement is applicable. This can be a trading platform or an offering. */ readonly EntitlementPlatform: 1784; /** Indicates how control of trading session and subsession transitions are performed. */ readonly TradSesControl: 1785; /** Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) */ readonly TradeVolType: 1786; /** Spread table code referred by the security or symbol. */ readonly RefTickTableID: 1787; /** Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). */ readonly LegID: 1788; /** Number of market segments upon which a mass action is to be taken. */ readonly NoTargetMarketSegments: 1789; /** Market segment within a target market segment repeating group. */ readonly TargetMarketSegmentID: 1790; /** Number of market segments affected by a mass action. */ readonly NoAffectedMarketSegments: 1791; /** Market segment within an affected market repeating segment group. */ readonly AffectedMarketSegmentID: 1792; /** Number of market segments left unaffected by a mass action. */ readonly NoNotAffectedMarketSegments: 1793; /** Market segment within an unaffected market repeating segment group. */ readonly NotAffectedMarketSegmentID: 1794; /** Number of order events. */ readonly NoOrderEvents: 1795; /** The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). */ readonly OrderEventType: 1796; /** Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. */ readonly OrderEventExecID: 1797; /** Action that caused the event to occur. */ readonly OrderEventReason: 1798; /** Price associated with the event. */ readonly OrderEventPx: 1799; /** Quantity associated with the event. */ readonly OrderEventQty: 1800; /** Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). */ readonly OrderEventLiquidityIndicator: 1801; /** Additional information about the event. */ readonly OrderEventText: 1802; /** Type of auction order. */ readonly AuctionType: 1803; /** Percentage of matched quantity to be allocated to the submitter of the response to an auction order. */ readonly AuctionAllocationPct: 1804; /** Instruction related to system generated auctions, e.g. flash order auctions. */ readonly AuctionInstruction: 1805; /** Used to reference an order via ClOrdID(11). */ readonly RefClOrdID: 1806; /** Indicates whether an order is locked and for what reason. */ readonly LockType: 1807; /** Locked order quantity. */ readonly LockedQty: 1808; /** Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. */ readonly SecondaryLockedQty: 1809; /** Instruction to define conditions under which to release a locked order or parts of it. */ readonly ReleaseInstruction: 1810; /** Quantity to be made available, i.e. released from a lock. */ readonly ReleaseQty: 1811; /** Number of disclosure instructions. */ readonly NoDisclosureInstructions: 1812; /** Information subject to disclosure. */ readonly DisclosureType: 1813; /** Instruction to disclose information or to use default value of the receiver. */ readonly DisclosureInstruction: 1814; /** Designates the capacity in which the order is submitted for trading by the market participant. */ readonly TradingCapacity: 1815; /** Designates the account type to be used for the order when submitted to clearing. */ readonly ClearingAccountType: 1816; /** Designates the capacity in which the order will be submitted to clearing. */ readonly LegClearingAccountType: 1817; /** Qualifies the value of TargetPartyRole (1464). */ readonly TargetPartyRoleQualifier: 1818; /** Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. */ readonly RelatedHighPrice: 1819; /** Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. */ readonly RelatedLowPrice: 1820; /** Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). */ readonly RelatedPriceSource: 1821; /** Indicates how the minimum quantity should be applied when executing the order. */ readonly MinQtyMethod: 1822; /** Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. */ readonly Triggered: 1823; /** OrigClOrdID(41) of an order affected by a mass cancel or mass action request. */ readonly AffectedOrigClOrdID: 1824; /** SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. */ readonly NotAffSecondaryOrderID: 1825; /** Time unit multiplier for the event. */ readonly EventTimePeriod: 1826; /** Time unit associated with the event. */ readonly EventTimeUnit: 1827; /** When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. */ readonly LastQtyVariance: 1828; /** Number of legs in the side of a cross order. */ readonly NoCrossLegs: 1829; /** Settlement price increment for stated price range. */ readonly SettlPriceIncrement: 1830; /** Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. */ readonly SettlPriceSecondaryIncrement: 1831; /** Indicates whether the trade or position being reported was cleared through a clearing organization. */ readonly ClearedIndicator: 1832; /** Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. */ readonly ContractRefPosType: 1833; /** Used to describe the ownership of the position. */ readonly PositionCapacity: 1834; /** Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. */ readonly PosQtyUnitOfMeasureCurrency: 1835; /** Indicates the unit of measure of the position quantity when not expressed in contracts. */ readonly PosQtyUnitOfMeasure: 1836; /** Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. */ readonly UnderlyingContractPriceRefMonth: 1837; /** Number of trade price conditions. */ readonly NoTradePriceConditions: 1838; /** Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. */ readonly TradePriceCondition: 1839; /** Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. */ readonly TradeAllocStatus: 1840; /** Number of trade quantities. */ readonly NoTradeQtys: 1841; /** Indicates the type of trade quantity in TradeQty(1843). */ readonly TradeQtyType: 1842; /** Trade quantity. */ readonly TradeQty: 1843; /** Number of trade allocation amount entries. */ readonly NoTradeAllocAmts: 1844; /** Type of the amount associated with a trade allocation. */ readonly TradeAllocAmtType: 1845; /** The amount associated with a trade allocation. */ readonly TradeAllocAmt: 1846; /** Currency denomination of the trade allocation amount. */ readonly TradeAllocCurrency: 1847; /** Instruction on how to add a trade to an allocation group when it is being given-up. */ readonly TradeAllocGroupInstruction: 1848; /** Indicates the trade is a result of an offset or onset. */ readonly OffsetInstruction: 1849; /** Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. */ readonly TradeAllocAmtReason: 1850; /** Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. */ readonly StrategyLinkID: 1851; /** Calculated average price for this side of the trade. */ readonly SideAvgPx: 1852; /** Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. */ readonly SideAvgPxIndicator: 1853; /** The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). */ readonly SideAvgPxGroupID: 1854; /** Number of related trades. */ readonly NoRelatedTrades: 1855; /** Identifier of a related trade. */ readonly RelatedTradeID: 1856; /** Describes the source of the identifier that RelatedTradeID(1856) represents. */ readonly RelatedTradeIDSource: 1857; /** Date of a related trade. */ readonly RelatedTradeDate: 1858; /** Market of execution of related trade. */ readonly RelatedTradeMarketID: 1859; /** Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. */ readonly RelatedTradeQuantity: 1860; /** Number of related positions. */ readonly NoRelatedPositions: 1861; /** Identifier of a related position. */ readonly RelatedPositionID: 1862; /** Describes the source of the identifier that RelatedPositionID(1862) represents. */ readonly RelatedPositionIDSource: 1863; /** Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. */ readonly RelatedPositionDate: 1864; /** Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. */ readonly QuoteAckStatus: 1865; /** Specifies the index used to calculate the strike price. */ readonly StrikeIndex: 1866; /** Unique identifier for the ask side of the quote assigned by the quote issuer. */ readonly OfferID: 1867; /** Number of value check entries. */ readonly NoValueChecks: 1868; /** Type of value to be checked. */ readonly ValueCheckType: 1869; /** Action to be taken for the ValueCheckType(1869). */ readonly ValueCheckAction: 1870; /** The length of the LegSecurityXML(1872) data block. */ readonly LegSecurityXMLLen: 1871; /** XML definition for the leg security. */ readonly LegSecurityXML: 1872; /** The schema used to validate the contents of LegSecurityXML(1872). */ readonly LegSecurityXMLSchema: 1873; /** The length of the UnderlyingSecurityXML(1875) data block. */ readonly UnderlyingSecurityXMLLen: 1874; /** XML definition for the underlying security. */ readonly UnderlyingSecurityXML: 1875; /** The schema used to validate the contents of UnderlyingSecurityXML(1875). */ readonly UnderlyingSecurityXMLSchema: 1876; /** Result party detail definition request. */ readonly PartyDetailRequestResult: 1877; /** Status of party details definition request. */ readonly PartyDetailRequestStatus: 1878; /** Status of party detail definition for one party. */ readonly PartyDetailDefinitionStatus: 1879; /** Result of party detail definition for one party. */ readonly PartyDetailDefinitionResult: 1880; /** Result of risk limit definition request. */ readonly EntitlementRequestResult: 1881; /** Status of party entitlements definition request. */ readonly EntitlementRequestStatus: 1882; /** Status of entitlement definition for one party. */ readonly EntitlementStatus: 1883; /** Result of entitlement definition for one party. */ readonly EntitlementResult: 1884; /** Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. */ readonly EntitlementRefID: 1885; /** Used to express the unit of measure of the settlement price if different from the contract. */ readonly SettlPriceUnitOfMeasure: 1886; /** Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. */ readonly SettlPriceUnitOfMeasureCurrency: 1887; /** Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. */ readonly TradeMatchTimestamp: 1888; /** Number of instrument match sides. */ readonly NoInstrmtMatchSides: 1889; /** Number of trade match sides. */ readonly NoTrdMatchSides: 1890; /** Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. */ readonly TrdMatchSubID: 1891; /** Number of instrument leg executions. */ readonly NoLegExecs: 1892; /** The ExecID(17) value corresponding to a trade leg. */ readonly LegExecID: 1893; /** The TradeID(1003) value corresponding to a trade leg. */ readonly LegTradeID: 1894; /** The TradeReportID(571) value corresponding to a trade leg. */ readonly LegTradeReportID: 1895; /** Used to indicate the status of the trade match report submission. */ readonly TradeMatchAckStatus: 1896; /** Reason the trade match report submission was rejected. */ readonly TradeMatchRejectReason: 1897; /** Identifies the market segment of the side. */ readonly SideMarketSegmentID: 1898; /** Identifies the type of venue where the trade was executed for the side. */ readonly SideVenueType: 1899; /** Used to reference the value from SideExecID(1427). */ readonly SideExecRefID: 1900; /** Used to reference the value from LegExecID(1893). */ readonly LegExecRefID: 1901; /** Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. */ readonly HaircutIndicator: 1902; /** Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. */ readonly RegulatoryTradeID: 1903; /** Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). */ readonly RegulatoryTradeIDEvent: 1904; /** Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entity identifier may be assigned by a regulator or from a supported standard identifier source scheme. In the context of CFTC usage for Unique Swap Identifier (USI), this field is required to convey the namespace of the entity creating the USI, in accordance to the USI Data Standard (https://www.cftc.gov/sites/default/files/idc/groups/public/@swaps/documents/dfsubmission/usidatastandards100112.pdf). For standardized identifier source schemes, such as the Unique Transaction Identifier (UTI), the source scheme is identified using supported code values. */ readonly RegulatoryTradeIDSource: 1905; /** Specifies the type of trade identifier provided in RegulatoryTradeID(1903). Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different RegulatoryTradeIDType(1906) values using multiple instances of the repeating group as needed for regulatory reporting. */ readonly RegulatoryTradeIDType: 1906; /** Number of regulatory IDs in the repeating group. */ readonly NoRegulatoryTradeIDs: 1907; /** Number of regulatory IDs in the repeating group. */ readonly NoAllocRegulatoryTradeIDs: 1908; /** Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. */ readonly AllocRegulatoryTradeID: 1909; /** Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entity identifier may be assigned by a regulator or from a supported standard identifier source scheme. In the context of CFTC usage for Unique Swap Identifier (USI), this field is required to convey the namespace of the entity creating the USI, in accordance to the USI Data Standard (https://www.cftc.gov/sites/default/files/idc/groups/public/@swaps/documents/dfsubmission/usidatastandards100112.pdf). For standardized identifier source schemes, such as the Unique Transaction Identifier (UTI), the source scheme is identified using supported code values. */ readonly AllocRegulatoryTradeIDSource: 1910; /** Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). */ readonly AllocRegulatoryTradeIDEvent: 1911; /** Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. */ readonly AllocRegulatoryTradeIDType: 1912; /** The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). */ readonly NumOfCompetitors: 1913; /** The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. */ readonly ResponseTime: 1914; /** Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). */ readonly QuoteDisplayTime: 1915; /** Time unit in which the ExposureDuration(1629) is expressed. */ readonly ExposureDurationUnit: 1916; /** The best quoted price received among those not traded. */ readonly CoverPrice: 1917; /** Number of clearing account type entries. */ readonly NoClearingAccountTypes: 1918; /** Number of price movement entries. */ readonly NoPriceMovements: 1919; /** Number of price movement value entries. */ readonly NoPriceMovementValues: 1920; /** Value at specific price movement point. */ readonly PriceMovementValue: 1921; /** Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. */ readonly PriceMovementPoint: 1922; /** Describes the format of the PriceMovementValue(1921). */ readonly PriceMovementType: 1923; /** Specifies the party's or parties' intention to clear the trade. */ readonly ClearingIntention: 1924; /** Specifies the eligibility of this trade for clearing and central counterparty processing. */ readonly TradeClearingInstruction: 1925; /** Indicates that the trade being reported occurred in the past and is still in effect or active. */ readonly BackloadedTradeIndicator: 1926; /** Specifies how a trade was confirmed. */ readonly ConfirmationMethod: 1927; /** An indication that the trade is flagged for mandatory clearing. */ readonly MandatoryClearingIndicator: 1928; /** An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). */ readonly MixedSwapIndicator: 1929; /** An indication that the price is off-market. */ readonly OffMarketPriceIndicator: 1930; /** Indication of how a trade was verified. */ readonly VerificationMethod: 1931; /** Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). */ readonly ClearingRequirementException: 1932; /** Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. */ readonly IRSDirection: 1933; /** Type of regulatory report. */ readonly RegulatoryReportType: 1934; /** Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). */ readonly VoluntaryRegulatoryReport: 1935; /** Specifies how the trade is collateralized. In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply. In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply. */ readonly TradeCollateralization: 1936; /** Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. */ readonly TradeContinuation: 1937; /** The broad asset category for assessing risk exposure. */ readonly AssetClass: 1938; /** The subcategory description of the asset class. */ readonly AssetSubClass: 1939; /** Used to provide more specific description of the asset specified in AssetSubClass(1939). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. */ readonly AssetType: 1940; /** The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. */ readonly SwapClass: 1941; /** The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. */ readonly NthToDefault: 1942; /** The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. */ readonly MthToDefault: 1943; /** Relevant settled entity matrix source. */ readonly SettledEntityMatrixSource: 1944; /** The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. */ readonly SettledEntityMatrixPublicationDate: 1945; /** Coupon type of the bond. */ readonly CouponType: 1946; /** Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. */ readonly TotalIssuedAmount: 1947; /** Time unit multiplier for the frequency of the bond's coupon payment. */ readonly CouponFrequencyPeriod: 1948; /** Time unit associated with the frequency of the bond's coupon payment. */ readonly CouponFrequencyUnit: 1949; /** The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. */ readonly CouponDayCount: 1950; /** Identifies the equity in which a convertible bond can be converted to. */ readonly ConvertibleBondEquityID: 1951; /** Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. */ readonly ConvertibleBondEquityIDSource: 1952; /** Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. */ readonly ContractPriceRefMonth: 1953; /** Indicates the seniority level of the lien in a loan. */ readonly LienSeniority: 1954; /** Specifies the type of loan when the credit default swap's reference obligation is a loan. */ readonly LoanFacility: 1955; /** Specifies the type of reference entity for first-to-default CDS basket contracts. */ readonly ReferenceEntityType: 1956; /** The series identifier of a credit default swap index. */ readonly IndexSeries: 1957; /** The version of a credit default swap index annex. */ readonly IndexAnnexVersion: 1958; /** The date of a credit default swap index series annex. */ readonly IndexAnnexDate: 1959; /** The source of a credit default swap series annex. */ readonly IndexAnnexSource: 1960; /** The version of the master agreement */ readonly AgreementVersion: 1961; /** The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. */ readonly MasterConfirmationDesc: 1962; /** Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. */ readonly MasterConfirmationDate: 1963; /** The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. */ readonly MasterConfirmationAnnexDesc: 1964; /** The date that an annex to the master confirmation was executed between the parties. */ readonly MasterConfirmationAnnexDate: 1965; /** Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. */ readonly BrokerConfirmationDesc: 1966; /** The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. */ readonly CreditSupportAgreementDesc: 1967; /** The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. */ readonly CreditSupportAgreementDate: 1968; /** A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. */ readonly CreditSupportAgreementID: 1969; /** Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. */ readonly GoverningLaw: 1970; /** Number of regulatory IDs in the repeating group. */ readonly NoSideRegulatoryTradeIDs: 1971; /** Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. */ readonly SideRegulatoryTradeID: 1972; /** Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entity identifier may be assigned by a regulator or from a supported standard identifier source scheme. In the context of CFTC usage for Unique Swap Identifier (USI), this field is required to convey the namespace of the entity creating the USI, in accordance to the USI Data Standard (https://www.cftc.gov/sites/default/files/idc/groups/public/@swaps/documents/dfsubmission/usidatastandards100112.pdf). For standardized identifier source schemes, such as the Unique Transaction Identifier (UTI), the source scheme is identified using supported code values. */ readonly SideRegulatoryTradeIDSource: 1973; /** Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). */ readonly SideRegulatoryTradeIDEvent: 1974; /** Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. */ readonly SideRegulatoryTradeIDType: 1975; /** Number of secondary asset classes in the repeating group. */ readonly NoSecondaryAssetClasses: 1976; /** The broad asset category for assessing risk exposure for a multi-asset trade. */ readonly SecondaryAssetClass: 1977; /** An indication of the general description of the asset class. */ readonly SecondaryAssetSubClass: 1978; /** Used to provide more specific description of the asset specified in SecondaryAssetSubClass(1978). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. */ readonly SecondaryAssetType: 1979; /** Indication that a block trade will be allocated. */ readonly BlockTrdAllocIndicator: 1980; /** Number of events in the repeating group. */ readonly NoUnderlyingEvents: 1981; /** Code to represent the type of event. */ readonly UnderlyingEventType: 1982; /** The date of the event. */ readonly UnderlyingEventDate: 1983; /** The time of the event. To be used in combination with UnderlyingEventDate(1983). */ readonly UnderlyingEventTime: 1984; /** Time unit associated with the event. */ readonly UnderlyingEventTimeUnit: 1985; /** Time unit multiplier for the event. */ readonly UnderlyingEventTimePeriod: 1986; /** Predetermined price of issue at event, if applicable. */ readonly UnderlyingEventPx: 1987; /** For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. */ readonly UnderlyingConstituentWeight: 1988; /** Specifies the coupon type of the underlying bond. */ readonly UnderlyingCouponType: 1989; /** Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. */ readonly UnderlyingTotalIssuedAmount: 1990; /** Time unit multiplier for the frequency of the bond's coupon payment. */ readonly UnderlyingCouponFrequencyPeriod: 1991; /** Time unit associated with the frequency of the bond's coupon payment. */ readonly UnderlyingCouponFrequencyUnit: 1992; /** The day count convention used in interest calculations for a bond or an interest bearing security. */ readonly UnderlyingCouponDayCount: 1993; /** For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in instrument ID and the obligations are identified in UnderlyingObligationID(1994). */ readonly UnderlyingObligationID: 1994; /** Identifies the source scheme of the UnderlyingObligationID(1994). */ readonly UnderlyingObligationIDSource: 1995; /** Specifies the equity in which a convertible bond can be converted. */ readonly UnderlyingEquityID: 1996; /** Identifies the source of the UnderlyingEquityID(1996). */ readonly UnderlyingEquityIDSource: 1997; /** Indicates the seniority level of the lien in a loan. */ readonly UnderlyingLienSeniority: 1998; /** Specifies the type of loan when the credit default swap's reference obligation is a loan. */ readonly UnderlyingLoanFacility: 1999; /** Specifies the type of reference entity for first-to-default CDS basket contracts. */ readonly UnderlyingReferenceEntityType: 2000; /** Specifies the strike price offset from the named index. */ readonly StrikeIndexSpread: 2001; /** Specifies the source of trade valuation data. */ readonly ValuationSource: 2002; /** The series identifier of a credit default swap index. */ readonly UnderlyingIndexSeries: 2003; /** The version identifier of a credit default swap index annex. */ readonly UnderlyingIndexAnnexVersion: 2004; /** The date of a credit default swap index series annex. */ readonly UnderlyingIndexAnnexDate: 2005; /** The source of a credit default swap index series annex. */ readonly UnderlyingIndexAnnexSource: 2006; /** Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc */ readonly UnderlyingProductComplex: 2007; /** An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. */ readonly UnderlyingSecurityGroup: 2008; /** Indicator to determine if Instrument is Settle on Open. */ readonly UnderlyingSettleOnOpenFlag: 2009; /** Method under which assignment was conducted */ readonly UnderlyingAssignmentMethod: 2010; /** Indicates the current state of the underlying instrument. */ readonly UnderlyingSecurityStatus: 2011; /** Type of reference obligation for credit derivatives contracts. */ readonly UnderlyingObligationType: 2012; /** The broad asset category for assessing risk exposure. */ readonly UnderlyingAssetClass: 2013; /** An indication of the general description of the asset class. */ readonly UnderlyingAssetSubClass: 2014; /** Used to provide more specific description of the asset specified in UnderlyingAssetSubClass(2082). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. */ readonly UnderlyingAssetType: 2015; /** The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. */ readonly UnderlyingSwapClass: 2016; /** The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. */ readonly UnderlyingNthToDefault: 2017; /** The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. */ readonly UnderlyingMthToDefault: 2018; /** Relevant settled entity matrix source. */ readonly UnderlyingSettledEntityMatrixSource: 2019; /** Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. */ readonly UnderlyingSettledEntityMatrixPublicationDate: 2020; /** Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. */ readonly UnderlyingStrikeMultiplier: 2021; /** Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. */ readonly UnderlyingStrikeValue: 2022; /** Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. */ readonly UnderlyingStrikePriceDeterminationMethod: 2023; /** Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. */ readonly UnderlyingStrikePriceBoundaryMethod: 2024; /** Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. */ readonly UnderlyingStrikePriceBoundaryPrecision: 2025; /** Minimum price increment for the instrument. Could also be used to represent tick value. */ readonly UnderlyingMinPriceIncrement: 2026; /** Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). */ readonly UnderlyingMinPriceIncrementAmount: 2027; /** Indicates the type of valuation method or payout trigger for an in-the-money option. */ readonly UnderlyingOptPayoutType: 2028; /** Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. */ readonly UnderlyingOptPayoutAmount: 2029; /** Method for price quotation. */ readonly UnderlyingPriceQuoteMethod: 2030; /** Indicates type of valuation method used. */ readonly UnderlyingValuationMethod: 2031; /** Indicates whether the instruments are pre-listed only or can also be defined via user request. */ readonly UnderlyingListMethod: 2032; /** Used to express the ceiling price of a capped call. */ readonly UnderlyingCapPrice: 2033; /** Used to express the floor price of a capped put. */ readonly UnderlyingFloorPrice: 2034; /** Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. */ readonly UnderlyingFlexibleIndicator: 2035; /** Used to indicate if a product or group of product supports the creation of flexible securities. */ readonly UnderlyingFlexProductEligibilityIndicator: 2036; /** Position limit for the instrument. */ readonly UnderlyingPositionLimit: 2037; /** Position Limit in the near-term contract for a given exchange-traded product. */ readonly UnderlyingNTPositionLimit: 2038; /** Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. */ readonly UnderlyingPool: 2039; /** Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. */ readonly UnderlyingContractSettlMonth: 2040; /** If different from IssueDate() */ readonly UnderlyingDatedDate: 2041; /** If different from IssueDate and DatedDate */ readonly UnderlyingInterestAccrualDate: 2042; /** Indicates whether a restriction applies to short selling a security. */ readonly UnderlyingShortSaleRestriction: 2043; /** Spread table code referred by the security or symbol. */ readonly UnderlyingRefTickTableID: 2044; /** Number of complex events in the repeating group. */ readonly NoUnderlyingComplexEvents: 2045; /** Identifies the type of complex event. */ readonly UnderlyingComplexEventType: 2046; /** Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. */ readonly UnderlyingComplexOptPayoutAmount: 2047; /** Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). */ readonly UnderlyingComplexEventPrice: 2048; /** Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). */ readonly UnderlyingComplexEventPriceBoundaryMethod: 2049; /** Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. */ readonly UnderlyingComplexEventPriceBoundaryPrecision: 2050; /** Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). */ readonly UnderlyingComplexEventPriceTimeType: 2051; /** Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. */ readonly UnderlyingComplexEventCondition: 2052; /** Number of underlying complex event dates in the repeating group. */ readonly NoUnderlyingComplexEventDates: 2053; /** The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. */ readonly UnderlyingComplexEventStartDate: 2054; /** The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). */ readonly UnderlyingComplexEventEndDate: 2055; /** Number of complex event times in the repeating group. */ readonly NoUnderlyingComplexEventTimes: 2056; /** The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). */ readonly UnderlyingComplexEventStartTime: 2057; /** The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). */ readonly UnderlyingComplexEventEndTime: 2058; /** Number of events in the repeating group */ readonly NoLegEvents: 2059; /** Code to represent the type of event. */ readonly LegEventType: 2060; /** The date of the event. */ readonly LegEventDate: 2061; /** Specific time of event. To be used in combination with LegEventDate(2061). */ readonly LegEventTime: 2062; /** Time unit associated with the event. */ readonly LegEventTimeUnit: 2063; /** Time unit multiplier for the event. */ readonly LegEventTimePeriod: 2064; /** Predetermined price of issue at event, if applicable. */ readonly LegEventPx: 2065; /** Free form text to specify additional information or enumeration description when a standard value does not apply. */ readonly LegEventText: 2066; /** The broad asset category for assessing risk exposure. */ readonly LegAssetClass: 2067; /** The general subcategory description of the asset class. */ readonly LegAssetSubClass: 2068; /** Used to provide more specific description of the asset specified in LegAssetSubClass(2068). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. */ readonly LegAssetType: 2069; /** Swap type. */ readonly LegSwapClass: 2070; /** Free form text to specify comments related to the event. */ readonly UnderlyingEventText: 2071; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. */ readonly EncodedUnderlyingEventTextLen: 2072; /** Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. */ readonly EncodedUnderlyingEventText: 2073; /** Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. */ readonly EncodedLegEventTextLen: 2074; /** Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. */ readonly EncodedLegEventText: 2075; /** Number of secondary asset classes in the repeating group. */ readonly NoLegSecondaryAssetClasses: 2076; /** The broad asset category for assessing risk exposure for a multi-asset trade. */ readonly LegSecondaryAssetClass: 2077; /** An indication of the general description of the asset class. */ readonly LegSecondaryAssetSubClass: 2078; /** Used to provide more specific description of the asset specified in LegSecondaryAssetSubClass(2078). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. */ readonly LegSecondaryAssetType: 2079; /** Number of secondary asset classes in the repeating group. */ readonly NoUnderlyingSecondaryAssetClasses: 2080; /** The broad asset category for assessing risk exposure for a multi-asset trade. */ readonly UnderlyingSecondaryAssetClass: 2081; /** An indication of the general description of the asset class. */ readonly UnderlyingSecondaryAssetSubClass: 2082; /** Used to provide more specific description of the asset specified in UnderlyingSecondaryAssetSubClass(2082). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. */ readonly UnderlyingSecondaryAssetType: 2083; /** The date of the previous clearing business day. */ readonly PreviousClearingBusinessDate: 2084; /** The valuation date of the trade. */ readonly ValuationDate: 2085; /** The valuation time of the trade. */ readonly ValuationTime: 2086; /** Identifies the business center whose calendar is used for valuation, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ValuationBusinessCenter: 2087; /** Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). */ readonly MarginAmtFXRate: 2088; /** Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. */ readonly MarginAmtFXRateCalc: 2089; /** Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). */ readonly CollateralFXRate: 2090; /** Specifies whether or not CollateralFXRate(2090) should be multipled or divided. */ readonly CollateralFXRateCalc: 2091; /** Market segment associated with the collateral amount. */ readonly CollateralAmountMarketSegmentID: 2092; /** Market associated with the collateral amount. */ readonly CollateralAmountMarketID: 2093; /** Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). */ readonly PayCollectFXRate: 2094; /** Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. */ readonly PayCollectFXRateCalc: 2095; /** Corresponds to the value in StreamDesc(40051) in the StreamGrp component. */ readonly PosAmtStreamDesc: 2096; /** Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). */ readonly PositionFXRate: 2097; /** Specifies whether or not PositionFXRate(2097) should be multipled or divided. */ readonly PositionFXRateCalc: 2098; /** Market segment associated with the position amount. */ readonly PosAmtMarketSegmentID: 2099; /** Market associated with the position amount. */ readonly PosAmtMarketID: 2100; /** Indicates if the position has been terminated. */ readonly TerminatedIndicator: 2101; /** Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. */ readonly ShortMarkingExemptIndicator: 2102; /** Specifies the identifier of the reporting entity as assigned by regulatory agency. */ readonly RelatedRegulatoryTradeIDSource: 2103; /** The number of attached files. */ readonly NoAttachments: 2104; /** Specifies the file name of the attachment. */ readonly AttachmentName: 2105; /** The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) */ readonly AttachmentMediaType: 2106; /** Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet */ readonly AttachmentClassification: 2107; /** Used to specify an external URL where the attachment can be obtained. */ readonly AttachmentExternalURL: 2108; /** The encoding type of the content provided in EncodedAttachment(2112). The AttachmentEncodingType(2109) is a distinct and separate concept from MessageEncoding(347) that defines how FIX fields of type data are encoded. The MessageEncoding(347) is used to embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. */ readonly AttachmentEncodingType: 2109; /** Unencoded content length in bytes. Can be used to validate successful unencoding. */ readonly UnencodedAttachmentLen: 2110; /** Byte length of encoded the EncodedAttachment(2112) field. */ readonly EncodedAttachmentLen: 2111; /** The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. */ readonly EncodedAttachment: 2112; /** The number of attachment keywords. */ readonly NoAttachmentKeywords: 2113; /** Can be used to provide data or keyword tagging of the content of the attachment. */ readonly AttachmentKeyword: 2114; /** Specifies the negotiation method to be used. */ readonly NegotiationMethod: 2115; /** The time of the next auction. */ readonly NextAuctionTime: 2116; /** Trade side of payout payer. */ readonly ComplexOptPayoutPaySide: 2117; /** Trade side of payout receiver. */ readonly ComplexOptPayoutReceiveSide: 2118; /** Reference to the underlier whose payments are being passed through. */ readonly ComplexOptPayoutUnderlier: 2119; /** Percentage of observed price for calculating the payout associated with the event. */ readonly ComplexOptPayoutPercentage: 2120; /** Specifies when the payout is to occur. */ readonly ComplexOptPayoutTime: 2121; /** Specifies the currency of the payout amount. ComplexOptPayoutCurrencyCodeSource(2941) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly ComplexOptPayoutCurrency: 2122; /** Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). */ readonly ComplexEventPricePercentage: 2123; /** Specifies the first or only reference currency of the trade. ComplexEventCurrencyOneCodeSource(2942) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. */ readonly ComplexEventCurrencyOne: 2124; /** Specifies the second reference currency of the trade. ComplexEventCurrencyTwoCodeSource(2943) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. */ readonly ComplexEventCurrencyTwo: 2125; /** For foreign exchange Quanto option feature. */ readonly ComplexEventQuoteBasis: 2126; /** Specifies the fixed FX rate alternative for FX Quantro options. */ readonly ComplexEventFixedFXRate: 2127; /** Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly ComplexEventDeterminationMethod: 2128; /** Used to identify the calculation agent. */ readonly ComplexEventCalculationAgent: 2129; /** Upper strike price for Asian option feature. Strike percentage for a Strike Spread. */ readonly ComplexEventStrikePrice: 2130; /** Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. */ readonly ComplexEventStrikeFactor: 2131; /** Upper string number of options for a Strike Spread. */ readonly ComplexEventStrikeNumberOfOptions: 2132; /** Reference to credit event table elsewhere in the message. */ readonly ComplexEventCreditEventsXIDRef: 2133; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. */ readonly ComplexEventCreditEventNotifyingParty: 2134; /** The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ComplexEventCreditEventBusinessCenter: 2135; /** When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. */ readonly ComplexEventCreditEventStandardSources: 2136; /** The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. */ readonly ComplexEventCreditEventMinimumSources: 2137; /** Identifier of this complex event for cross referencing elsewhere in the message. */ readonly ComplexEventXID: 2138; /** Reference to a complex event elsewhere in the message. */ readonly ComplexEventXIDRef: 2139; /** Specifies the methodology and/or assumptions used to generate the trade value. */ readonly ValuationReferenceModel: 2140; /** Specifies the type of trade strategy. */ readonly StrategyType: 2141; /** When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. */ readonly CommonPricingIndicator: 2142; /** Specifies the consequences of bullion settlement disruption events. */ readonly SettlDisruptionProvision: 2143; /** Specifies the rounding direction if not overridden elsewhere. */ readonly InstrumentRoundingDirection: 2144; /** Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly InstrumentRoundingPrecision: 2145; /** Indicator to determine if the instrument is to settle on open. */ readonly LegSettleOnOpenFlag: 2146; /** Specifies the method under which assignment was conducted. */ readonly LegInstrmtAssignmentMethod: 2147; /** Indicates the current state of the leg instrument. */ readonly LegSecurityStatus: 2148; /** A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. */ readonly LegRestructuringType: 2149; /** Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. */ readonly LegSeniority: 2150; /** Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. */ readonly LegNotionalPercentageOutstanding: 2151; /** Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). */ readonly LegOriginalNotionalPercentageOutstanding: 2152; /** Lower bound percentage of the loss that the tranche can endure. */ readonly LegAttachmentPoint: 2153; /** Upper bound percentage of the loss the tranche can endure. */ readonly LegDetachmentPoint: 2154; /** Type of reference obligation for credit derivatives contracts. */ readonly LegObligationType: 2155; /** The sub-classification or notional schedule type of the swap. */ readonly LegSwapSubClass: 2156; /** The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. */ readonly LegNthToDefault: 2157; /** The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. */ readonly LegMthToDefault: 2158; /** Relevant settled entity matrix source. */ readonly LegSettledEntityMatrixSource: 2159; /** The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. */ readonly LegSettledEntityMatrixPublicationDate: 2160; /** Specifies the coupon type of the bond. */ readonly LegCouponType: 2161; /** Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. */ readonly LegTotalIssuedAmount: 2162; /** Time unit multiplier for the frequency of the bond's coupon payment. */ readonly LegCouponFrequencyPeriod: 2163; /** Time unit associated with the frequency of the bond's coupon payment. */ readonly LegCouponFrequencyUnit: 2164; /** The day count convention used in interest calculations for a bond or an interest bearing security. */ readonly LegCouponDayCount: 2165; /** Identifies the equity in which a convertible bond can be converted to. */ readonly LegConvertibleBondEquityID: 2166; /** Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. */ readonly LegConvertibleBondEquityIDSource: 2167; /** Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. */ readonly LegContractPriceRefMonth: 2168; /** Indicates the seniority level of the lien in a loan. */ readonly LegLienSeniority: 2169; /** Specifies the type of loan when the credit default swap's reference obligation is a loan. */ readonly LegLoanFacility: 2170; /** Specifies the type of reference entity for first-to-default CDS basket contracts. */ readonly LegReferenceEntityType: 2171; /** The series identifier of a credit default swap index. */ readonly LegIndexSeries: 2172; /** The version of a credit default swap index annex. */ readonly LegIndexAnnexVersion: 2173; /** The date of a credit default swap index series annex. */ readonly LegIndexAnnexDate: 2174; /** The source of a credit default swap series annex. */ readonly LegIndexAnnexSource: 2175; /** In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. */ readonly LegSettlRateIndex: 2176; /** This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. */ readonly LegSettlRateIndexLocation: 2177; /** Description of the option expiration. */ readonly LegOptionExpirationDesc: 2178; /** Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. */ readonly EncodedLegOptionExpirationDescLen: 2179; /** Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). */ readonly EncodedLegOptionExpirationDesc: 2180; /** Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. */ readonly LegStrikeMultiplier: 2181; /** The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. */ readonly LegStrikeValue: 2182; /** Used to express the unit of measure (UOM) of the price if different from the contract. */ readonly LegStrikeUnitOfMeasure: 2183; /** Specifies the index used to calculate the strike price. */ readonly LegStrikeIndex: 2184; /** Specifies the strike price offset from the named index. */ readonly LegStrikeIndexSpread: 2185; /** Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. */ readonly LegStrikePriceDeterminationMethod: 2186; /** Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. */ readonly LegStrikePriceBoundaryMethod: 2187; /** Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. */ readonly LegStrikePriceBoundaryPrecision: 2188; /** Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). */ readonly LegUnderlyingPriceDeterminationMethod: 2189; /** Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. */ readonly LegMinPriceIncrement: 2190; /** Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). */ readonly LegMinPriceIncrementAmount: 2191; /** Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. */ readonly LegSettlMethod: 2192; /** Indicates the type of valuation method or trigger payout for an in-the-money option. */ readonly LegOptPayoutType: 2193; /** Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. */ readonly LegOptPayoutAmount: 2194; /** Specifies the method for price quotation. */ readonly LegPriceQuoteMethod: 2195; /** Specifies the type of valuation method applied. */ readonly LegValuationMethod: 2196; /** Specifies the source of trade valuation data. */ readonly LegValuationSource: 2197; /** Specifies the methodology and/or assumptions used to generate the trade value. */ readonly LegValuationReferenceModel: 2198; /** Indicates whether instruments are pre-listed only or can also be defined via user request. */ readonly LegListMethod: 2199; /** Used to express the ceiling price of a capped call. */ readonly LegCapPrice: 2200; /** Used to express the floor price of a capped put. */ readonly LegFloorPrice: 2201; /** Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. */ readonly LegFlexibleIndicator: 2202; /** Used to indicate if a product or group of product supports the creation of flexible securities. */ readonly LegFlexProductEligibilityIndicator: 2203; /** The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. */ readonly LegComplexEventStartTime: 2204; /** Position Limit for a given exchange-traded product. */ readonly LegPositionLimit: 2205; /** Position limit in the near-term contract for a given exchange-traded product. */ readonly LegNTPositionLimit: 2206; /** The program under which a commercial paper is issued. */ readonly LegCPProgram: 2207; /** The registration type of a commercial paper issuance. */ readonly LegCPRegType: 2208; /** Indicates whether a restriction applies to short selling a security. */ readonly LegShortSaleRestriction: 2209; /** Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). */ readonly AssetGroup: 2210; /** Specifies the type of trade strategy. */ readonly LegStrategyType: 2211; /** When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. */ readonly LegCommonPricingIndicator: 2212; /** Specifies the consequences of bullion settlement disruption events. */ readonly LegSettlDisruptionProvision: 2213; /** Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. */ readonly LegInstrumentRoundingDirection: 2214; /** Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly LegInstrumentRoundingPrecision: 2215; /** The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. */ readonly MiscFeeRate: 2216; /** The fee amount due if different from MiscFeeAmt(137). */ readonly MiscFeeAmountDue: 2217; /** Number of complex events in the repeating group. */ readonly NoLegComplexEvents: 2218; /** Identifies the type of complex event. */ readonly LegComplexEventType: 2219; /** Trade side of payout payer. */ readonly LegComplexOptPayoutPaySide: 2220; /** Trade side of payout receiver. */ readonly LegComplexOptPayoutReceiveSide: 2221; /** Reference to the underlier whose payments are being passed through. */ readonly LegComplexOptPayoutUnderlier: 2222; /** Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. */ readonly LegComplexOptPayoutAmount: 2223; /** Percentage of observed price for calculating the payout associated with the event. */ readonly LegComplexOptPayoutPercentage: 2224; /** Specifies when the payout is to occur. */ readonly LegComplexOptPayoutTime: 2225; /** Specifies the currency of the payout amount. LegComplexOptPayoutCurrencyCodeSource(2944) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly LegComplexOptPayoutCurrency: 2226; /** Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). */ readonly LegComplexEventPrice: 2227; /** Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). */ readonly LegComplexEventPricePercentage: 2228; /** Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). */ readonly LegComplexEventPriceBoundaryMethod: 2229; /** Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. */ readonly LegComplexEventPriceBoundaryPrecision: 2230; /** Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). */ readonly LegComplexEventPriceTimeType: 2231; /** Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. */ readonly LegComplexEventCondition: 2232; /** Specifies the first or only reference currency of the trade. LegComplexEventCurrencyOneCodeSource(2945) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. */ readonly LegComplexEventCurrencyOne: 2233; /** Specifies the second reference currency of the trade. LegComplexEventCurrencyTwoCodeSource(2946) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. */ readonly LegComplexEventCurrencyTwo: 2234; /** For foreign exchange Quanto option feature. */ readonly LegComplexEventQuoteBasis: 2235; /** Specifies the fixed FX rate alternative for FX Quantro options. */ readonly LegComplexEventFixedFXRate: 2236; /** Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly LegComplexEventDeterminationMethod: 2237; /** Used to identify the calculation agent. */ readonly LegComplexEventCalculationAgent: 2238; /** Upper strike price for Asian option feature. Strike percentage for a Strike Spread. */ readonly LegComplexEventStrikePrice: 2239; /** Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. */ readonly LegComplexEventStrikeFactor: 2240; /** Upper string number of options for a Strike Spread. */ readonly LegComplexEventStrikeNumberOfOptions: 2241; /** Reference to credit event table elsewhere in the message. */ readonly LegComplexEventCreditEventsXIDRef: 2242; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. */ readonly LegComplexEventCreditEventNotifyingParty: 2243; /** Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegComplexEventCreditEventBusinessCenter: 2244; /** When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. */ readonly LegComplexEventCreditEventStandardSources: 2245; /** The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. */ readonly LegComplexEventCreditEventMinimumSources: 2246; /** The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. */ readonly LegComplexEventEndTime: 2247; /** Identifier of this complex event for cross referencing elsewhere in the message. */ readonly LegComplexEventXID: 2248; /** Reference to a complex event elsewhere in the message. */ readonly LegComplexEventXIDRef: 2249; /** Number of complex event dates in the repeating group. */ readonly NoLegComplexEventDates: 2250; /** The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. */ readonly LegComplexEventStartDate: 2251; /** The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. */ readonly LegComplexEventEndDate: 2252; /** Number of complex event times in the repeating group. */ readonly NoLegComplexEventTimes: 2253; /** Number of parties in the repeating group. */ readonly NoLegInstrumentParties: 2254; /** Used to identify party id related to instrument. */ readonly LegInstrumentPartyID: 2255; /** Used to identify source of instrument party id. */ readonly LegInstrumentPartyIDSource: 2256; /** Used to identify the role of instrument party id. */ readonly LegInstrumentPartyRole: 2257; /** Number of parties sub-IDs in the repeating group. */ readonly NoLegInstrumentPartySubIDs: 2258; /** PartySubID value within an instrument party repeating group. */ readonly LegInstrumentPartySubID: 2259; /** Type of LegInstrumentPartySubID (2259) value. */ readonly LegInstrumentPartySubIDType: 2260; /** Trade side of payout payer. */ readonly UnderlyingComplexOptPayoutPaySide: 2261; /** Trade side of payout receiver. */ readonly UnderlyingComplexOptPayoutReceiveSide: 2262; /** Reference to the underlier whose payments are being passed through. */ readonly UnderlyingComplexOptPayoutUnderlier: 2263; /** Percentage of observed price for calculating the payout associated with the event. */ readonly UnderlyingComplexOptPayoutPercentage: 2264; /** The time when the payout is to occur. */ readonly UnderlyingComplexOptPayoutTime: 2265; /** Specifies the currency of the payout amount. UnderlyingComplexOptPayoutCurrencyCodeSource(2947) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly UnderlyingComplexOptPayoutCurrency: 2266; /** Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). */ readonly UnderlyingComplexEventPricePercentage: 2267; /** Specifies the first or only reference currency of the trade. UnderlyingComplexEventCurrencyOneCodeSource(2948) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. */ readonly UnderlyingComplexEventCurrencyOne: 2268; /** Specifies the second reference currency of the trade. UnderlyingComplexEventCurrencyTwoCodeSource(2949) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. */ readonly UnderlyingComplexEventCurrencyTwo: 2269; /** Specifies the currency pairing for the quote. */ readonly UnderlyingComplexEventQuoteBasis: 2270; /** Specifies the fixed FX rate alternative for FX Quantro options. */ readonly UnderlyingComplexEventFixedFXRate: 2271; /** Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly UnderlyingComplexEventDeterminationMethod: 2272; /** Used to identify the calculation agent. */ readonly UnderlyingComplexEventCalculationAgent: 2273; /** Upper strike price for Asian option feature. Strike percentage for a Strike Spread. */ readonly UnderlyingComplexEventStrikePrice: 2274; /** Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. */ readonly UnderlyingComplexEventStrikeFactor: 2275; /** Upper string number of options for a Strike Spread. */ readonly UnderlyingComplexEventStrikeNumberOfOptions: 2276; /** Reference to credit event table elsewhere in the message. */ readonly UnderlyingComplexEventCreditEventsXIDRef: 2277; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. */ readonly UnderlyingComplexEventCreditEventNotifyingParty: 2278; /** Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingComplexEventCreditEventBusinessCenter: 2279; /** When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. */ readonly UnderlyingComplexEventCreditEventStandardSources: 2280; /** The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. */ readonly UnderlyingComplexEventCreditEventMinimumSources: 2281; /** Identifier of this complex event for cross referencing elsewhere in the message. */ readonly UnderlyingComplexEventXID: 2282; /** Reference to a complex event elsewhere in the message. */ readonly UnderlyingComplexEventXIDRef: 2283; /** In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. */ readonly UnderlyingSettlRateIndex: 2284; /** This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. */ readonly UnderlyingSettlRateIndexLocation: 2285; /** Description of the option expiration. */ readonly UnderlyingOptionExpirationDesc: 2286; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. */ readonly EncodedUnderlyingOptionExpirationDescLen: 2287; /** Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). */ readonly EncodedUnderlyingOptionExpirationDesc: 2288; /** The sub-classification or notional schedule type of the swap. */ readonly UnderlyingSwapSubClass: 2289; /** Used to express the unit of measure (UOM) of the price if different from the contract. */ readonly UnderlyingStrikeUnitOfMeasure: 2290; /** Specifies the index used to calculate the strike price. */ readonly UnderlyingStrikeIndex: 2291; /** Specifies the strike price offset from the named index. */ readonly UnderlyingStrikeIndexSpread: 2292; /** Specifies the source of trade valuation data. */ readonly UnderlyingValuationSource: 2293; /** Specifies the methodology and/or assumptions used to generate the trade value. */ readonly UnderlyingValuationReferenceModel: 2294; /** Specifies the type of trade strategy. */ readonly UnderlyingStrategyType: 2295; /** When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. */ readonly UnderlyingCommonPricingIndicator: 2296; /** Specifies the consequences of settlement disruption events. */ readonly UnderlyingSettlDisruptionProvision: 2297; /** Specifies the rounding direction if not overridden elsewhere. */ readonly UnderlyingInstrumentRoundingDirection: 2298; /** Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly UnderlyingInstrumentRoundingPrecision: 2299; /** Total amount traded for this account (i.e. quantity * price) expressed in units of currency. */ readonly AllocGrossTradeAmt: 2300; /** The positive or negative change in quantity when this report is a trade correction or continuation. */ readonly LastQtyChanged: 2301; /** Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. */ readonly TradeVersion: 2302; /** Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. */ readonly HistoricalReportIndicator: 2303; /** The number of asset attribute entries in the group. */ readonly NoAssetAttributes: 2304; /** Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. */ readonly AssetAttributeType: 2305; /** Specifies the value of the asset attribute. */ readonly AssetAttributeValue: 2306; /** Limit or lower acceptable value of the attribute. */ readonly AssetAttributeLimit: 2307; /** Number of asset attribute entries in the group. */ readonly NoLegAssetAttributes: 2308; /** Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. */ readonly LegAssetAttributeType: 2309; /** Specifies the value of the attribute. */ readonly LegAssetAttributeValue: 2310; /** Limit or lower acceptable value of the attribute. */ readonly LegAssetAttributeLimit: 2311; /** Number of asset attribute entries in the group. */ readonly NoUnderlyingAssetAttributes: 2312; /** Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. */ readonly UnderlyingAssetAttributeType: 2313; /** Specifies the value of the attribute. */ readonly UnderlyingAssetAttributeValue: 2314; /** Limit or lower acceptable value of the attribute. */ readonly UnderlyingAssetAttributeLimit: 2315; /** Status of risk limit report. */ readonly RiskLimitReportStatus: 2316; /** The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). */ readonly RiskLimitReportRejectReason: 2317; /** The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. */ readonly RiskLimitCheckRequestID: 2318; /** The unique and static identifier, at the business entity level, of a risk limit check request. */ readonly RiskLimitCheckID: 2319; /** Specifies the transaction type of the risk limit check request. */ readonly RiskLimitCheckTransType: 2320; /** Specifies the type of limit check message. */ readonly RiskLimitCheckType: 2321; /** Specifies the message reference identifier of the risk limit check request message. */ readonly RiskLimitCheckRequestRefID: 2322; /** Specifies the type of limit amount check being requested. */ readonly RiskLimitCheckRequestType: 2323; /** Specifies the amount being requested for approval. */ readonly RiskLimitCheckAmount: 2324; /** Indicates the status of the risk limit check request. */ readonly RiskLimitCheckRequestStatus: 2325; /** Result of the credit limit check request. */ readonly RiskLimitCheckRequestResult: 2326; /** The credit/risk limit amount approved. */ readonly RiskLimitApprovedAmount: 2327; /** The unique identifier of the PartyActionRequest(35=DH) message. */ readonly PartyActionRequestID: 2328; /** Specifies the type of action to take or was taken for a given party. */ readonly PartyActionType: 2329; /** Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. */ readonly ApplTestMessageIndicator: 2330; /** The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. */ readonly PartyActionReportID: 2331; /** Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. */ readonly PartyActionResponse: 2332; /** Specifies the reason the PartyActionRequest(35=DH) was rejected. */ readonly PartyActionRejectReason: 2333; /** The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. */ readonly RefRiskLimitCheckID: 2334; /** Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. */ readonly RefRiskLimitCheckIDType: 2335; /** The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). */ readonly RiskLimitVelocityPeriod: 2336; /** Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. */ readonly RiskLimitVelocityUnit: 2337; /** Qualifies the value of RequestingPartyRole(1660). */ readonly RequestingPartyRoleQualifier: 2338; /** Specifies the type of credit limit check model workflow to apply for the specified party */ readonly RiskLimitCheckModelType: 2339; /** Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. */ readonly EventMonthYear: 2340; /** Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. */ readonly LegEventMonthYear: 2341; /** Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. */ readonly UnderlyingEventMonthYear: 2342; /** Indicates the status of the risk limit check performed on a trade. */ readonly RiskLimitCheckStatus: 2343; /** Indicates the status of the risk limit check performed on the side of a trade. */ readonly SideRiskLimitCheckStatus: 2344; /** Number of entitlement types in the repeating group. */ readonly NoEntitlementTypes: 2345; /** Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. */ readonly LegMidPx: 2346; /** Specifies the regulatory mandate or rule that the transaction complies with. */ readonly RegulatoryTransactionType: 2347; /** Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). */ readonly LegAssetGroup: 2348; /** Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. */ readonly PricePrecision: 2349; /** Identifier of the collateral portfolio when reporting on a portfolio basis. */ readonly CollateralPortfolioID: 2350; /** Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. */ readonly EncodedComplianceTextLen: 2351; /** Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. */ readonly EncodedComplianceText: 2352; /** Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. */ readonly TradingUnitPeriodMultiplier: 2353; /** Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. */ readonly LegTradingUnitPeriodMultiplier: 2354; /** The status of risk limits for a party. */ readonly PartyRiskLimitStatus: 2355; /** Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. */ readonly RemunerationIndicator: 2356; /** Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). */ readonly LegTotalTradeQty: 2357; /** Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). */ readonly LegLastMultipliedQty: 2358; /** Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. */ readonly LegTotalGrossTradeAmt: 2359; /** Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). */ readonly LegTotalTradeMultipliedQty: 2360; /** Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. */ readonly CompressionGroupID: 2361; /** Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. */ readonly SelfMatchPreventionID: 2362; /** Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. */ readonly UnderlyingTradingUnitPeriodMultiplier: 2363; /** Indicates action that triggered the Position Report. */ readonly PosReportAction: 2364; /** FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. */ readonly SettlForwardPoints: 2365; /** Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. */ readonly SettlPriceFxRateCalc: 2366; /** Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). */ readonly TotalTradeQty: 2367; /** Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). */ readonly LastMultipliedQty: 2368; /** Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. */ readonly TotalGrossTradeAmt: 2369; /** Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). */ readonly TotalTradeMultipliedQty: 2370; /** Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. */ readonly EncodedTradeContinuationText: 2371; /** Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. */ readonly EncodedTradeContinuationTextLen: 2372; /** Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." */ readonly IntraFirmTradeIndicator: 2373; /** Free form text to specify additional trade continuation information or data. */ readonly TradeContinuationText: 2374; /** The type of identification taxonomy used to identify the security. */ readonly TaxonomyType: 2375; /** Used to further qualify the value of PartyRole(452). */ readonly PartyRoleQualifier: 2376; /** Used to further qualify the value of DerivativeInstrumentPartyRole(1295). */ readonly DerivativeInstrumentPartyRoleQualifier: 2377; /** Used to further qualify the value of InstrumentPartyRole(1051). */ readonly InstrumentPartyRoleQualifier: 2378; /** Used to further qualify the value of LegInstrumentPartyRole(2257). */ readonly LegInstrumentPartyRoleQualifier: 2379; /** Used to further qualify the value of LegProvisionPartyRole(40536). */ readonly LegProvisionPartyRoleQualifier: 2380; /** Used to further qualify the value of Nested2PartyRole(759). */ readonly Nested2PartyRoleQualifier: 2381; /** Used to further qualify the value of Nested3PartyRole(951). */ readonly Nested3PartyRoleQualifier: 2382; /** Used to further qualify the value of Nested4PartyRole(1417). */ readonly Nested4PartyRoleQualifier: 2383; /** Used to further qualify the value of NestedPartyRole(538). */ readonly NestedPartyRoleQualifier: 2384; /** Used to further qualify the value of ProvisionPartyRole(40177). */ readonly ProvisionPartyRoleQualifier: 2385; /** Used to further qualify the value of RequestedPartyRole(1509). */ readonly RequestedPartyRoleQualifier: 2386; /** Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. */ readonly TradeContingency: 2387; /** Used to further qualify the value of RootPartyRole(1119). */ readonly RootPartyRoleQualifier: 2388; /** Used to further qualify the value of SettlPartyRole(784). */ readonly SettlPartyRoleQualifier: 2389; /** A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. */ readonly TradeConfirmationReferenceID: 2390; /** Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). */ readonly UnderlyingInstrumentPartyRoleQualifier: 2391; /** The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. */ readonly AllocRefRiskLimitCheckID: 2392; /** Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. */ readonly AllocRefRiskLimitCheckIDType: 2393; /** The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. */ readonly LimitUtilizationAmt: 2394; /** The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. */ readonly LimitAmt: 2395; /** Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. */ readonly LimitRole: 2396; /** Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. */ readonly RegulatoryTradeIDScope: 2397; /** Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. */ readonly SideRegulatoryTradeIDScope: 2398; /** Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. */ readonly AllocRegulatoryTradeIDScope: 2399; /** Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. */ readonly EffectiveBusinessDate: 2400; /** Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). */ readonly ListManualOrderIndicator: 2401; /** Subtype of an entitlement specified in EntitlementType(1775). */ readonly EntitlementSubType: 2402; /** Quote model type */ readonly QuoteModelType: 2403; /** Free text for compliance information required for regulatory reporting. */ readonly ComplianceText: 2404; /** Specifies how the transaction was executed, e.g. via an automated execution platform or other method. */ readonly ExecMethod: 2405; /** Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). */ readonly AllocRegulatoryLegRefID: 2406; /** FX spot rate. */ readonly ComplexEventSpotRate: 2407; /** FX forward points added to spot rate. May be a negative value. */ readonly ComplexEventForwardPoints: 2408; /** FX spot rate. */ readonly LegComplexEventSpotRate: 2409; /** FX forward points added to spot rate. May be a negative value. */ readonly LegComplexEventForwardPoints: 2410; /** Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). */ readonly RegulatoryLegRefID: 2411; /** Identifies the page heading from the rate source. */ readonly RateSourceReferencePageHeading: 2412; /** The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. */ readonly RelatedToSecurityID: 2413; /** Identifies class or source of the RelatedToSecurityID(2413) value. */ readonly RelatedToSecurityIDSource: 2414; /** StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. */ readonly RelatedToStreamXIDRef: 2415; /** Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). */ readonly SideRegulatoryLegRefID: 2416; /** The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. */ readonly RelatedToDividendPeriodXIDRef: 2417; /** An identifier created by the trading party for the life cycle event associated with this report. */ readonly FirmTradeEventID: 2418; /** FX spot rate. */ readonly UnderlyingComplexEventSpotRate: 2419; /** FX forward points added to spot rate. May be a negative value. */ readonly UnderlyingComplexEventForwardPoints: 2420; /** A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. */ readonly FillRefID: 2421; /** Unique message identifier for an order request as assigned by the submitter of the request. */ readonly OrderRequestID: 2422; /** Unique message identifier for a mass order request as assigned by the submitter of the orders. */ readonly MassOrderRequestID: 2423; /** Unique message identifier for the response to a mass order request as assigned by the receiver of the orders. */ readonly MassOrderReportID: 2424; /** Status of mass order request. */ readonly MassOrderRequestStatus: 2425; /** Request result of mass order request. */ readonly MassOrderRequestResult: 2426; /** The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. */ readonly OrderResponseLevel: 2427; /** Number of order entries. */ readonly NoOrderEntries: 2428; /** Specifies the action to be taken for the given order. */ readonly OrderEntryAction: 2429; /** Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. */ readonly OrderEntryID: 2430; /** The initiating event when an ExecutionReport(35=8) is sent. */ readonly ExecTypeReason: 2431; /** Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. */ readonly TotNoOrderEntries: 2432; /** Number of target party sub IDs in the repeating group. */ readonly NoTargetPartySubIDs: 2433; /** Party sub-identifier value within a target party repeating group. */ readonly TargetPartySubID: 2434; /** Type of TargetPartySubID(2434) value. */ readonly TargetPartySubIDType: 2435; /** Unique identifier for the transfer instruction assigned by the submitter. */ readonly TransferInstructionID: 2436; /** The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. */ readonly TransferID: 2437; /** Unique identifier for the transfer report message. */ readonly TransferReportID: 2438; /** Indicates the type of transfer transaction. */ readonly TransferTransType: 2439; /** Indicates the type of transfer request. */ readonly TransferType: 2440; /** Indicates the type of transfer. */ readonly TransferScope: 2441; /** Status of the transfer. */ readonly TransferStatus: 2442; /** Reason the transfer instruction was rejected. */ readonly TransferRejectReason: 2443; /** Indicates the type of transfer report. */ readonly TransferReportType: 2444; /** Timestamp of aggressive order or quote resulting in match event. */ readonly AggressorTime: 2445; /** Side of aggressive order or quote resulting in match event. */ readonly AggressorSide: 2446; /** Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. */ readonly FastMarketIndicator: 2447; /** Indicate whether linkage handling is in effect for an instrument or not. */ readonly LinkageHandlingIndicator: 2448; /** Number of buy orders involved in a trade. */ readonly NumberOfBuyOrders: 2449; /** Number of sell orders involved in a trade. */ readonly NumberOfSellOrders: 2450; /** Calculation method used to determine settlement price. */ readonly SettlPriceDeterminationMethod: 2451; /** Message identifier for a statistics request. */ readonly MDStatisticReqID: 2452; /** Message identifier for a statistics report. */ readonly MDStatisticRptID: 2453; /** The short name or acronym for a set of statistic parameters. */ readonly MDStatisticName: 2454; /** Can be used to provide an optional textual description for a statistic. */ readonly MDStatisticDesc: 2455; /** Type of statistic value. */ readonly MDStatisticType: 2456; /** Entities used as basis for the statistics. */ readonly MDStatisticScope: 2457; /** Sub-scope of the statistics to further reduce the entities used as basis for the statistics. */ readonly MDStatisticSubScope: 2458; /** Scope details of the statistics to reduce the number of events being used as basis for the statistics. */ readonly MDStatisticScopeType: 2459; /** Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). */ readonly MDStatisticFrequencyPeriod: 2460; /** Time unit for MDStatisticFrequencyPeriod(2460). */ readonly MDStatisticFrequencyUnit: 2461; /** Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. */ readonly MDStatisticDelayPeriod: 2462; /** Time unit for MDStatisticDelayPeriod(2462). */ readonly MDStatisticDelayUnit: 2463; /** Type of interval over which statistic is calculated. */ readonly MDStatisticIntervalType: 2464; /** Time unit for MDStatisticIntervalType(2464). */ readonly MDStatisticIntervalTypeUnit: 2465; /** Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. */ readonly MDStatisticIntervalPeriod: 2466; /** Time unit for MDStatisticIntervalPeriod(2466). */ readonly MDStatisticIntervalUnit: 2467; /** First day of range for which statistical data is collected. */ readonly MDStatisticStartDate: 2468; /** Last day of range for which statistical data is collected. */ readonly MDStatisticEndDate: 2469; /** Start time of the time range for which statistical data is collected. */ readonly MDStatisticStartTime: 2470; /** End time of the time range for which statistical data is collected. */ readonly MDStatisticEndTime: 2471; /** Ratios between various entities. */ readonly MDStatisticRatioType: 2472; /** Result returned in response to MarketDataStatisticsRequest (35=DO). */ readonly MDStatisticRequestResult: 2473; /** Number of market data statistics. */ readonly NoMDStatistics: 2474; /** Unique identifier for a statistic. */ readonly MDStatisticID: 2475; /** Time of calculation of a statistic. */ readonly MDStatisticTime: 2476; /** Status for a statistic to indicate its availability. */ readonly MDStatisticStatus: 2477; /** Statistical value. */ readonly MDStatisticValue: 2478; /** Type of statistical value. */ readonly MDStatisticValueType: 2479; /** Unit of time for statistical value. */ readonly MDStatisticValueUnit: 2480; /** Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. */ readonly EncodedMDStatisticDescLen: 2481; /** Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. */ readonly EncodedMDStatisticDesc: 2482; /** Indicates the status of the risk limit check performed on a trade for this allocation instance. */ readonly AllocRiskLimitCheckStatus: 2483; /** The unique transaction entity identifier assigned by the firm. */ readonly FirmTransactionID: 2484; /** The unique transaction entity identifier. */ readonly TransactionID: 2485; /** The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". */ readonly WireReference: 2486; /** Reject reason code for rejecting the collateral report. */ readonly CollRptRejectReason: 2487; /** The status of the collateral report. */ readonly CollRptStatus: 2488; /** Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. */ readonly PackageID: 2489; /** Ordinal number of the trade within a series of related trades. */ readonly TradeNumber: 2490; /** Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). */ readonly UnderlyingAssetGroup: 2491; /** Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637). */ readonly LegDifferentialPrice: 2492; /** Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. */ readonly EncodedLegDocumentationText: 2493; /** Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. */ readonly EncodedLegDocumentationTextLen: 2494; /** Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. */ readonly LegAgreementCurrency: 2495; /** A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. */ readonly LegAgreementDate: 2496; /** The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. */ readonly LegAgreementDesc: 2497; /** A common reference to the applicable standing agreement between the counterparties to a financing transaction. */ readonly LegAgreementID: 2498; /** The version of the master agreement. */ readonly LegAgreementVersion: 2499; /** Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. */ readonly LegBrokerConfirmationDesc: 2500; /** The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. */ readonly LegCreditSupportAgreementDate: 2501; /** The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. */ readonly LegCreditSupportAgreementDesc: 2502; /** A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. */ readonly LegCreditSupportAgreementID: 2503; /** Identifies type of settlement. */ readonly LegDeliveryType: 2504; /** A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". */ readonly LegDocumentationText: 2505; /** End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. */ readonly LegEndDate: 2506; /** Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. */ readonly LegGoverningLaw: 2507; /** The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. */ readonly LegMarginRatio: 2508; /** The date that an annexation to the master confirmation was executed between the parties. */ readonly LegMasterConfirmationAnnexDate: 2509; /** Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. */ readonly LegMasterConfirmationDate: 2510; /** The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. */ readonly LegMasterConfirmationDesc: 2511; /** The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. */ readonly LegMasterConfirmationAnnexDesc: 2512; /** Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. */ readonly LegStartDate: 2513; /** Type of financing termination. */ readonly LegTerminationType: 2514; /** Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. */ readonly AllocCalculatedCcyQty: 2515; /** An encoded collateral request processing instruction to the receiver. */ readonly CollateralRequestInstruction: 2516; /** A unique identifier to link together a set or group of requests. */ readonly CollateralRequestLinkID: 2517; /** Ordinal number of the request within a set or group of requests. */ readonly CollateralRequestNumber: 2518; /** Total number of request messages within a set or group of requests. */ readonly TotNumCollateralRequests: 2519; /** Communicates the underlying condition when the request response indicates "warning". */ readonly WarningText: 2520; /** Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. */ readonly EncodedWarningText: 2521; /** Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. */ readonly EncodedWarningTextLen: 2522; /** Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership. */ readonly CrossedIndicator: 2523; /** Used between parties to convey trade reporting status. In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status. The term “authorised reporter” represents the appropriate reporting firm under applicable regulation. In the context of ESMA reporting, this is the "Systematic Internaliser". In the context of FCA reporting, this is the "Designated Reporter". */ readonly TradeReportingIndicator: 2524; /** Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. */ readonly AffiliatedFirmsTradeIndicator: 2525; /** Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). */ readonly InternationalSwapIndicator: 2526; /** Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. */ readonly MultiAssetSwapIndicator: 2527; /** Clearing settlement price. */ readonly ClearingSettlPrice: 2528; /** Number of relative value metrics entries in the repeating group. */ readonly NoRelativeValues: 2529; /** Indicates the type of relative value measurement being specified. */ readonly RelativeValueType: 2530; /** The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. */ readonly RelativeValue: 2531; /** Specifies the side of the relative value. */ readonly RelativeValueSide: 2532; /** Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. */ readonly BidSpread: 2533; /** Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. */ readonly OfferSpread: 2534; /** Technical event within market data feed. */ readonly MDReportEvent: 2535; /** Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. */ readonly MDReportCount: 2536; /** Total number of reports related to market segments. */ readonly TotNoMarketSegmentReports: 2537; /** Total number of reports related to instruments. */ readonly TotNoInstrumentReports: 2538; /** Total number of reports related to party detail information. */ readonly TotNoPartyDetailReports: 2539; /** Total number of reports related to party entitlement information. */ readonly TotNoEntitlementReports: 2540; /** Total number of reports related to party risk limit information. */ readonly TotNoRiskLimitReports: 2541; /** Status of market segment. */ readonly MarketSegmentStatus: 2542; /** Used to classify the type of market segment. */ readonly MarketSegmentType: 2543; /** Used to further categorize market segments within a MarketSegmentType(2543). */ readonly MarketSegmentSubType: 2544; /** Number of related market segments. */ readonly NoRelatedMarketSegments: 2545; /** Identifies a related market segment. */ readonly RelatedMarketSegmentID: 2546; /** Type of relationship between two or more market segments. */ readonly MarketSegmentRelationship: 2547; /** Number of auction order types. */ readonly NoAuctionTypeRules: 2548; /** Identifies an entire suite of products for which the auction order type rule applies. */ readonly AuctionTypeProductComplex: 2549; /** Number of rules related to price ranges. */ readonly NoPriceRangeRules: 2550; /** Lower boundary for price range. */ readonly StartPriceRange: 2551; /** Upper boundary for price range. */ readonly EndPriceRange: 2552; /** Maximum range expressed as absolute value. */ readonly PriceRangeValue: 2553; /** Maximum range expressed as percentage. */ readonly PriceRangePercentage: 2554; /** Identifies an entire suite of products in the context of trading rules related to price ranges. */ readonly PriceRangeProductComplex: 2555; /** Identifier for a price range rule. */ readonly PriceRangeRuleID: 2556; /** The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. */ readonly FastMarketPercentage: 2557; /** Number of rules related to quote sizes. */ readonly NoQuoteSizeRules: 2558; /** Indicates whether single sided quotes are allowed. */ readonly QuoteSideIndicator: 2559; /** Number of eligibility indicators for the creation of flexible securities. */ readonly NoFlexProductEligibilities: 2560; /** Identifies an entire suite of products which are eligible for the creation of flexible securities. */ readonly FlexProductEligibilityComplex: 2561; /** Represents the total number of multileg securities or user defined securities that make up the security. */ readonly NumOfComplexInstruments: 2562; /** Specifies the time interval used for netting market data in a price depth feed. */ readonly MarketDepthTimeInterval: 2563; /** The time unit associated with the time interval of the netting of market data in a price depth feed. */ readonly MarketDepthTimeIntervalUnit: 2564; /** Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. */ readonly MDRecoveryTimeInterval: 2565; /** The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. */ readonly MDRecoveryTimeIntervalUnit: 2566; /** Primary service location identifier. */ readonly PrimaryServiceLocationID: 2567; /** Secondary or alternate service location identifier. */ readonly SecondaryServiceLocationID: 2568; /** Identifies an entire suite of products for which the matching rule applies. */ readonly MatchRuleProductComplex: 2569; /** Specifies the kind of priority given to customers. */ readonly CustomerPriority: 2570; /** Identifies an entire suite of products for which the price tick rule applies. */ readonly TickRuleProductComplex: 2571; /** Previous day's adjusted open interest. */ readonly PreviousAdjustedOpenInterest: 2572; /** Previous day's unadjusted open interest. */ readonly PreviousUnadjustedOpenInterest: 2573; /** Indicates if a given option instrument permits low exercise prices (LEPO). */ readonly LowExercisePriceOptionIndicator: 2574; /** Indicates if a given instrument is eligible for block trading. */ readonly BlockTradeEligibilityIndicator: 2575; /** Specifies the number of decimal places for instrument prices. */ readonly InstrumentPricePrecision: 2576; /** Specifies the number of decimal places for exercise price. */ readonly StrikePricePrecision: 2577; /** Original exercise price, e.g. after corporate action requiring changes. */ readonly OrigStrikePrice: 2578; /** Specifies a suitable settlement sub-method for a given settlement method. */ readonly SettlSubMethod: 2579; /** Number of parameter sets for clearing prices. */ readonly NoClearingPriceParameters: 2580; /** Relative identification of a business day. */ readonly BusinessDayType: 2581; /** Constant value required for the calculation of the clearing price, e.g. for variance futures. */ readonly ClearingPriceOffset: 2582; /** Constant value required for the calculation of the clearing quantity, e.g. for variance futures. */ readonly VegaMultiplier: 2583; /** Number of trading business days in a year. */ readonly AnnualTradingBusinessDays: 2584; /** Number of trading business days over the lifetime of an instrument. */ readonly TotalTradingBusinessDays: 2585; /** Number of actual trading business days of an instrument. */ readonly TradingBusinessDays: 2586; /** Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. */ readonly RealizedVariance: 2587; /** Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. */ readonly StandardVariance: 2588; /** Closing price of the underlying required to calculate the RealizedVariance(2587). */ readonly RelatedClosePrice: 2589; /** Overnight interest rate. */ readonly OvernightInterestRate: 2590; /** The economic cost of the variation margin from one trading day to the next. */ readonly AccumulatedReturnModifiedVariationMargin: 2591; /** Specifies how the calculation will be made. */ readonly CalculationMethod: 2592; /** Number of order attribute entries. */ readonly NoOrderAttributes: 2593; /** The type of order attribute. */ readonly OrderAttributeType: 2594; /** The value associated with the order attribute type specified in OrderAttributeType(2594). */ readonly OrderAttributeValue: 2595; /** Indicates that the party has taken a position on both a put and a call on the same underlying asset. */ readonly DeltaCrossed: 2596; /** Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. */ readonly ComplexEventFuturesPriceValuation: 2597; /** Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. */ readonly ComplexEventOptionsPriceValuation: 2598; /** Specifies the fallback provisions for the hedging party in the determination of the final settlement price. */ readonly ComplexEventPVFinalPriceElectionFallback: 2599; /** The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. */ readonly StrikeIndexCurvePoint: 2600; /** The quote side from which the index price is to be determined. */ readonly StrikeIndexQuote: 2601; /** Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. */ readonly ExtraordinaryEventAdjustmentMethod: 2602; /** For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). */ readonly ExchangeLookAlike: 2603; /** The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. */ readonly LegStrikeIndexCurvePoint: 2604; /** The quote side from which the index price is to be determined. */ readonly LegStrikeIndexQuote: 2605; /** Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. */ readonly LegExtraordinaryEventAdjustmentMethod: 2606; /** For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). */ readonly LegExchangeLookAlike: 2607; /** Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. */ readonly LegComplexEventFuturesPriceValuation: 2608; /** Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. */ readonly LegComplexEventOptionsPriceValuation: 2609; /** Specifies the fallback provisions for the hedging party in the determination of the final settlement price */ readonly LegComplexEventPVFinalPriceElectionFallback: 2610; /** Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. */ readonly UnderlyingComplexEventFuturesPriceValuation: 2611; /** Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. */ readonly UnderlyingComplexEventOptionsPriceValuation: 2612; /** Specifies the fallback provisions for the hedging party in the determination of the final settlement price */ readonly UnderlyingComplexEventPVFinalPriceElectionFallback: 2613; /** Notional value for the equity or bond underlier. */ readonly UnderlyingNotional: 2614; /** Specifies the currency denomination of the notional value. UnderlyingNotionalCurrencyCodeSource(2921) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly UnderlyingNotionalCurrency: 2615; /** Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. */ readonly UnderlyingNotionalDeterminationMethod: 2616; /** Specifies the conditions that govern the adjustment to the number of units of the return swap. */ readonly UnderlyingNotionalAdjustments: 2617; /** Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. */ readonly PositionID: 2618; /** Cross reference to another notional amount for duplicating its properties. */ readonly UnderlyingNotionalXIDRef: 2619; /** In the case of an index underlier specifies the unique identifier for the referenced futures contract. */ readonly UnderlyingFutureID: 2620; /** Identifies the source of the UnderlyingFutureID(2620). */ readonly UnderlyingFutureIDSource: 2621; /** The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. */ readonly UnderlyingStrikeIndexCurvePoint: 2622; /** The quote side from which the index price is to be determined. */ readonly UnderlyingStrikeIndexQuote: 2623; /** Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. */ readonly UnderlyingExtraordinaryEventAdjustmentMethod: 2624; /** For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). */ readonly UnderlyingExchangeLookAlike: 2625; /** The limit of average percentage of individual securities traded in a day or a number of days. */ readonly UnderlyingAverageVolumeLimitationPercentage: 2626; /** Specifies the limitation period for average daily trading volume in number of days. */ readonly UnderlyingAverageVolumeLimitationPeriodDays: 2627; /** Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. */ readonly UnderlyingDepositoryReceiptIndicator: 2628; /** The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. */ readonly UnderlyingOpenUnits: 2629; /** Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. */ readonly UnderlyingBasketDivisor: 2630; /** Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. */ readonly UnderlyingInstrumentXID: 2631; /** The type of value in CurrentCollateralAmount(1704). */ readonly CollateralAmountType: 2632; /** Specifies the number of miscellaneous fee sub-types. */ readonly NoMiscFeeSubTypes: 2633; /** Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. */ readonly MiscFeeSubType: 2634; /** The amount of the specified MiscFeeSubType(2634). */ readonly MiscFeeSubTypeAmt: 2635; /** Can be used to provide an optional textual description of the fee sub-type. */ readonly MiscFeeSubTypeDesc: 2636; /** Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. */ readonly EncodedMiscFeeSubTypeDescLen: 2637; /** Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. */ readonly EncodedMiscFeeSubTypeDesc: 2638; /** Number of commissions in the repeating group. */ readonly NoCommissions: 2639; /** The commission amount. */ readonly CommissionAmount: 2640; /** Indicates what type of commission is being expressed in CommissionAmount(2640). */ readonly CommissionAmountType: 2641; /** Specifies the basis or unit used to calculate the commission. */ readonly CommissionBasis: 2642; /** Specifies the currency denomination of the commission amount if different from the trade's currency. CommissionCurrencyCodeSource(2923) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly CommissionCurrency: 2643; /** The commission rate unit of measure. */ readonly CommissionUnitOfMeasure: 2644; /** Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). */ readonly CommissionUnitOfMeasureCurrency: 2645; /** The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. */ readonly CommissionRate: 2646; /** Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. */ readonly CommissionSharedIndicator: 2647; /** Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). */ readonly CommissionAmountShared: 2648; /** Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). */ readonly CommissionLegRefID: 2649; /** Description of the commission. */ readonly CommissionDesc: 2650; /** Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. */ readonly EncodedCommissionDescLen: 2651; /** Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. */ readonly EncodedCommissionDesc: 2652; /** Number of commissions in the repeating group. */ readonly NoAllocCommissions: 2653; /** The commission amount. */ readonly AllocCommissionAmount: 2654; /** Indicates what type of commission is being expressed in AllocCommissionAmount(2654). */ readonly AllocCommissionAmountType: 2655; /** Specifies the basis or unit used to calculate the commission. */ readonly AllocCommissionBasis: 2656; /** Specifies the currency denomination of the commission amount if different from the trade's currency. AllocCommissionCurrencyCodeSource(2925) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly AllocCommissionCurrency: 2657; /** The commission rate unit of measure. */ readonly AllocCommissionUnitOfMeasure: 2658; /** Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). */ readonly AllocCommissionUnitOfMeasureCurrency: 2659; /** The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. */ readonly AllocCommissionRate: 2660; /** Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. */ readonly AllocCommissionSharedIndicator: 2661; /** Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). */ readonly AllocCommissionAmountShared: 2662; /** Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). */ readonly AllocCommissionLegRefID: 2663; /** Description of the commission. */ readonly AllocCommissionDesc: 2664; /** Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. */ readonly EncodedAllocCommissionDescLen: 2665; /** Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. */ readonly EncodedAllocCommissionDesc: 2666; /** Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. */ readonly AlgorithmicTradeIndicator: 2667; /** Number of regulatory publication rules in repeating group. */ readonly NoTrdRegPublications: 2668; /** Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). */ readonly TrdRegPublicationType: 2669; /** Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. */ readonly TrdRegPublicationReason: 2670; /** Used between parties to convey trade reporting status. In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status. */ readonly SideTradeReportingIndicator: 2671; /** Unique message identifier for a cross request as assigned by the submitter of the request. */ readonly CrossRequestID: 2672; /** Identifier assigned by a matching system to a match event containing multiple executions. */ readonly FillMatchID: 2673; /** Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions. */ readonly FillMatchSubID: 2674; /** Reason for submission of mass action. */ readonly MassActionReason: 2675; /** Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. */ readonly MaximumPriceDeviation: 2676; /** Reason for order being unaffected by mass action even though it belongs to the orders covered by MassActionScope(1374). */ readonly NotAffectedReason: 2677; /** Total number of orders unaffected by either the OrderMassActionRequest(35=CA) or OrderMassCancelRequest(35=Q). */ readonly TotalNotAffectedOrders: 2678; /** Change of ownership of an order to a specific party. */ readonly OrderOwnershipIndicator: 2679; /** Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. */ readonly LegAccount: 2680; /** Specifies an option instrument's "in the money" condition. */ readonly InTheMoneyCondition: 2681; /** Specifies an option instrument's "in the money" condition in general terms. */ readonly LegInTheMoneyCondition: 2682; /** Specifies an option instrument's "in the money" condition in general terms. */ readonly UnderlyingInTheMoneyCondition: 2683; /** Specifies an option instrument's "in the money" condition in general terms. See InTheMoneyCondition(2681) for complete definition. */ readonly DerivativeInTheMoneyCondition: 2684; /** Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable. */ readonly ContraryInstructionEligibilityIndicator: 2685; /** Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable. */ readonly LegContraryInstructionEligibilityIndicator: 2686; /** Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable. */ readonly UnderlyingContraryInstructionEligibilityIndicator: 2687; /** Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable. See ContraryInstructionEligibilityIndicator(2685) for complete definition. */ readonly DerivativeContraryInstructionEligibilityIndicator: 2688; /** Market price of the collateral, either from market sources or pre-agreed by the counterparties. */ readonly CollateralMarketPrice: 2689; /** Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value) */ readonly CollateralPercentOverage: 2690; /** Number of side collateral amount entries. */ readonly NoSideCollateralAmounts: 2691; /** Market associated with the collateral amount. */ readonly SideCollateralAmountMarketID: 2692; /** Market segment associated with the collateral amount. */ readonly SideCollateralAmountMarketSegmentID: 2693; /** The type of value in CurrentCollateralAmount(1704). */ readonly SideCollateralAmountType: 2694; /** Specifies the currency of the collateral; optional, defaults to settlement currency if not specified. SideCollateralCurrencyCodeSource(2930) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly SideCollateralCurrency: 2695; /** Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15). */ readonly SideCollateralFXRate: 2696; /** Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided. */ readonly SideCollateralFXRateCalc: 2697; /** Market price of the collateral, either from market sources or pre-agreed by the counterparties. */ readonly SideCollateralMarketPrice: 2698; /** Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value). */ readonly SideCollateralPercentOverage: 2699; /** Identifier of the collateral portfolio when reporting on a portfolio basis. */ readonly SideCollateralPortfolioID: 2700; /** Type of collateral on deposit being reported. */ readonly SideCollateralType: 2701; /** Currency value currently attributed to the collateral. */ readonly SideCurrentCollateralAmount: 2702; /** Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. */ readonly SideHaircutIndicator: 2703; /** Identifies the type of execution destination for the order. */ readonly ExDestinationType: 2704; /** Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity. */ readonly MarketCondition: 2705; /** Number of quote attributes entries. */ readonly NoQuoteAttributes: 2706; /** The type of attribute for the quote. */ readonly QuoteAttributeType: 2707; /** The value associated with the quote attribute type specified in QuoteAttributeType(2707). */ readonly QuoteAttributeValue: 2708; /** Number of price qualifiers in the repeating group. */ readonly NoPriceQualifiers: 2709; /** Qualifier for price. May be used when the price needs to be explicitly qualified. */ readonly PriceQualifier: 2710; /** Describes the reporting ranges for executed transactions. In context of ESMA RTS 27 Article 9, the execution venue is required to report on transactions within several size ranges (in terms of a value and currency). The thresholds for these ranges are dependent on the type of financial instrument. */ readonly MDValueTier: 2711; /** Identifies whether the current entry contributes to the trade or transaction economics, i.e. affects NetMoney(118). */ readonly MiscFeeQualifier: 2712; /** Can be used to provide a textual description of the fee type. */ readonly MiscFeeDesc: 2713; /** The full normative name of the financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). */ readonly FinancialInstrumentFullName: 2714; /** Byte length of encoded (non-ASCII characters) EncodedFinancialInstrumentFullName(2716) field. */ readonly EncodedFinancialInstrumentFullNameLen: 2715; /** Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the FinancialInstrumentFullName(2714) field. */ readonly EncodedFinancialInstrumentFullName: 2716; /** The full normative name of the multileg's financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). */ readonly LegFinancialInstrumentFullName: 2717; /** Byte length of encoded (non-ASCII characters) individual multileg instrument's EncodedLegFinancialInstrumentFullName(2719). */ readonly EncodedLegFinancialInstrumentFullNameLen: 2718; /** Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegFinancialInstrumentFullName(2717) field. */ readonly EncodedLegFinancialInstrumentFullName: 2719; /** The full normative name of the underlying financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). */ readonly UnderlyingFinancialInstrumentFullName: 2720; /** Byte length of encoded (non-ASCII characters) underlying instrument's EncodedUnderlyingFinancialInstrumentFullName(2722). */ readonly EncodedUnderlyingFinancialInstrumentFullNameLen: 2721; /** Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingFinancialInstrumentFullName(2720) field. */ readonly EncodedUnderlyingFinancialInstrumentFullName: 2722; /** Curve time unit associated with the underlying index. */ readonly UnderlyingIndexCurveUnit: 2723; /** Curve time multiplier for the underlying index. */ readonly UnderlyingIndexCurvePeriod: 2724; /** Further sub classification of the CommissionAmountType(2641). */ readonly CommissionAmountSubType: 2725; /** Further sub classification of the AllocCommissionAmountType(2655). */ readonly AllocCommissionAmountSubType: 2726; /** Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies. */ readonly AllocLegRefID: 2727; /** Time unit multiplier for the floating rate index identified in FloatingRateIndexID(2731). */ readonly FloatingRateIndexCurvePeriod: 2728; /** Spread from the floating rate index. */ readonly FloatingRateIndexCurveSpread: 2729; /** Time unit associated with the floating rate index identified in FloatingRateIndexID(2731). */ readonly FloatingRateIndexCurveUnit: 2730; /** Security identifier of the floating rate index. */ readonly FloatingRateIndexID: 2731; /** Source for the floating rate index identified in FloatingRateIndexID(2731). */ readonly FloatingRateIndexIDSource: 2732; /** Month identified in the index roll. Use "1" for January, "2" for February, etc. */ readonly IndexRollMonth: 2733; /** Number of instances of the index roll month. */ readonly NoIndexRollMonths: 2734; /** Used to provide a more specific description of the asset specified in AssetType(1940). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. */ readonly AssetSubType: 2735; /** Final price type of the commodity as specified by the trading venue. */ readonly CommodityFinalPriceType: 2736; /** Short name of the financial instrument. Uses ISO 18774 (FINS) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. */ readonly FinancialInstrumentShortName: 2737; /** Next index roll date. */ readonly NextIndexRollDate: 2738; /** Used to provide a more specific description of the asset specified in LegAssetType(2069). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. */ readonly LegAssetSubType: 2739; /** Short name of the financial instrument. Uses ISO 18774 (FISN) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. */ readonly LegFinancialInstrumentShortName: 2740; /** Used to provide a more specific description of the asset specified in SecondaryAssetType(1979). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. */ readonly SecondaryAssetSubType: 2741; /** Short name of the financial instrument. Uses ISO 18774 (FINS) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. */ readonly UnderlyingFinancialInstrumentShortName: 2742; /** Used to provide a more specific description of the asset specified in LegSecondaryAssetType(2079). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. */ readonly LegSecondaryAssetSubType: 2743; /** Used to provide a more specific description of the asset specified in UnderlyingAssetType(2015). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. */ readonly UnderlyingAssetSubType: 2744; /** May be used to provide a more specific description of the asset specified in UnderlyingSecondaryAssetType(2083). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. */ readonly UnderlyingSecondaryAssetSubType: 2745; /** Number of instances of reference data dates. */ readonly NoReferenceDataDates: 2746; /** Reference data entry's date-time of the type specified in ReferenceDataDateType(2748). */ readonly ReferenceDataDate: 2747; /** Reference data entry's date-time type. */ readonly ReferenceDataDateType: 2748; /** Time of the individual execution. */ readonly ExecutionTimestamp: 2749; /** Represents the reportable price on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. */ readonly ReportingPx: 2750; /** Represents the reportable quantity on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. */ readonly ReportingQty: 2751; /** Specific delivery route or time charter average. Applicable to commodity freight contracts. */ readonly DeliveryRouteOrCharter: 2752; /** Indicates the type of return or payout trigger for the swap or forward. */ readonly ReturnTrigger: 2753; /** Specific delivery route or time charter average. Applicable to commodity freight contracts. */ readonly LegDeliveryRouteOrCharter: 2754; /** Indicates the type of return or payout trigger for the swap or forward. */ readonly LegReturnTrigger: 2755; /** Specific delivery route or time charter average. Applicable to commodity freight contracts. */ readonly UnderlyingDeliveryRouteOrCharter: 2756; /** Indicates the type of return or payout trigger for the swap or forward. */ readonly UnderlyingReturnTrigger: 2757; /** Unique identifier for the request message. */ readonly AllocRequestID: 2758; /** Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. */ readonly GroupAmount: 2759; /** Indicates the remaining notional units or amount of an allocation group that has not yet been allocated. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. */ readonly GroupRemainingAmount: 2760; /** Indicates the notional units or amount being allocated. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. */ readonly AllocGroupAmount: 2761; /** Price offset of the markup denominated in the price type of the trade. The field is expressed in a value that can simply be added to or subtracted from the (clean) price to reach the marked- up price. E.g., a percent of par price of 98 marked up to 98.5 should be 0.5, an FX rate of 1.17936 marked up to 1.19 should be 0.01064, a stock price of 22.75 marked up to 22.9 should be 0.15, etc. */ readonly PriceMarkup: 2762; /** The average pricing model used for block trades. */ readonly AveragePriceType: 2763; /** Start of the time period during which price averaging occurred. */ readonly AveragePriceStartTime: 2764; /** End of the time period during which price averaging occurred. */ readonly AveragePriceEndTime: 2765; /** For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades. For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the OrderPercentOfTotalVolume(2766) of this trade is 20 percent expressed as "0.20". */ readonly OrderPercentOfTotalVolume: 2766; /** Status of the trade give-up relative to the group identified in AllocGroupID(1730). */ readonly AllocGroupStatus: 2767; /** Status of the AllocationInstructionAlertRequest(35=DU). */ readonly AllocRequestStatus: 2768; /** Average pricing indicator at the allocation level. */ readonly AllocAvgPxIndicator: 2769; /** Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group. */ readonly AllocAvgPxGroupID: 2770; /** When reporting a group change by the central counterparty to allocations of trades for the same instrument traded at the same price this identifies the previous group identifier. */ readonly PreviousAllocGroupID: 2771; /** Number of match exceptions in the repeating group. */ readonly NoMatchExceptions: 2772; /** Type of matching exception. */ readonly MatchExceptionType: 2773; /** Identifies the data point used in the matching operation which resulted in an exception. */ readonly MatchExceptionElementType: 2774; /** The matching exception data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchExceptionElementType(2774). */ readonly MatchExceptionElementName: 2775; /** The allocating party's data value used in the match operation. */ readonly MatchExceptionAllocValue: 2776; /** The confirming party's data value used in the match operation. */ readonly MatchExceptionConfirmValue: 2777; /** The data element's tolerance value. Omitted if no tolerance is allowed or not applicable. */ readonly MatchExceptionToleranceValue: 2778; /** The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable. For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType(2774)=1 (Accrued interest), MatchExceptionToleranceValueType(2779)=2 (Percentage) and MatchExcecptionToleranceValue(2778)=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then MatchExceptionElementType(2774)=2 (Deal pPrice), MatchExceptionToleranceValueType(2779)=1 (Fixed amount) and MatchExcecptionToleranceValue(2778)=0.001. */ readonly MatchExceptionToleranceValueType: 2779; /** Description of the exception. */ readonly MatchExceptionText: 2780; /** Number of matching data points in the repeating group. */ readonly NoMatchingDataPoints: 2781; /** Data point's matching type. */ readonly MatchingDataPointIndicator: 2782; /** Value of the matching data point. */ readonly MatchingDataPointValue: 2783; /** Identifies the data point used in the matching operation. Values may not have applicable tolerance values, in this case this means the data point was used for matching but did not match. */ readonly MatchingDataPointType: 2784; /** The matching data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchingDataPointType(2784). */ readonly MatchingDataPointName: 2785; /** The message identifier for the trade aggregation request. */ readonly TradeAggregationRequestID: 2786; /** Reference identifier to a previously sent trade aggregation message being cancelled or replaced. */ readonly TradeAggregationRequestRefID: 2787; /** Identifies the trade aggregation transaction type. */ readonly TradeAggregationTransType: 2788; /** Total quantity of orders or fills quantity aggregated. */ readonly AggregatedQty: 2789; /** Status of the trade aggregation request. */ readonly TradeAggregationRequestStatus: 2790; /** Reason for trade aggregation request being rejected. */ readonly TradeAggregationRejectReason: 2791; /** Unique identifier for the TradeAggregationReport(35=DX). */ readonly TradeAggregationReportID: 2792; /** The average FX spot rate. */ readonly AvgSpotRate: 2793; /** The average forward points. May be a negative value. */ readonly AvgForwardPoints: 2794; /** Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate. */ readonly OffshoreIndicator: 2795; /** Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m." */ readonly FXBenchmarkRateFix: 2796; /** Byte length of encoded (non-ASCII characters) EncodedMatchExceptionText(2798) field. */ readonly EncodedMatchExceptionTextLen: 2797; /** Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MatchExceptionText(2780) field. */ readonly EncodedMatchExceptionText: 2798; /** Unique ID of the PayManagementReport(35=EA) message. */ readonly PayReportID: 2799; /** Used to provide the reason for disputing a request or report. See https://www.fixtrading.org/packages/PayDisputeReason for the list of applicable values. */ readonly PayDisputeReason: 2800; /** Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the ReplaceText(2805) field. */ readonly EncodedReplaceText: 2801; /** Byte length of encoded (non-ASCII characters) EncodedReplaceText(2801) field. */ readonly EncodedReplaceTextLen: 2802; /** Reference identifier of the PayManagementReport(35=EA). To be used with PayReportTransType(2804)=1 (Replace). */ readonly PayReportRefID: 2803; /** Identifies the message transaction type. */ readonly PayReportTransType: 2804; /** Identifies the reason for amendment. */ readonly ReplaceText: 2805; /** Identifies status of the payment report. */ readonly PayReportStatus: 2806; /** Identifies the reason for cancelation. */ readonly CancelText: 2807; /** Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CancelText(2807) field. */ readonly EncodedCancelText: 2808; /** Byte length of encoded (non-ASCII characters) EncodedCancelText(2808) field. */ readonly EncodedCancelTextLen: 2809; /** Reference identifier of the PayManagementRequest(35=DY). To be used with PayRequestTransType(2811)=1 (Cancel). */ readonly PayRequestRefID: 2810; /** Identifies the message transaction type. */ readonly PayRequestTransType: 2811; /** Unique ID of the PayManagementRequest(35=DY) message. */ readonly PayRequestID: 2812; /** Identifies status of the request being responded to. */ readonly PayRequestStatus: 2813; /** Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the PostTradePaymentDesc(2820) field. */ readonly EncodedPostTradePaymentDesc: 2814; /** Byte length of encoded (non-ASCII characters) EncodedPostTradePaymentDesc(2814) field. */ readonly EncodedPostTradePaymentDescLen: 2815; /** The cash account on the books of the receiver of the request or the sender of the report to be debited or credited. */ readonly PostTradePaymentAccount: 2816; /** The payment amount for the specified PostTradePaymentType(2824). */ readonly PostTradePaymentAmount: 2817; /** Specifies the currency in which PostTradePaymentAmount(2817) is denominated. PostTradePaymentCurrencyCodeSource(2956) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly PostTradePaymentCurrency: 2818; /** Payment side of this individual payment from the requesting firm's perspective. */ readonly PostTradePaymentDebitOrCredit: 2819; /** A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description may be used as reference. */ readonly PostTradePaymentDesc: 2820; /** The identifier for the individual payment. */ readonly PostTradePaymentID: 2821; /** Used to link a group of payments together, e.g. cross-currency payments associated with a swap. */ readonly PostTradePaymentLinkID: 2822; /** Used to indicate the status of a post-trade payment. */ readonly PostTradePaymentStatus: 2823; /** Type of post-trade payment. See ISITC "Payments Cash Purpose Codes" for list of payment type codes to use available at https://isitc.org/market-practices/reference-data-and-standards-market-practice and select "ISITC Classification Code List". */ readonly PostTradePaymentType: 2824; /** The (actual) date the periodic payments calculations are made. */ readonly PostTradePaymentCalculationDate: 2825; /** The adjusted (for holidays and other non-business days) payment date on which the payment is expected to settle. */ readonly PostTradePaymentValueDate: 2826; /** The actual or final payment date on which the payment was made. */ readonly PostTradePaymentFinalValueDate: 2827; /** Price at which the order is currently displayed to the market. Can be used on order messages, e.g. NewOrderSingle(35=D), to provide the current displayed price of a parent order when splitting it into smaller child orders. In the context of US CAT this is used when reporting new child orders. */ readonly CurrentDisplayPrice: 2828; /** Used to indicate that a ClOrdID(11) value is an intentional duplicate of a previously sent value. Allows to avoid the rejection of an order with OrdRejReason(103) = 6 (Duplicate Order). In the context of US CAT this can be used when the recipient of a previously routed order requires the same identifier to be re-used for a new route. */ readonly DuplicateClOrdIDIndicator: 2829; /** Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote. */ readonly EventInitiatorType: 2830; /** Type of NBBO information. */ readonly NBBOEntryType: 2831; /** Price related to NBBO. NBBOEntryType(2831) may be used to indicate entry type, e.g. bid or offer. */ readonly NBBOPrice: 2832; /** Quantity related to NBBO. NBBOEntryType(2831) may be used to indicte entry type, e.g. bid or offer. */ readonly NBBOQty: 2833; /** Source of NBBO information. */ readonly NBBOSource: 2834; /** Identifier for the original owner of an order as part of the RelatedOrderGrp component. Use the Parties component with PartyRole(452) = 13 (Order Origination Firm) to identify the original owner of an individual order. */ readonly OrderOriginationFirmID: 2835; /** Timestamp for the assignment of a (unique) identifier to an order. */ readonly RelatedOrderTime: 2836; /** Used to indicate whether the quoting system allows only one quote to be active at a time for the quote issuer or market maker. */ readonly SingleQuoteIndicator: 2837; /** Current working price of the order relative to the state of the order. In the context of US CAT this can be used for the current price of the parent order when reporting a split into new (child) orders. */ readonly CurrentWorkingPrice: 2838; /** Indicates whether a given timestamp was manually captured. */ readonly TrdRegTimestampManualIndicator: 2839; /** Interest rate received for collateral reinvestment. In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate. */ readonly CollateralReinvestmentRate: 2840; /** Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874). */ readonly UnderlyingRefID: 2841; /** The cash amount of the specified re-investment type. */ readonly CollateralReinvestmentAmount: 2842; /** The currency denomination of the re-invested cash amount. CollateralReinvestmentCurrencyCodeSource(2931) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly CollateralReinvestmentCurrency: 2843; /** Indicates the type of investment the cash collateral is re-invested in. */ readonly CollateralReinvestmentType: 2844; /** Number of instances of CollateralReinvestmentType(2844) in the repeating group. */ readonly NoCollateralReinvestments: 2845; /** Specifies the funding source used to finance margin or collateralized loan. */ readonly FundingSource: 2846; /** Currency denomination of the market value of the funding source. FundingSourceCurrencyCodeSource(2954) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly FundingSourceCurrency: 2847; /** Market value of the funding source. */ readonly FundingSourceMarketValue: 2848; /** Number of instances of FundingSource(2846) in the repeating group. */ readonly NoFundingSources: 2849; /** Indicates whether the margin described is posted or received. */ readonly MarginDirection: 2851; /** Interest rate received for collateral reinvestment. In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate. */ readonly SideCollateralReinvestmentRate: 2862; /** Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874). */ readonly SideUnderlyingRefID: 2863; /** Number of instances of SideCollateralReinvestmentType(2867) in the repeating group. */ readonly NoSideCollateralReinvestments: 2864; /** The cash amount of the specified re-investment type. */ readonly SideCollateralReinvestmentAmount: 2865; /** The currency denomination of the re-invested cash amount. SideCollateralReinvestmentCurrencyCodeSource(2932) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. */ readonly SideCollateralReinvestmentCurrency: 2866; /** Indicates the type of investment the cash collateral is re-invested in. */ readonly SideCollateralReinvestmentType: 2867; /** Date when the collateral is to be assessed or assigned. */ readonly CollateralizationValueDate: 2868; /** The business date on which the event identified in RegulatoryReportType(1934) took place. In the context of EU SFTR reports with a RegulatoryReportType(1934) value 7 (Post-trade valuation), 31 (Collateral update) or 32 (Margin update), the business date on which the business event took place, which results in the information contained in the report. */ readonly RegulatoryReportTypeBusinessDate: 2869; /** When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier. In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged. */ readonly ClearingPortfolioID: 2870; /** Number of instances of TransactionAttributeType(2872) in the repeating group. */ readonly NoTransactionAttributes: 2871; /** Type of attribute(s) or characteristic(s) associated with the transaction. */ readonly TransactionAttributeType: 2872; /** Value associated with the specificed TransactionAttributeType(2872). */ readonly TransactionAttributeValue: 2873; /** Unique identifier for the underlying instrument within the context of a message. The UnderlyingID(2874) can be referenced by other fields, for example UnderlyingRefID(tbd2841) and SideUnderlyingRefID(2863), from other components . The scope of uniqueness is agreed upon between counterparties. */ readonly UnderlyingID: 2874; /** The price used to calculate the PosAmt(708). This may be used for certain PosAmtType(707) values where the PosAmt(708) is based on the current price of the position's security. In the context of EU SFTR reporting, this is the price used to calculate the loan value for securities loan and borrowing, and buy-sell back. The price may be expressed in units or percentage of the underlying security, yield or an absolute amount that ignores netting. For Buy/Sellback it expresses the initial spot price. */ readonly PosAmtPrice: 2876; /** Specifies the type of price for PosAmtPrice(2876). */ readonly PosAmtPriceType: 2877; /** The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement. */ readonly TerminationDate: 2878; /** The industry name of the day count convention not listed in CouponDayCount(1950). */ readonly CouponOtherDayCount: 2879; /** The industry name of the day count convention not listed in LegCouponDayCount(2165). */ readonly LegCouponOtherDayCount: 2880; /** The industry name of the day count convention not listed in UnderlyingCouponDayCount(1993). */ readonly UnderlyingCouponOtherDayCount: 2881; /** Identifies the origin of the order from the counterparty of the execution or trade. */ readonly ContraOrderOrigination: 2882; /** Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with OrderOrigination(1724) to further describe the origin of an order. An arrangement under which a participant of a marketplace permits a broker to electronically transmit orders containing the identifier of the participant. This can be either through the systems of the participant for automatic onward transmission to a marketplace or directly to a marketplace without being electronically transmitted through the systems of the participant. */ readonly RoutingArrangementIndicator: 2883; /** Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with ContraOrderOrigination(2882) to further describe the origin of an order. */ readonly ContraRoutingArrangementIndicator: 2884; /** Amount of accrued interest of underlying security. */ readonly UnderlyingAccruedInterestAmt: 2885; /** Number of days of interest for underlying security. */ readonly UnderlyingNumDaysInterest: 2886; /** Identifier of a related order. */ readonly RelatedOrderID: 2887; /** Describes the source of the identifier that RelatedOrderID(2887) represents. */ readonly RelatedOrderIDSource: 2888; /** Quantity of the related order which can be less than its total quantity. For example, when only parts of an order contribute to an aggregated order. */ readonly RelatedOrderQty: 2889; /** Describes the type of relationship between the order identified by RelatedOrderID(2887) and the order outside of the RelatedOrderGrp component. */ readonly OrderRelationship: 2890; /** Uniquely identifies the product of a security using ISO 4914 standard, Unique Product Identifier (UPI). The DSB (Derivative Service Bureau Ltd) is acting as designated service provider for UPI System. */ readonly UPICode: 2891; /** Uniquely identifies the product of a derivative instrument using ISO 4914. See UPICode(2891) for complete definition. */ readonly DerivativeUPICode: 2892; /** Uniquely identifies the product of a leg instrument using ISO 4914. See UPICode(2891) for further detail. */ readonly LegUPICode: 2893; /** Uniquely identifies the product of an underlying instrument using ISO 4914. See UPICode(2891) for further detail. */ readonly UnderlyingUPICode: 2894; /** Uniquely identifies the product of a security using ISO 4914 as filter criteria. See UPICode(2891) for further detail. */ readonly InstrumentScopeUPICode: 2895; /** Type of trade assigned to a trade. Used in addition to TrdType(828) and SecondaryTrdType(855). Must not be used when only one additional trade type needs to be assigned. */ readonly TertiaryTrdType: 2896; /** Identifies class or source of the Currency(15) value. */ readonly CurrencyCodeSource: 2897; /** Identifies class or source of the LegCurrency(556) value. */ readonly LegCurrencyCodeSource: 2898; /** Identifies class or source of the SettlCurrency(120) value. */ readonly SettlCurrencyCodeSource: 2899; /** Identifies class or source of the LegSettlCurrency(675) value. */ readonly LegSettlCurrencyCodeSource: 2900; /** Identifies class or source of the SideCurrency(1154) value. */ readonly SideCurrencyCodeSource: 2901; /** Identifies class or source of the SideSettlCurrency(1155) value. */ readonly SideSettlCurrencyCodeSource: 2902; /** Identifies class or source of the SettlementAmountCurrency(1702) value. */ readonly SettlementAmountCurrencyCodeSource: 2903; /** Identifies class or source of the StrikeCurrency(947) value. */ readonly StrikeCurrencyCodeSource: 2904; /** Identifies class or source of the UnitOfMeasureCurrency(1716) value. */ readonly UnitOfMeasureCurrencyCodeSource: 2905; /** Identifies class or source of the PriceUnitOfMeasureCurrency(1717) value. */ readonly PriceUnitOfMeasureCurrencyCodeSource: 2906; /** Identifies class or source of the PriceQuoteCurrency(1524) value. */ readonly PriceQuoteCurrencyCodeSource: 2907; /** Identifies class or source of the LegStrikeCurrency(942) value. */ readonly LegStrikeCurrencyCodeSource: 2908; /** Identifies class or source of the LegUnitOfMeasureCurrency(1720) value. */ readonly LegUnitOfMeasureCurrencyCodeSource: 2909; /** Identifies class or source of the LegPriceUnitOfMeasureCurrency(1721) value. */ readonly LegPriceUnitOfMeasureCurrencyCodeSource: 2910; /** Identifies class or source of the LegPriceQuoteCurrency(1528) value. */ readonly LegPriceQuoteCurrencyCodeSource: 2911; /** Identifies class or source of the DerivativeStrikeCurrency(1262) value. */ readonly DerivativeStrikeCurrencyCodeSource: 2912; /** Identifies class or source of the DerivativeUnitOfMeasureCurrency(1722) value. */ readonly DerivativeUnitOfMeasureCurrencyCodeSource: 2913; /** Identifies class or source of the DerivativePriceUnitOfMeasureCurrency(1723) value. */ readonly DerivativePriceUnitOfMeasureCurrencyCodeSource: 2914; /** Identifies class or source of the DerivativePriceQuoteCurrency(1576) value. */ readonly DerivativePriceQuoteCurrencyCodeSource: 2915; /** Identifies class or source of the UnderlyingCurrency(318) value. */ readonly UnderlyingCurrencyCodeSource: 2916; /** Identifies class or source of the UnderlyingStrikeCurrency(941) value. */ readonly UnderlyingStrikeCurrencyCodeSource: 2917; /** Identifies class or source of the UnderlyingUnitOfMeasureCurrency(1718) value. */ readonly UnderlyingUnitOfMeasureCurrencyCodeSource: 2918; /** Identifies class or source of the UnderlyingPriceUnitOfMeasureCurrency(1719) value. */ readonly UnderlyingPriceUnitOfMeasureCurrencyCodeSource: 2919; /** Identifies class or source of the UnderlyingPriceQuoteCurrency(1526) value. */ readonly UnderlyingPriceQuoteCurrencyCodeSource: 2920; /** Identifies class or source of the UnderlyingNotionalCurrency(2615) value. */ readonly UnderlyingNotionalCurrencyCodeSource: 2921; /** Identifies class or source of the CommCurrency(479) value. */ readonly CommCurrencyCodeSource: 2922; /** Identifies class or source of the CommissionCurrency(2643) value. */ readonly CommissionCurrencyCodeSource: 2923; /** Identifies class or source of the CommissionUnitOfMeasureCurrency(2645) value. */ readonly CommissionUnitOfMeasureCurrencyCodeSource: 2924; /** Identifies class or source of the AllocCommissionCurrency(2657) value. */ readonly AllocCommissionCurrencyCodeSource: 2925; /** Identifies class or source of the AllocCommissionUnitOfMeasureCurrency(2659) value. */ readonly AllocCommissionUnitOfMeasureCurrencyCodeSource: 2926; /** Identifies class or source of the AllocSettlCurrency(736) value. */ readonly AllocSettlCurrencyCodeSource: 2927; /** Identifies class or source of the LegAllocSettlCurrency(1367) value. */ readonly LegAllocSettlCurrencyCodeSource: 2928; /** Identifies class or source of the CollateralCurrency(1705) value. */ readonly CollateralCurrencyCodeSource: 2929; /** Identifies class or source of the SideCollateralCurrency(2695) value. */ readonly SideCollateralCurrencyCodeSource: 2930; /** Identifies class or source of the CollateralReinvestmentCurrency(2843) value. */ readonly CollateralReinvestmentCurrencyCodeSource: 2931; /** Identifies class or source of the SideCollateralReinvestmentCurrency(2866) value. */ readonly SideCollateralReinvestmentCurrencyCodeSource: 2932; /** Identifies class or source of the TradeAllocCurrency(1847) value. */ readonly TradeAllocCurrencyCodeSource: 2933; /** Identifies class or source of the TradingCurrency(1245) value. */ readonly TradingCurrencyCodeSource: 2934; /** Identifies class or source of the LimitAmtCurrency(1634) value. */ readonly LimitAmtCurrencyCodeSource: 2935; /** Identifies class or source of the PosQtyUnitOfMeasureCurrency(1835) value. */ readonly PosQtyUnitOfMeasureCurrencyCodeSource: 2936; /** Identifies class or source of the PositionCurrency(1055) value. */ readonly PositionCurrencyCodeSource: 2937; /** Identifies class or source of the LegPosCurrency(1589) value. */ readonly LegPosCurrencyCodeSource: 2938; /** Identifies class or source of the RiskLimitCurrency(1532) value. */ readonly RiskLimitCurrencyCodeSource: 2939; /** Identifies class or source of the EntitlementAttribCurrency(1781) value. */ readonly EntitlementAttribCurrencyCodeSource: 2940; /** Identifies class or source of the ComplexOptPayoutCurrency(2122) value. */ readonly ComplexOptPayoutCurrencyCodeSource: 2941; /** Identifies class or source of the ComplexEventCurrencyOne(2124) value. */ readonly ComplexEventCurrencyOneCodeSource: 2942; /** Identifies class or source of the ComplexEventCurrencyTwo(2125) value. */ readonly ComplexEventCurrencyTwoCodeSource: 2943; /** Identifies class or source of the LegComplexOptPayoutCurrency(2226) value. */ readonly LegComplexOptPayoutCurrencyCodeSource: 2944; /** Identifies class or source of the LegComplexEventCurrencyOne(2233) value. */ readonly LegComplexEventCurrencyOneCodeSource: 2945; /** Identifies class or source of the LegComplexEventCurrencyTwo(2234) value. */ readonly LegComplexEventCurrencyTwoCodeSource: 2946; /** Identifies class or source of the UnderlyingComplexOptPayoutCurrency(2266) value. */ readonly UnderlyingComplexOptPayoutCurrencyCodeSource: 2947; /** Identifies class or source of the UnderlyingComplexEventCurrencyOne(2268) value. */ readonly UnderlyingComplexEventCurrencyOneCodeSource: 2948; /** Identifies class or source of the UnderlyingComplexEventCurrencyTwo(2269) value. */ readonly UnderlyingComplexEventCurrencyTwoCodeSource: 2949; /** Identifies class or source of the BenchmarkCurveCurrency(220) value. */ readonly BenchmarkCurveCurrencyCodeSource: 2950; /** Identifies class or source of the LegBenchmarkCurveCurrency(676) value. */ readonly LegBenchmarkCurveCurrencyCodeSource: 2951; /** Identifies class or source of the AgreementCurrency(918) value. */ readonly AgreementCurrencyCodeSource: 2952; /** Identifies class or source of the LegAgreementCurrency(2495) value. */ readonly LegAgreementCurrencyCodeSource: 2953; /** Identifies class or source of the FundingSourceCurrency(2847) value. */ readonly FundingSourceCurrencyCodeSource: 2954; /** Identifies class or source of the PayCollectCurrency(1709) value. */ readonly PayCollectCurrencyCodeSource: 2955; /** Identifies class or source of the PostTradePaymentCurrency(2818) value. */ readonly PostTradePaymentCurrencyCodeSource: 2956; /** Reference to the first or second currency or digital asset in Symbol(55) for FX-style trading. Conditionally required when one or both symbols in Symbol(55) represent a digital asset. */ readonly SymbolPositionNumber: 2957; /** Reference to the first or second currency or digital asset in LegSymbol(600) for FX-style trading. Conditionally required when one or both symbols in LegSymbol(600) represent a digital asset. */ readonly LegSymbolPositionNumber: 2958; /** Reference to the first or second currency or digital asset in UnderlyingSymbol(311) for FX-style trading. Conditionally required when one or both symbols in UnderlyingSymbol(311) represent a digital asset. */ readonly UnderlyingSymbolPositionNumber: 2959; /** Identifies the class or source of the SettlPriceUnitOfMeasureCurrency(1887) value. */ readonly SettlPriceUnitOfMeasureCurrencyCodeSource: 2960; /** Indicates whether the trade or transaction was executed anonymously. */ readonly AnonymousTradeIndicator: 2961; /** May be used to generically assist in disambiguating an instrument where the security identifier and core reference data attributes are not sufficient to uniquely identify the instrument. The values used are bilaterally agreed. The data used for disambiguation can be of synthetic nature (e.g. 1, 2, 3,... or A, B, C,...) or based on other characteristic of the instrument. An example of the latter is an energy futures or options contract which may have the same expiration date with different delivery dates that fall on a non-business day; in such a use case the first day of delivery date may be used to disambiguate such contract (date expression used should be bilaterally agreed). */ readonly SecurityReferenceDataSupplement: 2962; /** Indicate whether a trade is eligible to be reported to more than one regulatory jurisdictions, e.g. due to overlapping reporting rules that require reporting to different jurisdictions. */ readonly MultiJurisdictionReportingIndicator: 2963; /** Indicate the instruction for self-match prevention when the incoming (aggressive) order has the same SelfMatchPreventionID(2362) as a resting (passive) order. */ readonly SelfMatchPreventionInstruction: 2964; /** Unique identifier of the SettlementStatusRequest(35=EC). */ readonly SettlStatusRequestID: 2965; /** Status of the SettlementStatusRequest(35=EC) message being responded to. */ readonly SettlStatusRequestStatus: 2966; /** Unique identifier of the SettlementStatusReport(35=EE). */ readonly SettlStatusReportID: 2967; /** The settlement status of the identified trade. This field mirrors MT548 subsequence A2 field 25D Status Code. See https://www.iso20022.org/15022/uhb/mt548-10-field-25d.htm for MT548 code values. */ readonly SettlStatus: 2968; /** Used to provide additional reason or qualify the reason for the settlement status specified in SettlStatus(2968). This field mirrors MT548 subsequence A2a field 24B Reason Code. See https://www.iso20022.org/15022/uhb/mt548-12-field-24b.htm for MT548 code values. */ readonly SettlStatusReason: 2969; /** Text description associated with SettlStatusReason(2969). This field mirrors MT548 subsequence A2a field 70D Narrative. */ readonly SettlStatusReasonText: 2970; /** Byte length of encoded (non-ASCII characters) EncodedSettlStatusReasonText(2972) field. */ readonly EncodedSettlStatusReasonTextLen: 2971; /** Encoded (non-ASCII characters) representation of the SettlStatusReasonText(2970) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the SettlStatusReasonText(2970) field. */ readonly EncodedSettlStatusReasonText: 2972; /** Status of the report being responded to. */ readonly SettlStatusReportStatus: 2973; /** Identifier for quantity subgroup assigned by the clearinghouse. */ readonly AllocGroupSubQtyID: 2974; /** Indicates number of subgroups in an allocation group. */ readonly NoAllocGroupSubQtys: 2975; /** Total quantity in the subgroup of an allocation group. */ readonly AllocGroupSubQty: 2976; /** Change in quantity in the subgroup of an allocation group. */ readonly AllocGroupSubQtyOffset: 2977; /** Remaining quantity in the subgroup of an allocation group. */ readonly AllocGroupRemainingSubQty: 2978; /** Indicates number of trade attributes used to define a subgroup in an allocation group. */ readonly NoAllocGroupSubQtyAttributes: 2979; /** Type of trade attribute defining a subgroup in an allocation group. */ readonly AllocGroupSubQtyType: 2980; /** Value of the trade attribute defining a subgroup in an allocation group. */ readonly AllocGroupSubQtyValue: 2981; /** Time unit associated with the minimum frequency of the instrument maturity intervals. Usage note: When FlexibleIndicator(1244)=Y and the maturity date is user-defined, set MaturityFrequencyUnit(2982)=F (Flexible). */ readonly MaturityFrequencyUnit: 2982; /** Time unit multiplier for the minimum frequency of the instrument maturity intervals. */ readonly MaturityFrequencyPeriod: 2983; /** Time unit associated with the minimum frequency of the instrument maturity intervals. Usage note: When UnderlyingFlexibleIndicator(2035)=Y and the underlying maturity is user-defined, set UnderlyingMaturityFrequencyUnit(2984)=F (Flexible). */ readonly UnderlyingMaturityFrequencyUnit: 2984; /** Time unit multiplier for the minimum frequency of the instrument maturity intervals. */ readonly UnderlyingMaturityFrequencyPeriod: 2985; /** Time unit associated with the minimum frequency of the instrument maturity intervals. Usage note: When LegFlexibleIndicator(2202)=Y and the leg maturity is user-defined, set LegMaturityFrequencyUnit(2986)=F (Flexible). */ readonly LegMaturityFrequencyUnit: 2986; /** Time unit multiplier for the minimum frequency of the instrument maturity intervals. */ readonly LegMaturityFrequencyPeriod: 2987; /** Unique identifier for the SecurityRiskMetricsReport(35=EG) message. */ readonly SecurityRiskMetricsReportID: 2988; /** Describes a group of related instruments for which risk metrics are provided. */ readonly RiskMetricsSecurityGroup: 2989; /** Describes a sub-group of a group identified by RiskMetricsSecurityGroup(2989). */ readonly RiskMetricsSecuritySubGroup: 2990; /** Bid price of the underlying instrument. */ readonly UnderlyingBidPx: 2991; /** Offer price of the underlying instrument. */ readonly UnderlyingOfferPx: 2992; /** Specifies the source of the price(s) of the security used in the calculation of the metrics or analytics data. */ readonly MetricsCalculationPriceSource: 2993; /** Identifies the model used for asset valuation or pricing calculations. */ readonly AssetValuationModel: 2994; /** Number of instruments with security risk metrics data. */ readonly NoSecurityRiskMetrics: 2995; /** The rate of change of Delta over time. */ readonly Gamma: 2996; /** The security's value rate of change in response to a 1% change in (risk-free) interest rate. Measures the security's sensitivity to interest rate change. */ readonly Rho: 2997; /** The security's price rate of change in relation to passage of time. Also known as "time decay". */ readonly Theta: 2998; /** The security's price sensitivity to change in volatility of the underlying asset price. */ readonly Vega: 2999; /** Time at which volatility was computed. */ readonly VolatilityTime: 3000; /** Volatility based on bid prices. */ readonly BidVolatility: 3001; /** Volatility based on offer prices. */ readonly OfferVolatility: 3002; /** Volatility based on mid prices. */ readonly MidVolatility: 3003; /** Timestamp at which the relative valuation metric or analytic is calculated or captured. */ readonly RelativeValueTimestamp: 3004; /** Number of trade types in repeating group. */ readonly NoTradeTypes: 3005; /** Type of trade assigned to a trade. Note: several enumerations of this field duplicate the enumerations in TradePriceCondition(1839) field. These may be deprecated from TradeType(3006) in the future. TradePriceCondition(1839) is preferred in messages that support it. */ readonly TradeType: 3006; /** Further qualification to the trade type defined in TradeType(3006). */ readonly TradeSubType: 3007; /** Number of allocation timestamps. */ readonly NoAllocTrdRegTimestamps: 3008; /** Same as TrdRegTimestamp(769). Used to provide relevant timestamp for the allocation account. */ readonly AllocTrdRegTimestamp: 3009; /** Same as TrdRegTimestampType(770). Used to indicate the timestamp type relevant for the allocation account. */ readonly AllocTrdRegTimestampType: 3010; /** Same as TrdRegTimestampOrigin(771). Used to indicate the "origin" or source of the timestamp relevant for the allocation account. */ readonly AllocTrdRegTimestampSrc: 3011; /** Unique identifier for a certificate issued by an algorithmic trading firm. */ readonly AlgoCertificateID: 3012; /** Description of a certificate issued by an algorithmic trading firm. */ readonly AlgoCertificateDesc: 3013; /** Unique identifier of the AlgoCertificateRequest(35=EH). */ readonly AlgoCertificateRequestID: 3014; /** Reference identifier of the AlgoCertificateRequest(35=EH). */ readonly AlgoCertificateRequestRefID: 3015; /** Identifies the message transaction type. */ readonly AlgoCertificateRequestTransType: 3016; /** Status of the AlgoCertificateRequest(35=EH) message being responded to. */ readonly AlgoCertificateRequestStatus: 3017; /** Unique identifier of the AlgoCertificateReport(35=EJ). */ readonly AlgoCertificateReportID: 3018; /** Reference identifier of the AlgoCertificateReport(35=EJ). */ readonly AlgoCertificateReportRefID: 3019; /** Identifies the message transaction type. */ readonly AlgoCertificateReportTransType: 3020; /** Status of the report being responded to. */ readonly AlgoCertificateReportStatus: 3021; /** Identifies the current status of the certificate as established by the certificate issuer. */ readonly AlgoCertificateStatus: 3022; /** Date and time the details within the message have been approved. */ readonly ApprovalTime: 3023; /** Description of means of testing for an algorithm. */ readonly AlgoTestDesc: 3024; /** Number of components making up a system for algorithmic trading. */ readonly NoAlgoSystemModules: 3025; /** Name of the component of a system for algorithmic trading. */ readonly AlgoSystemModuleName: 3026; /** Version (e.g. build or commit number) of the component of a system for algorithmic trading. */ readonly AlgoSystemModuleVersion: 3027; /** Number of test scenarios for an algorithmic trading system. */ readonly NoTestScenarios: 3028; /** Unique identifier of a test scenario for a software system. */ readonly TestScenarioID: 3029; /** Identifies the overall result of a test scenario identified by TestScenarioID(3029). */ readonly TestScenarioStatus: 3030; /** Starting date and time of test scenario execution for a software system. */ readonly TestScenarioStartTime: 3031; /** Ending date and time of test scenario execution for a software system. */ readonly TestScenarioEndTime: 3032; /** Description of the origin of the market data. */ readonly MDOriginDesc: 3033; /** Date and time of the market data. */ readonly MDOriginTime: 3034; /** Unique identifier for the group of test steps constituting a test scenario. */ readonly TestStepGroupID: 3035; /** Number of test steps. */ readonly NoTestSteps: 3036; /** Unique identifier of a test step. */ readonly TestStepID: 3037; /** Description of a test step. */ readonly TestStepDesc: 3038; /** Starting time of a test step. */ readonly TestStepStartTime: 3039; /** Time unit multiplier for the starting time of a test step relative to the starting time of a test scenario. */ readonly TestStepStartOffsetPeriod: 3040; /** Time unit associated with the starting time of a test step relative to the starting time of a test scenario. */ readonly TestStepStartOffsetUnit: 3041; /** Ending time of a test step. */ readonly TestStepEndTime: 3042; /** Time unit multiplier for the ending time of a test step relative to the starting time of a test scenario. */ readonly TestStepEndOffsetPeriod: 3043; /** Time unit associated with the starting time of a test step relative to the ending time of a test scenario. */ readonly TestStepEndOffsetUnit: 3044; /** Number of test step parameters. */ readonly NoTestStepParameters: 3045; /** Name of the test step parameter. */ readonly TestStepParameterName: 3046; /** Datatype of the test step parameter. */ readonly TestStepParameterType: 3047; /** Value of the test step parameter. */ readonly TestStepParameterValue: 3048; /** Number of components making up a testing system. */ readonly NoTestSystemModules: 3049; /** Name of the component of a testing system. */ readonly TestSystemModuleName: 3050; /** Version (e.g. build or commit number) of the component of a testing system. */ readonly TestSystemModuleVersion: 3051; /** Number of results for a test scenario. */ readonly NoTestMeasures: 3052; /** Name of a test measure. */ readonly TestMeasureName: 3053; /** Description of a test measure. */ readonly TestMeasureDesc: 3054; /** Datatype of the metric being used for a test. */ readonly TestMeasureType: 3055; /** Number of decimal places for TestMeasureType(3055). */ readonly TestMeasurePrecision: 3056; /** Identifies the result of an individual test based on a measure. */ readonly TestMeasureResult: 3057; /** Identifies whether the value of a measure needs to be over or under a specific threshold to be successful. */ readonly TestThresholdType: 3058; /** Value of the measure upon which a warning is issued for the test. */ readonly TestWarningLevelValue: 3059; /** Value of the measure upon which the test is considered to have failed. */ readonly TestFailLevelValue: 3060; /** Peak value of the measure achieved in testing. */ readonly TestPeakLevelValue: 3061; /** Unique identifier of the TestSuiteDefinitionRequest(35=EL). */ readonly TestSuiteRequestID: 3062; /** Reference identifier of the TestSuiteDefinitionRequest(35=EL). */ readonly TestSuiteRequestRefID: 3063; /** Identifies the message transaction type. */ readonly TestSuiteRequestTransType: 3064; /** Status of the TestSuiteDefinitionRequest(35=EL) message being responded to. */ readonly TestSuiteRequestStatus: 3065; /** Unique identifier of the TestActionRequest(35=EN). */ readonly TestActionRequestID: 3066; /** Specifies the type of action to take or that was taken for a given test suite. */ readonly TestActionType: 3067; /** Status of the TestActionRequest(35=EN) message being responded to. */ readonly TestActionRequestStatus: 3068; /** Specifies the activity state the test suite is in. */ readonly TestSuiteActivityState: 3069; /** Identifies the overall test result of a group of individual test scenarios. */ readonly TestSuiteStatus: 3070; /** Identifier of the test action report. */ readonly TestActionReportID: 3071; /** Identifies the currency pair/symbol that the instance of the rate source information is applicable for the fixing. */ readonly RateSourceSymbol: 3072; /** The source of where to obtain the FX benchmark rate to use for fixing the rate. The value in this field can be different from RateSource(1446). For example, "Bloomberg" can be the reference source identified in RateSource(1446), and FXBenchmark(3073) can be "central bank" - what this says is to use Bloomberg to look up/reference the published central bank rate. Likewise, the BFIX rate for fixing (FXBenchmark(3073)=1 (Bloomberg)) can be sourced from Reuters (RateSource(1446)=1 (Reuters)). If the source for benchmark fixing rate is the same as the reference source (RateSource(1446)), this field, FXBenchmark(3073), can be omitted. */ readonly FXBenchmark: 3073; /** The local date of the FX rate fixing. The time applicable on the fixing date is specified in FXBenchmarkTime(3075). */ readonly FXBenchmarkDate: 3074; /** The local time of the FX rate fixing. The date applicable for the fixing time is specified in FXBenchmarkDate(3074). */ readonly FXBenchmarkTime: 3075; /** A business center whose calendar is used for date/time adjustment. See https://www.fpml.org/coding-scheme/business-center to download the current (ISDA/FpML) standard 4-character code values for business center identification. */ readonly FXBenchmarkBusinessCenter: 3076; /** Specifies the type of business event related to an algo certification request. */ readonly AlgoCertificateRequestType: 3077; /** Specifies the type of business event related to an algo certification report. */ readonly AlgoCertificateReportType: 3078; /** Unique identifier for the group of test scenarios constituting a test suite. */ readonly TestScenarioGroupID: 3079; /** Support Timestamp of last update to Algo System Module. */ readonly AlgoSystemModuleLastUpdateTime: 3080; /** Support Timestamp of last update to Algo Test System Module. */ readonly TestSystemModuleLastUpdateTime: 3081; /** Number of orders for testing. */ readonly NoTestOrders: 3082; /** Identifier of a test order. */ readonly TestOrderID: 3083; /** Used for the security symbol of a test order. See Symbol(55) field for description. */ readonly TestOrderSymbol: 3084; /** Used for the security identifier of a test order. See Security(48) field for description. */ readonly TestOrderSecurityID: 3085; /** Used for the source of the security identifier of a test order. See SecurityIDSource(22) field for description. */ readonly TestOrderSecurityIDSource: 3086; /** Used for the price of a test order. See Price(44) field for description. */ readonly TestOrderPrice: 3087; /** Type of price of TestOrderPrice(3087). */ readonly TestOrderPriceType: 3088; /** Used for the quantity of a test order. See OrderQty(80) field for description. */ readonly TestOrderQty: 3089; /** Time unit multiplier for the effective time of an order relative to the starting time of a test scenario. */ readonly TestOrderOffsetPeriod: 3090; /** Time unit associated with the effective time of an order relative to the starting time of a test scenario. */ readonly TestOrderOffsetUnit: 3091; /** Number of test gateway details. */ readonly NoTestGatewayDetails: 3092; /** Name of test gateway information. */ readonly TestGatewayDetailName: 3093; /** Type of test gateway information. */ readonly TestGatewayDetailType: 3094; /** Value of test gateway information. */ readonly TestGatewayDetailValue: 3095; /** Execution venue of test system. */ readonly TestGatewayMarketID: 3096; /** Identifies the behaviour or configuration that has been selected by the executing party for this order. Absence of this field indicates that no trial is under way or that the executing party is unable to provide the information. */ readonly AlgoTrialID: 3097; /** Identifies the algorithm a broker has opted to use when executing an order. */ readonly LastAlgoID: 3098; /** Indicates number of trade attributes used to define a subgroup in an allocation group. */ readonly NoIndividualAllocSubQtyAttributes: 3099; /** Type of trade attribute defining a subgroup in an allocation group. */ readonly IndividualAllocSubQtyType: 3100; /** Value of the trade attribute defining a subgroup in an allocation group. */ readonly IndividualAllocSubQtyValue: 3101; /** Identifies the most liquid market for a given instrument. In the context of the EU Consolidated Tape, this is used to identify the most relevant market in terms of liquidity (MRMTL). */ readonly MostLiquidMarketID: 3102; /** Identifies whether a given market is the most liquid for a given instrument. In the context of the EU Consolidated Tape, this is used to indicate whether a given market is the most relevant market in terms of liquidity (MRMTL). */ readonly MostLiquidMarketIndicator: 3103; /** Number of trades or transactions included in an aggregated trade or transaction. In the context of the EU Consolidated Tape, this is used for the deferred publication of multiple transactions as a single, aggregated transaction with a weighted average price and the total volume of its individual transactions. */ readonly NumberOfTrades: 3104; /** Indicates the quality of the market data being provided. In the context of the EU Consolidated Tape, this is used by the CTP to identify suspicious data coming from the data contributor. */ readonly MDQualityIndicator: 3105; /** Indicates the acceptance status of a market data entry. */ readonly MDEntryStatus: 3106; /** Free form text to specify information related to the status provided with MDEntryStatus(3106). */ readonly MDEntryStatusText: 3107; /** Byte length of encoded (non-ASCII characters) EncodedMDEntryStatusText(3109) field. */ readonly EncodedMDEntryStatusTextLen: 3108; /** Encoded (non-ASCII characters) representation of the MDEntryStatusText(3107) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MDEntryStatusText(3107) field. Data length controlled by field EncodedMDEntryStatusTextLen(3108). */ readonly EncodedMDEntryStatusText: 3109; /** Unique message identifier for MarketDataSnapshotFullRefresh(35=W) or MarketDataIncrementalRefresh(35=X) message. To be used in MarketDataAck(35=EQ) message as reference to market data message being acknowledged. */ readonly MDMsgID: 3110; /** Unique identifier for a SecurityStatus(35=f) message. */ readonly SecurityStatusReportID: 3111; /** Unique identifier for a TradingSessionStatus(35=h) message. */ readonly TradingSessionStatusReportID: 3112; /** Indicates the status of a report. */ readonly ReportStatus: 3113; /** Specifies margined price of a security. */ readonly MarginPrice: 3114; /** Specifies the dividend payout ratio associated with an equity or a bond security. */ readonly DividendPayoutRatio: 3115; /** Number of LegRateSource entries in the repeating group. */ readonly NoLegRateSources: 3116; /** Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. This is where to look up the rate information and is not necessarily the entity that sets the rate. */ readonly LegRateSource: 3117; /** Indicates whether the rate source specified is a primary or secondary source. */ readonly LegRateSourceType: 3118; /** Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: https://www.fpml.org/coding-scheme/settlement-rate-option. */ readonly LegReferencePage: 3119; /** Identifies the page heading from the rate source. */ readonly LegRateSourceReferencePageHeading: 3120; /** Identifies the currency pair/symbol that the instance of the rate source information is applicable for the fixing. */ readonly LegRateSourceSymbol: 3121; /** The source of where to obtain the FX benchmark rate to use for fixing the rate. The value in this field can be different from LegRateSource(3117). For example, "Bloomberg" can be the reference source identified in LegRateSource(3117), and LegFXBenchmark(3122) can be "central bank" - what this says is to use Bloomberg to look up/reference the published central bank rate. Likewise, the BFIX rate for fixing (LegFXBenchmark(3122)=1 (Bloomberg)) can be sourced from Reuters (LegRateSource(3117)=1 (Reuters)). If the source for benchmark fixing rate is the same as the reference source (LegRateSource(3117)), this field, LegFXBenchmark(3122), can be omitted. */ readonly LegFXBenchmark: 3122; /** The local date of the FX rate fixing. The time applicable on the fixing date is specified in LegFXBenchmarkTime(3124). */ readonly LegFXBenchmarkDate: 3123; /** The local time of the FX rate fixing. The date applicable for the fixing time is specified in LegFXBenchmarkDate(3123). */ readonly LegFXBenchmarkTime: 3124; /** A business center whose calendar is used for date/time adjustment. See https://www.fpml.org/coding-scheme/business-center to download the current (ISDA/FpML) standard 4-character code values for business center identification. */ readonly LegFXBenchmarkBusinessCenter: 3125; /** Number of test suite parameters. */ readonly NoTestSuiteParameters: 3126; /** Name of the test suite parameter. */ readonly TestSuiteParameterName: 3127; /** Datatype of the test suite parameter. */ readonly TestSuiteParameterType: 3128; /** Value of the test scenario parameter. */ readonly TestSuiteParameterValue: 3129; /** Number of test scenario parameters. */ readonly NoTestScenarioParameters: 3130; /** Name of the test scenario parameter. */ readonly TestScenarioParameterName: 3131; /** Datatype of the test scenario parameter. */ readonly TestScenarioParameterType: 3132; /** Value of the test scenario parameter. */ readonly TestScenarioParameterValue: 3133; /** Number of bonds in the repeating group. */ readonly NoAdditionalTermBondRefs: 40000; /** Security identifier of the bond. */ readonly AdditionalTermBondSecurityID: 40001; /** Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. */ readonly AdditionalTermBondSecurityIDSource: 40002; /** Description of the bond. */ readonly AdditionalTermBondDesc: 40003; /** Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. */ readonly EncodedAdditionalTermBondDescLen: 40004; /** Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. */ readonly EncodedAdditionalTermBondDesc: 40005; /** Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. */ readonly AdditionalTermBondCurrency: 40006; /** Issuer of the bond. */ readonly AdditionalTermBondIssuer: 40007; /** Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. */ readonly EncodedAdditionalTermBondIssuerLen: 40008; /** Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. */ readonly EncodedAdditionalTermBondIssuer: 40009; /** Specifies the bond's payment priority in the event of a default. */ readonly AdditionalTermBondSeniority: 40010; /** Coupon type of the bond. */ readonly AdditionalTermBondCouponType: 40011; /** Coupon rate of the bond. See also CouponRate(223). */ readonly AdditionalTermBondCouponRate: 40012; /** The maturity date of the bond. */ readonly AdditionalTermBondMaturityDate: 40013; /** The par value of the bond. */ readonly AdditionalTermBondParValue: 40014; /** Total issued amount of the bond. */ readonly AdditionalTermBondCurrentTotalIssuedAmount: 40015; /** Time unit multiplier for the frequency of the bond's coupon payment. */ readonly AdditionalTermBondCouponFrequencyPeriod: 40016; /** Time unit associated with the frequency of the bond's coupon payment. */ readonly AdditionalTermBondCouponFrequencyUnit: 40017; /** The day count convention used in interest calculations for a bond or an interest bearing security. */ readonly AdditionalTermBondDayCount: 40018; /** Number of additional terms in the repeating group. */ readonly NoAdditionalTerms: 40019; /** Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. */ readonly AdditionalTermConditionPrecedentBondIndicator: 40020; /** Indicates whether the discrepancy clause is applicable. */ readonly AdditionalTermDiscrepancyClauseIndicator: 40021; /** Number of elements in the repeating group. */ readonly NoCashSettlTerms: 40022; /** Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. */ readonly CashSettlCurrency: 40023; /** The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. */ readonly CashSettlValuationFirstBusinessDayOffset: 40024; /** The time of valuation. */ readonly CashSettlValuationTime: 40025; /** Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly CashSettlBusinessCenter: 40026; /** The type of quote used to determine the cash settlement price. */ readonly CashSettlQuoteMethod: 40027; /** When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. */ readonly CashSettlQuoteAmount: 40028; /** Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. */ readonly CashSettlQuoteCurrency: 40029; /** When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. */ readonly CashSettlMinimumQuoteAmount: 40030; /** Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. */ readonly CashSettlMinimumQuoteCurrency: 40031; /** Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. */ readonly CashSettlDealer: 40032; /** The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. */ readonly CashSettlBusinessDays: 40033; /** The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount */ readonly CashSettlAmount: 40034; /** Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. */ readonly CashSettlRecoveryFactor: 40035; /** Indicates whether fixed settlement is applicable or not applicable in a recovery lock. */ readonly CashSettlFixedTermIndicator: 40036; /** Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. */ readonly CashSettlAccruedInterestIndicator: 40037; /** The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method */ readonly CashSettlValuationMethod: 40038; /** A named string value referenced by UnderlyingSettlTermXIDRef(41315). */ readonly CashSettlTermXID: 40039; /** Number of financing definitions in the repeating group. */ readonly NoContractualDefinitions: 40040; /** Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. */ readonly ContractualDefinition: 40041; /** Number of contractual matrices in the repeating group. */ readonly NoContractualMatrices: 40042; /** Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. */ readonly ContractualMatrixSource: 40043; /** The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. */ readonly ContractualMatrixDate: 40044; /** Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. */ readonly ContractualMatrixTerm: 40045; /** Number of financing terms supplements in the repeating group. */ readonly NoFinancingTermSupplements: 40046; /** Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. */ readonly FinancingTermSupplementDesc: 40047; /** The publication date of the applicable version of the contractual supplement. */ readonly FinancingTermSupplementDate: 40048; /** Number of swap streams in the repeating group. */ readonly NoStreams: 40049; /** Type of swap stream. */ readonly StreamType: 40050; /** A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. */ readonly StreamDesc: 40051; /** The side of the party paying the stream. */ readonly StreamPaySide: 40052; /** The side of the party receiving the stream. */ readonly StreamReceiveSide: 40053; /** Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. */ readonly StreamNotional: 40054; /** Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. */ readonly StreamCurrency: 40055; /** Free form text to specify additional information or enumeration description when a standard value does not apply. */ readonly StreamText: 40056; /** The unadjusted effective date. */ readonly UnderlyingStreamEffectiveDateUnadjusted: 40057; /** The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingStreamEffectiveDateBusinessDayConvention: 40058; /** The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingStreamEffectiveDateBusinessCenter: 40059; /** Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingStreamEffectiveDateRelativeTo: 40060; /** Time unit multiplier for the relative effective date offset. */ readonly UnderlyingStreamEffectiveDateOffsetPeriod: 40061; /** Time unit associated with the relative effective date offset. */ readonly UnderlyingStreamEffectiveDateOffsetUnit: 40062; /** Specifies the day type of the relative effective date offset. */ readonly UnderlyingStreamEffectiveDateOffsetDayType: 40063; /** The adjusted effective date. */ readonly UnderlyingStreamEffectiveDateAdjusted: 40064; /** The unadjusted termination date. */ readonly StreamTerminationDateUnadjusted: 40065; /** The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly StreamTerminationDateBusinessDayConvention: 40066; /** The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly StreamTerminationDateBusinessCenter: 40067; /** Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly StreamTerminationDateRelativeTo: 40068; /** Time unit multiplier for the relative termination date offset. */ readonly StreamTerminationDateOffsetPeriod: 40069; /** Time unit associated with the relative termination date offset. */ readonly StreamTerminationDateOffsetUnit: 40070; /** Specifies the day type of the relative termination date offset. */ readonly StreamTerminationDateOffsetDayType: 40071; /** The adjusted termination date. */ readonly StreamTerminationDateAdjusted: 40072; /** The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly StreamCalculationPeriodBusinessDayConvention: 40073; /** The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly StreamCalculationPeriodBusinessCenter: 40074; /** The unadjusted first calculation period start date if before the effective date. */ readonly StreamFirstPeriodStartDateUnadjusted: 40075; /** The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly StreamFirstPeriodStartDateBusinessDayConvention: 40076; /** The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly StreamFirstPeriodStartDateBusinessCenter: 40077; /** The adjusted first calculation period start date, if it is before the effective date. */ readonly StreamFirstPeriodStartDateAdjusted: 40078; /** The unadjusted first start date of the regular calculation period, if there is an initial stub period. */ readonly StreamFirstRegularPeriodStartDateUnadjusted: 40079; /** The unadjusted end date of the initial compounding period. */ readonly StreamFirstCompoundingPeriodEndDateUnadjusted: 40080; /** The unadjusted last regular period end date if there is a final stub period. */ readonly StreamLastRegularPeriodEndDateUnadjusted: 40081; /** Time unit multiplier for the frequency at which calculation period end dates occur. */ readonly StreamCalculationFrequencyPeriod: 40082; /** Time unit associated with the frequency at which calculation period end dates occur. */ readonly StreamCalculationFrequencyUnit: 40083; /** The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. */ readonly StreamCalculationRollConvention: 40084; /** Number of settlement rate fallbacks in the repeating group */ readonly NoSettlRateFallbacks: 40085; /** The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. */ readonly SettlRatePostponementMaximumDays: 40086; /** Identifies the source of the rate information. */ readonly LegPaymentStreamNonDeliverableSettlRateSource: 40087; /** Indicates whether to request a settlement rate quote from the market. */ readonly SettlRatePostponementSurvey: 40088; /** Used to identify the settlement rate postponement calculation agent. */ readonly SettlRatePostponementCalculationAgent: 40089; /** Number of provisions in the repeating group. */ readonly NoProvisions: 40090; /** Type of provisions. */ readonly ProvisionType: 40091; /** The unadjusted date of the provision. */ readonly ProvisionDateUnadjusted: 40092; /** The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly ProvisionDateBusinessDayConvention: 40093; /** The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionDateBusinessCenter: 40094; /** The adjusted date of the provision. */ readonly ProvisionDateAdjusted: 40095; /** Time unit multiplier for the provision's tenor period. */ readonly ProvisionDateTenorPeriod: 40096; /** Time unit associated with the provision's tenor period. */ readonly ProvisionDateTenorUnit: 40097; /** Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. */ readonly ProvisionCalculationAgent: 40098; /** If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. */ readonly ProvisionOptionSinglePartyBuyerSide: 40099; /** If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. */ readonly ProvisionOptionSinglePartySellerSide: 40100; /** The instrument provision option’s exercise style. */ readonly ProvisionOptionExerciseStyle: 40101; /** A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. */ readonly ProvisionOptionExerciseMultipleNotional: 40102; /** The minimum notional amount that can be exercised on a given exercise date. */ readonly ProvisionOptionExerciseMinimumNotional: 40103; /** The maximum notional amount that can be exercised on a given exercise date. */ readonly ProvisionOptionExerciseMaximumNotional: 40104; /** The minimum number of options that can be exercised on a given exercise date. */ readonly ProvisionOptionMinimumNumber: 40105; /** The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. */ readonly ProvisionOptionMaximumNumber: 40106; /** Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. */ readonly ProvisionOptionExerciseConfirmation: 40107; /** An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). */ readonly ProvisionCashSettlMethod: 40108; /** Specifies the currency of settlement. Uses ISO 4217 currency codes. */ readonly ProvisionCashSettlCurrency: 40109; /** Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. */ readonly ProvisionCashSettlCurrency2: 40110; /** Identifies the type of quote to be used. */ readonly ProvisionCashSettlQuoteType: 40111; /** Identifies the source of quote information. */ readonly ProvisionCashSettlQuoteSource: 40112; /** Free form text to specify additional information or enumeration description when a standard value does not apply. */ readonly ProvisionText: 40113; /** A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. */ readonly ProvisionCashSettlValueTime: 40114; /** Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionCashSettlValueTimeBusinessCenter: 40115; /** The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly ProvisionCashSettlValueDateBusinessDayConvention: 40116; /** The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionCashSettlValueDateBusinessCenter: 40117; /** Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values */ readonly ProvisionCashSettlValueDateRelativeTo: 40118; /** Time unit multiplier for the relative cash settlement value date offset. */ readonly ProvisionCashSettlValueDateOffsetPeriod: 40119; /** Time unit associated with the relative cash settlement value date offset. */ readonly ProvisionCashSettlValueDateOffsetUnit: 40120; /** Specifies the day type of the provision's relative cash settlement value date offset. */ readonly ProvisionCashSettlValueDateOffsetDayType: 40121; /** The adjusted cash settlement value date. */ readonly ProvisionCashSettlValueDateAdjusted: 40122; /** The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly ProvisionOptionExerciseBusinessDayConvention: 40123; /** The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionOptionExerciseBusinessCenter: 40124; /** Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. */ readonly ProvisionOptionExerciseEarliestDateOffsetPeriod: 40125; /** Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. */ readonly ProvisionOptionExerciseEarliestDateOffsetUnit: 40126; /** Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. */ readonly ProvisionOptionExerciseFrequencyPeriod: 40127; /** Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. */ readonly ProvisionOptionExerciseFrequencyUnit: 40128; /** The unadjusted first day of the exercise period for an American style option. */ readonly ProvisionOptionExerciseStartDateUnadjusted: 40129; /** Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ProvisionOptionExerciseStartDateRelativeTo: 40130; /** Time unit multiplier for the relative option exercise start date offset. */ readonly ProvisionOptionExerciseStartDateOffsetPeriod: 40131; /** Time unit associated with the relative option exercise start date offset. */ readonly ProvisionOptionExerciseStartDateOffsetUnit: 40132; /** Specifies the day type of the provision's relative option exercise start date offset. */ readonly ProvisionOptionExerciseStartDateOffsetDayType: 40133; /** The adjusted first day of the exercise period for an American style option. */ readonly ProvisionOptionExerciseStartDateAdjusted: 40134; /** The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. */ readonly ProvisionOptionExercisePeriodSkip: 40135; /** The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. */ readonly ProvisionOptionExerciseBoundsFirstDateUnadjusted: 40136; /** The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. */ readonly ProvisionOptionExerciseBoundsLastDateUnadjusted: 40137; /** The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. */ readonly ProvisionOptionExerciseEarliestTime: 40138; /** Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionOptionExerciseEarliestTimeBusinessCenter: 40139; /** For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. */ readonly ProvisionOptionExerciseLatestTime: 40140; /** Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionOptionExerciseLatestTimeBusinessCenter: 40141; /** Number of provision option exercise fixed dates in the repeating group. */ readonly NoProvisionOptionExerciseFixedDates: 40142; /** A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). */ readonly ProvisionOptionExerciseFixedDate: 40143; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly ProvisionOptionExerciseFixedDateType: 40144; /** The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. */ readonly ProvisionOptionExpirationDateUnadjusted: 40145; /** The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly ProvisionOptionExpirationDateBusinessDayConvention: 40146; /** The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionOptionExpirationDateBusinessCenter: 40147; /** Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ProvisionOptionExpirationDateRelativeTo: 40148; /** Time unit multiplier for the relative option expiration date offset. */ readonly ProvisionOptionExpirationDateOffsetPeriod: 40149; /** Time unit associated with the relative option expiration date offset. */ readonly ProvisionOptionExpirationDateOffsetUnit: 40150; /** Specifies the day type of the provision's relative option expiration date offset. */ readonly ProvisionOptionExpirationDateOffsetDayType: 40151; /** The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. */ readonly ProvisionOptionExpirationDateAdjusted: 40152; /** The latest time for exercise on the expiration date. */ readonly ProvisionOptionExpirationTime: 40153; /** Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionOptionExpirationTimeBusinessCenter: 40154; /** The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). */ readonly ProvisionOptionRelevantUnderlyingDateUnadjusted: 40155; /** The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly ProvisionOptionRelevantUnderlyingDateBusinessDayConvention: 40156; /** The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionOptionRelevantUnderlyingDateBusinessCenter: 40157; /** Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ProvisionOptionRelevantUnderlyingDateRelativeTo: 40158; /** Time unit multiplier for the relative option relevant underlying date offset. */ readonly ProvisionOptionRelevantUnderlyingDateOffsetPeriod: 40159; /** Time unit associated with the relative option relevant underlying date offset. */ readonly ProvisionOptionRelevantUnderlyingDateOffsetUnit: 40160; /** Specifies the day type of the provision's relative option relevant underlying date offset. */ readonly ProvisionOptionRelevantUnderlyingDateOffsetDayType: 40161; /** The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). */ readonly ProvisionOptionRelevantUnderlyingDateAdjusted: 40162; /** The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly ProvisionCashSettlPaymentDateBusinessDayConvention: 40163; /** The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProvisionCashSettlPaymentDateBusinessCenter: 40164; /** Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ProvisionCashSettlPaymentDateRelativeTo: 40165; /** Time unit multiplier for the relative cash settlement payment date offset. */ readonly ProvisionCashSettlPaymentDateOffsetPeriod: 40166; /** Time unit associated with the relative cash settlement payment date offset. */ readonly ProvisionCashSettlPaymentDateOffsetUnit: 40167; /** Specifies the day type of the provision's relative cash settlement payment date offset. */ readonly ProvisionCashSettlPaymentDateOffsetDayType: 40168; /** First date in range when a settlement date range is provided. */ readonly ProvisionCashSettlPaymentDateRangeFirst: 40169; /** The last date in range when a settlement date range is provided. */ readonly ProvisionCashSettlPaymentDateRangeLast: 40170; /** Number of provision cash settlement payment dates in the repeating group. */ readonly NoProvisionCashSettlPaymentDates: 40171; /** The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). */ readonly ProvisionCashSettlPaymentDate: 40172; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly ProvisionCashSettlPaymentDateType: 40173; /** Number of parties identified in the contract provision. */ readonly NoProvisionPartyIDs: 40174; /** The party identifier/code for the payment settlement party. */ readonly ProvisionPartyID: 40175; /** Identifies class or source of the ProvisionPartyID(40175) value. */ readonly ProvisionPartyIDSource: 40176; /** Identifies the type or role of ProvisionPartyID(40175) specified. */ readonly ProvisionPartyRole: 40177; /** Number of sub-party IDs to be reported for the party. */ readonly NoProvisionPartySubIDs: 40178; /** Party sub-identifier, if applicable, for ProvisionPartyID(40175). */ readonly ProvisionPartySubID: 40179; /** The type of ProvisionPartySubID(40179). */ readonly ProvisionPartySubIDType: 40180; /** Number of protection terms in the repeating group. */ readonly NoProtectionTerms: 40181; /** The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. */ readonly ProtectionTermNotional: 40182; /** The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. */ readonly ProtectionTermCurrency: 40183; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. */ readonly ProtectionTermSellerNotifies: 40184; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. */ readonly ProtectionTermBuyerNotifies: 40185; /** When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ProtectionTermEventBusinessCenter: 40186; /** Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. */ readonly ProtectionTermStandardSources: 40187; /** The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. */ readonly ProtectionTermEventMinimumSources: 40188; /** Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. */ readonly ProtectionTermEventNewsSource: 40189; /** A named string value referenced by UnderlyingProtectionTermXIDRef(41314). */ readonly ProtectionTermXID: 40190; /** Number of protection term events in the repeating group. */ readonly NoProtectionTermEvents: 40191; /** Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. */ readonly ProtectionTermEventType: 40192; /** Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. */ readonly ProtectionTermEventValue: 40193; /** Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. */ readonly ProtectionTermEventCurrency: 40194; /** Time unit multiplier for protection term events. */ readonly ProtectionTermEventPeriod: 40195; /** Time unit associated with protection term events. */ readonly ProtectionTermEventUnit: 40196; /** Day type for events that specify a period and unit. */ readonly ProtectionTermEventDayType: 40197; /** Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. */ readonly ProtectionTermEventRateSource: 40198; /** Number of qualifiers in the repeating group. */ readonly NoProtectionTermEventQualifiers: 40199; /** Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). */ readonly ProtectionTermEventQualifier: 40200; /** Number of obligations in the repeating group. */ readonly NoProtectionTermObligations: 40201; /** Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. */ readonly ProtectionTermObligationType: 40202; /** Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. */ readonly ProtectionTermObligationValue: 40203; /** Number of entries in the repeating group. */ readonly NoPhysicalSettlTerms: 40204; /** Specifies the currency of physical settlement. Uses ISO 4217 currency codes. */ readonly PhysicalSettlCurrency: 40205; /** The number of business days used in the determination of physical settlement. Its precise meaning depends on the context in which this element is used. ISDA 2003 Term: Business Day. */ readonly PhysicalSettlBusinessDays: 40206; /** A maximum number of business days. Its precise meaning depends on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. */ readonly PhysicalSettlMaximumBusinessDays: 40207; /** A named string value referenced by UnderlyingSettlTermXIDRef(41315). */ readonly PhysicalSettlTermXID: 40208; /** Number of entries in the repeating group. */ readonly NoPhysicalSettlDeliverableObligations: 40209; /** Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. */ readonly PhysicalSettlDeliverableObligationType: 40210; /** Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. */ readonly PhysicalSettlDeliverableObligationValue: 40211; /** Number of additional settlement or bullet payments. */ readonly NoPayments: 40212; /** Type of payment. */ readonly PaymentType: 40213; /** The side of the party paying the payment. */ readonly PaymentPaySide: 40214; /** The side of the party receiving the payment. */ readonly PaymentReceiveSide: 40215; /** Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. */ readonly PaymentCurrency: 40216; /** The total payment amount. */ readonly PaymentAmount: 40217; /** The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. */ readonly PaymentPrice: 40218; /** The unadjusted payment date. */ readonly PaymentDateUnadjusted: 40219; /** The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentBusinessDayConvention: 40220; /** The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentBusinessCenter: 40221; /** The adjusted payment date. */ readonly PaymentDateAdjusted: 40222; /** Applicable value for LegMarketDisruptionEvent(41468). */ readonly LegMarketDisruptionValue: 40223; /** The value representing the discount factor used to calculate the present value of the cash flow. */ readonly PaymentDiscountFactor: 40224; /** The amount representing the present value of the forecast payment. */ readonly PaymentPresentValueAmount: 40225; /** Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. */ readonly PaymentPresentValueCurrency: 40226; /** Payment settlement style. */ readonly PaymentSettlStyle: 40227; /** Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly LegPaymentStreamNonDeliverableSettlReferencePage: 40228; /** Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). */ readonly PaymentText: 40229; /** Number of additional settlements or bullet payments. */ readonly NoPaymentSettls: 40230; /** The payment settlement amount. */ readonly PaymentSettlAmount: 40231; /** Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. */ readonly PaymentSettlCurrency: 40232; /** Number of parties identified in the additional settlement or bullet payment. */ readonly NoPaymentSettlPartyIDs: 40233; /** The payment settlement party identifier. */ readonly PaymentSettlPartyID: 40234; /** Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). */ readonly PaymentSettlPartyIDSource: 40235; /** Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). */ readonly PaymentSettlPartyRole: 40236; /** Qualifies the value of PaymentSettlPartyRole(40236). */ readonly PaymentSettlPartyRoleQualifier: 40237; /** Number of sub-party IDs to be reported for the party. */ readonly NoPaymentSettlPartySubIDs: 40238; /** Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). */ readonly PaymentSettlPartySubID: 40239; /** The type of PaymentSettlPartySubID(40239) value. */ readonly PaymentSettlPartySubIDType: 40240; /** Number of swap streams in the repeating group. */ readonly NoLegStreams: 40241; /** Type of swap stream. */ readonly LegStreamType: 40242; /** A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. */ readonly LegStreamDesc: 40243; /** The side of the party paying the stream. */ readonly LegStreamPaySide: 40244; /** The side of the party receiving the stream. */ readonly LegStreamReceiveSide: 40245; /** Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. */ readonly LegStreamNotional: 40246; /** Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. */ readonly LegStreamCurrency: 40247; /** Free form text to specify additional information or enumeration description when a standard value does not apply. */ readonly LegStreamText: 40248; /** The unadjusted effective date. */ readonly LegStreamEffectiveDateUnadjusted: 40249; /** The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegStreamEffectiveDateBusinessDayConvention: 40250; /** The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegStreamEffectiveDateBusinessCenter: 40251; /** Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values */ readonly LegStreamEffectiveDateRelativeTo: 40252; /** Time unit multiplier for the relative effective date offset. */ readonly LegStreamEffectiveDateOffsetPeriod: 40253; /** Time unit associated with the relative effective date offset. */ readonly LegStreamEffectiveDateOffsetUnit: 40254; /** Specifies the day type of the relative effective date offset. */ readonly LegStreamEffectiveDateOffsetDayType: 40255; /** The adjusted effective date. */ readonly LegStreamEffectiveDateAdjusted: 40256; /** The unadjusted termination date. */ readonly LegStreamTerminationDateUnadjusted: 40257; /** The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegStreamTerminationDateBusinessDayConvention: 40258; /** The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegStreamTerminationDateBusinessCenter: 40259; /** Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegStreamTerminationDateRelativeTo: 40260; /** Time unit multiplier for the relative termination date offset. */ readonly LegStreamTerminationDateOffsetPeriod: 40261; /** Time unit associated with the relative termination date offset. */ readonly LegStreamTerminationDateOffsetUnit: 40262; /** Specifies the day type of the relative termination date offset. */ readonly LegStreamTerminationDateOffsetDayType: 40263; /** The adjusted termination date. */ readonly LegStreamTerminationDateAdjusted: 40264; /** The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegStreamCalculationPeriodBusinessDayConvention: 40265; /** The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegStreamCalculationPeriodBusinessCenter: 40266; /** The unadjusted first calculation period start date if before the effective date. */ readonly LegStreamFirstPeriodStartDateUnadjusted: 40267; /** The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegStreamFirstPeriodStartDateBusinessDayConvention: 40268; /** The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegStreamFirstPeriodStartDateBusinessCenter: 40269; /** The adjusted first calculation period start date, if it is before the effective date. */ readonly LegStreamFirstPeriodStartDateAdjusted: 40270; /** The unadjusted first start date of the regular calculation period, if there is an initial stub period. */ readonly LegStreamFirstRegularPeriodStartDateUnadjusted: 40271; /** The unadjusted end date of the initial compounding period. */ readonly LegStreamFirstCompoundingPeriodEndDateUnadjusted: 40272; /** The unadjusted last regular period end date if there is a final stub period. */ readonly LegStreamLastRegularPeriodEndDateUnadjusted: 40273; /** Time unit multiplier for the frequency at which calculation period end dates occur. */ readonly LegStreamCalculationFrequencyPeriod: 40274; /** Time unit associated with the frequency at which calculation period end dates occur. */ readonly LegStreamCalculationFrequencyUnit: 40275; /** The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegStreamCalculationRollConvention: 40276; /** Number of dealers in the repeating group. */ readonly NoCashSettlDealers: 40277; /** Number of business centers in the repeating group. */ readonly NoBusinessCenters: 40278; /** Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. */ readonly LegPaymentStreamType: 40279; /** Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. */ readonly LegPaymentStreamMarketRate: 40280; /** Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. */ readonly LegPaymentStreamDelayIndicator: 40281; /** Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. */ readonly LegPaymentStreamSettlCurrency: 40282; /** The day count convention used in the payment stream calculations. */ readonly LegPaymentStreamDayCount: 40283; /** The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. */ readonly LegPaymentStreamAccrualDays: 40284; /** The method of calculating discounted payment amounts. */ readonly LegPaymentStreamDiscountType: 40285; /** Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. */ readonly LegPaymentStreamDiscountRate: 40286; /** The day count convention applied to the LegPaymentStreamDiscountRate(40286). */ readonly LegPaymentStreamDiscountRateDayCount: 40287; /** Compounding method. */ readonly LegPaymentStreamCompoundingMethod: 40288; /** Indicates whether there is an initial exchange of principal on the effective date. */ readonly LegPaymentStreamInitialPrincipalExchangeIndicator: 40289; /** Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. */ readonly LegPaymentStreamInterimPrincipalExchangeIndicator: 40290; /** Indicates whether there is a final exchange of principal on the termination date. */ readonly LegPaymentStreamFinalPrincipalExchangeIndicator: 40291; /** The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentStreamPaymentDateBusinessDayConvention: 40292; /** The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStreamPaymentDateBusinessCenter: 40293; /** Time unit multiplier for the frequency of payments. */ readonly LegPaymentStreamPaymentFrequencyPeriod: 40294; /** Time unit associated with the frequency of payments. */ readonly LegPaymentStreamPaymentFrequencyUnit: 40295; /** The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentStreamPaymentRollConvention: 40296; /** The unadjusted first payment date. */ readonly LegPaymentStreamFirstPaymentDateUnadjusted: 40297; /** The unadjusted last regular payment date. */ readonly LegPaymentStreamLastRegularPaymentDateUnadjusted: 40298; /** Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamPaymentDateRelativeTo: 40299; /** Time unit multiplier for the relative payment date offset. */ readonly LegPaymentStreamPaymentDateOffsetPeriod: 40300; /** Time unit associated with the relative payment date offset. */ readonly LegPaymentStreamPaymentDateOffsetUnit: 40301; /** Specifies the day type of the relative payment date offset. */ readonly LegPaymentStreamPaymentDateOffsetDayType: 40302; /** Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamResetDateRelativeTo: 40303; /** The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentStreamResetDateBusinessDayConvention: 40304; /** The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStreamResetDateBusinessCenter: 40305; /** Time unit multiplier for frequency of resets. */ readonly LegPaymentStreamResetFrequencyPeriod: 40306; /** Time unit associated with frequency of resets. */ readonly LegPaymentStreamResetFrequencyUnit: 40307; /** Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. */ readonly LegPaymentStreamResetWeeklyRollConvention: 40308; /** Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamInitialFixingDateRelativeTo: 40309; /** The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentStreamInitialFixingDateBusinessDayConvention: 40310; /** The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStreamInitialFixingDateBusinessCenter: 40311; /** Time unit multiplier for the relative initial fixing date offset. */ readonly LegPaymentStreamInitialFixingDateOffsetPeriod: 40312; /** Time unit associated with the relative initial fixing date offset. */ readonly LegPaymentStreamInitialFixingDateOffsetUnit: 40313; /** Specifies the day type of the relative initial fixing date offset. */ readonly LegPaymentStreamInitialFixingDateOffsetDayType: 40314; /** The adjusted initial fixing date. */ readonly LegPaymentStreamInitialFixingDateAdjusted: 40315; /** Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamFixingDateRelativeTo: 40316; /** The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentStreamFixingDateBusinessDayConvention: 40317; /** The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStreamFixingDateBusinessCenter: 40318; /** Time unit multiplier for the relative fixing date offset. */ readonly LegPaymentStreamFixingDateOffsetPeriod: 40319; /** Time unit associated with the relative fixing date offset. */ readonly LegPaymentStreamFixingDateOffsetUnit: 40320; /** Specifies the day type of the relative fixing date offset. */ readonly LegPaymentStreamFixingDateOffsetDayType: 40321; /** The adjusted fixing date. */ readonly LegPaymentStreamFixingDateAdjusted: 40322; /** Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceding the period end date or termination date, as appropriate, for the specified floating rate index. */ readonly LegPaymentStreamRateCutoffDateOffsetPeriod: 40323; /** Time unit associated with the relative rate cut-off date offset. */ readonly LegPaymentStreamRateCutoffDateOffsetUnit: 40324; /** Specifies the day type of the relative rate cut-off date offset. */ readonly LegPaymentStreamRateCutoffDateOffsetDayType: 40325; /** The rate applicable to the fixed rate payment stream. */ readonly LegPaymentStreamRate: 40326; /** The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). */ readonly LegPaymentStreamFixedAmount: 40327; /** Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. */ readonly LegPaymentStreamRateOrAmountCurrency: 40328; /** The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. */ readonly LegPaymentStreamFutureValueNotional: 40329; /** The adjusted value date of the future value amount. */ readonly LegPaymentStreamFutureValueDateAdjusted: 40330; /** The payment stream floating rate index. */ readonly LegPaymentStreamRateIndex: 40331; /** The source of the payment stream floating rate index. */ readonly LegPaymentStreamRateIndexSource: 40332; /** Time unit associated with the payment stream's floating rate index curve period. */ readonly LegPaymentStreamRateIndexCurveUnit: 40333; /** Time unit multiplier for the payment stream's floating rate index curve period. */ readonly LegPaymentStreamRateIndexCurvePeriod: 40334; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly LegPaymentStreamRateMultiplier: 40335; /** The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). */ readonly LegPaymentStreamRateSpread: 40336; /** Identifies whether the rate spread is applied to a long or short position. */ readonly LegPaymentStreamRateSpreadPositionType: 40337; /** Specifies the yield calculation treatment for the index. */ readonly LegPaymentStreamRateTreatment: 40338; /** The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly LegPaymentStreamCapRate: 40339; /** Reference to the buyer of the cap rate option through its trade side. */ readonly LegPaymentStreamCapRateBuySide: 40340; /** Reference to the seller of the cap rate option through its trade side. */ readonly LegPaymentStreamCapRateSellSide: 40341; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. */ readonly LegPaymentStreamFloorRate: 40342; /** Reference to the buyer of the floor rate option through its trade side. */ readonly LegPaymentStreamFloorRateBuySide: 40343; /** Reference to the seller of the floor rate option through its trade side. */ readonly LegPaymentStreamFloorRateSellSide: 40344; /** The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. */ readonly LegPaymentStreamInitialRate: 40345; /** Specifies the rounding direction. */ readonly LegPaymentStreamFinalRateRoundingDirection: 40346; /** Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly LegPaymentStreamFinalRatePrecision: 40347; /** When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. */ readonly LegPaymentStreamAveragingMethod: 40348; /** The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly LegPaymentStreamNegativeRateTreatment: 40349; /** Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. */ readonly LegPaymentStreamInflationLagPeriod: 40350; /** Time unit associated with the inflation lag period. */ readonly LegPaymentStreamInflationLagUnit: 40351; /** The inflation lag period day type. */ readonly LegPaymentStreamInflationLagDayType: 40352; /** The method used when calculating the inflation index level from multiple points. The most common is linear method. */ readonly LegPaymentStreamInflationInterpolationMethod: 40353; /** The inflation index reference source. */ readonly LegPaymentStreamInflationIndexSource: 40354; /** The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. */ readonly LegPaymentStreamInflationPublicationSource: 40355; /** Initial known index level for the first calculation period. */ readonly LegPaymentStreamInflationInitialIndexLevel: 40356; /** Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). */ readonly LegPaymentStreamInflationFallbackBondApplicable: 40357; /** The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. */ readonly LegPaymentStreamFRADiscounting: 40358; /** Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. */ readonly LegPaymentStreamNonDeliverableRefCurrency: 40359; /** The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention: 40360; /** The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStreamNonDeliverableFixingDatesBusinessCenter: 40361; /** Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamNonDeliverableFixingDatesRelativeTo: 40362; /** Time unit multiplier for the relative non-deliverable fixing date offset. */ readonly LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod: 40363; /** Time unit associated with the relative non-deliverable fixing date offset. */ readonly LegPaymentStreamNonDeliverableFixingDatesOffsetUnit: 40364; /** Specifies the day type of the relative non-deliverable fixing date offset. */ readonly LegPaymentStreamNonDeliverableFixingDatesOffsetDayType: 40365; /** Identifies the source of rate information. */ readonly LegSettlRateFallbackRateSource: 40366; /** Number of fixing dates in the repeating group. */ readonly NoLegNonDeliverableFixingDates: 40367; /** The non-deliverable fixing date. Type of date is specified in LegNonDeliverableFixingDateType(40369). */ readonly LegNonDeliverableFixingDate: 40368; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly LegNonDeliverableFixingDateType: 40369; /** Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly LegSettlRateFallbackReferencePage: 40370; /** Identifies the source of rate information. */ readonly PaymentStreamNonDeliverableSettlRateSource: 40371; /** Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly PaymentStreamNonDeliverableSettlReferencePage: 40372; /** Identifies the source of rate information. */ readonly SettlRateFallbackRateSource: 40373; /** Number of swap schedules in the repeating group */ readonly NoLegPaymentSchedules: 40374; /** Specifies the type of schedule. */ readonly LegPaymentScheduleType: 40375; /** Indicates to which stub this schedule applies. */ readonly LegPaymentScheduleStubType: 40376; /** The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. */ readonly LegPaymentScheduleStartDateUnadjusted: 40377; /** The unadjusted end date of a cashflow payment. */ readonly LegPaymentScheduleEndDateUnadjusted: 40378; /** The side of the party paying the step schedule. */ readonly LegPaymentSchedulePaySide: 40379; /** The side of the party receiving the step schedule. */ readonly LegPaymentScheduleReceiveSide: 40380; /** The notional value for this step schedule, or amount of a cashflow payment. */ readonly LegPaymentScheduleNotional: 40381; /** The currency for this step schedule. Uses ISO 4217 currency codes. */ readonly LegPaymentScheduleCurrency: 40382; /** The rate value for this step schedule. */ readonly LegPaymentScheduleRate: 40383; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly LegPaymentScheduleRateMultiplier: 40384; /** The spread value for this step schedule. */ readonly LegPaymentScheduleRateSpread: 40385; /** Identifies whether the rate spread is applied to a long or a short position. */ readonly LegPaymentScheduleRateSpreadPositionType: 40386; /** Specifies the yield calculation treatment for the step schedule. */ readonly LegPaymentScheduleRateTreatment: 40387; /** The explicit payment amount for this step schedule. */ readonly LegPaymentScheduleFixedAmount: 40388; /** The currency of the fixed amount. Uses ISO 4217 currency codes. */ readonly LegPaymentScheduleFixedCurrency: 40389; /** Time unit multiplier for the step frequency. */ readonly LegPaymentScheduleStepFrequencyPeriod: 40390; /** Time unit associated with the step frequency. */ readonly LegPaymentScheduleStepFrequencyUnit: 40391; /** The explicit amount that the notional changes on each step date. This can be a positive or negative amount. */ readonly LegPaymentScheduleStepOffsetValue: 40392; /** The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. */ readonly LegPaymentScheduleStepRate: 40393; /** The explicit amount that the rate changes on each step date. This can be a positive or negative value. */ readonly LegPaymentScheduleStepOffsetRate: 40394; /** Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. */ readonly LegPaymentScheduleStepRelativeTo: 40395; /** The unadjusted fixing date. */ readonly LegPaymentScheduleFixingDateUnadjusted: 40396; /** Floating rate observation weight for cashflow payment. */ readonly LegPaymentScheduleWeight: 40397; /** Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentScheduleFixingDateRelativeTo: 40398; /** The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentScheduleFixingDateBusinessDayConvention: 40399; /** The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentScheduleFixingDateBusinessCenter: 40400; /** Time unit multiplier for the relative fixing date offset. */ readonly LegPaymentScheduleFixingDateOffsetPeriod: 40401; /** Time unit associated with the relative fixing date offset. */ readonly LegPaymentScheduleFixingDateOffsetUnit: 40402; /** Specifies the day type of the relative fixing date offset. */ readonly LegPaymentScheduleFixingDateOffsetDayType: 40403; /** The adjusted fixing date. */ readonly LegPaymentScheduleFixingDateAdjusted: 40404; /** The fxing time associated with the step schedule. */ readonly LegPaymentScheduleFixingTime: 40405; /** Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentScheduleFixingTimeBusinessCenter: 40406; /** Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentScheduleInterimExchangePaymentDateRelativeTo: 40407; /** The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentScheduleInterimExchangeDatesBusinessDayConvention: 40408; /** The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentScheduleInterimExchangeDatesBusinessCenter: 40409; /** Time unit multiplier for the relative interim exchange date offset. */ readonly LegPaymentScheduleInterimExchangeDatesOffsetPeriod: 40410; /** Time unit associated with the relative interim exchange date offset. */ readonly LegPaymentScheduleInterimExchangeDatesOffsetUnit: 40411; /** Specifies the day type of the relative interim exchange date offset. */ readonly LegPaymentScheduleInterimExchangeDatesOffsetDayType: 40412; /** The adjusted interim exchange date. */ readonly LegPaymentScheduleInterimExchangeDateAdjusted: 40413; /** Number of rate sources in the repeating group */ readonly NoLegPaymentScheduleRateSources: 40414; /** Identifies the source of rate information. */ readonly LegPaymentScheduleRateSource: 40415; /** Rate source type. */ readonly LegPaymentScheduleRateSourceType: 40416; /** Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly LegPaymentScheduleReferencePage: 40417; /** Number of stubs in the repeating group */ readonly NoLegPaymentStubs: 40418; /** Stub type. */ readonly LegPaymentStubType: 40419; /** Optional indication whether stub is shorter or longer than the regular swap period. */ readonly LegPaymentStubLength: 40420; /** The agreed upon fixed rate for this stub. */ readonly LegPaymentStubRate: 40421; /** A fixed payment amount for the stub. */ readonly LegPaymentStubFixedAmount: 40422; /** The currency of the fixed payment amount. Uses ISO 4217 currency codes. */ readonly LegPaymentStubFixedCurrency: 40423; /** The stub floating rate index. */ readonly LegPaymentStubIndex: 40424; /** The source for the stub floating rate index. */ readonly LegPaymentStubIndexSource: 40425; /** Time unit multiplier for the floating rate index. */ readonly LegPaymentStubIndexCurvePeriod: 40426; /** Time unit associated with the floating rate index. */ readonly LegPaymentStubIndexCurveUnit: 40427; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly LegPaymentStubIndexRateMultiplier: 40428; /** Spread from floating rate index. */ readonly LegPaymentStubIndexRateSpread: 40429; /** Identifies whether the rate spread is applied to a long or a short position. */ readonly LegPaymentStubIndexRateSpreadPositionType: 40430; /** Specifies the yield calculation treatment for the stub index. */ readonly LegPaymentStubIndexRateTreatment: 40431; /** The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly LegPaymentStubIndexCapRate: 40432; /** Reference to the buyer of the cap rate option through its trade side. */ readonly LegPaymentStubIndexCapRateBuySide: 40433; /** Reference to the seller of the cap rate option through its trade side. */ readonly LegPaymentStubIndexCapRateSellSide: 40434; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly LegPaymentStubIndexFloorRate: 40435; /** Reference to the buyer of the floor rate option through its trade side. */ readonly LegPaymentStubIndexFloorRateBuySide: 40436; /** Reference to the seller of the floor rate option through its trade side. */ readonly LegPaymentStubIndexFloorRateSellSide: 40437; /** The second stub floating rate index. */ readonly LegPaymentStubIndex2: 40438; /** The source for the second stub floating rate index. */ readonly LegPaymentStubIndex2Source: 40439; /** Secondary time unit multiplier for the stub floating rate index curve. */ readonly LegPaymentStubIndex2CurvePeriod: 40440; /** Secondary time unit associated with the stub floating rate index curve. */ readonly LegPaymentStubIndex2CurveUnit: 40441; /** A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly LegPaymentStubIndex2RateMultiplier: 40442; /** Spread from the second floating rate index. */ readonly LegPaymentStubIndex2RateSpread: 40443; /** Identifies whether the rate spread is applied to a long or a short position. */ readonly LegPaymentStubIndex2RateSpreadPositionType: 40444; /** Specifies the yield calculation treatment for the second stub index. */ readonly LegPaymentStubIndex2RateTreatment: 40445; /** The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly LegPaymentStubIndex2CapRate: 40446; /** The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly LegPaymentStubIndex2FloorRate: 40447; /** Number of provisions in the repeating group. */ readonly NoLegProvisions: 40448; /** Type of provisions. */ readonly LegProvisionType: 40449; /** The unadjusted date of the provision. */ readonly LegProvisionDateUnadjusted: 40450; /** The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegProvisionDateBusinessDayConvention: 40451; /** The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionDateBusinessCenter: 40452; /** The adjusted date of the provision. */ readonly LegProvisionDateAdjusted: 40453; /** Time unit multiplier for the leg provision's tenor period. */ readonly LegProvisionDateTenorPeriod: 40454; /** Time unit associated with the leg provision's tenor period. */ readonly LegProvisionDateTenorUnit: 40455; /** Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. */ readonly LegProvisionCalculationAgent: 40456; /** If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. */ readonly LegProvisionOptionSinglePartyBuyerSide: 40457; /** If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. */ readonly LegProvisionOptionSinglePartySellerSide: 40458; /** The instrument provision option exercise style. */ readonly LegProvisionOptionExerciseStyle: 40459; /** A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. */ readonly LegProvisionOptionExerciseMultipleNotional: 40460; /** The minimum notional amount that can be exercised on a given exercise date. */ readonly LegProvisionOptionExerciseMinimumNotional: 40461; /** The maximum notional amount that can be exercised on a given exercise date. */ readonly LegProvisionOptionExerciseMaximumNotional: 40462; /** The minimum number of options that can be exercised on a given exercise date. */ readonly LegProvisionOptionMinimumNumber: 40463; /** The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. */ readonly LegProvisionOptionMaximumNumber: 40464; /** Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. */ readonly LegProvisionOptionExerciseConfirmation: 40465; /** An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). */ readonly LegProvisionCashSettlMethod: 40466; /** Specifies the currency of settlement. Uses ISO 4217 currency codes. */ readonly LegProvisionCashSettlCurrency: 40467; /** Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. */ readonly LegProvisionCashSettlCurrency2: 40468; /** Identifies the type of quote to be used. */ readonly LegProvisionCashSettlQuoteType: 40469; /** Identifies the source of quote information. */ readonly LegProvisionCashSettlQuoteSource: 40470; /** A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly BusinessCenter: 40471; /** Free form text to specify additional information or enumeration description when a standard value does not apply. */ readonly LegProvisionText: 40472; /** Number of provision cash settlement payment dates in the repeating group. */ readonly NoLegProvisionCashSettlPaymentDates: 40473; /** The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). */ readonly LegProvisionCashSettlPaymentDate: 40474; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly LegProvisionCashSettlPaymentDateType: 40475; /** The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegProvisionOptionExerciseBusinessDayConvention: 40476; /** The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionOptionExerciseBusinessCenter: 40477; /** Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. */ readonly LegProvisionOptionExerciseEarliestDateOffsetPeriod: 40478; /** Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. */ readonly LegProvisionOptionExerciseEarliestDateOffsetUnit: 40479; /** Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. */ readonly LegProvisionOptionExerciseFrequencyPeriod: 40480; /** Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. */ readonly LegProvisionOptionExerciseFrequencyUnit: 40481; /** The unadjusted first day of the exercise period for an American style option. */ readonly LegProvisionOptionExerciseStartDateUnadjusted: 40482; /** Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegProvisionOptionExerciseStartDateRelativeTo: 40483; /** Time unit multiplier for the relative option exercise start date offset. */ readonly LegProvisionOptionExerciseStartDateOffsetPeriod: 40484; /** Time unit associated with the relative option exercise start date offset. */ readonly LegProvisionOptionExerciseStartDateOffsetUnit: 40485; /** Specifies the day type of the provision's relative option exercise start date offset. */ readonly LegProvisionOptionExerciseStartDateOffsetDayType: 40486; /** The adjusted first day of the exercise period for an American style option. */ readonly LegProvisionOptionExerciseStartDateAdjusted: 40487; /** The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. */ readonly LegProvisionOptionExercisePeriodSkip: 40488; /** The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. */ readonly LegProvisionOptionExerciseBoundsFirstDateUnadjusted: 40489; /** The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. */ readonly LegProvisionOptionExerciseBoundsLastDateUnadjusted: 40490; /** The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. */ readonly LegProvisionOptionExerciseEarliestTime: 40491; /** Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionOptionExerciseEarliestTimeBusinessCenter: 40492; /** For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. */ readonly LegProvisionOptionExerciseLatestTime: 40493; /** Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionOptionExerciseLatestTimeBusinessCenter: 40494; /** Number of provision option exercise fixed dates in the repeating group. */ readonly NoLegProvisionOptionExerciseFixedDates: 40495; /** A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). */ readonly LegProvisionOptionExerciseFixedDate: 40496; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly LegProvisionOptionExerciseFixedDateType: 40497; /** The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. */ readonly LegProvisionOptionExpirationDateUnadjusted: 40498; /** The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegProvisionOptionExpirationDateBusinessDayConvention: 40499; /** The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionOptionExpirationDateBusinessCenter: 40500; /** Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegProvisionOptionExpirationDateRelativeTo: 40501; /** Time unit multiplier for the relative option expiration date offset. */ readonly LegProvisionOptionExpirationDateOffsetPeriod: 40502; /** Time unit associated with the relative option expiration date offset. */ readonly LegProvisionOptionExpirationDateOffsetUnit: 40503; /** Specifies the day type of the provision's relative option expiration date offset. */ readonly LegProvisionOptionExpirationDateOffsetDayType: 40504; /** The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. */ readonly LegProvisionOptionExpirationDateAdjusted: 40505; /** The latest time for exercise on the expiration date. */ readonly LegProvisionOptionExpirationTime: 40506; /** Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionOptionExpirationTimeBusinessCenter: 40507; /** The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). */ readonly LegProvisionOptionRelevantUnderlyingDateUnadjusted: 40508; /** The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention: 40509; /** The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionOptionRelevantUnderlyingDateBusinessCenter: 40510; /** Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegProvisionOptionRelevantUnderlyingDateRelativeTo: 40511; /** Time unit multiplier for the relative option relevant underlying date offset. */ readonly LegProvisionOptionRelevantUnderlyingDateOffsetPeriod: 40512; /** Time unit associated with the relative option relevant underlying date offset. */ readonly LegProvisionOptionRelevantUnderlyingDateOffsetUnit: 40513; /** Specifies the day type of the provision's relative option relevant underlying date offset. */ readonly LegProvisionOptionRelevantUnderlyingDateOffsetDayType: 40514; /** The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). */ readonly LegProvisionOptionRelevantUnderlyingDateAdjusted: 40515; /** The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegProvisionCashSettlPaymentDateBusinessDayConvention: 40516; /** The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionCashSettlPaymentDateBusinessCenter: 40517; /** Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegProvisionCashSettlPaymentDateRelativeTo: 40518; /** Time unit multiplier for the relative cash settlement payment date offset. */ readonly LegProvisionCashSettlPaymentDateOffsetPeriod: 40519; /** Time unit associated with the relative cash settlement payment date offset. */ readonly LegProvisionCashSettlPaymentDateOffsetUnit: 40520; /** Specifies the day type of the provision's relative cash settlement payment date offset. */ readonly LegProvisionCashSettlPaymentDateOffsetDayType: 40521; /** The first date in range when a settlement date range is provided. */ readonly LegProvisionCashSettlPaymentDateRangeFirst: 40522; /** The last date in range when a settlement date range is provided. */ readonly LegProvisionCashSettlPaymentDateRangeLast: 40523; /** A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. */ readonly LegProvisionCashSettlValueTime: 40524; /** Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionCashSettlValueTimeBusinessCenter: 40525; /** The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegProvisionCashSettlValueDateBusinessDayConvention: 40526; /** The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProvisionCashSettlValueDateBusinessCenter: 40527; /** Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegProvisionCashSettlValueDateRelativeTo: 40528; /** Time unit multiplier for the relative cash settlement value date offset. */ readonly LegProvisionCashSettlValueDateOffsetPeriod: 40529; /** Time unit associated with the relative cash settlement value date offset. */ readonly LegProvisionCashSettlValueDateOffsetUnit: 40530; /** Specifies the day type of the provision's relative cash settlement value date offset. */ readonly LegProvisionCashSettlValueDateOffsetDayType: 40531; /** The adjusted cash settlement value date. */ readonly LegProvisionCashSettlValueDateAdjusted: 40532; /** Number of parties identified in the contract provision. */ readonly NoLegProvisionPartyIDs: 40533; /** The party identifier/code for the payment settlement party. */ readonly LegProvisionPartyID: 40534; /** Identifies the class or source of LegProvisionPartyID(40534). */ readonly LegProvisionPartyIDSource: 40535; /** Identifies the type or role of LegProvisionPartyID(40534) specified. */ readonly LegProvisionPartyRole: 40536; /** Number of sub-party IDs to be reported for the party. */ readonly NoLegProvisionPartySubIDs: 40537; /** Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). */ readonly LegProvisionPartySubID: 40538; /** The type of LegProvisionPartySubID(40538) value. */ readonly LegProvisionPartySubIDType: 40539; /** Number of swap streams in the repeating group. */ readonly NoUnderlyingStreams: 40540; /** Type of swap stream. */ readonly UnderlyingStreamType: 40541; /** A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. */ readonly UnderlyingStreamDesc: 40542; /** The side of the party paying the stream. */ readonly UnderlyingStreamPaySide: 40543; /** The side of the party receiving the stream. */ readonly UnderlyingStreamReceiveSide: 40544; /** Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. */ readonly UnderlyingStreamNotional: 40545; /** Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. */ readonly UnderlyingStreamCurrency: 40546; /** Free form text to specify additional information or enumeration description when a standard value does not apply. */ readonly UnderlyingStreamText: 40547; /** The unadjusted termination date. */ readonly UnderlyingStreamTerminationDateUnadjusted: 40548; /** The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingStreamTerminationDateBusinessDayConvention: 40549; /** The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingStreamTerminationDateBusinessCenter: 40550; /** Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingStreamTerminationDateRelativeTo: 40551; /** Time unit multiplier for the relative termination date offset. */ readonly UnderlyingStreamTerminationDateOffsetPeriod: 40552; /** Time unit associated with the relative termination date offset. */ readonly UnderlyingStreamTerminationDateOffsetUnit: 40553; /** Specifies the day type of the relative termination date offset. */ readonly UnderlyingStreamTerminationDateOffsetDayType: 40554; /** The adjusted termination date. */ readonly UnderlyingStreamTerminationDateAdjusted: 40555; /** The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingStreamCalculationPeriodBusinessDayConvention: 40556; /** The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingStreamCalculationPeriodBusinessCenter: 40557; /** The unadjusted first calculation period start date if before the effective date. */ readonly UnderlyingStreamFirstPeriodStartDateUnadjusted: 40558; /** The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingStreamFirstPeriodStartDateBusinessDayConvention: 40559; /** The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingStreamFirstPeriodStartDateBusinessCenter: 40560; /** The adjusted first calculation period start date, if it is before the effective date. */ readonly UnderlyingStreamFirstPeriodStartDateAdjusted: 40561; /** The unadjusted first start date of the regular calculation period, if there is an initial stub period. */ readonly UnderlyingStreamFirstRegularPeriodStartDateUnadjusted: 40562; /** The unadjusted end date of the initial compounding period. */ readonly UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted: 40563; /** The unadjusted last regular period end date if there is a final stub period. */ readonly UnderlyingStreamLastRegularPeriodEndDateUnadjusted: 40564; /** Time unit multiplier for the frequency at which calculation period end dates occur. */ readonly UnderlyingStreamCalculationFrequencyPeriod: 40565; /** Time unit associated with the frequency at which calculation period end dates occur. */ readonly UnderlyingStreamCalculationFrequencyUnit: 40566; /** The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingStreamCalculationRollConvention: 40567; /** Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. */ readonly UnderlyingPaymentStreamType: 40568; /** Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. */ readonly UnderlyingPaymentStreamMarketRate: 40569; /** Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. */ readonly UnderlyingPaymentStreamDelayIndicator: 40570; /** Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamSettlCurrency: 40571; /** The day count convention used in the payment stream calculations. */ readonly UnderlyingPaymentStreamDayCount: 40572; /** The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. */ readonly UnderlyingPaymentStreamAccrualDays: 40573; /** The method of calculating discounted payment amounts */ readonly UnderlyingPaymentStreamDiscountType: 40574; /** Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. */ readonly UnderlyingPaymentStreamDiscountRate: 40575; /** The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). */ readonly UnderlyingPaymentStreamDiscountRateDayCount: 40576; /** Compounding Method. */ readonly UnderlyingPaymentStreamCompoundingMethod: 40577; /** Indicates whether there is an initial exchange of principal on the effective date. */ readonly UnderlyingPaymentStreamInitialPrincipalExchangeIndicator: 40578; /** Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. */ readonly UnderlyingPaymentStreamInterimPrincipalExchangeIndicator: 40579; /** Indicates whether there is a final exchange of principal on the termination date. */ readonly UnderlyingPaymentStreamFinalPrincipalExchangeIndicator: 40580; /** The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamPaymentDateBusinessDayConvention: 40581; /** The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStreamPaymentDateBusinessCenter: 40582; /** Time unit multiplier for the frequency of payments. */ readonly UnderlyingPaymentStreamPaymentFrequencyPeriod: 40583; /** Time unit associated with the frequency of payments. */ readonly UnderlyingPaymentStreamPaymentFrequencyUnit: 40584; /** The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamPaymentRollConvention: 40585; /** The unadjusted first payment date. */ readonly UnderlyingPaymentStreamFirstPaymentDateUnadjusted: 40586; /** The unadjusted last regular payment date. */ readonly UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted: 40587; /** Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamPaymentDateRelativeTo: 40588; /** Time unit multiplier for the relative payment date offset. */ readonly UnderlyingPaymentStreamPaymentDateOffsetPeriod: 40589; /** Time unit associated with the relative payment date offset. */ readonly UnderlyingPaymentStreamPaymentDateOffsetUnit: 40590; /** Specifies the day type of the relative payment date offset. */ readonly UnderlyingPaymentStreamPaymentDateOffsetDayType: 40591; /** Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamResetDateRelativeTo: 40592; /** The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamResetDateBusinessDayConvention: 40593; /** The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStreamResetDateBusinessCenter: 40594; /** Time unit multiplier for frequency of resets. */ readonly UnderlyingPaymentStreamResetFrequencyPeriod: 40595; /** Time unit associated with frequency of resets. */ readonly UnderlyingPaymentStreamResetFrequencyUnit: 40596; /** Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. */ readonly UnderlyingPaymentStreamResetWeeklyRollConvention: 40597; /** Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamInitialFixingDateRelativeTo: 40598; /** The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention: 40599; /** The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStreamInitialFixingDateBusinessCenter: 40600; /** Time unit multiplier for the relative initial fixing date offset. */ readonly UnderlyingPaymentStreamInitialFixingDateOffsetPeriod: 40601; /** Time unit associated with the relative initial fixing date offset. */ readonly UnderlyingPaymentStreamInitialFixingDateOffsetUnit: 40602; /** Specifies the day type of the relative initial fixing date offset. */ readonly UnderlyingPaymentStreamInitialFixingDateOffsetDayType: 40603; /** The adjusted initial fixing date. */ readonly UnderlyingPaymentStreamInitialFixingDateAdjusted: 40604; /** Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamFixingDateRelativeTo: 40605; /** The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamFixingDateBusinessDayConvention: 40606; /** The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStreamFixingDateBusinessCenter: 40607; /** Time unit multiplier for the relative fixing date offset. */ readonly UnderlyingPaymentStreamFixingDateOffsetPeriod: 40608; /** Time unit associated with the relative fixing date offset. */ readonly UnderlyingPaymentStreamFixingDateOffsetUnit: 40609; /** Specifies the day type of the relative fixing date offset. */ readonly UnderlyingPaymentStreamFixingDateOffsetDayType: 40610; /** The adjusted fixing date. */ readonly UnderlyingPaymentStreamFixingDateAdjusted: 40611; /** Time unit multiplier for the relative rate cut-off date offset. */ readonly UnderlyingPaymentStreamRateCutoffDateOffsetPeriod: 40612; /** Time unit associated with the relative rate cut-off date offset. */ readonly UnderlyingPaymentStreamRateCutoffDateOffsetUnit: 40613; /** Specifies the day type of the relative rate cut-off date offset. */ readonly UnderlyingPaymentStreamRateCutoffDateOffsetDayType: 40614; /** The rate applicable to the fixed rate payment stream. */ readonly UnderlyingPaymentStreamRate: 40615; /** The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). */ readonly UnderlyingPaymentStreamFixedAmount: 40616; /** Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. */ readonly UnderlyingPaymentStreamRateOrAmountCurrency: 40617; /** The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. */ readonly UnderlyingPaymentStreamFutureValueNotional: 40618; /** The adjusted value date of the future value amount. */ readonly UnderlyingPaymentStreamFutureValueDateAdjusted: 40619; /** The payment stream's floating rate index. */ readonly UnderlyingPaymentStreamRateIndex: 40620; /** The source of the payment stream floating rate index. */ readonly UnderlyingPaymentStreamRateIndexSource: 40621; /** Time unit associated with the underlying instrument’s floating rate index. */ readonly UnderlyingPaymentStreamRateIndexCurveUnit: 40622; /** Time unit multiplier for the underlying instrument’s floating rate index. */ readonly UnderlyingPaymentStreamRateIndexCurvePeriod: 40623; /** A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly UnderlyingPaymentStreamRateMultiplier: 40624; /** Spread from floating rate index. */ readonly UnderlyingPaymentStreamRateSpread: 40625; /** Identifies a short or long spread value. */ readonly UnderlyingPaymentStreamRateSpreadPositionType: 40626; /** Specifies the yield calculation treatment for the index. */ readonly UnderlyingPaymentStreamRateTreatment: 40627; /** The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly UnderlyingPaymentStreamCapRate: 40628; /** Reference to the buyer of the cap rate option through its trade side. */ readonly UnderlyingPaymentStreamCapRateBuySide: 40629; /** Reference to the seller of the cap rate option through its trade side. */ readonly UnderlyingPaymentStreamCapRateSellSide: 40630; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly UnderlyingPaymentStreamFloorRate: 40631; /** Reference to the buyer of the floor rate option through its trade side. */ readonly UnderlyingPaymentStreamFloorRateBuySide: 40632; /** Reference to the seller of the floor rate option through its trade side. */ readonly UnderlyingPaymentStreamFloorRateSellSide: 40633; /** The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. */ readonly UnderlyingPaymentStreamInitialRate: 40634; /** Specifies the rounding direction. */ readonly UnderlyingPaymentStreamFinalRateRoundingDirection: 40635; /** Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly UnderlyingPaymentStreamFinalRatePrecision: 40636; /** When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. */ readonly UnderlyingPaymentStreamAveragingMethod: 40637; /** The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly UnderlyingPaymentStreamNegativeRateTreatment: 40638; /** Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. */ readonly UnderlyingPaymentStreamInflationLagPeriod: 40639; /** Time unit associated with the inflation lag period. */ readonly UnderlyingPaymentStreamInflationLagUnit: 40640; /** The inflation lag period day type. */ readonly UnderlyingPaymentStreamInflationLagDayType: 40641; /** The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. */ readonly UnderlyingPaymentStreamInflationInterpolationMethod: 40642; /** The inflation index reference source. */ readonly UnderlyingPaymentStreamInflationIndexSource: 40643; /** The current main publication source such as relevant web site or a government body. */ readonly UnderlyingPaymentStreamInflationPublicationSource: 40644; /** Initial known index level for the first calculation period. */ readonly UnderlyingPaymentStreamInflationInitialIndexLevel: 40645; /** Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). */ readonly UnderlyingPaymentStreamInflationFallbackBondApplicable: 40646; /** The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. */ readonly UnderlyingPaymentStreamFRADiscounting: 40647; /** The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamNonDeliverableRefCurrency: 40648; /** The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention: 40649; /** The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter: 40650; /** Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo: 40651; /** Time unit multiplier for the relative non-deliverable fixing date offset. */ readonly UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod: 40652; /** Time unit associated with the relative non-deliverable fixing date offset. */ readonly UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit: 40653; /** Specifies the day type of the relative non-deliverable fixing date offset. */ readonly UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType: 40654; /** Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly SettlRateFallbackReferencePage: 40655; /** Number of Fixing dates in the repeating group */ readonly NoUnderlyingNonDeliverableFixingDates: 40656; /** The non-deliverable fixing date unadjusted or adjusted depending on UnderlyingNonDeliverableFixingDateType(40658). */ readonly UnderlyingNonDeliverableFixingDate: 40657; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly UnderlyingNonDeliverableFixingDateType: 40658; /** Number of settlement rate fallbacks in the repeating group */ readonly NoUnderlyingSettlRateFallbacks: 40659; /** The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. */ readonly UnderlyingSettlRatePostponementMaximumDays: 40660; /** Identifies the source of rate information. */ readonly UnderlyingPaymentStreamNonDeliverableSettlRateSource: 40661; /** Indicates whether to request a settlement rate quote from the market. */ readonly UnderlyingSettlRatePostponementSurvey: 40662; /** Used to identify the settlement rate postponement calculation agent. */ readonly UnderlyingSettlRatePostponementCalculationAgent: 40663; /** Number of swap schedules in the repeating group */ readonly NoUnderlyingPaymentSchedules: 40664; /** Type of schedule. */ readonly UnderlyingPaymentScheduleType: 40665; /** Indicates to which stub this schedule applies. */ readonly UnderlyingPaymentScheduleStubType: 40666; /** The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. */ readonly UnderlyingPaymentScheduleStartDateUnadjusted: 40667; /** The unadjusted end date of a cashflow payment. */ readonly UnderlyingPaymentScheduleEndDateUnadjusted: 40668; /** The side of the party paying the step schedule. */ readonly UnderlyingPaymentSchedulePaySide: 40669; /** The side of the party receiving the step schedule. */ readonly UnderlyingPaymentScheduleReceiveSide: 40670; /** The notional value for this step, or amount of a cashflow payment. */ readonly UnderlyingPaymentScheduleNotional: 40671; /** The currency for this step. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentScheduleCurrency: 40672; /** The rate value for this step. */ readonly UnderlyingPaymentScheduleRate: 40673; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly UnderlyingPaymentScheduleRateMultiplier: 40674; /** The spread value for this step. */ readonly UnderlyingPaymentScheduleRateSpread: 40675; /** Identifies whether the rate spread is applied to a long or short position. */ readonly UnderlyingPaymentScheduleRateSpreadPositionType: 40676; /** Specifies the yield calculation treatment for the step schedule. */ readonly UnderlyingPaymentScheduleRateTreatment: 40677; /** The explicit payment amount for this step. */ readonly UnderlyingPaymentScheduleFixedAmount: 40678; /** The currency of the fixed amount. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentScheduleFixedCurrency: 40679; /** Time unit multiplier for the step frequency. */ readonly UnderlyingPaymentScheduleStepFrequencyPeriod: 40680; /** Time unit associated with the step frequency. */ readonly UnderlyingPaymentScheduleStepFrequencyUnit: 40681; /** The explicit amount that the notional changes on each step date. This can be a positive or negative amount. */ readonly UnderlyingPaymentScheduleStepOffsetValue: 40682; /** The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. */ readonly UnderlyingPaymentScheduleStepRate: 40683; /** The explicit amount that the rate changes on each step date. This can be a positive or negative value. */ readonly UnderlyingPaymentScheduleStepOffsetRate: 40684; /** Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. */ readonly UnderlyingPaymentScheduleStepRelativeTo: 40685; /** The unadjusted fixing date. */ readonly UnderlyingPaymentScheduleFixingDateUnadjusted: 40686; /** Floating rate observation weight for cashflow payment. */ readonly UnderlyingPaymentScheduleWeight: 40687; /** Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentScheduleFixingDateRelativeTo: 40688; /** The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn: 40689; /** The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentScheduleFixingDateBusinessCenter: 40690; /** Time unit multiplier for the relative fixing date offset. */ readonly UnderlyingPaymentScheduleFixingDateOffsetPeriod: 40691; /** Time unit associated with the relative fixing date offset. */ readonly UnderlyingPaymentScheduleFixingDateOffsetUnit: 40692; /** Specifies the day type of the relative fixing date offset. */ readonly UnderlyingPaymentScheduleFixingDateOffsetDayType: 40693; /** The adjusted fixing date. */ readonly UnderlyingPaymentScheduleFixingDateAdjusted: 40694; /** The fixing time. */ readonly UnderlyingPaymentScheduleFixingTime: 40695; /** Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentScheduleFixingTimeBusinessCenter: 40696; /** Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo: 40697; /** The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention: 40698; /** The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter: 40699; /** Time unit multiplier for the relative interim exchange date offset. */ readonly UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod: 40700; /** Time unit associated with the relative interim exchange date offset. */ readonly UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit: 40701; /** Specifies the day type of the relative interim exchange date offset. */ readonly UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType: 40702; /** The adjusted interim exchange date. */ readonly UnderlyingPaymentScheduleInterimExchangeDateAdjusted: 40703; /** Number of rate sources in the repeating group */ readonly NoUnderlyingPaymentScheduleRateSources: 40704; /** Identifies the source of rate information. */ readonly UnderlyingPaymentScheduleRateSource: 40705; /** Rate source type. */ readonly UnderlyingPaymentScheduleRateSourceType: 40706; /** Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly UnderlyingPaymentScheduleReferencePage: 40707; /** Number of stubs in the repeating group */ readonly NoUnderlyingPaymentStubs: 40708; /** Stub type. */ readonly UnderlyingPaymentStubType: 40709; /** Optional indication whether stub is shorter or longer than the regular swap period. */ readonly UnderlyingPaymentStubLength: 40710; /** The agreed upon fixed rate for this stub. */ readonly UnderlyingPaymentStubRate: 40711; /** A fixed payment amount for the stub. */ readonly UnderlyingPaymentStubFixedAmount: 40712; /** The currency of the fixed payment amount. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStubFixedCurrency: 40713; /** The stub floating rate index. */ readonly UnderlyingPaymentStubIndex: 40714; /** The source for the underlying payment stub floating rate index. */ readonly UnderlyingPaymentStubIndexSource: 40715; /** Time unit multiplier for the underlying payment stub floating rate index. */ readonly UnderlyingPaymentStubIndexCurvePeriod: 40716; /** Time unit associated with the underlying payment stub floating rate index. */ readonly UnderlyingPaymentStubIndexCurveUnit: 40717; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly UnderlyingPaymentStubIndexRateMultiplier: 40718; /** Spread from floating rate index. */ readonly UnderlyingPaymentStubIndexRateSpread: 40719; /** Identifies whether the rate spread is applied to a long or short position. */ readonly UnderlyingPaymentStubIndexRateSpreadPositionType: 40720; /** Specifies the yield calculation treatment for the stub index. */ readonly UnderlyingPaymentStubIndexRateTreatment: 40721; /** The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly UnderlyingPaymentStubIndexCapRate: 40722; /** Reference to the buyer of the cap rate option through its trade side. */ readonly UnderlyingPaymentStubIndexCapRateBuySide: 40723; /** Reference to the seller of the cap rate option through its trade side. */ readonly UnderlyingPaymentStubIndexCapRateSellSide: 40724; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly UnderlyingPaymentStubIndexFloorRate: 40725; /** Reference to the buyer of the floor rate option through its trade side. */ readonly UnderlyingPaymentStubIndexFloorRateBuySide: 40726; /** Reference to the seller of the floor rate option through its trade side. */ readonly UnderlyingPaymentStubIndexFloorRateSellSide: 40727; /** The second stub floating rate index. */ readonly UnderlyingPaymentStubIndex2: 40728; /** The source of the second stub floating rate index. */ readonly UnderlyingPaymentStubIndex2Source: 40729; /** Secondary time unit multiplier for the stub floating rate index curve. */ readonly UnderlyingPaymentStubIndex2CurvePeriod: 40730; /** Secondary time unit associated with the stub floating rate index curve. */ readonly UnderlyingPaymentStubIndex2CurveUnit: 40731; /** A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly UnderlyingPaymentStubIndex2RateMultiplier: 40732; /** Spread from the second floating rate index. */ readonly UnderlyingPaymentStubIndex2RateSpread: 40733; /** Identifies whether the rate spread is applied to a long or short position. */ readonly UnderlyingPaymentStubIndex2RateSpreadPositionType: 40734; /** Specifies the yield calculation treatment for the second stub index. */ readonly UnderlyingPaymentStubIndex2RateTreatment: 40735; /** The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly UnderlyingPaymentStubIndex2CapRate: 40736; /** The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly UnderlyingPaymentStubIndex2FloorRate: 40737; /** Identifies the type of payment stream associated with the swap. */ readonly PaymentStreamType: 40738; /** Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. */ readonly PaymentStreamMarketRate: 40739; /** Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. */ readonly PaymentStreamDelayIndicator: 40740; /** Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. */ readonly PaymentStreamSettlCurrency: 40741; /** The day count convention used in the payment stream calculations. */ readonly PaymentStreamDayCount: 40742; /** The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. */ readonly PaymentStreamAccrualDays: 40743; /** The method of calculating discounted payment amounts */ readonly PaymentStreamDiscountType: 40744; /** Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. */ readonly PaymentStreamDiscountRate: 40745; /** The day count convention applied to the PaymentStreamDiscountRate(40745). */ readonly PaymentStreamDiscountRateDayCount: 40746; /** Compounding method. */ readonly PaymentStreamCompoundingMethod: 40747; /** Indicates whether there is an initial exchange of principal on the effective date. */ readonly PaymentStreamInitialPrincipalExchangeIndicator: 40748; /** Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. */ readonly PaymentStreamInterimPrincipalExchangeIndicator: 40749; /** Indicates whether there is a final exchange of principal on the termination date. */ readonly PaymentStreamFinalPrincipalExchangeIndicator: 40750; /** The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentStreamPaymentDateBusinessDayConvention: 40751; /** The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStreamPaymentDateBusinessCenter: 40752; /** Time unit multiplier for the frequency of payments. */ readonly PaymentStreamPaymentFrequencyPeriod: 40753; /** Time unit associated with the frequency of payments. */ readonly PaymentStreamPaymentFrequencyUnit: 40754; /** The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentStreamPaymentRollConvention: 40755; /** The unadjusted first payment date. */ readonly PaymentStreamFirstPaymentDateUnadjusted: 40756; /** The unadjusted last regular payment date. */ readonly PaymentStreamLastRegularPaymentDateUnadjusted: 40757; /** Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamPaymentDateRelativeTo: 40758; /** Time unit multiplier for the relative payment date offset. */ readonly PaymentStreamPaymentDateOffsetPeriod: 40759; /** Time unit multiplier for the relative initial fixing date offset. */ readonly PaymentStreamPaymentDateOffsetUnit: 40760; /** Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamResetDateRelativeTo: 40761; /** The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentStreamResetDateBusinessDayConvention: 40762; /** The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStreamResetDateBusinessCenter: 40763; /** Time unit multiplier for the frequency of resets. */ readonly PaymentStreamResetFrequencyPeriod: 40764; /** Time unit associated with the frequency of resets. */ readonly PaymentStreamResetFrequencyUnit: 40765; /** Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. */ readonly PaymentStreamResetWeeklyRollConvention: 40766; /** Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamInitialFixingDateRelativeTo: 40767; /** The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentStreamInitialFixingDateBusinessDayConvention: 40768; /** The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStreamInitialFixingDateBusinessCenter: 40769; /** Time unit multiplier for the relative initial fixing date offset. */ readonly PaymentStreamInitialFixingDateOffsetPeriod: 40770; /** Time unit associated with the relative initial fixing date offset. */ readonly PaymentStreamInitialFixingDateOffsetUnit: 40771; /** Specifies the day type of the relative initial fixing date offset. */ readonly PaymentStreamInitialFixingDateOffsetDayType: 40772; /** The adjusted initial fixing date. */ readonly PaymentStreamInitialFixingDateAdjusted: 40773; /** Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamFixingDateRelativeTo: 40774; /** The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentStreamFixingDateBusinessDayConvention: 40775; /** The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStreamFixingDateBusinessCenter: 40776; /** Time unit multiplier for the relative fixing date offset. */ readonly PaymentStreamFixingDateOffsetPeriod: 40777; /** Time unit associated with the relative fixing date offset. */ readonly PaymentStreamFixingDateOffsetUnit: 40778; /** Specifies the day type of the relative fixing date offset. */ readonly PaymentStreamFixingDateOffsetDayType: 40779; /** The adjusted fixing date. */ readonly PaymentStreamFixingDateAdjusted: 40780; /** Time unit multiplier for the relative rate cut-off date offset. */ readonly PaymentStreamRateCutoffDateOffsetPeriod: 40781; /** Time unit associated with the relative rate cut-off date offset. */ readonly PaymentStreamRateCutoffDateOffsetUnit: 40782; /** Specifies the day type of the relative rate cut-off date offset. */ readonly PaymentStreamRateCutoffDateOffsetDayType: 40783; /** The rate applicable to the fixed rate payment stream. */ readonly PaymentStreamRate: 40784; /** The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). */ readonly PaymentStreamFixedAmount: 40785; /** Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. */ readonly PaymentStreamRateOrAmountCurrency: 40786; /** The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. */ readonly PaymentStreamFutureValueNotional: 40787; /** The adjusted value date of the future value amount. */ readonly PaymentStreamFutureValueDateAdjusted: 40788; /** The payment stream floating rate index. */ readonly PaymentStreamRateIndex: 40789; /** The source of the payment stream floating rate index. */ readonly PaymentStreamRateIndexSource: 40790; /** Time unit associated with the floating rate index. */ readonly PaymentStreamRateIndexCurveUnit: 40791; /** Time unit multiplier for the floating rate index. */ readonly PaymentStreamRateIndexCurvePeriod: 40792; /** A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly PaymentStreamRateMultiplier: 40793; /** Spread from floating rate index. */ readonly PaymentStreamRateSpread: 40794; /** Identifies whether the rate spread is applied to a long or short position. */ readonly PaymentStreamRateSpreadPositionType: 40795; /** Specifies the yield calculation treatment for the index. */ readonly PaymentStreamRateTreatment: 40796; /** The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly PaymentStreamCapRate: 40797; /** Reference to the buyer of the cap rate option through its trade side. */ readonly PaymentStreamCapRateBuySide: 40798; /** Reference to the seller of the cap rate option through its trade side. */ readonly PaymentStreamCapRateSellSide: 40799; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly PaymentStreamFloorRate: 40800; /** Reference to the buyer of the floor rate option through its trade side. */ readonly PaymentStreamFloorRateBuySide: 40801; /** Reference to the seller of the floor rate option through its trade side. */ readonly PaymentStreamFloorRateSellSide: 40802; /** The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. */ readonly PaymentStreamInitialRate: 40803; /** Specifies the rounding direction. */ readonly PaymentStreamFinalRateRoundingDirection: 40804; /** Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly PaymentStreamFinalRatePrecision: 40805; /** When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. */ readonly PaymentStreamAveragingMethod: 40806; /** The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly PaymentStreamNegativeRateTreatment: 40807; /** Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. */ readonly PaymentStreamInflationLagPeriod: 40808; /** Time unit associated with the inflation lag period. */ readonly PaymentStreamInflationLagUnit: 40809; /** The inflation lag period day type. */ readonly PaymentStreamInflationLagDayType: 40810; /** The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. */ readonly PaymentStreamInflationInterpolationMethod: 40811; /** The inflation index reference source. */ readonly PaymentStreamInflationIndexSource: 40812; /** The current main publication source such as relevant web site or a government body. */ readonly PaymentStreamInflationPublicationSource: 40813; /** Initial known index level for the first calculation period. */ readonly PaymentStreamInflationInitialIndexLevel: 40814; /** Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). */ readonly PaymentStreamInflationFallbackBondApplicable: 40815; /** The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. */ readonly PaymentStreamFRADiscounting: 40816; /** The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. */ readonly PaymentStreamNonDeliverableRefCurrency: 40817; /** The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component */ readonly PaymentStreamNonDeliverableFixingDatesBusinessDayConvention: 40818; /** The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStreamNonDeliverableFixingDatesBusinessCenter: 40819; /** Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamNonDeliverableFixingDatesRelativeTo: 40820; /** Time unit multiplier for the relative non-deliverable fixing date offset. */ readonly PaymentStreamNonDeliverableFixingDatesOffsetPeriod: 40821; /** Time unit associated with the relative non-deliverable fixing date offset. */ readonly PaymentStreamNonDeliverableFixingDatesOffsetUnit: 40822; /** Specifies the day type of the relative non-deliverable fixing date offset. */ readonly PaymentStreamNonDeliverableFixingDatesOffsetDayType: 40823; /** Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly UnderlyingPaymentStreamNonDeliverableSettlReferencePage: 40824; /** Number of Fixing dates in the repeating group */ readonly NoNonDeliverableFixingDates: 40825; /** Non-deliverable fixing date unadjusted or adjusted depending on NonDeliverableFixingDateType(40827). */ readonly NonDeliverableFixingDate: 40826; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly NonDeliverableFixingDateType: 40827; /** Number of swap schedules in the repeating group */ readonly NoPaymentSchedules: 40828; /** Type of schedule. */ readonly PaymentScheduleType: 40829; /** Indicates to which stub this schedule applies. */ readonly PaymentScheduleStubType: 40830; /** The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. */ readonly PaymentScheduleStartDateUnadjusted: 40831; /** The unadjusted end date of a cash flow payment. */ readonly PaymentScheduleEndDateUnadjusted: 40832; /** The side of the party paying the step schedule. */ readonly PaymentSchedulePaySide: 40833; /** The side of the party receiving the stepf schedule. */ readonly PaymentScheduleReceiveSide: 40834; /** The notional value for this step, or amount of a cashflow payment. */ readonly PaymentScheduleNotional: 40835; /** The currency for this step. Uses ISO 4217 currency codes. */ readonly PaymentScheduleCurrency: 40836; /** The rate value for this step schedule. */ readonly PaymentScheduleRate: 40837; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly PaymentScheduleRateMultiplier: 40838; /** The spread value for this step schedule. */ readonly PaymentScheduleRateSpread: 40839; /** Identifies whether the rate spread is applied to a long or short position. */ readonly PaymentScheduleRateSpreadPositionType: 40840; /** Specifies the yield calculation treatment for the step schedule. */ readonly PaymentScheduleRateTreatment: 40841; /** The explicit payment amount for this step schedule. */ readonly PaymentScheduleFixedAmount: 40842; /** The currency of the fixed amount. Uses ISO 4217 currency codes. */ readonly PaymentScheduleFixedCurrency: 40843; /** Time unit multiplier for the step frequency. */ readonly PaymentScheduleStepFrequencyPeriod: 40844; /** Time unit associated with the step frequency. */ readonly PaymentScheduleStepFrequencyUnit: 40845; /** The explicit amount that the notional changes on each step date. This can be a positive or negative amount. */ readonly PaymentScheduleStepOffsetValue: 40846; /** The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. */ readonly PaymentScheduleStepRate: 40847; /** The explicit amount that the rate changes on each step date. This can be a positive or negative value. */ readonly PaymentScheduleStepOffsetRate: 40848; /** Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. */ readonly PaymentScheduleStepRelativeTo: 40849; /** The unadjusted fixing date. */ readonly PaymentScheduleFixingDateUnadjusted: 40850; /** Floating rate observation weight for cashflow payment. */ readonly PaymentScheduleWeight: 40851; /** Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentScheduleFixingDateRelativeTo: 40852; /** The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentScheduleFixingDateBusinessDayConvention: 40853; /** The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentScheduleFixingDateBusinessCenter: 40854; /** Time unit multiplier for the relative fixing date offset. */ readonly PaymentScheduleFixingDateOffsetPeriod: 40855; /** Time unit associated with the relative fixing date offset. */ readonly PaymentScheduleFixingDateOffsetUnit: 40856; /** Specifies the day type of the relative fixing date offset. */ readonly PaymentScheduleFixingDateOffsetDayType: 40857; /** The adjusted fixing date. */ readonly PaymentScheduleFixingDateAdjusted: 40858; /** The fixing time associated with the step schedule. */ readonly PaymentScheduleFixingTime: 40859; /** Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentScheduleFixingTimeBusinessCenter: 40860; /** Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentScheduleInterimExchangePaymentDateRelativeTo: 40861; /** The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentScheduleInterimExchangeDatesBusinessDayConvention: 40862; /** The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentScheduleInterimExchangeDatesBusinessCenter: 40863; /** Time unit multiplier for the relative interim exchange date offset. */ readonly PaymentScheduleInterimExchangeDatesOffsetPeriod: 40864; /** Time unit associated with the relative interim exchange date offset. */ readonly PaymentScheduleInterimExchangeDatesOffsetUnit: 40865; /** Specifies the day type of the relative interim exchange date offset. */ readonly PaymentScheduleInterimExchangeDatesOffsetDayType: 40866; /** The adjusted interim exchange date. */ readonly PaymentScheduleInterimExchangeDateAdjusted: 40867; /** Number of swap schedule rate sources. */ readonly NoPaymentScheduleRateSources: 40868; /** Identifies the source of rate information. */ readonly PaymentScheduleRateSource: 40869; /** Rate source type. */ readonly PaymentScheduleRateSourceType: 40870; /** Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly PaymentScheduleReferencePage: 40871; /** Number of stubs in the repeating group */ readonly NoPaymentStubs: 40872; /** Stub type. */ readonly PaymentStubType: 40873; /** Optional indication whether stub is shorter or longer than the regular swap period. */ readonly PaymentStubLength: 40874; /** The agreed upon fixed rate for this stub. */ readonly PaymentStubRate: 40875; /** A fixed payment amount for the stub. */ readonly PaymentStubFixedAmount: 40876; /** The currency of the fixed payment amount. Uses ISO 4217 currency codes. */ readonly PaymentStubFixedCurrency: 40877; /** The stub floating rate index. */ readonly PaymentStubIndex: 40878; /** The source of the stub floating rate index. */ readonly PaymentStubIndexSource: 40879; /** Time unit multiplier for the stub floating rate index. */ readonly PaymentStubIndexCurvePeriod: 40880; /** Time unit associated with the stub floating rate index. */ readonly PaymentStubIndexCurveUnit: 40881; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly PaymentStubIndexRateMultiplier: 40882; /** Spread from floating rate index. */ readonly PaymentStubIndexRateSpread: 40883; /** Identifies whether the rate spread is applied to a long or short position. */ readonly PaymentStubIndexRateSpreadPositionType: 40884; /** Specifies the yield calculation treatment for the payment stub index. */ readonly PaymentStubIndexRateTreatment: 40885; /** The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly PaymentStubIndexCapRate: 40886; /** Reference to the buyer of the cap rate option through its trade side. */ readonly PaymentStubIndexCapRateBuySide: 40887; /** Reference to the seller of the cap rate option through its trade side. */ readonly PaymentStubIndexCapRateSellSide: 40888; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly PaymentStubIndexFloorRate: 40889; /** Reference to the buyer of the floor rate option through its trade side. */ readonly PaymentStubIndexFloorRateBuySide: 40890; /** Reference to the seller of the floor rate option through its trade side. */ readonly PaymentStubIndexFloorRateSellSide: 40891; /** The second stub floating rate index. */ readonly PaymentStubIndex2: 40892; /** The source of the second stub floating rate index. */ readonly PaymentStubIndex2Source: 40893; /** Secondary time unit multiplier for the stub floating rate index curve. */ readonly PaymentStubIndex2CurvePeriod: 40894; /** Secondary time unit associated with the stub floating rate index curve. */ readonly PaymentStubIndex2CurveUnit: 40895; /** A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly PaymentStubIndex2RateMultiplier: 40896; /** Spread from the second floating rate index. */ readonly PaymentStubIndex2RateSpread: 40897; /** Identifies whether the rate spread is applied to a long or short position. */ readonly PaymentStubIndex2RateSpreadPositionType: 40898; /** Specifies the yield calculation treatment for the second stub index. */ readonly PaymentStubIndex2RateTreatment: 40899; /** The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. */ readonly PaymentStubIndex2CapRate: 40900; /** The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. */ readonly PaymentStubIndex2FloorRate: 40901; /** Number of settlement rate fallbacks in the repeating group */ readonly NoLegSettlRateFallbacks: 40902; /** The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. */ readonly LegSettlRatePostponementMaximumDays: 40903; /** Identifies the source of rate information. */ readonly UnderlyingSettlRateFallbackRateSource: 40904; /** Indicates whether to request a settlement rate quote from the market. */ readonly LegSettlRatePostponementSurvey: 40905; /** Used to identify the settlement rate postponement calculation agent. */ readonly LegSettlRatePostponementCalculationAgent: 40906; /** The unadjusted effective date. */ readonly StreamEffectiveDateUnadjusted: 40907; /** The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly StreamEffectiveDateBusinessDayConvention: 40908; /** The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly StreamEffectiveDateBusinessCenter: 40909; /** Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly StreamEffectiveDateRelativeTo: 40910; /** Time unit multiplier for the relative effective date offset. */ readonly StreamEffectiveDateOffsetPeriod: 40911; /** Time unit associated with the relative effective date offset. */ readonly StreamEffectiveDateOffsetUnit: 40912; /** Specifies the day type of the relative effective date offset. */ readonly StreamEffectiveDateOffsetDayType: 40913; /** The adjusted effective date. */ readonly StreamEffectiveDateAdjusted: 40914; /** Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly UnderlyingSettlRateFallbackReferencePage: 40915; /** The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date */ readonly CashSettlValuationSubsequentBusinessDaysOffset: 40916; /** Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date */ readonly CashSettlNumOfValuationDates: 40917; /** Used to further qualify the value of UnderlyingProvisionPartyRole(42176). */ readonly UnderlyingProvisionPartyRoleQualifier: 40918; /** Specifies the type of price for PaymentPrice(40218). */ readonly PaymentPriceType: 40919; /** Specifies the day type of the relative payment date offset. */ readonly PaymentStreamPaymentDateOffsetDayType: 40920; /** The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. */ readonly BusinessDayConvention: 40921; /** The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. */ readonly DateRollConvention: 40922; /** Number of business centers in the repeating group. */ readonly NoLegBusinessCenters: 40923; /** A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegBusinessCenter: 40924; /** The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. */ readonly LegBusinessDayConvention: 40925; /** The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. */ readonly LegDateRollConvention: 40926; /** Number of business centers in the repeating group. */ readonly NoLegPaymentScheduleFixingDateBusinessCenters: 40927; /** Number of business centers in the repeating group. */ readonly NoLegPaymentScheduleInterimExchangeDateBusinessCenters: 40928; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters: 40929; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStreamPaymentDateBusinessCenters: 40930; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStreamResetDateBusinessCenters: 40931; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStreamInitialFixingDateBusinessCenters: 40932; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStreamFixingDateBusinessCenters: 40933; /** Number of business centers in the repeating group. */ readonly NoLegProvisionCashSettlPaymentDateBusinessCenters: 40934; /** Number of business centers in the repeating group. */ readonly NoLegProvisionCashSettlValueDateBusinessCenters: 40935; /** Number of business centers in the repeating group. */ readonly NoLegProvisionOptionExerciseBusinessCenters: 40936; /** Number of business centers in the repeating group. */ readonly NoLegProvisionOptionExpirationDateBusinessCenters: 40937; /** Number of business centers in the repeating group. */ readonly NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters: 40938; /** Number of business centers in the repeating group. */ readonly NoLegProvisionDateBusinessCenters: 40939; /** Number of business centers in the repeating group. */ readonly NoLegStreamCalculationPeriodBusinessCenters: 40940; /** Number of business centers in the repeating group. */ readonly NoLegStreamFirstPeriodStartDateBusinessCenters: 40941; /** Number of business centers in the repeating group. */ readonly NoLegStreamEffectiveDateBusinessCenters: 40942; /** Number of business centers in the repeating group. */ readonly NoLegStreamTerminationDateBusinessCenters: 40943; /** Number of business centers in the repeating group. */ readonly NoPaymentBusinessCenters: 40944; /** Number of business centers in the repeating group. */ readonly NoPaymentScheduleInterimExchangeDateBusinessCenters: 40945; /** Number of business centers in the repeating group. */ readonly NoPaymentStreamNonDeliverableFixingDatesBusinessCenters: 40946; /** Number of business centers in the repeating group. */ readonly NoPaymentStreamPaymentDateBusinessCenters: 40947; /** Number of business centers in the repeating group. */ readonly NoPaymentStreamResetDateBusinessCenters: 40948; /** Number of business centers in the repeating group. */ readonly NoPaymentStreamInitialFixingDateBusinessCenters: 40949; /** Number of business centers in the repeating group. */ readonly NoPaymentStreamFixingDateBusinessCenters: 40950; /** Number of event news sources in the repeating group. */ readonly NoProtectionTermEventNewsSources: 40951; /** Number of business centers in the repeating group. */ readonly NoProvisionCashSettlPaymentDateBusinessCenters: 40952; /** Number of business centers in the repeating group. */ readonly NoProvisionCashSettlValueDateBusinessCenters: 40953; /** Number of business centers in the repeating group. */ readonly NoProvisionOptionExerciseBusinessCenters: 40954; /** Number of business centers in the repeating group. */ readonly NoProvisionOptionExpirationDateBusinessCenters: 40955; /** Number of business centers in the repeating group. */ readonly NoProvisionOptionRelevantUnderlyingDateBusinessCenters: 40956; /** Number of business centers in the repeating group. */ readonly NoProvisionDateBusinessCenters: 40957; /** Number of business centers in the repeating group. */ readonly NoStreamCalculationPeriodBusinessCenters: 40958; /** Number of business centers in the repeating group. */ readonly NoStreamFirstPeriodStartDateBusinessCenters: 40959; /** Number of business centers in the repeating group. */ readonly NoStreamEffectiveDateBusinessCenters: 40960; /** Number of business centers in the repeating group. */ readonly NoStreamTerminationDateBusinessCenters: 40961; /** Number of business centers in the repeating group. */ readonly NoUnderlyingBusinessCenters: 40962; /** A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingBusinessCenter: 40963; /** The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. */ readonly UnderlyingBusinessDayConvention: 40964; /** The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. */ readonly UnderlyingDateRollConvention: 40965; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentScheduleFixingDateBusinessCenters: 40966; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters: 40967; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters: 40968; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStreamPaymentDateBusinessCenters: 40969; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStreamResetDateBusinessCenters: 40970; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters: 40971; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStreamFixingDateBusinessCenters: 40972; /** Number of business centers in the repeating group. */ readonly NoUnderlyingStreamCalculationPeriodBusinessCenters: 40973; /** Number of business centers in the repeating group. */ readonly NoUnderlyingStreamFirstPeriodStartDateBusinessCenters: 40974; /** Number of business centers in the repeating group. */ readonly NoUnderlyingStreamEffectiveDateBusinessCenters: 40975; /** Number of business centers in the repeating group. */ readonly NoUnderlyingStreamTerminationDateBusinessCenters: 40976; /** Number of business centers in the repeating group. */ readonly NoPaymentScheduleFixingDateBusinessCenters: 40977; /** Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. */ readonly EncodedLegStreamTextLen: 40978; /** Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. */ readonly EncodedLegStreamText: 40979; /** Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. */ readonly EncodedLegProvisionTextLen: 40980; /** Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. */ readonly EncodedLegProvisionText: 40981; /** Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. */ readonly EncodedStreamTextLen: 40982; /** Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. */ readonly EncodedStreamText: 40983; /** Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. */ readonly EncodedPaymentTextLen: 40984; /** Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. */ readonly EncodedPaymentText: 40985; /** Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. */ readonly EncodedProvisionTextLen: 40986; /** Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. */ readonly EncodedProvisionText: 40987; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. */ readonly EncodedUnderlyingStreamTextLen: 40988; /** Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. */ readonly EncodedUnderlyingStreamText: 40989; /** Applicable value for LegMarketDisruptionFallbackType(41470). */ readonly LegMarketDisruptionFallbackValue: 40990; /** Applicable value for MarketDisruptionEvent(41093). */ readonly MarketDisruptionValue: 40991; /** Applicable value for MarketDisruptionFallbackType(41095). */ readonly MarketDisruptionFallbackValue: 40992; /** Used to further clarify the value of PaymentType(40213). */ readonly PaymentSubType: 40993; /** The number of averaging observations in the repeating group. */ readonly NoComplexEventAveragingObservations: 40994; /** Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. */ readonly ComplexEventAveragingObservationNumber: 40995; /** The weight factor to be applied to the observation. */ readonly ComplexEventAveragingWeight: 40996; /** The number of credit events specified in the repeating group. */ readonly NoComplexEventCreditEvents: 40997; /** Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. */ readonly ComplexEventCreditEventType: 40998; /** The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. */ readonly ComplexEventCreditEventValue: 40999; /** Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. */ readonly ComplexEventCreditEventCurrency: 41000; /** Time unit multiplier for complex credit events. */ readonly ComplexEventCreditEventPeriod: 41001; /** Time unit associated with complex credit events. */ readonly ComplexEventCreditEventUnit: 41002; /** Specifies the day type for the complex credit events. */ readonly ComplexEventCreditEventDayType: 41003; /** Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. */ readonly ComplexEventCreditEventRateSource: 41004; /** The number of qualifiers in the repeating group. */ readonly NoComplexEventCreditEventQualifiers: 41005; /** Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). */ readonly ComplexEventCreditEventQualifier: 41006; /** The number of entries in the date-time repeating group. */ readonly NoComplexEventPeriodDateTimes: 41007; /** The averaging date for an Asian option. The trigger date for a Barrier or Knock option. */ readonly ComplexEventPeriodDate: 41008; /** The averaging time for an Asian option. */ readonly ComplexEventPeriodTime: 41009; /** The number of periods in the repeating group. */ readonly NoComplexEventPeriods: 41010; /** Specifies the period type. */ readonly ComplexEventPeriodType: 41011; /** The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ComplexEventBusinessCenter: 41012; /** The number of rate sources in the repeating group. */ readonly NoComplexEventRateSources: 41013; /** Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. */ readonly ComplexEventRateSource: 41014; /** Indicates whether the rate source specified is a primary or secondary source. */ readonly ComplexEventRateSourceType: 41015; /** Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. */ readonly ComplexEventReferencePage: 41016; /** Identifies the reference page heading from the rate source. */ readonly ComplexEventReferencePageHeading: 41017; /** The number of business centers in the repeating group. */ readonly NoComplexEventDateBusinessCenters: 41018; /** The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ComplexEventDateBusinessCenter: 41019; /** The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. */ readonly ComplexEventDateUnadjusted: 41020; /** Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ComplexEventDateRelativeTo: 41021; /** Time unit multiplier for the relative date offset. */ readonly ComplexEventDateOffsetPeriod: 41022; /** Time unit associated with the relative date offset. */ readonly ComplexEventDateOffsetUnit: 41023; /** Specifies the day type of the relative date offset. */ readonly ComplexEventDateOffsetDayType: 41024; /** The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly ComplexEventDateBusinessDayConvention: 41025; /** The adjusted complex event date. */ readonly ComplexEventDateAdjusted: 41026; /** The local market fixing time. */ readonly ComplexEventFixingTime: 41027; /** The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ComplexEventFixingTimeBusinessCenter: 41028; /** Number of event sources in the repeating group. */ readonly NoComplexEventCreditEventSources: 41029; /** A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. */ readonly ComplexEventCreditEventSource: 41030; /** Number of schedules in the repeating group. */ readonly NoComplexEventSchedules: 41031; /** The start date of the schedule. */ readonly ComplexEventScheduleStartDate: 41032; /** The end date of the schedule. */ readonly ComplexEventScheduleEndDate: 41033; /** Time unit multiplier for the schedule date frequency. */ readonly ComplexEventScheduleFrequencyPeriod: 41034; /** Time unit associated with the schedule date frequency. */ readonly ComplexEventScheduleFrequencyUnit: 41035; /** The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. */ readonly ComplexEventScheduleRollConvention: 41036; /** Number of delivery schedules in the repeating group. */ readonly NoDeliverySchedules: 41037; /** Specifies the type of delivery schedule. */ readonly DeliveryScheduleType: 41038; /** Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. */ readonly DeliveryScheduleXID: 41039; /** Physical delivery quantity. */ readonly DeliveryScheduleNotional: 41040; /** Specifies the delivery quantity unit of measure (UOM). */ readonly DeliveryScheduleNotionalUnitOfMeasure: 41041; /** The frequency of notional delivery. */ readonly DeliveryScheduleNotionalCommodityFrequency: 41042; /** Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly DeliveryScheduleNegativeTolerance: 41043; /** Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly DeliverySchedulePositiveTolerance: 41044; /** Specifies the tolerance value's unit of measure (UOM). */ readonly DeliveryScheduleToleranceUnitOfMeasure: 41045; /** Specifies the tolerance value type. */ readonly DeliveryScheduleToleranceType: 41046; /** Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. */ readonly DeliveryScheduleSettlCountry: 41047; /** Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. */ readonly DeliveryScheduleSettlTimeZone: 41048; /** Specifies the commodity delivery flow type. */ readonly DeliveryScheduleSettlFlowType: 41049; /** Indicates whether holidays are included in the settlement periods. Required for electricity contracts. */ readonly DeliveryScheduleSettlHolidaysProcessingInstruction: 41050; /** Number of delivery schedules in the repeating group. */ readonly NoDeliveryScheduleSettlDays: 41051; /** Specifies the day or group of days for delivery. */ readonly DeliveryScheduleSettlDay: 41052; /** The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. */ readonly DeliveryScheduleSettlTotalHours: 41053; /** Number of hour ranges in the repeating group. */ readonly NoDeliveryScheduleSettlTimes: 41054; /** The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). */ readonly DeliveryScheduleSettlStart: 41055; /** The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). */ readonly DeliveryScheduleSettlEnd: 41056; /** Specifies the format of the delivery start and end time values. */ readonly DeliveryScheduleSettlTimeType: 41057; /** Specifies the type of delivery stream. */ readonly DeliveryStreamType: 41058; /** The name of the oil delivery pipeline. */ readonly DeliveryStreamPipeline: 41059; /** The point at which the commodity will enter the delivery mechanism or pipeline. */ readonly DeliveryStreamEntryPoint: 41060; /** The point at which the commodity product will be withdrawn prior to delivery. */ readonly DeliveryStreamWithdrawalPoint: 41061; /** The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. */ readonly DeliveryStreamDeliveryPoint: 41062; /** Specifies under what conditions the buyer and seller should be excused of their delivery obligations. */ readonly DeliveryStreamDeliveryRestriction: 41063; /** Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. */ readonly DeliveryStreamDeliveryContingency: 41064; /** The trade side value of the party responsible for electricity delivery contingency. */ readonly DeliveryStreamDeliveryContingentPartySide: 41065; /** When this element is specified and set to 'Y', delivery of the coal product is to be at its source. */ readonly DeliveryStreamDeliverAtSourceIndicator: 41066; /** Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. */ readonly DeliveryStreamRiskApportionment: 41067; /** Specifies the title transfer location. */ readonly DeliveryStreamTitleTransferLocation: 41068; /** Specifies the condition of title transfer. */ readonly DeliveryStreamTitleTransferCondition: 41069; /** A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. */ readonly DeliveryStreamImporterOfRecord: 41070; /** Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly DeliveryStreamNegativeTolerance: 41071; /** Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly DeliveryStreamPositiveTolerance: 41072; /** Specifies the tolerance value's unit of measure (UOM). */ readonly DeliveryStreamToleranceUnitOfMeasure: 41073; /** Specifies the tolerance value type. */ readonly DeliveryStreamToleranceType: 41074; /** Indicates whether the tolerance is at the seller's or buyer's option. */ readonly DeliveryStreamToleranceOptionSide: 41075; /** The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). */ readonly DeliveryStreamTotalPositiveTolerance: 41076; /** The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). */ readonly DeliveryStreamTotalNegativeTolerance: 41077; /** If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. */ readonly DeliveryStreamNotionalConversionFactor: 41078; /** The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. */ readonly DeliveryStreamTransportEquipment: 41079; /** A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. */ readonly DeliveryStreamElectingPartySide: 41080; /** Number of delivery cycles in the repeating group. */ readonly NoDeliveryStreamCycles: 41081; /** The delivery cycles during which the oil product will be transported in the pipeline. */ readonly DeliveryStreamCycleDesc: 41082; /** Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. */ readonly EncodedDeliveryStreamCycleDescLen: 41083; /** Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. */ readonly EncodedDeliveryStreamCycleDesc: 41084; /** Number of commodity sources in the repeating group. */ readonly NoDeliveryStreamCommoditySources: 41085; /** The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. */ readonly DeliveryStreamCommoditySource: 41086; /** The consequences of market disruption events. */ readonly MarketDisruptionProvision: 41087; /** Specifies the location of the fallback provision documentation. */ readonly MarketDisruptionFallbackProvision: 41088; /** Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. */ readonly MarketDisruptionMaximumDays: 41089; /** Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. */ readonly MarketDisruptionMaterialityPercentage: 41090; /** Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. */ readonly MarketDisruptionMinimumFuturesContracts: 41091; /** Number of disruption events in the repeating group. */ readonly NoMarketDisruptionEvents: 41092; /** Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. */ readonly MarketDisruptionEvent: 41093; /** Number of fallbacks in the repeating group. */ readonly NoMarketDisruptionFallbacks: 41094; /** Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. */ readonly MarketDisruptionFallbackType: 41095; /** Number of fallback reference securities in the repeating group. */ readonly NoMarketDisruptionFallbackReferencePrices: 41096; /** The type of reference price underlier. */ readonly MarketDisruptionFallbackUnderlierType: 41097; /** Specifies the identifier value of the security. */ readonly MarketDisruptionFallbackUnderlierSecurityID: 41098; /** Specifies the class or source scheme of the security identifier. */ readonly MarketDisruptionFallbackUnderlierSecurityIDSource: 41099; /** Specifies the description of the underlying security. */ readonly MarketDisruptionFallbackUnderlierSecurityDesc: 41100; /** Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. */ readonly EncodedMarketDisruptionFallbackUnderlierSecurityDescLen: 41101; /** Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. */ readonly EncodedMarketDisruptionFallbackUnderlierSecurityDesc: 41102; /** If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. */ readonly MarketDisruptionFallbackOpenUnits: 41103; /** Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. */ readonly MarketDisruptionFallbackBasketCurrency: 41104; /** Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. */ readonly MarketDisruptionFallbackBasketDivisor: 41105; /** A description of the option exercise. */ readonly ExerciseDesc: 41106; /** Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. */ readonly EncodedExerciseDescLen: 41107; /** Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. */ readonly EncodedExerciseDesc: 41108; /** Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. */ readonly AutomaticExerciseIndicator: 41109; /** The threshold rate for triggering automatic exercise. */ readonly AutomaticExerciseThresholdRate: 41110; /** Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. */ readonly ExerciseConfirmationMethod: 41111; /** Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ManualNoticeBusinessCenter: 41112; /** Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). */ readonly FallbackExerciseIndicator: 41113; /** Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. */ readonly LimitedRightToConfirmIndicator: 41114; /** Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. */ readonly ExerciseSplitTicketIndicator: 41115; /** Number of business centers in the repeating group. */ readonly NoOptionExerciseBusinessCenters: 41116; /** The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly OptionExerciseBusinessCenter: 41117; /** The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly OptionExerciseBusinessDayConvention: 41118; /** Specifies the day type of the relative earliest option exercise date offset. */ readonly OptionExerciseEarliestDateOffsetDayType: 41119; /** Time unit multiplier for the relative earliest exercise date offset. */ readonly OptionExerciseEarliestDateOffsetPeriod: 41120; /** Time unit associated with the relative earliest exercise date offset. */ readonly OptionExerciseEarliestDateOffsetUnit: 41121; /** Time unit multiplier for the frequency of exercise dates. */ readonly OptionExerciseFrequencyPeriod: 41122; /** Time unit associated with the frequency of exercise dates. */ readonly OptionExerciseFrequencyUnit: 41123; /** The unadjusted start date for calculating periodic exercise dates. */ readonly OptionExerciseStartDateUnadjusted: 41124; /** Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly OptionExerciseStartDateRelativeTo: 41125; /** Time unit multiplier for the relative exercise start date offset. */ readonly OptionExerciseStartDateOffsetPeriod: 41126; /** Time unit associated with the relative exercise start date offset. */ readonly OptionExerciseStartDateOffsetUnit: 41127; /** Specifies the day type of the relative option exercise start date offset. */ readonly OptionExerciseStartDateOffsetDayType: 41128; /** The adjusted start date for calculating periodic exercise dates. */ readonly OptionExerciseStartDateAdjusted: 41129; /** The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. */ readonly OptionExerciseSkip: 41130; /** Last date (adjusted) for establishing the option exercise terms. */ readonly OptionExerciseNominationDeadline: 41131; /** The unadjusted first exercise date. */ readonly OptionExerciseFirstDateUnadjusted: 41132; /** The unadjusted last exercise date. */ readonly OptionExerciseLastDateUnadjusted: 41133; /** The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. */ readonly OptionExerciseEarliestTime: 41134; /** The latest exercise time. See also OptionExerciseEarliestTime(41134). */ readonly OptionExerciseLatestTime: 41135; /** The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values */ readonly OptionExerciseTimeBusinessCenter: 41136; /** Number of dates in the repeating group. */ readonly NoOptionExerciseDates: 41137; /** The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). */ readonly OptionExerciseDate: 41138; /** Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly OptionExerciseDateType: 41139; /** Number of business centers in the repeating group. */ readonly NoOptionExerciseExpirationDateBusinessCenters: 41140; /** The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly OptionExerciseExpirationDateBusinessCenter: 41141; /** The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly OptionExerciseExpirationDateBusinessDayConvention: 41142; /** Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly OptionExerciseExpirationDateRelativeTo: 41143; /** Time unit multiplier for the relative exercise expiration date offset. */ readonly OptionExerciseExpirationDateOffsetPeriod: 41144; /** Time unit associated with the relative exercise expiration date offset. */ readonly OptionExerciseExpirationDateOffsetUnit: 41145; /** Time unit multiplier for the frequency of exercise expiration dates. */ readonly OptionExerciseExpirationFrequencyPeriod: 41146; /** Time unit associated with the frequency of exercise expiration dates. */ readonly OptionExerciseExpirationFrequencyUnit: 41147; /** The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. */ readonly OptionExerciseExpirationRollConvention: 41148; /** Specifies the day type of the relative option exercise expiration date offset. */ readonly OptionExerciseExpirationDateOffsetDayType: 41149; /** The option exercise expiration time. */ readonly OptionExerciseExpirationTime: 41150; /** The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly OptionExerciseExpirationTimeBusinessCenter: 41151; /** Number of fixed exercise expiration dates in the repeating group. */ readonly NoOptionExerciseExpirationDates: 41152; /** An adjusted or unadjusted fixed option exercise expiration date. */ readonly OptionExerciseExpirationDate: 41153; /** Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly OptionExerciseExpirationDateType: 41154; /** Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. */ readonly PaymentUnitOfMeasure: 41155; /** Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentDateRelativeTo: 41156; /** Time unit multiplier for the relative payment date offset. */ readonly PaymentDateOffsetPeriod: 41157; /** Time unit associated with the relative payment date offset. */ readonly PaymentDateOffsetUnit: 41158; /** Specifies the day type of the relative payment date offset. */ readonly PaymentDateOffsetDayType: 41159; /** Forward start premium type. */ readonly PaymentForwardStartType: 41160; /** Number of fixing days in the repeating group. */ readonly NoPaymentScheduleFixingDays: 41161; /** The day of the week on which fixing will take place. */ readonly PaymentScheduleFixingDayOfWeek: 41162; /** The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. */ readonly PaymentScheduleFixingDayNumber: 41163; /** Identifier of this PaymentSchedule for cross referencing elsewhere in the message. */ readonly PaymentScheduleXID: 41164; /** Reference to payment schedule elsewhere in the message. */ readonly PaymentScheduleXIDRef: 41165; /** The currency of the schedule rate. Uses ISO 4217 currency codes. */ readonly PaymentScheduleRateCurrency: 41166; /** The schedule rate unit of measure (UOM). */ readonly PaymentScheduleRateUnitOfMeasure: 41167; /** The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. */ readonly PaymentScheduleRateConversionFactor: 41168; /** Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. */ readonly PaymentScheduleRateSpreadType: 41169; /** The schedule settlement period price. */ readonly PaymentScheduleSettlPeriodPrice: 41170; /** Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. */ readonly PaymentScheduleSettlPeriodPriceCurrency: 41171; /** The settlement period price unit of measure (UOM). */ readonly PaymentScheduleSettlPeriodPriceUnitOfMeasure: 41172; /** The schedule step unit of measure (UOM). */ readonly PaymentScheduleStepUnitOfMeasure: 41173; /** The distribution of fixing days. */ readonly PaymentScheduleFixingDayDistribution: 41174; /** The number of days over which fixing should take place. */ readonly PaymentScheduleFixingDayCount: 41175; /** Time unit multiplier for the fixing lag duration. */ readonly PaymentScheduleFixingLagPeriod: 41176; /** Time unit associated with the fixing lag duration. */ readonly PaymentScheduleFixingLagUnit: 41177; /** Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. */ readonly PaymentScheduleFixingFirstObservationDateOffsetPeriod: 41178; /** Time unit associated with the relative first observation date offset. */ readonly PaymentScheduleFixingFirstObservationDateOffsetUnit: 41179; /** When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”. */ readonly PaymentStreamFlatRateIndicator: 41180; /** Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. */ readonly PaymentStreamFlatRateAmount: 41181; /** Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. */ readonly PaymentStreamFlatRateCurrency: 41182; /** Specifies the limit on the total payment amount. */ readonly PaymentStreamMaximumPaymentAmount: 41183; /** Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. */ readonly PaymentStreamMaximumPaymentCurrency: 41184; /** Specifies the limit on the payment amount that goes out in any particular calculation period. */ readonly PaymentStreamMaximumTransactionAmount: 41185; /** Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. */ readonly PaymentStreamMaximumTransactionCurrency: 41186; /** Specifies the fixed payment amount unit of measure (UOM). */ readonly PaymentStreamFixedAmountUnitOfMeasure: 41187; /** Specifies the total fixed payment amount. */ readonly PaymentStreamTotalFixedAmount: 41188; /** The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. */ readonly PaymentStreamWorldScaleRate: 41189; /** The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. */ readonly PaymentStreamContractPrice: 41190; /** Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. */ readonly PaymentStreamContractPriceCurrency: 41191; /** Number of business centers in the repeating group. */ readonly NoPaymentStreamPricingBusinessCenters: 41192; /** The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStreamPricingBusinessCenter: 41193; /** Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. */ readonly PaymentStreamRateIndex2CurvePeriod: 41194; /** Secondary time unit associated with the payment stream's floating rate index curve. */ readonly PaymentStreamRateIndex2CurveUnit: 41195; /** Specifies the location of the floating rate index. */ readonly PaymentStreamRateIndexLocation: 41196; /** This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. */ readonly PaymentStreamRateIndexLevel: 41197; /** The unit of measure (UOM) of the rate index level. */ readonly PaymentStreamRateIndexUnitOfMeasure: 41198; /** Specifies how weather index units are to be calculated. */ readonly PaymentStreamSettlLevel: 41199; /** This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. */ readonly PaymentStreamReferenceLevel: 41200; /** The unit of measure (UOM) of the rate reference level. */ readonly PaymentStreamReferenceLevelUnitOfMeasure: 41201; /** When set to 'Y', it indicates the weather reference level equals zero. */ readonly PaymentStreamReferenceLevelEqualsZeroIndicator: 41202; /** Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. */ readonly PaymentStreamRateSpreadCurrency: 41203; /** Species the unit of measure (UOM) of the floating rate spread. */ readonly PaymentStreamRateSpreadUnitOfMeasure: 41204; /** The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. */ readonly PaymentStreamRateConversionFactor: 41205; /** Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. */ readonly PaymentStreamRateSpreadType: 41206; /** The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. */ readonly PaymentStreamLastResetRate: 41207; /** The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. */ readonly PaymentStreamFinalRate: 41208; /** Time unit multiplier for the calculation lag duration. */ readonly PaymentStreamCalculationLagPeriod: 41209; /** Time unit associated with the calculation lag duration. */ readonly PaymentStreamCalculationLagUnit: 41210; /** Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. */ readonly PaymentStreamFirstObservationDateOffsetPeriod: 41211; /** Time unit associated with the relative first observation date offset. */ readonly PaymentStreamFirstObservationDateOffsetUnit: 41212; /** Specifies the commodity pricing day type. */ readonly PaymentStreamPricingDayType: 41213; /** The distribution of pricing days. */ readonly PaymentStreamPricingDayDistribution: 41214; /** The number of days over which pricing should take place. */ readonly PaymentStreamPricingDayCount: 41215; /** Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. */ readonly PaymentStreamPricingBusinessCalendar: 41216; /** The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly PaymentStreamPricingBusinessDayConvention: 41217; /** Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. */ readonly DeliveryStreamRiskApportionmentSource: 41218; /** Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. */ readonly LegDeliveryStreamRiskApportionmentSource: 41219; /** Number of payment dates in the repeating group. */ readonly NoPaymentStreamPaymentDates: 41220; /** The adjusted or unadjusted fixed stream payment date. */ readonly PaymentStreamPaymentDate: 41221; /** Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly PaymentStreamPaymentDateType: 41222; /** When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. */ readonly PaymentStreamMasterAgreementPaymentDatesIndicator: 41223; /** Number of pricing dates in the repeating group. */ readonly NoPaymentStreamPricingDates: 41224; /** The adjusted or unadjusted fixed stream pricing date. */ readonly PaymentStreamPricingDate: 41225; /** Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly PaymentStreamPricingDateType: 41226; /** Number of pricing days in the repeating group. */ readonly NoPaymentStreamPricingDays: 41227; /** The day of the week on which pricing takes place. */ readonly PaymentStreamPricingDayOfWeek: 41228; /** The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. */ readonly PaymentStreamPricingDayNumber: 41229; /** Number of business centers in the repeating group. */ readonly NoPricingDateBusinessCenters: 41230; /** The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PricingDateBusinessCenter: 41231; /** The unadjusted pricing or fixing date. */ readonly PricingDateUnadjusted: 41232; /** The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. */ readonly PricingDateBusinessDayConvention: 41233; /** The adjusted pricing or fixing date. */ readonly PricingDateAdjusted: 41234; /** Specifies the local market time of the pricing or fixing. */ readonly PricingTime: 41235; /** Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PricingTimeBusinessCenter: 41236; /** Number of asset attribute entries in the group. */ readonly NoStreamAssetAttributes: 41237; /** Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. */ readonly StreamAssetAttributeType: 41238; /** Specifies the value of the attribute. */ readonly StreamAssetAttributeValue: 41239; /** Limit or lower acceptable value of the attribute. */ readonly StreamAssetAttributeLimit: 41240; /** Number of calculation period dates in the repeating group. */ readonly NoStreamCalculationPeriodDates: 41241; /** The adjusted or unadjusted fixed calculation period date. */ readonly StreamCalculationPeriodDate: 41242; /** Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly StreamCalculationPeriodDateType: 41243; /** Identifier of this calculation period for cross referencing elsewhere in the message. */ readonly StreamCalculationPeriodDatesXID: 41244; /** Cross reference to another calculation period for duplicating its properties. */ readonly StreamCalculationPeriodDatesXIDRef: 41245; /** When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). */ readonly StreamCalculationBalanceOfFirstPeriod: 41246; /** Time unit multiplier for the length of time after the publication of the data when corrections can be made. */ readonly StreamCalculationCorrectionPeriod: 41247; /** Time unit associated with the length of time after the publication of the data when corrections can be made. */ readonly StreamCalculationCorrectionUnit: 41248; /** Number of business centers in the repeating group. */ readonly NoStreamCommoditySettlBusinessCenters: 41249; /** The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly StreamCommoditySettlBusinessCenter: 41250; /** Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. */ readonly StreamCommodityBase: 41251; /** Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. */ readonly StreamCommodityType: 41252; /** Specifies the market identifier for the commodity. */ readonly StreamCommoditySecurityID: 41253; /** Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. */ readonly StreamCommoditySecurityIDSource: 41254; /** Description of the commodity asset. */ readonly StreamCommodityDesc: 41255; /** Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. */ readonly EncodedStreamCommodityDescLen: 41256; /** Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. */ readonly EncodedStreamCommodityDesc: 41257; /** The unit of measure (UOM) of the commodity asset. */ readonly StreamCommodityUnitOfMeasure: 41258; /** Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. */ readonly StreamCommodityCurrency: 41259; /** Identifies the exchange where the commodity is traded. */ readonly StreamCommodityExchange: 41260; /** Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. */ readonly StreamCommodityRateSource: 41261; /** Identifies the reference "page" from the rate source. */ readonly StreamCommodityRateReferencePage: 41262; /** Identifies the page heading from the rate source. */ readonly StreamCommodityRateReferencePageHeading: 41263; /** Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. */ readonly StreamDataProvider: 41264; /** Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. */ readonly StreamCommodityPricingType: 41265; /** Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. */ readonly StreamCommodityNearbySettlDayPeriod: 41266; /** Time unit associated with the nearby settlement day. */ readonly StreamCommodityNearbySettlDayUnit: 41267; /** The unadjusted commodity delivery date. */ readonly StreamCommoditySettlDateUnadjusted: 41268; /** The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. */ readonly StreamCommoditySettlDateBusinessDayConvention: 41269; /** The adjusted commodity delivery date. */ readonly StreamCommoditySettlDateAdjusted: 41270; /** Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. */ readonly StreamCommoditySettlMonth: 41271; /** Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. */ readonly StreamCommoditySettlDateRollPeriod: 41272; /** Time unit associated with the commodity delivery date roll. */ readonly StreamCommoditySettlDateRollUnit: 41273; /** Specifies the commodity delivery roll day type. */ readonly StreamCommoditySettlDayType: 41274; /** Identifier of this stream commodity for cross referencing elsewhere in the message. */ readonly StreamCommodityXID: 41275; /** Reference to a stream commodity elsewhere in the message. */ readonly StreamCommodityXIDRef: 41276; /** Number of alternate security identifers. */ readonly NoStreamCommodityAltIDs: 41277; /** Alternate security identifier value for the commodity. */ readonly StreamCommodityAltID: 41278; /** Identifies the class or source of the alternate commodity security identifier. */ readonly StreamCommodityAltIDSource: 41279; /** Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. */ readonly NoStreamCommodityDataSources: 41280; /** Data source identifier. */ readonly StreamCommodityDataSourceID: 41281; /** Type of data source identifier. */ readonly StreamCommodityDataSourceIDType: 41282; /** Number of days in the repeating group. */ readonly NoStreamCommoditySettlDays: 41283; /** Specifies the day or group of days for delivery. */ readonly StreamCommoditySettlDay: 41284; /** Sum of the hours specified in StreamCommoditySettlTimeGrp. */ readonly StreamCommoditySettlTotalHours: 41285; /** Number of hour ranges in the repeating group. */ readonly NoStreamCommoditySettlTimes: 41286; /** The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. */ readonly StreamCommoditySettlStart: 41287; /** The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. */ readonly StreamCommoditySettlEnd: 41288; /** Number of commodity settlement periods in the repeating group. */ readonly NoStreamCommoditySettlPeriods: 41289; /** Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. */ readonly StreamCommoditySettlCountry: 41290; /** Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. */ readonly StreamCommoditySettlTimeZone: 41291; /** Specifies the commodity delivery flow type. */ readonly StreamCommoditySettlFlowType: 41292; /** Specifies the delivery quantity associated with this settlement period. */ readonly StreamCommoditySettlPeriodNotional: 41293; /** Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. */ readonly StreamCommoditySettlPeriodNotionalUnitOfMeasure: 41294; /** Time unit multiplier for the settlement period frequency. */ readonly StreamCommoditySettlPeriodFrequencyPeriod: 41295; /** Time unit associated with the settlement period frequency. */ readonly StreamCommoditySettlPeriodFrequencyUnit: 41296; /** The settlement period price. */ readonly StreamCommoditySettlPeriodPrice: 41297; /** Specifies the settlement period price unit of measure (UOM). */ readonly StreamCommoditySettlPeriodPriceUnitOfMeasure: 41298; /** The currency of the settlement period price. Uses ISO 4217 currency codes. */ readonly StreamCommoditySettlPeriodPriceCurrency: 41299; /** Indicates whether holidays are included in the settlement periods. Required for electricity contracts. */ readonly StreamCommoditySettlHolidaysProcessingInstruction: 41300; /** Identifier of this settlement period for cross referencing elsewhere in the message. */ readonly StreamCommoditySettlPeriodXID: 41301; /** Cross reference to another settlement period for duplicating its properties. */ readonly StreamCommoditySettlPeriodXIDRef: 41302; /** Identifier of this Stream for cross referencing elsewhere in the message. */ readonly StreamXID: 41303; /** Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). */ readonly PaymentLegRefID: 41304; /** Cross reference to another Stream notional for duplicating its properties. */ readonly StreamNotionalXIDRef: 41305; /** Time unit multiplier for the swap stream's notional frequency. */ readonly StreamNotionalFrequencyPeriod: 41306; /** Time unit associated with the swap stream's notional frequency. */ readonly StreamNotionalFrequencyUnit: 41307; /** The commodity's notional or quantity delivery frequency. */ readonly StreamNotionalCommodityFrequency: 41308; /** Specifies the delivery stream quantity unit of measure (UOM). */ readonly StreamNotionalUnitOfMeasure: 41309; /** Total notional or delivery quantity over the term of the contract. */ readonly StreamTotalNotional: 41310; /** Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. */ readonly StreamTotalNotionalUnitOfMeasure: 41311; /** Number of mandatory clearing jurisdictions. */ readonly NoMandatoryClearingJurisdictions: 41312; /** Identifier of the regulatory jurisdiction requiring the trade to be cleared. */ readonly MandatoryClearingJurisdiction: 41313; /** Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. */ readonly UnderlyingProtectionTermXIDRef: 41314; /** Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. */ readonly UnderlyingSettlTermXIDRef: 41315; /** Number of bonds in the repeating group. */ readonly NoLegAdditionalTermBondRefs: 41316; /** Security identifier of the bond. */ readonly LegAdditionalTermBondSecurityID: 41317; /** Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. */ readonly LegAdditionalTermBondSecurityIDSource: 41318; /** Description of the bond. */ readonly LegAdditionalTermBondDesc: 41319; /** Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. */ readonly EncodedLegAdditionalTermBondDescLen: 41320; /** Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. */ readonly EncodedLegAdditionalTermBondDesc: 41321; /** Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. */ readonly LegAdditionalTermBondCurrency: 41322; /** Issuer of the bond. */ readonly LegAdditionalTermBondIssuer: 41323; /** Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. */ readonly EncodedLegAdditionalTermBondIssuerLen: 41324; /** Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. */ readonly EncodedLegAdditionalTermBondIssuer: 41325; /** Specifies the bond's payment priority in the event of a default. */ readonly LegAdditionalTermBondSeniority: 41326; /** Specifies the coupon type of the bond. */ readonly LegAdditionalTermBondCouponType: 41327; /** Coupon rate of the bond. See also CouponRate(223). */ readonly LegAdditionalTermBondCouponRate: 41328; /** The maturity date of the bond. */ readonly LegAdditionalTermBondMaturityDate: 41329; /** The par value of the bond. */ readonly LegAdditionalTermBondParValue: 41330; /** Total issued amount of the bond. */ readonly LegAdditionalTermBondCurrentTotalIssuedAmount: 41331; /** Time unit multiplier for the frequency of the bond's coupon payment. */ readonly LegAdditionalTermBondCouponFrequencyPeriod: 41332; /** Time unit associated with the frequency of the bond's coupon payment. */ readonly LegAdditionalTermBondCouponFrequencyUnit: 41333; /** The day count convention used in interest calculations for a bond or an interest bearing security. */ readonly LegAdditionalTermBondDayCount: 41334; /** Number of additional terms in the repeating group. */ readonly NoLegAdditionalTerms: 41335; /** Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. */ readonly LegAdditionalTermConditionPrecedentBondIndicator: 41336; /** Indicates whether the discrepancy clause is applicable. */ readonly LegAdditionalTermDiscrepancyClauseIndicator: 41337; /** Applicable value for UnderlyingMarketDisruptionEvent(41865). */ readonly UnderlyingMarketDisruptionValue: 41338; /** Applicable value for UnderlyingMarketDisruptionFallbackType(41867). */ readonly UnderlyingMarketDisruptionFallbackValue: 41339; /** Number of bonds in the repeating group. */ readonly NoUnderlyingAdditionalTermBondRefs: 41340; /** Security identifier of the bond. */ readonly UnderlyingAdditionalTermBondSecurityID: 41341; /** Number of dealers in the repeating group. */ readonly NoLegCashSettlDealers: 41342; /** Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer */ readonly LegCashSettlDealer: 41343; /** Number of elements in the repeating group. */ readonly NoLegCashSettlTerms: 41344; /** Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. */ readonly LegCashSettlCurrency: 41345; /** The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. */ readonly LegCasSettlValuationFirstBusinessDayOffset: 41346; /** The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. */ readonly LegCashSettlValuationSubsequentBusinessDaysOffset: 41347; /** Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date */ readonly LegCashSettlNumOfValuationDates: 41348; /** Time of valuation. */ readonly LegCashSettlValuationTime: 41349; /** Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegCashSettlBusinessCenter: 41350; /** The type of quote used to determine the cash settlement price. */ readonly LegCashSettlQuoteMethod: 41351; /** When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. */ readonly LegCashSettlQuoteAmount: 41352; /** Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. */ readonly LegCashSettlQuoteCurrency: 41353; /** When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. */ readonly LegCashSettlMinimumQuoteAmount: 41354; /** Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. */ readonly LegCashSettlMinimumQuoteCurrency: 41355; /** The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. */ readonly LegCashSettlBusinessDays: 41356; /** The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. */ readonly LegCashSettlAmount: 41357; /** Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. */ readonly LegCashSettlRecoveryFactor: 41358; /** Indicates whether fixed settlement is applicable or not applicable in a recovery lock. */ readonly LegCashSettlFixedTermIndicator: 41359; /** Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. */ readonly LegCashSettlAccruedInterestIndicator: 41360; /** The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. */ readonly LegCashSettlValuationMethod: 41361; /** A named string value referenced by UnderlyingSettlTermXIDRef(41315). */ readonly LegCashSettlTermXID: 41362; /** The number of averaging observations in the repeating group. */ readonly NoLegComplexEventAveragingObservations: 41363; /** Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. */ readonly LegComplexEventAveragingObservationNumber: 41364; /** The weight factor to be applied to the observation. */ readonly LegComplexEventAveragingWeight: 41365; /** The number of credit events specified in the repeating group. */ readonly NoLegComplexEventCreditEvents: 41366; /** Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. */ readonly LegComplexEventCreditEventType: 41367; /** The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. */ readonly LegComplexEventCreditEventValue: 41368; /** Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. */ readonly LegComplexEventCreditEventCurrency: 41369; /** Time unit multiplier for complex credit events. */ readonly LegComplexEventCreditEventPeriod: 41370; /** Time unit associated with complex credit events. */ readonly LegComplexEventCreditEventUnit: 41371; /** Specifies the day type for the complex credit events. */ readonly LegComplexEventCreditEventDayType: 41372; /** Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. */ readonly LegComplexEventCreditEventRateSource: 41373; /** Number of qualifiers in the repeating group. */ readonly NoLegComplexEventCreditEventQualifiers: 41374; /** Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). */ readonly LegComplexEventCreditEventQualifier: 41375; /** Number of entries in the date-time repeating group. */ readonly NoLegComplexEventPeriodDateTimes: 41376; /** Averaging date for an Asian option. Trigger date for a Barrier or Knock option. */ readonly LegComplexEventPeriodDate: 41377; /** Averaging time for an Asian option. */ readonly LegComplexEventPeriodTime: 41378; /** Number of periods in the repeating group. */ readonly NoLegComplexEventPeriods: 41379; /** Specifies the period type. */ readonly LegComplexEventPeriodType: 41380; /** The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegComplexEventBusinessCenter: 41381; /** Number of rate sources in the repeating group. */ readonly NoLegComplexEventRateSources: 41382; /** Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. */ readonly LegComplexEventRateSource: 41383; /** Indicates whether the rate source specified is a primary or secondary source. */ readonly LegComplexEventRateSourceType: 41384; /** Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. */ readonly LegComplexEventReferencePage: 41385; /** Identifies the reference page heading from the rate source. */ readonly LegComplexEvenReferencePageHeading: 41386; /** Number of business centers in the repeating group. */ readonly NoLegComplexEventDateBusinessCenters: 41387; /** The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegComplexEventDateBusinessCenter: 41388; /** The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. */ readonly LegComplexEventDateUnadjusted: 41389; /** Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegComplexEventDateRelativeTo: 41390; /** Time unit multiplier for the relative date offset. */ readonly LegComplexEventDateOffsetPeriod: 41391; /** Time unit associated with the relative date offset. */ readonly LegComplexEventDateOffsetUnit: 41392; /** Specifies the day type of the relative date offset. */ readonly LegComplexEventDateOffsetDayType: 41393; /** The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegComplexEventDateBusinessDayConvention: 41394; /** The adjusted complex event date. */ readonly LegComplexEventDateAdjusted: 41395; /** The local market fixing time. */ readonly LegComplexEventFixingTime: 41396; /** The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegComplexEventFixingTimeBusinessCenter: 41397; /** Number of event sources in the repeating group. */ readonly NoLegComplexEventCreditEventSources: 41398; /** A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. */ readonly LegComplexEventCreditEventSource: 41399; /** Number of schedules in the repeating group. */ readonly NoLegComplexEventSchedules: 41400; /** The start date of the schedule. */ readonly LegComplexEventScheduleStartDate: 41401; /** The end date of the schedule. */ readonly LegComplexEventScheduleEndDate: 41402; /** Time unit multiplier for the schedule date frequency. */ readonly LegComplexEventScheduleFrequencyPeriod: 41403; /** Time unit associated with the schedule date frequency. */ readonly LegComplexEventScheduleFrequencyUnit: 41404; /** The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. */ readonly LegComplexEventScheduleRollConvention: 41405; /** Identifies the reference "page" from the quote source. */ readonly ProvisionCashSettlQuoteReferencePage: 41406; /** Identifies the reference "page" from the quote source. */ readonly LegProvisionCashSettlQuoteReferencePage: 41407; /** Number of delivery schedules in the repeating group. */ readonly NoLegDeliverySchedules: 41408; /** Specifies the type of delivery schedule. */ readonly LegDeliveryScheduleType: 41409; /** Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. */ readonly LegDeliveryScheduleXID: 41410; /** Physical delivery quantity. */ readonly LegDeliveryScheduleNotional: 41411; /** Specifies the delivery quantity unit of measure (UOM). */ readonly LegDeliveryScheduleNotionalUnitOfMeasure: 41412; /** The frequency of notional delivery. */ readonly LegDeliveryScheduleNotionalCommodityFrequency: 41413; /** Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly LegDeliveryScheduleNegativeTolerance: 41414; /** Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly LegDeliverySchedulePositiveTolerance: 41415; /** Specifies the tolerance value's unit of measure (UOM). */ readonly LegDeliveryScheduleToleranceUnitOfMeasure: 41416; /** Specifies the tolerance value type. */ readonly LegDeliveryScheduleToleranceType: 41417; /** Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. */ readonly LegDeliveryScheduleSettlCountry: 41418; /** Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. */ readonly LegDeliveryScheduleSettlTimeZone: 41419; /** Specifies the delivery flow type. */ readonly LegDeliveryScheduleSettlFlowType: 41420; /** Indicates whether holidays are included in the settlement periods. Required for electricity contracts. */ readonly LegDeliveryScheduleSettlHolidaysProcessingInstruction: 41421; /** Number of delivery schedules in the repeating group. */ readonly NoLegDeliveryScheduleSettlDays: 41422; /** Specifies the day or group of days for delivery. */ readonly LegDeliveryScheduleSettlDay: 41423; /** The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. */ readonly LegDeliveryScheduleSettlTotalHours: 41424; /** Number of hour ranges in the repeating group. */ readonly NoLegDeliveryScheduleSettlTimes: 41425; /** The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). */ readonly LegDeliveryScheduleSettlStart: 41426; /** The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). */ readonly LegDeliveryScheduleSettlEnd: 41427; /** Specifies the format of the delivery start and end time values. */ readonly LegDeliveryScheduleSettlTimeType: 41428; /** Specifies the type of delivery stream. */ readonly LegDeliveryStreamType: 41429; /** The name of the oil delivery pipeline. */ readonly LegDeliveryStreamPipeline: 41430; /** The point at which the commodity will enter the delivery mechanism or pipeline. */ readonly LegDeliveryStreamEntryPoint: 41431; /** The point at which the commodity product will be withdrawn prior to delivery. */ readonly LegDeliveryStreamWithdrawalPoint: 41432; /** The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. */ readonly LegDeliveryStreamDeliveryPoint: 41433; /** Specifies under what conditions the buyer and seller should be excused of their delivery obligations. */ readonly LegDeliveryStreamDeliveryRestriction: 41434; /** Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. */ readonly LegDeliveryStreamDeliveryContingency: 41435; /** The trade side value of the party responsible for electricity delivery contingency. */ readonly LegDeliveryStreamDeliveryContingentPartySide: 41436; /** When this element is specified and set to 'Y', delivery of the coal product is to be at its source. */ readonly LegDeliveryStreamDeliverAtSourceIndicator: 41437; /** Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. */ readonly LegDeliveryStreamRiskApportionment: 41438; /** Specifies the title transfer location. */ readonly LegDeliveryStreamTitleTransferLocation: 41439; /** Specifies the condition of title transfer. */ readonly LegDeliveryStreamTitleTransferCondition: 41440; /** A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. */ readonly LegDeliveryStreamImporterOfRecord: 41441; /** Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly LegDeliveryStreamNegativeTolerance: 41442; /** Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly LegDeliveryStreamPositiveTolerance: 41443; /** Specifies the tolerance value's unit of measure (UOM). */ readonly LegDeliveryStreamToleranceUnitOfMeasure: 41444; /** Specifies the tolerance value type. */ readonly LegDeliveryStreamToleranceType: 41445; /** Indicates whether the tolerance is at the seller's or buyer's option. */ readonly LegDeliveryStreamToleranceOptionSide: 41446; /** The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). */ readonly LegDeliveryStreamTotalPositiveTolerance: 41447; /** The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). */ readonly LegDeliveryStreamTotalNegativeTolerance: 41448; /** If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. */ readonly LegDeliveryStreamNotionalConversionFactor: 41449; /** The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. */ readonly LegDeliveryStreamTransportEquipment: 41450; /** A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. */ readonly LegDeliveryStreamElectingPartySide: 41451; /** Number of asset attribute entries in the group. */ readonly NoLegStreamAssetAttributes: 41452; /** Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. */ readonly LegStreamAssetAttributeType: 41453; /** Specifies the value of the attribute. */ readonly LegStreamAssetAttributeValue: 41454; /** Limit or lower acceptable value of the attribute. */ readonly LegStreamAssetAttributeLimit: 41455; /** Number of commodity sources in the repeating group. */ readonly NoLegDeliveryStreamCycles: 41456; /** The delivery cycles during which the oil product will be transported in the pipeline. */ readonly LegDeliveryStreamCycleDesc: 41457; /** Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. */ readonly EncodedLegDeliveryStreamCycleDescLen: 41458; /** Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. */ readonly EncodedLegDeliveryStreamCycleDesc: 41459; /** Number of commodity sources in the repeating group. */ readonly NoLegDeliveryStreamCommoditySources: 41460; /** The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. */ readonly LegDeliveryStreamCommoditySource: 41461; /** The consequences of market disruption events. */ readonly LegMarketDisruptionProvision: 41462; /** Specifies the location of the fallback provision documentation. */ readonly LegMarketDisruptionFallbackProvision: 41463; /** Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. */ readonly LegMarketDisruptionMaximumDays: 41464; /** Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. */ readonly LegMarketDisruptionMaterialityPercentage: 41465; /** Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. */ readonly LegMarketDisruptionMinimumFuturesContracts: 41466; /** Number of disruption events in the repeating group. */ readonly NoLegMarketDisruptionEvents: 41467; /** Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. */ readonly LegMarketDisruptionEvent: 41468; /** Number of fallbacks in the repeating group. */ readonly NoLegMarketDisruptionFallbacks: 41469; /** Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. */ readonly LegMarketDisruptionFallbackType: 41470; /** Number of fallback reference securities in the repeating group. */ readonly NoLegMarketDisruptionFallbackReferencePrices: 41471; /** The type of reference price underlier. */ readonly LegMarketDisruptionFallbackUnderlierType: 41472; /** Specifies the identifier value of the security. */ readonly LegMarketDisruptionFallbackUnderlierSecurityID: 41473; /** Specifies the class or source scheme of the security identifier. */ readonly LegMarketDisruptionFallbackUnderlierSecurityIDSource: 41474; /** Specifies the description of the underlying security. */ readonly LegMarketDisruptionFallbackUnderlierSecurityDesc: 41475; /** Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. */ readonly EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen: 41476; /** Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. */ readonly EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc: 41477; /** If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. */ readonly LegMarketDisruptionFallbackOpenUnits: 41478; /** Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. */ readonly LegMarketDisruptionFallbackBasketCurrency: 41479; /** Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. */ readonly LegMarketDisruptionFallbackBasketDivisor: 41480; /** A description of the option exercise. */ readonly LegExerciseDesc: 41481; /** Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. */ readonly EncodedLegExerciseDescLen: 41482; /** Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. */ readonly EncodedLegExerciseDesc: 41483; /** Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. */ readonly LegAutomaticExerciseIndicator: 41484; /** The threshold rate for triggering automatic exercise. */ readonly LegAutomaticExerciseThresholdRate: 41485; /** Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. */ readonly LegExerciseConfirmationMethod: 41486; /** Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegManualNoticeBusinessCenter: 41487; /** Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). */ readonly LegFallbackExerciseIndicator: 41488; /** Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. */ readonly LegLimitRightToConfirmIndicator: 41489; /** Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. */ readonly LegExerciseSplitTicketIndicator: 41490; /** Number of business centers in the repeating group. */ readonly NoLegOptionExerciseBusinessCenters: 41491; /** The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegOptionExerciseBusinessCenter: 41492; /** The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegOptionExerciseBusinessDayConvention: 41493; /** Specifies the day type of the relative earliest exercise date offset. */ readonly LegOptionExerciseEarliestDateOffsetDayType: 41494; /** Time unit multiplier for the relative earliest exercise date offset. */ readonly LegOptionExerciseEarliestDateOffsetPeriod: 41495; /** Time unit associated with the relative earliest exercise date offset. */ readonly LegOptionExerciseEarliestDateOffsetUnit: 41496; /** Time unit multiplier for the frequency of exercise dates. */ readonly LegOptionExerciseFrequencyPeriod: 41497; /** Time unit associated with the frequency of exercise dates. */ readonly LegOptionExerciseFrequencyUnit: 41498; /** The unadjusted start date for calculating periodic exercise dates. */ readonly LegOptionExerciseStartDateUnadjusted: 41499; /** Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegOptionExerciseStartDateRelativeTo: 41500; /** Time unit multiplier for the relative exercise start date offset. */ readonly LegOptionExerciseStartDateOffsetPeriod: 41501; /** Time unit associated with the relative exercise start date offset. */ readonly LegOptionExerciseStartDateOffsetUnit: 41502; /** Specifies the day type of the relative option exercise start date offset. */ readonly LegOptionExerciseStartDateOffsetDayType: 41503; /** The adjusted start date for calculating periodic exercise dates. */ readonly LegOptionExerciseStartDateAdjusted: 41504; /** The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. */ readonly LegOptionExerciseSkip: 41505; /** The last date (adjusted) for establishing the option exercise terms. */ readonly LegOptionExerciseNominationDeadline: 41506; /** The unadjusted first exercise date. */ readonly LegOptionExerciseFirstDateUnadjusted: 41507; /** The unadjusted last exercise date. */ readonly LegOptionExerciseLastDateUnadjusted: 41508; /** The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. */ readonly LegOptionExerciseEarliestTime: 41509; /** The latest exercise time. See also LegOptionExerciseEarliestTime(41509). */ readonly LegOptionExerciseLatestTime: 41510; /** The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegOptionExerciseTimeBusinessCenter: 41511; /** Number of dates in the repeating group. */ readonly NoLegOptionExerciseDates: 41512; /** The adjusted or unadjusted option exercise fixed date. */ readonly LegOptionExerciseDate: 41513; /** Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly LegOptionExerciseDateType: 41514; /** Number of business centers in the repeating group. */ readonly NoLegOptionExerciseExpirationDateBusinessCenters: 41515; /** The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegOptionExerciseExpirationDateBusinessCenter: 41516; /** The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegOptionExerciseExpirationDateBusinessDayConvention: 41517; /** Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegOptionExerciseExpirationDateRelativeTo: 41518; /** Time unit multiplier for the relative exercise expiration date offset. */ readonly LegOptionExerciseExpirationDateOffsetPeriod: 41519; /** Time unit associated with the relative exercise expiration date offset. */ readonly LegOptionExerciseExpirationDateOffsetUnit: 41520; /** Time unit multiplier for the frequency of exercise expiration dates. */ readonly LegOptionExerciseExpirationFrequencyPeriod: 41521; /** Time unit associated with the frequency of exercise expiration dates. */ readonly LegOptionExerciseExpirationFrequencyUnit: 41522; /** The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. */ readonly LegOptionExerciseExpirationRollConvention: 41523; /** Specifies the day type of the relative option exercise expiration date offset. */ readonly LegOptionExerciseExpirationDateOffsetDayType: 41524; /** The option exercise expiration time. */ readonly LegOptionExerciseExpirationTime: 41525; /** The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegOptionExerciseExpirationTimeBusinessCenter: 41526; /** Number of fixed exercise expiration dates in the repeating group. */ readonly NoLegOptionExerciseExpirationDates: 41527; /** The adjusted or unadjusted option exercise expiration fixed date. */ readonly LegOptionExerciseExpirationDate: 41528; /** Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly LegOptionExerciseExpirationDateType: 41529; /** Number of fixing days in the repeating group. */ readonly NoLegPaymentScheduleFixingDays: 41530; /** The day of the week on which fixing takes place. */ readonly LegPaymentScheduleFixingDayOfWeek: 41531; /** The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. */ readonly LegPaymentScheduleFixingDayNumber: 41532; /** Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. */ readonly LegPaymentScheduleXID: 41533; /** Reference to payment schedule elsewhere in the message. */ readonly LegPaymentScheduleXIDRef: 41534; /** The currency of the schedule rate. Uses ISO 4217 currency codes. */ readonly LegPaymentScheduleRateCurrency: 41535; /** The schedule rate unit of measure (UOM). */ readonly LegPaymentScheduleRateUnitOfMeasure: 41536; /** The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. */ readonly LegPaymentScheduleRateConversionFactor: 41537; /** Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. */ readonly LegPaymentScheduleRateSpreadType: 41538; /** The schedule settlement period price. */ readonly LegPaymentScheduleSettlPeriodPrice: 41539; /** The currency of the schedule settlement period price. Uses ISO 4217 currency codes. */ readonly LegPaymentScheduleSettlPeriodPriceCurrency: 41540; /** The settlement period price unit of measure (UOM). */ readonly LegPaymentScheduleSettlPeriodPriceUnitOfMeasure: 41541; /** The schedule step unit of measure (UOM). */ readonly LegPaymentScheduleStepUnitOfMeasure: 41542; /** The distribution of fixing days. */ readonly LegPaymentScheduleFixingDayDistribution: 41543; /** The number of days over which fixing should take place. */ readonly LegPaymentScheduleFixingDayCount: 41544; /** Time unit multiplier for the fixing lag duration. */ readonly LegPaymentScheduleFixingLagPeriod: 41545; /** Time unit associated with the fixing lag duration. */ readonly LegPaymentScheduleFixingLagUnit: 41546; /** Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. */ readonly LegPaymentScheduleFixingFirstObservationDateOffsetPeriod: 41547; /** Time unit associated with the relative first observation date offset. */ readonly LegPaymentScheduleFixingFirstObservationDateOffsetUnit: 41548; /** When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". */ readonly LegPaymentStreamFlatRateIndicator: 41549; /** Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. */ readonly LegPaymentStreamFlatRateAmount: 41550; /** Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. */ readonly LegPaymentStreamFlatRateCurrency: 41551; /** Specifies the limit on the total payment amount. */ readonly LegStreamMaximumPaymentAmount: 41552; /** Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. */ readonly LegStreamMaximumPaymentCurrency: 41553; /** Specifies the limit on the payment amount that goes out in any particular calculation period. */ readonly LegStreamMaximumTransactionAmount: 41554; /** Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. */ readonly LegStreamMaximumTransactionCurrency: 41555; /** The fixed payment amount unit of measure (UOM). */ readonly LegPaymentStreamFixedAmountUnitOfMeasure: 41556; /** Specifies the total fixed payment amount. */ readonly LegPaymentStreamTotalFixedAmount: 41557; /** The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. */ readonly LegPaymentStreamWorldScaleRate: 41558; /** The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. */ readonly LegPaymentStreamContractPrice: 41559; /** Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. */ readonly LegPaymentStreamContractPriceCurrency: 41560; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStreamPricingBusinessCenters: 41561; /** The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStreamPricingBusinessCenter: 41562; /** Secondary time unit associated with the payment stream's floating rate index curve. */ readonly LegPaymentStreamRateIndex2CurveUnit: 41563; /** Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. */ readonly LegPaymentStreamRateIndex2CurvePeriod: 41564; /** Specifies the location of the floating rate index. */ readonly LegPaymentStreamRateIndexLocation: 41565; /** This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. */ readonly LegPaymentStreamRateIndexLevel: 41566; /** The unit of measure (UOM) of the rate index level. */ readonly LegPaymentStreamRateIndexUnitOfMeasure: 41567; /** Specifies how weather index units are to be calculated. */ readonly LegPaymentStreamSettlLevel: 41568; /** This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. */ readonly LegPaymentStreamReferenceLevel: 41569; /** The unit of measure (UOM) of the rate reference level. */ readonly LegPaymentStreamReferenceLevelUnitOfMeasure: 41570; /** When set to 'Y', it indicates that the weather reference level equals zero. */ readonly LegPaymentStreamReferenceLevelEqualsZeroIndicator: 41571; /** Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. */ readonly LegPaymentStreamRateSpreadCurrency: 41572; /** Specifies the unit of measure (UOM) of the floating rate spread. */ readonly LegPaymentStreamRateSpreadUnitOfMeasure: 41573; /** The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. */ readonly LegPaymentStreamRateConversionFactor: 41574; /** Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. */ readonly LegPaymentStreamRateSpreadType: 41575; /** The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. */ readonly LegPaymentStreamLastResetRate: 41576; /** The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. */ readonly LegPaymentStreamFinalRate: 41577; /** Time unit multiplier for the calculation lag duration. */ readonly LegPaymentStreamCalculationLagPeriod: 41578; /** Time unit associated with the calculation lag duration. */ readonly LegPaymentStreamCalculationLagUnit: 41579; /** Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. */ readonly LegPaymentStreamFirstObservationDateOffsetPeriod: 41580; /** Time unit associated with the relative first observation date offset. */ readonly LegPaymentStreamFirstObservationDateOffsetUnit: 41581; /** Specifies the commodity pricing day type. */ readonly LegPaymentStreamPricingDayType: 41582; /** The distribution of pricing days. */ readonly LegPaymentStreamPricingDayDistribution: 41583; /** The number of days over which pricing should take place. */ readonly LegPaymentStreamPricingDayCount: 41584; /** Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. */ readonly LegPaymentStreamPricingBusinessCalendar: 41585; /** The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPaymentStreamPricingBusinessDayConvention: 41586; /** Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. */ readonly UnderlyingDeliveryStreamRiskApportionmentSource: 41587; /** Specifies the format of the commodities settlement start and end times. */ readonly StreamCommoditySettlTimeType: 41588; /** Number of payment dates in the repeating group. */ readonly NoLegPaymentStreamPaymentDates: 41589; /** The adjusted or unadjusted fixed stream payment date. */ readonly LegPaymentStreamPaymentDate: 41590; /** Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly LegPaymentStreamPaymentDateType: 41591; /** When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. */ readonly LegPaymentStreamMasterAgreementPaymentDatesIndicator: 41592; /** Number of pricing dates in the repeating group. */ readonly NoLegPaymentStreamPricingDates: 41593; /** The adjusted or unadusted fixed stream pricing date. */ readonly LegPaymentStreamPricingDate: 41594; /** Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly LegPaymentStreamPricingDateType: 41595; /** Number of pricing days in the repeating group. */ readonly NoLegPaymentStreamPricingDays: 41596; /** The day of the week on which pricing takes place. */ readonly LegPaymentStreamPricingDayOfWeek: 41597; /** The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. */ readonly LegPaymentStreamPricingDayNumber: 41598; /** Number of entries in the repeating group. */ readonly NoLegPhysicalSettlTerms: 41599; /** A named string value referenced by UnderlyingSettlTermXIDRef(41315). */ readonly LegPhysicalSettlTermXID: 41600; /** Specifies the currency of physical settlement. Uses ISO 4217 currency codes. */ readonly LegPhysicalSettlCurency: 41601; /** The number of business days used in the determination of physical settlement. Its precise meaning depends on the context in which this is used. ISDA 2003 Term: Business Day. */ readonly LegPhysicalSettlBusinessDays: 41602; /** A maximum number of business days. Its precise meaning depends on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. */ readonly LegPhysicalSettlMaximumBusinessDays: 41603; /** Number of entries in the repeating group. */ readonly NoLegPhysicalSettlDeliverableObligations: 41604; /** Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. */ readonly LegPhysicalSettlDeliverableObligationType: 41605; /** Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. */ readonly LegPhysicalSettlDeliverableObligationValue: 41606; /** Number of business centers in the repeating group. */ readonly NoLegPricingDateBusinessCenters: 41607; /** The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPricingDateBusinessCenter: 41608; /** The unadjusted pricing or fixing date. */ readonly LegPricingDateUnadjusted: 41609; /** The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegPricingDateBusinessDayConvention: 41610; /** The adjusted pricing or fixing date. */ readonly LegPricingDateAdjusted: 41611; /** The local market pricing or fixing time. */ readonly LegPricingTime: 41612; /** Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPricingTimeBusinessCenter: 41613; /** Number of event sources in the repeating group. */ readonly NoLegProtectionTermEventNewsSources: 41614; /** A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. */ readonly LegProtectionTermEventNewsSource: 41615; /** Number of protection terms in the repeating group. */ readonly NoLegProtectionTerms: 41616; /** A named string value referenced from UnderlyingProtectionTermXIDRef(41314). */ readonly LegProtectionTermXID: 41617; /** The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. */ readonly LegProtectionTermNotional: 41618; /** The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. */ readonly LegProtectionTermCurrency: 41619; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. */ readonly LegProtectionTermSellerNotifies: 41620; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. */ readonly LegProtectionTermBuyerNotifies: 41621; /** When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegProtectionTermEventBusinessCenter: 41622; /** Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. */ readonly LegProtectionTermStandardSources: 41623; /** The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. */ readonly LegProtectionTermEventMinimumSources: 41624; /** Number of protection term events in the repeating group. */ readonly NoLegProtectionTermEvents: 41625; /** Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. */ readonly LegProtectionTermEventType: 41626; /** Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. */ readonly LegProtectionTermEventValue: 41627; /** Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. */ readonly LegProtectionTermEventCurrency: 41628; /** Time unit multiplier for protection term events. */ readonly LegProtectionTermEventPeriod: 41629; /** Time unit associated with protection term events. */ readonly LegProtectionTermEventUnit: 41630; /** Day type for events that specify a period and unit. */ readonly LegProtectionTermEventDayType: 41631; /** Rate source for events that specify a rate source, e.g. floating rate interest shortfall. */ readonly LegProtectionTermEventRateSource: 41632; /** Number of qualifiers in the repeating group. */ readonly NoLegProtectionTermEventQualifiers: 41633; /** Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). */ readonly LegProtectionTermEventQualifier: 41634; /** Number of obligations in the repeating group. */ readonly NoLegProtectionTermObligations: 41635; /** Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. */ readonly LegProtectionTermObligationType: 41636; /** The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. */ readonly LegProtectionTermObligationValue: 41637; /** Number of calculation period dates in the repeating group. */ readonly NoLegStreamCalculationPeriodDates: 41638; /** The adjusted or unadjusted fixed calculation period date. */ readonly LegStreamCalculationPeriodDate: 41639; /** Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly LegStreamCalculationPeriodDateType: 41640; /** Identifier of this calculation period for cross referencing elsewhere in the message. */ readonly LegStreamCalculationPeriodDatesXID: 41641; /** Cross reference to another calculation period for duplicating its properties. */ readonly LegStreamCalculationPeriodDatesXIDRef: 41642; /** When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). */ readonly LegStreamCalculationBalanceOfFirstPeriod: 41643; /** Time unit multiplier for the length of time after the publication of the data when corrections can be made. */ readonly LegStreamCalculationCorrectionPeriod: 41644; /** Time unit associated with the length of time after the publication of the data when corrections can be made. */ readonly LegStreamCalculationCorrectionUnit: 41645; /** Number of business centers in the repeating group. */ readonly NoLegStreamCommoditySettlBusinessCenters: 41646; /** The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegStreamCommoditySettlBusinessCenter: 41647; /** Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. */ readonly LegStreamCommodityBase: 41648; /** Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. */ readonly LegStreamCommodityType: 41649; /** Specifies the market identifier for the commodity. */ readonly LegStreamCommoditySecurityID: 41650; /** Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. */ readonly LegStreamCommoditySecurityIDSource: 41651; /** Description of the commodity asset. */ readonly LegStreamCommodityDesc: 41652; /** Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. */ readonly EncodedLegStreamCommodityDescLen: 41653; /** Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. */ readonly EncodedLegStreamCommodityDesc: 41654; /** The unit of measure (UOM) of the commodity asset. */ readonly LegStreamCommodityUnitOfMeasure: 41655; /** Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. */ readonly LegStreamCommodityCurrency: 41656; /** Identifies the exchange where the commodity is traded. */ readonly LegStreamCommodityExchange: 41657; /** Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. */ readonly LegStreamCommodityRateSource: 41658; /** Identifies the reference "page" from the rate source. */ readonly LegStreamCommodityRateReferencePage: 41659; /** Identifies the page heading from the rate source. */ readonly LegStreamCommodityRateReferencePageHeading: 41660; /** Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. */ readonly LegStreamDataProvider: 41661; /** Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. */ readonly LegStreamCommodityPricingType: 41662; /** Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. */ readonly LegStreamCommodityNearbySettlDayPeriod: 41663; /** Time unit associated with the nearby settlement day. */ readonly LegStreamCommodityNearbySettlDayUnit: 41664; /** The unadjusted commodity delivery date. */ readonly LegStreamCommoditySettlDateUnadjusted: 41665; /** The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. */ readonly LegStreamCommoditySettlDateBusinessDayConvention: 41666; /** The adjusted commodity delivery date. */ readonly LegStreamCommoditySettlDateAdjusted: 41667; /** Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. */ readonly LegStreamCommoditySettlMonth: 41668; /** Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. */ readonly LegStreamCommoditySettlDateRollPeriod: 41669; /** Time unit associated with the commodity delivery date roll. */ readonly LegStreamCommoditySettlDateRollUnit: 41670; /** Specifies the commodity delivery roll day type. */ readonly LegStreamCommoditySettlDayType: 41671; /** Identifier of this stream commodity for cross referencing elsewhere in the message. */ readonly LegStreamCommodityXID: 41672; /** Reference to a stream commodity elsewhere in the message. */ readonly LegStreamCommodityXIDRef: 41673; /** Number of alternate security identifers. */ readonly NoLegStreamCommodityAltIDs: 41674; /** Alternate security identifier value for the commodity. */ readonly LegStreamCommodityAltID: 41675; /** Identifies the class or source of the alternate commodity security identifier. */ readonly LegStreamCommodityAltIDSource: 41676; /** Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. */ readonly NoLegStreamCommodityDataSources: 41677; /** Specifies the data source identifier. */ readonly LegStreamCommodityDataSourceID: 41678; /** Specifies the type of data source identifier. */ readonly LegStreamCommodityDataSourceIDType: 41679; /** Number of days in the repeating group. */ readonly NoLegStreamCommoditySettlDays: 41680; /** Specifies the day or group of days for delivery. */ readonly LegStreamCommoditySettlDay: 41681; /** Sum of the hours specified in LegStreamCommoditySettlTimeGrp. */ readonly LegStreamCommoditySettlTotalHours: 41682; /** Number of hour ranges in the repeating group. */ readonly NoLegStreamCommoditySettlTimes: 41683; /** The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. */ readonly LegStreamCommoditySettlStart: 41684; /** The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. */ readonly LegStreamCommoditySettlEnd: 41685; /** Number of commodity settlement periods in the repeating group. */ readonly NoLegStreamCommoditySettlPeriods: 41686; /** Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. */ readonly LegStreamCommoditySettlCountry: 41687; /** Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. */ readonly LegStreamCommoditySettlTimeZone: 41688; /** Specifies the commodity delivery flow type. */ readonly LegStreamCommoditySettlFlowType: 41689; /** Delivery quantity associated with this settlement period. */ readonly LegStreamCommoditySettlPeriodNotional: 41690; /** Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. */ readonly LegStreamCommoditySettlPeriodNotionalUnitOfMeasure: 41691; /** Time unit multiplier for the settlement period frequency. */ readonly LegStreamCommoditySettlPeriodFrequencyPeriod: 41692; /** Time unit associated with the settlement period frequency. */ readonly LegStreamCommoditySettlPeriodFrequencyUnit: 41693; /** The settlement period price. */ readonly LegStreamCommoditySettlPeriodPrice: 41694; /** The settlement period price unit of measure (UOM). */ readonly LegStreamCommoditySettlPeriodPriceUnitOfMeasure: 41695; /** The currency of the settlement period price. Uses ISO 4217 currency codes. */ readonly LegStreamCommoditySettlPeriodPriceCurrency: 41696; /** Indicates whether holidays are included in the settlement periods. Required for electricity contracts. */ readonly LegStreamCommoditySettlHolidaysProcessingInstruction: 41697; /** Identifier of this settlement period for cross referencing elsewhere in the message. */ readonly LegStreamCommoditySettlPeriodXID: 41698; /** Cross reference to another settlement period for duplicating its properties. */ readonly LegStreamCommoditySettlPeriodXIDRef: 41699; /** Identifier of this LegStream for cross referencing elsewhere in the message. */ readonly LegStreamXID: 41700; /** Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. */ readonly UnderlyingAdditionalTermBondSecurityIDSource: 41701; /** Cross reference to another LegStream notional for duplicating its properties. */ readonly LegStreamNotionalXIDRef: 41702; /** Time unit multiplier for the swap stream's notional frequency. */ readonly LegStreamNotionalFrequencyPeriod: 41703; /** Time unit associated with the swap stream's notional frequency. */ readonly LegStreamNotionalFrequencyUnit: 41704; /** The commodity's notional or quantity delivery frequency. */ readonly LegStreamNotionalCommodityFrequency: 41705; /** Specifies the delivery quantity unit of measure (UOM). */ readonly LegStreamNotionalUnitOfMeasure: 41706; /** Specifies the total notional or delivery quantity over the term of the contract. */ readonly LegStreamTotalNotional: 41707; /** Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. */ readonly LegStreamTotalNotionalUnitOfMeasure: 41708; /** Description of the bond. */ readonly UnderlyingAdditionalTermBondDesc: 41709; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. */ readonly EncodedUnderlyingAdditionalTermBondDescLen: 41710; /** Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. */ readonly EncodedUnderlyingAdditionalTermBondDesc: 41711; /** Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. */ readonly UnderlyingAdditionalTermBondCurrency: 41712; /** The number of averaging observations in the repeating group. */ readonly NoUnderlyingComplexEventAveragingObservations: 41713; /** Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. */ readonly UnderlyingComplexEventAveragingObservationNumber: 41714; /** The weight factor to be applied to the observation. */ readonly UnderlyingComplexEventAveragingWeight: 41715; /** The number of credit events specified in the repeating group. */ readonly NoUnderlyingComplexEventCreditEvents: 41716; /** Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. */ readonly UnderlyingComplexEventCreditEventType: 41717; /** The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. */ readonly UnderlyingComplexEventCreditEventValue: 41718; /** Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. */ readonly UnderlyingComplexEventCreditEventCurrency: 41719; /** Time unit multiplier for complex credit events. */ readonly UnderlyingComplexEventCreditEventPeriod: 41720; /** Time unit associated with complex credit events. */ readonly UnderlyingComplexEventCreditEventUnit: 41721; /** Specifies the day type for the complex credit events. */ readonly UnderlyingComplexEventCreditEventDayType: 41722; /** Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. */ readonly UnderlyingComplexEventCreditEventRateSource: 41723; /** Number of qualifiers in the repeating group. */ readonly NoUnderlyingComplexEventCreditEventQualifiers: 41724; /** Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). */ readonly UnderlyingComplexEventCreditEventQualifier: 41725; /** Number of entries in the date-time repeating group. */ readonly NoUnderlyingComplexEventPeriodDateTimes: 41726; /** The averaging date for an Asian option. The trigger date for a Barrier or Knock option. */ readonly UnderlyingComplexEventPeriodDate: 41727; /** The averaging time for an Asian option. */ readonly UnderlyingComplexEventPeriodTime: 41728; /** Number of periods in the repeating group. */ readonly NoUnderlyingComplexEventPeriods: 41729; /** Specifies the period type. */ readonly UnderlyingComplexEventPeriodType: 41730; /** The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingComplexEventBusinessCenter: 41731; /** Number of rate sources in the repeating group. */ readonly NoUnderlyingComplexEventRateSources: 41732; /** Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. */ readonly UnderlyingComplexEventRateSource: 41733; /** Indicates whether the rate source specified is a primary or secondary source. */ readonly UnderlyingComplexEventRateSourceType: 41734; /** Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. */ readonly UnderlyingComplexEventReferencePage: 41735; /** Identifies the reference page heading from the rate source. */ readonly UnderlyingComplexEventReferencePageHeading: 41736; /** Number of business centers in the repeating group. */ readonly NoUnderlyingComplexEventDateBusinessCenters: 41737; /** The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingComplexEventDateBusinessCenter: 41738; /** The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. */ readonly UnderlyingComplexEventDateUnadjusted: 41739; /** Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingComplexEventDateRelativeTo: 41740; /** Time unit multiplier for the relative date offset. */ readonly UnderlyingComplexEventDateOffsetPeriod: 41741; /** Time unit associated with the relative date offset. */ readonly UnderlyingComplexEventDateOffsetUnit: 41742; /** Specifies the day type of the relative date offset. */ readonly UnderlyingComplexEventDateOffsetDayType: 41743; /** The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingComplexEventDateBusinessDayConvention: 41744; /** The adjusted complex event date. */ readonly UnderlyingComplexEventDateAdjusted: 41745; /** The local market fixing time. */ readonly UnderlyingComplexEventFixingTime: 41746; /** The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingComplexEventFixingTimeBusinessCenter: 41747; /** Number of event sources in the repeating group. */ readonly NoUnderlyingComplexEventCreditEventSources: 41748; /** A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. */ readonly UnderlyingComplexEventCreditEventSource: 41749; /** Number of schedules in the repeating group. */ readonly NoUnderlyingComplexEventSchedules: 41750; /** The start date of the schedule. */ readonly UnderlyingComplexEventScheduleStartDate: 41751; /** The end date of the schedule. */ readonly UnderlyingComplexEventScheduleEndDate: 41752; /** Time unit multiplier for the schedule date frequency. */ readonly UnderlyingComplexEventScheduleFrequencyPeriod: 41753; /** Time unit associated with the schedule date frequency. */ readonly UnderlyingComplexEventScheduleFrequencyUnit: 41754; /** The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. */ readonly UnderlyingComplexEventScheduleRollConvention: 41755; /** Number of delivery schedules in the repeating group. */ readonly NoUnderlyingDeliverySchedules: 41756; /** Specifies the type of delivery schedule. */ readonly UnderlyingDeliveryScheduleType: 41757; /** Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. */ readonly UnderlyingDeliveryScheduleXID: 41758; /** Physical delivery quantity. */ readonly UnderlyingDeliveryScheduleNotional: 41759; /** Specifies the delivery quantity unit of measure (UOM). */ readonly UnderlyingDeliveryScheduleNotionalUnitOfMeasure: 41760; /** The frequency of notional delivery. */ readonly UnderlyingDeliveryScheduleNotionalCommodityFrequency: 41761; /** Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly UnderlyingDeliveryScheduleNegativeTolerance: 41762; /** Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly UnderlyingDeliverySchedulePositiveTolerance: 41763; /** Specifies the tolerance value's unit of measure (UOM). */ readonly UnderlyingDeliveryScheduleToleranceUnitOfMeasure: 41764; /** Specifies the tolerance value type. */ readonly UnderlyingDeliveryScheduleToleranceType: 41765; /** Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. */ readonly UnderlyingDeliveryScheduleSettlCountry: 41766; /** Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. */ readonly UnderlyingDeliveryScheduleSettlTimeZone: 41767; /** Specifies the delivery flow type. */ readonly UnderlyingDeliveryScheduleSettlFlowType: 41768; /** Indicates whether holidays are included in the settlement periods. Required for electricity contracts. */ readonly UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction: 41769; /** Number of delivery schedules in the repeating group. */ readonly NoUnderlyingDeliveryScheduleSettlDays: 41770; /** Specifies the day or group of days for delivery. */ readonly UnderlyingDeliveryScheduleSettlDay: 41771; /** The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. */ readonly UnderlyingDeliveryScheduleSettlTotalHours: 41772; /** Number of hour ranges in the repeating group. */ readonly NoUnderlyingDeliveryScheduleSettlTimes: 41773; /** The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). */ readonly UnderlyingDeliveryScheduleSettlStart: 41774; /** The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). */ readonly UnderlyingDeliveryScheduleSettlEnd: 41775; /** Specifies the format of the delivery start and end time values. */ readonly UnderlyingDeliveryScheduleSettlTimeType: 41776; /** Specifies the type of delivery stream. */ readonly UnderlyingDeliveryStreamType: 41777; /** The name of the oil delivery pipeline. */ readonly UnderlyingDeliveryStreamPipeline: 41778; /** The point at which the commodity will enter the delivery mechanism or pipeline. */ readonly UnderlyingDeliveryStreamEntryPoint: 41779; /** The point at which the commodity product will be withdrawn prior to delivery. */ readonly UnderlyingDeliveryStreamWithdrawalPoint: 41780; /** The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. */ readonly UnderlyingDeliveryStreamDeliveryPoint: 41781; /** Specifies under what conditions the buyer and seller should be excused of their delivery obligations. */ readonly UnderlyingDeliveryStreamDeliveryRestriction: 41782; /** Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. */ readonly UnderlyingDeliveryStreamDeliveryContingency: 41783; /** The trade side value of the party responsible for electricity delivery contingency. */ readonly UnderlyingDeliveryStreamDeliveryContingentPartySide: 41784; /** When this element is specified and set to 'Y', delivery of the coal product is to be at its source. */ readonly UnderlyingDeliveryStreamDeliverAtSourceIndicator: 41785; /** Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. */ readonly UnderlyingDeliveryStreamRiskApportionment: 41786; /** Specifies the title transfer location. */ readonly UnderlyingDeliveryStreamTitleTransferLocation: 41787; /** Specifies the title transfer condition. */ readonly UnderlyingDeliveryStreamTitleTransferCondition: 41788; /** A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. */ readonly UnderlyingDeliveryStreamImporterOfRecord: 41789; /** Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly UnderlyingDeliveryStreamNegativeTolerance: 41790; /** Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). */ readonly UnderlyingDeliveryStreamPositiveTolerance: 41791; /** Specifies the tolerance value's unit of measure (UOM). */ readonly UnderlyingDeliveryStreamToleranceUnitOfMeasure: 41792; /** Specifies the tolerance value type. */ readonly UnderlyingDeliveryStreamToleranceType: 41793; /** Indicates whether the tolerance is at the seller's or buyer's option. */ readonly UnderlyingDeliveryStreamToleranceOptionSide: 41794; /** The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). */ readonly UnderlyingDeliveryStreamTotalPositiveTolerance: 41795; /** The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). */ readonly UnderlyingDeliveryStreamTotalNegativeTolerance: 41796; /** If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. */ readonly UnderlyingDeliveryStreamNotionalConversionFactor: 41797; /** The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. */ readonly UnderlyingDeliveryStreamTransportEquipment: 41798; /** A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. */ readonly UnderlyingDeliveryStreamElectingPartySide: 41799; /** Number of asset attribute entries in the group. */ readonly NoUnderlyingStreamAssetAttributes: 41800; /** Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. */ readonly UnderlyingStreamAssetAttributeType: 41801; /** Specifies the value of the attribute. */ readonly UnderlyingStreamAssetAttributeValue: 41802; /** The limit or lower acceptable value of the attribute. */ readonly UnderlyingStreamAssetAttributeLimit: 41803; /** Number of delivery cycles in the repeating group. */ readonly NoUnderlyingDeliveryStreamCycles: 41804; /** The delivery cycles during which the oil product will be transported in the pipeline. */ readonly UnderlyingDeliveryStreamCycleDesc: 41805; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. */ readonly EncodedUnderlyingDeliveryStreamCycleDescLen: 41806; /** Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. */ readonly EncodedUnderlyingDeliveryStreamCycleDesc: 41807; /** Number of commodity sources in the repeating group. */ readonly NoUnderlyingDeliveryStreamCommoditySources: 41808; /** The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. */ readonly UnderlyingDeliveryStreamCommoditySource: 41809; /** A description of the option exercise. */ readonly UnderlyingExerciseDesc: 41810; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. */ readonly EncodedUnderlyingExerciseDescLen: 41811; /** Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. */ readonly EncodedUnderlyingExerciseDesc: 41812; /** Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. */ readonly UnderlyingAutomaticExerciseIndicator: 41813; /** The threshold rate for triggering automatic exercise. */ readonly UnderlyingAutomaticExerciseThresholdRate: 41814; /** Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. */ readonly UnderlyingExerciseConfirmationMethod: 41815; /** Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingManualNoticeBusinessCenter: 41816; /** Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). */ readonly UnderlyingFallbackExerciseIndicator: 41817; /** Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. */ readonly UnderlyingLimitedRightToConfirmIndicator: 41818; /** Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. */ readonly UnderlyingExerciseSplitTicketIndicator: 41819; /** Number of business centers in the repeating group. */ readonly NoUnderlyingOptionExerciseBusinessCenters: 41820; /** The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingOptionExerciseBusinessCenter: 41821; /** The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingOptionExerciseBusinessDayConvention: 41822; /** Specifies the day type of the relative earliest exercise date offset. */ readonly UnderlyingOptionExerciseEarliestDateOffsetDayType: 41823; /** Time unit multiplier for the relative earliest exercise date offset. */ readonly UnderlyingOptionExerciseEarliestDateOffsetPeriod: 41824; /** Time unit associated with the relative earliest exercise date offset. */ readonly UnderlyingOptionExerciseEarliestDateOffsetUnit: 41825; /** Time unit multiplier for the frequency of exercise dates. */ readonly UnderlyingOptionExerciseFrequencyPeriod: 41826; /** Time unit associated with the frequency of exercise dates. */ readonly UnderlyingOptionExerciseFrequencyUnit: 41827; /** The unadjusted start date for calculating periodic exercise dates. */ readonly UnderlyingOptionExerciseStartDateUnadjusted: 41828; /** Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingOptionExerciseStartDateRelativeTo: 41829; /** Time unit multiplier for the relative exercise start date offset. */ readonly UnderlyingOptionExerciseStartDateOffsetPeriod: 41830; /** Time unit associated with the relative exercise start date offset. */ readonly UnderlyingOptionExerciseStartDateOffsetUnit: 41831; /** Specifies the day type of the relative option exercise start date offset. */ readonly UnderlyingOptionExerciseStartDateOffsetDayType: 41832; /** The adjusted start date for calculating periodic exercise dates. */ readonly UnderlyingOptionExerciseStartDateAdjusted: 41833; /** The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. */ readonly UnderlyingOptionExerciseSkip: 41834; /** The last date (adjusted) for establishing the option exercise terms. */ readonly UnderlyingOptionExerciseNominationDeadline: 41835; /** The unadjusted first exercise date. */ readonly UnderlyingOptionExerciseFirstDateUnadjusted: 41836; /** The unadjusted last exercise date. */ readonly UnderlyingOptionExerciseLastDateUnadjusted: 41837; /** The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. */ readonly UnderlyingOptionExerciseEarliestTime: 41838; /** Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). */ readonly UnderlyingOptionExerciseLatestTime: 41839; /** The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values */ readonly UnderlyingOptionExerciseTimeBusinessCenter: 41840; /** Number of dates in the repeating group. */ readonly NoUnderlyingOptionExerciseDates: 41841; /** The adjusted or unadjusted option exercise fixed date. */ readonly UnderlyingOptionExerciseDate: 41842; /** Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly UnderlyingOptionExerciseDateType: 41843; /** Number of business centers in the repeating group. */ readonly NoUnderlyingOptionExerciseExpirationDateBusinessCenters: 41844; /** The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingOptionExerciseExpirationDateBusinessCenter: 41845; /** The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingOptionExerciseExpirationDateBusinessDayConvention: 41846; /** Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingOptionExerciseExpirationDateRelativeTo: 41847; /** Time unit multiplier for the relative exercise expiration date offset. */ readonly UnderlyingOptionExerciseExpirationDateOffsetPeriod: 41848; /** Time unit associated with the relative exercise expiration date offset. */ readonly UnderlyingOptionExerciseExpirationDateOffsetUnit: 41849; /** Time unit multiplier for the frequency of exercise expiration dates. */ readonly UnderlyingOptionExerciseExpirationFrequencyPeriod: 41850; /** Time unit associated with the frequency of exercise expiration dates. */ readonly UnderlyingOptionExerciseExpirationFrequencyUnit: 41851; /** The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. */ readonly UnderlyingOptionExerciseExpirationRollConvention: 41852; /** Specifies the day type of the relative option exercise expiration date offset. */ readonly UnderlyingOptionExerciseExpirationDateOffsetDayType: 41853; /** The option exercise expiration time. */ readonly UnderlyingOptionExerciseExpirationTime: 41854; /** The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingOptionExerciseExpirationTimeBusinessCenter: 41855; /** Number of fixed exercise expiration dates in the repeating group. */ readonly NoUnderlyingOptionExerciseExpirationDates: 41856; /** The adjusted or unadjusted option exercise expiration fixed date. */ readonly UnderlyingOptionExerciseExpirationDate: 41857; /** Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly UnderlyingOptionExerciseExpirationDateType: 41858; /** The consequences of market disruption events. */ readonly UnderlyingMarketDisruptionProvision: 41859; /** Specifies the location of the fallback provision documentation. */ readonly UnderlyingMarketDisruptionFallbackProvision: 41860; /** Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. */ readonly UnderlyingMarketDisruptionMaximumDays: 41861; /** Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. */ readonly UnderlyingMarketDisruptionMaterialityPercentage: 41862; /** Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. */ readonly UnderlyingMarketDisruptionMinimumFuturesContracts: 41863; /** Number of disruption events in the repeating group. */ readonly NoUnderlyingMarketDisruptionEvents: 41864; /** Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. */ readonly UnderlyingMarketDisruptionEvent: 41865; /** Number of fallbacks in the repeating group. */ readonly NoUnderlyingMarketDisruptionFallbacks: 41866; /** Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. */ readonly UnderlyingMarketDisruptionFallbackType: 41867; /** Number of fallback reference securities in the repeating group. */ readonly NoUnderlyingMarketDisruptionFallbackReferencePrices: 41868; /** The type of reference price underlier. */ readonly UnderlyingMarketDisruptionFallbackUnderlierType: 41869; /** Specifies the identifier value of the security. */ readonly UnderlyingMarketDisruptionFallbackUnderlierSecurityID: 41870; /** Specifies the class or source scheme of the security identifier. */ readonly UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource: 41871; /** Specifies the description of underlying security. */ readonly UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc: 41872; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. */ readonly EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen: 41873; /** Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). */ readonly EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc: 41874; /** If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. */ readonly UnderlyingMarketDisruptionFallbackOpenUnits: 41875; /** Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. */ readonly UnderlyingMarketDisruptionFallbackBasketCurrency: 41876; /** Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. */ readonly UnderlyingMarketDisruptionFallbackBasketDivisor: 41877; /** Number of fixing days in the repeating group. */ readonly NoUnderlyingPaymentScheduleFixingDays: 41878; /** The day of the week on which fixing takes place. */ readonly UnderlyingPaymentScheduleFixingDayOfWeek: 41879; /** The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. */ readonly UnderlyingPaymentScheduleFixingDayNumber: 41880; /** Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. */ readonly UnderlyingPaymentScheduleXID: 41881; /** Reference to payment schedule elsewhere in the message. */ readonly UnderlyingPaymentScheduleXIDRef: 41882; /** Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentScheduleRateCurrency: 41883; /** The schedule rate unit of measure (UOM). */ readonly UnderlyingPaymentScheduleRateUnitOfMeasure: 41884; /** The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. */ readonly UnderlyingPaymentScheduleRateConversionFactor: 41885; /** Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. */ readonly UnderlyingPaymentScheduleRateSpreadType: 41886; /** The schedule settlement period price. */ readonly UnderlyingPaymentScheduleSettlPeriodPrice: 41887; /** The currency of the schedule settlement period price. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentScheduleSettlPeriodPriceCurrency: 41888; /** The settlement period price unit of measure (UOM). */ readonly UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure: 41889; /** The schedule step unit of measure (UOM). */ readonly UnderlyingPaymentScheduleStepUnitOfMeasure: 41890; /** The distribution of fixing days. */ readonly UnderlyingPaymentScheduleFixingDayDistribution: 41891; /** The number of days over which fixing should take place. */ readonly UnderlyingPaymentScheduleFixingDayCount: 41892; /** Time unit multiplier for the fixing lag duration. */ readonly UnderlyingPaymentScheduleFixingLagPeriod: 41893; /** Time unit associated with the fixing lag duration. */ readonly UnderlyingPaymentScheduleFixingLagUnit: 41894; /** Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. */ readonly UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod: 41895; /** Time unit associated with the relative first observation date offset. */ readonly UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit: 41896; /** When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". */ readonly UnderlyingPaymentStreamFlatRateIndicator: 41897; /** Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. */ readonly UnderlyingPaymentStreamFlatRateAmount: 41898; /** Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamFlatRateCurrency: 41899; /** Specifies the limit on the total payment amount. */ readonly UnderlyingPaymentStreamMaximumPaymentAmount: 41900; /** Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamMaximumPaymentCurrency: 41901; /** Specifies the limit on the payment amount that goes out in any particular calculation period. */ readonly UnderlyingPaymentStreamMaximumTransactionAmount: 41902; /** Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamMaximumTransactionCurrency: 41903; /** Fixed payment amount unit of measure (UOM). */ readonly UnderlyingPaymentStreamFixedAmountUnitOfMeasure: 41904; /** Specifies the total fixed payment amount. */ readonly UnderlyingPaymentStreamTotalFixedAmount: 41905; /** The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. */ readonly UnderlyingPaymentStreamWorldScaleRate: 41906; /** The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. */ readonly UnderlyingPaymentStreamContractPrice: 41907; /** Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamContractPriceCurrency: 41908; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStreamPricingBusinessCenters: 41909; /** The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStreamPricingBusinessCenter: 41910; /** Secondary time unit associated with the payment stream’s floating rate index curve. */ readonly UnderlyingPaymentStreamRateIndex2CurveUnit: 41911; /** Secondary time unit multiplier for the payment stream’s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. */ readonly UnderlyingPaymentStreamRateIndex2CurvePeriod: 41912; /** Specifies the location of the floating rate index. */ readonly UnderlyingPaymentStreamRateIndexLocation: 41913; /** This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. */ readonly UnderlyingPaymentStreamRateIndexLevel: 41914; /** The unit of measure (UOM) of the rate index level. */ readonly UnderlyingPaymentStreamRateIndexUnitOfMeasure: 41915; /** Specifies how weather index units are to be calculated. */ readonly UnderlyingPaymentStreamSettlLevel: 41916; /** This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. */ readonly UnderlyingPaymentStreamReferenceLevel: 41917; /** The unit of measure (UOM) of the rate reference level. */ readonly UnderlyingPaymentStreamReferenceLevelUnitOfMeasure: 41918; /** When set to 'Y', it indicates that the weather reference level equals zero. */ readonly UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator: 41919; /** Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamRateSpreadCurrency: 41920; /** Specifies the unit of measure (UOM) of the floating rate spread. */ readonly UnderlyingPaymentStreamRateSpreadUnitOfMeasure: 41921; /** The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. */ readonly UnderlyingPaymentStreamRateConversionFactor: 41922; /** Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. */ readonly UnderlyingPaymentStreamRateSpreadType: 41923; /** The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. */ readonly UnderlyingPaymentStreamLastResetRate: 41924; /** The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. */ readonly UnderlyingPaymentStreamFinalRate: 41925; /** Time unit multiplier for the calculation lag duration. */ readonly UnderlyingPaymentStreamCalculationLagPeriod: 41926; /** Time unit associated with the calculation lag duration. */ readonly UnderlyingPaymentStreamCalculationLagUnit: 41927; /** Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. */ readonly UnderlyingPaymentStreamFirstObservationDateOffsetPeriod: 41928; /** Time unit associated with the relative first observation date offset. */ readonly UnderlyingPaymentStreamFirstObservationDateOffsetUnit: 41929; /** Specifies the commodity pricing day type. */ readonly UnderlyingPaymentStreamPricingDayType: 41930; /** The distribution of pricing days. */ readonly UnderlyingPaymentStreamPricingDayDistribution: 41931; /** The number of days over which pricing should take place. */ readonly UnderlyingPaymentStreamPricingDayCount: 41932; /** Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. */ readonly UnderlyingPaymentStreamPricingBusinessCalendar: 41933; /** The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamPricingBusinessDayConvention: 41934; /** Specifies the format of the commodity settlement start and end times. */ readonly LegStreamCommoditySettlTimeType: 41935; /** Specifies the format of the commodity settlement start and end times. */ readonly UnderlyingStreamCommoditySettlTimeType: 41936; /** Number of payment dates in the repeating group. */ readonly NoUnderlyingPaymentStreamPaymentDates: 41937; /** The adjusted or unadjusted fixed stream payment date. */ readonly UnderlyingPaymentStreamPaymentDate: 41938; /** Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly UnderlyingPaymentStreamPaymentDateType: 41939; /** When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. */ readonly UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator: 41940; /** Number of pricing dates in the repeating group. */ readonly NoUnderlyingPaymentStreamPricingDates: 41941; /** An adjusted or unadjusted fixed pricing date. */ readonly UnderlyingPaymentStreamPricingDate: 41942; /** Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly UnderlyingPaymentStreamPricingDateType: 41943; /** Number of pricing days in the repeating group. */ readonly NoUnderlyingPaymentStreamPricingDays: 41944; /** The day of the week on which pricing takes place. */ readonly UnderlyingPaymentStreamPricingDayOfWeek: 41945; /** The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. */ readonly UnderlyingPaymentStreamPricingDayNumber: 41946; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPricingDateBusinessCenters: 41947; /** The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPricingDateBusinessCenter: 41948; /** The unadjusted pricing or fixing date. */ readonly UnderlyingPricingDateUnadjusted: 41949; /** The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingPricingDateBusinessDayConvention: 41950; /** The adjusted pricing or fixing date. */ readonly UnderlyingPricingDateAdjusted: 41951; /** The local market pricing or fixing time. */ readonly UnderlyingPricingTime: 41952; /** Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPricingTimeBusinessCenter: 41953; /** Number of calculation period dates in the repeating group. */ readonly NoUnderlyingStreamCalculationPeriodDates: 41954; /** The adjusted or unadjusted fixed calculation period date. */ readonly UnderlyingStreamCalculationPeriodDate: 41955; /** Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. */ readonly UnderlyingStreamCalculationPeriodDateType: 41956; /** Identifier of this calculation period for cross referencing elsewhere in the message. */ readonly UnderlyingStreamCalculationPeriodDatesXID: 41957; /** Cross reference to another calculation period for duplicating its properties. */ readonly UnderlyingStreamCalculationPeriodDatesXIDRef: 41958; /** When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). */ readonly UnderlyingStreamCalculationBalanceOfFirstPeriod: 41959; /** Time unit multiplier for the length of time after the publication of the data when corrections can be made. */ readonly UnderlyingStreamCalculationCorrectionPeriod: 41960; /** Time unit associated with the length of time after the publication of the data when corrections can be made. */ readonly UnderlyingStreamCalculationCorrectionUnit: 41961; /** Number of business centers in the repeating group. */ readonly NoUnderlyingStreamCommoditySettlBusinessCenters: 41962; /** The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingStreamCommoditySettlBusinessCenter: 41963; /** Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. */ readonly UnderlyingStreamCommodityBase: 41964; /** Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. */ readonly UnderlyingStreamCommodityType: 41965; /** Specifies the market identifier for the commodity. */ readonly UnderlyingStreamCommoditySecurityID: 41966; /** Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. */ readonly UnderlyingStreamCommoditySecurityIDSource: 41967; /** Description of the commodity asset. */ readonly UnderlyingStreamCommodityDesc: 41968; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. */ readonly EncodedUnderlyingStreamCommodityDescLen: 41969; /** Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. */ readonly EncodedUnderlyingStreamCommodityDesc: 41970; /** The unit of measure (UOM) of the commodity asset. */ readonly UnderlyingStreamCommodityUnitOfMeasure: 41971; /** Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. */ readonly UnderlyingStreamCommodityCurrency: 41972; /** Identifies the exchange where the commodity is traded. */ readonly UnderlyingStreamCommodityExchange: 41973; /** Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. */ readonly UnderlyingStreamCommodityRateSource: 41974; /** Identifies the reference "page" from the rate source. */ readonly UnderlyingStreamCommodityRateReferencePage: 41975; /** Identifies the page heading from the rate source. */ readonly UnderlyingStreamCommodityRateReferencePageHeading: 41976; /** Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. */ readonly UnderlyingStreamDataProvider: 41977; /** Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. */ readonly UnderlyingStreamCommodityPricingType: 41978; /** Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. */ readonly UnderlyingStreamCommodityNearbySettlDayPeriod: 41979; /** Time unit associated with the nearby settlement day. */ readonly UnderlyingStreamCommodityNearbySettlDayUnit: 41980; /** The unadjusted commodity delivery date. */ readonly UnderlyingStreamCommoditySettlDateUnadjusted: 41981; /** The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingStreamCommoditySettlDateBusinessDayConvention: 41982; /** The adjusted commodity delivery date. */ readonly UnderlyingStreamCommoditySettlDateAdjusted: 41983; /** Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. */ readonly UnderlyingStreamCommoditySettlMonth: 41984; /** Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. */ readonly UnderlyingStreamCommoditySettlDateRollPeriod: 41985; /** Time unit associated with the commodity delivery date roll. */ readonly UnderlyingStreamCommoditySettlDateRollUnit: 41986; /** Specifies the commodity delivery roll day type. */ readonly UnderlyingStreamCommoditySettlDayType: 41987; /** Identifier of this stream commodity for cross referencing elsewhere in the message. */ readonly UnderlyingStreamCommodityXID: 41988; /** Reference to a stream commodity elsewhere in the message. */ readonly UnderlyingStreamCommodityXIDRef: 41989; /** Number of alternate security identifers. */ readonly NoUnderlyingStreamCommodityAltIDs: 41990; /** Alternate security identifier value for the commodity. */ readonly UnderlyingStreamCommodityAltID: 41991; /** Identifies the class or source of the alternate commodity security identifier. */ readonly UnderlyingStreamCommodityAltIDSource: 41992; /** Number of commodity data sources in the repeating group. */ readonly NoUnderlyingStreamCommodityDataSources: 41993; /** Data source identifier. */ readonly UnderlyingStreamCommodityDataSourceID: 41994; /** Specifies the type of data source identifier. */ readonly UnderlyingStreamCommodityDataSourceIDType: 41995; /** Number of days in the repeating group. */ readonly NoUnderlyingStreamCommoditySettlDays: 41996; /** Specifies the day or group of days for delivery. */ readonly UnderlyingStreamCommoditySettlDay: 41997; /** Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. */ readonly UnderlyingStreamCommoditySettlTotalHours: 41998; /** Number of hour ranges in the repeating group. */ readonly NoUnderlyingStreamCommoditySettlTimes: 41999; /** The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. */ readonly UnderlyingStreamCommoditySettlStart: 42000; /** The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. */ readonly UnderlyingStreamCommoditySettlEnd: 42001; /** Number of commodity settlement periods in the repeating group. */ readonly NoUnderlyingStreamCommoditySettlPeriods: 42002; /** Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. */ readonly UnderlyingStreamCommoditySettlCountry: 42003; /** Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. */ readonly UnderlyingStreamCommoditySettlTimeZone: 42004; /** Specifies the commodity delivery flow type. */ readonly UnderlyingStreamCommoditySettlFlowType: 42005; /** Specifies the delivery quantity associated with this settlement period. */ readonly UnderlyingStreamCommoditySettlPeriodNotional: 42006; /** Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. */ readonly UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure: 42007; /** Time unit multiplier for the settlement period frequency. */ readonly UnderlyingStreamCommoditySettlPeriodFrequencyPeriod: 42008; /** Time unit associated with the settlement period frequency. */ readonly UnderlyingStreamCommoditySettlPeriodFrequencyUnit: 42009; /** The settlement period price. */ readonly UnderlyingStreamCommoditySettlPeriodPrice: 42010; /** Specifies the settlement period price unit of measure (UOM). */ readonly UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure: 42011; /** The currency of the settlement period price. Uses ISO 4217 currency codes. */ readonly UnderlyingStreamCommoditySettlPeriodPriceCurrency: 42012; /** Indicates whether holidays are included in the settlement periods. Required for electricity contracts. */ readonly UnderlyingStreamCommoditySettlHolidaysProcessingInstruction: 42013; /** Identifier of this settlement period for cross referencing elsewhere in the message. */ readonly UnderlyingStreamCommoditySettlPeriodXID: 42014; /** Cross reference to another settlement period for duplicating its properties. */ readonly UnderlyingStreamCommoditySettlPeriodXIDRef: 42015; /** Identifier of this UnderlyingStream for cross referencing elsewhere in the message. */ readonly UnderlyingStreamXID: 42016; /** Issuer of the bond. */ readonly UnderlyingAdditionalTermBondIssuer: 42017; /** Cross reference to another UnderlyingStream notional for duplicating its properties. */ readonly UnderlyingStreamNotionalXIDRef: 42018; /** Time unit multiplier for the swap stream's notional frequency. */ readonly UnderlyingStreamNotionalFrequencyPeriod: 42019; /** Time unit associated with the swap stream's notional frequency. */ readonly UnderlyingStreamNotionalFrequencyUnit: 42020; /** The commodity's notional or quantity delivery frequency. */ readonly UnderlyingStreamNotionalCommodityFrequency: 42021; /** Specifies the delivery quantity unit of measure (UOM). */ readonly UnderlyingStreamNotionalUnitOfMeasure: 42022; /** Specifies the total notional or delivery quantity over the term of the contract. */ readonly UnderlyingStreamTotalNotional: 42023; /** Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. */ readonly UnderlyingStreamTotalNotionalUnitOfMeasure: 42024; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. */ readonly EncodedUnderlyingAdditionalTermBondIssuerLen: 42025; /** Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. */ readonly EncodedUnderlyingAdditionalTermBondIssuer: 42026; /** Specifies the bond's payment priority in the event of a default. */ readonly UnderlyingAdditionalTermBondSeniority: 42027; /** Coupon type of the bond. */ readonly UnderlyingAdditionalTermBondCouponType: 42028; /** Coupon rate of the bond. See also CouponRate(223). */ readonly UnderlyingAdditionalTermBondCouponRate: 42029; /** The maturity date of the bond. */ readonly UnderlyingAdditionalTermBondMaturityDate: 42030; /** The par value of the bond. */ readonly UnderlyingAdditionalTermBondParValue: 42031; /** Total issued amount of the bond. */ readonly UnderlyingAdditionalTermBondCurrentTotalIssuedAmount: 42032; /** Time unit multiplier for the frequency of the bond's coupon payment. */ readonly UnderlyingAdditionalTermBondCouponFrequencyPeriod: 42033; /** Time unit associated with the frequency of the bond's coupon payment. */ readonly UnderlyingAdditionalTermBondCouponFrequencyUnit: 42034; /** The day count convention used in interest calculations for a bond or an interest bearing security. */ readonly UnderlyingAdditionalTermBondDayCount: 42035; /** Number of additional terms in the repeating group. */ readonly NoUnderlyingAdditionalTerms: 42036; /** Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. */ readonly UnderlyingAdditionalTermConditionPrecedentBondIndicator: 42037; /** Indicates whether the discrepancy clause is applicable. */ readonly UnderlyingAdditionalTermDiscrepancyClauseIndicator: 42038; /** Number of dealers in the repeating group. */ readonly NoUnderlyingCashSettlDealers: 42039; /** Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer */ readonly UnderlyingCashSettlDealer: 42040; /** Number of elements in the repeating group. */ readonly NoUnderlyingCashSettlTerms: 42041; /** Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. */ readonly UnderlyingCashSettlCurrency: 42042; /** The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. */ readonly UnderlyingCashSettlValuationFirstBusinessDayOffset: 42043; /** The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. */ readonly UnderlyingCashSettlValuationSubsequentBusinessDaysOffset: 42044; /** Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. */ readonly UnderlyingCashSettlNumOfValuationDates: 42045; /** Time of valuation. */ readonly UnderlyingCashSettlValuationTime: 42046; /** Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingCashSettlBusinessCenter: 42047; /** The type of quote used to determine the cash settlement price. */ readonly UnderlyingCashSettlQuoteMethod: 42048; /** When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. */ readonly UnderlyingCashSettlQuoteAmount: 42049; /** Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. */ readonly UnderlyingCashSettlQuoteCurrency: 42050; /** When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. */ readonly UnderlyingCashSettlMinimumQuoteAmount: 42051; /** Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. */ readonly UnderlyingCashSettlMinimumQuoteCurrency: 42052; /** The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. */ readonly UnderlyingCashSettlBusinessDays: 42053; /** The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. */ readonly UnderlyingCashSettlAmount: 42054; /** Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. */ readonly UnderlyingCashSettlRecoveryFactor: 42055; /** Indicates whether fixed settlement is applicable or not applicable in a recovery lock. */ readonly UnderlyingCashSettlFixedTermIndicator: 42056; /** Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. */ readonly UnderlyingCashSettlAccruedInterestIndicator: 42057; /** The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method */ readonly UnderlyingCashSettlValuationMethod: 42058; /** Name referenced from UnderlyingSettlementTermXIDRef(41315). */ readonly UnderlyingCashSettlTermXID: 42059; /** Number of entries in the repeating group. */ readonly NoUnderlyingPhysicalSettlTerms: 42060; /** Currency of physical settlement. Uses ISO 4217 currency codes. */ readonly UnderlyingPhysicalSettlCurrency: 42061; /** A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. */ readonly UnderlyingPhysicalSettlBusinessDays: 42062; /** A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. */ readonly UnderlyingPhysicalSettlMaximumBusinessDays: 42063; /** A named string value referenced by UnderlyingSettlTermXIDRef(41315). */ readonly UnderlyingPhysicalSettlTermXID: 42064; /** Number of entries in the repeating group. */ readonly NoUnderlyingPhysicalSettlDeliverableObligations: 42065; /** Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. */ readonly UnderlyingPhysicalSettlDeliverableObligationType: 42066; /** Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. */ readonly UnderlyingPhysicalSettlDeliverableObligationValue: 42067; /** Number of protection terms in the repeating group. */ readonly NoUnderlyingProtectionTerms: 42068; /** The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. */ readonly UnderlyingProtectionTermNotional: 42069; /** The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. */ readonly UnderlyingProtectionTermCurrency: 42070; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. */ readonly UnderlyingProtectionTermSellerNotifies: 42071; /** The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. */ readonly UnderlyingProtectionTermBuyerNotifies: 42072; /** When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProtectionTermEventBusinessCenter: 42073; /** Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. */ readonly UnderlyingProtectionTermStandardSources: 42074; /** The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. */ readonly UnderlyingProtectionTermEventMinimumSources: 42075; /** A named string value referenced by UnderlyingProtectionTermXIDRef(41314). */ readonly UnderlyingProtectionTermXID: 42076; /** Number of protection term events in the repeating group. */ readonly NoUnderlyingProtectionTermEvents: 42077; /** Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. */ readonly UnderlyingProtectionTermEventType: 42078; /** Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. */ readonly UnderlyingProtectionTermEventValue: 42079; /** Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. */ readonly UnderlyingProtectionTermEventCurrency: 42080; /** Time unit multiplier for protection term events. */ readonly UnderlyingProtectionTermEventPeriod: 42081; /** Time unit associated with protection term events. */ readonly UnderlyingProtectionTermEventUnit: 42082; /** Day type for events that specify a period and unit. */ readonly UnderlyingProtectionTermEventDayType: 42083; /** Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. */ readonly UnderlyingProtectionTermEventRateSource: 42084; /** Number of qualifiers in the repeating group. */ readonly NoUnderlyingProtectionTermEventQualifiers: 42085; /** Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). */ readonly UnderlyingProtectionTermEventQualifier: 42086; /** Number of obligations in the repeating group. */ readonly NoUnderlyingProtectionTermObligations: 42087; /** Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. */ readonly UnderlyingProtectionTermObligationType: 42088; /** Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. */ readonly UnderlyingProtectionTermObligationValue: 42089; /** Number of event news sources in the repeating group. */ readonly NoUnderlyingProtectionTermEventNewsSources: 42090; /** Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. */ readonly UnderlyingProtectionTermEventNewsSource: 42091; /** The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention: 42092; /** Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingProvisionCashSettlPaymentDateRelativeTo: 42093; /** Time unit multiplier for the relative cash settlement payment date offset. */ readonly UnderlyingProvisionCashSettlPaymentDateOffsetPeriod: 42094; /** Time unit associated with the relative cash settlement payment date offset. */ readonly UnderlyingProvisionCashSettlPaymentDateOffsetUnit: 42095; /** Specifies the day type of the provision's relative cash settlement payment date offset. */ readonly UnderlyingProvisionCashSettlPaymentDateOffsetDayType: 42096; /** First date in range when a settlement date range is provided. */ readonly UnderlyingProvisionCashSettlPaymentDateRangeFirst: 42097; /** Last date in range when a settlement date range is provided. */ readonly UnderlyingProvisionCashSettlPaymentDateRangeLast: 42098; /** Number of UnderlyingProvision cash settlement payment dates in the repeating group. */ readonly NoUnderlyingProvisionCashSettlPaymentDates: 42099; /** The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). */ readonly UnderlyingProvisionCashSettlPaymentDate: 42100; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly UnderlyingProvisionCashSettlPaymentDateType: 42101; /** Identifies the source of quote information. */ readonly UnderlyingProvisionCashSettlQuoteSource: 42102; /** Identifies the reference "page" from the quote source. */ readonly UnderlyingProvisionCashSettlQuoteReferencePage: 42103; /** A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. */ readonly UnderlyingProvisionCashSettlValueTime: 42104; /** Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionCashSettlValueTimeBusinessCenter: 42105; /** The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingProvisionCashSettlValueDateBusinessDayConvention: 42106; /** Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingProvisionCashSettlValueDateRelativeTo: 42107; /** Time unit multiplier for the relative cash settlement value date offset. */ readonly UnderlyingProvisionCashSettlValueDateOffsetPeriod: 42108; /** Time unit associated with the relative cash settlement value date offset. */ readonly UnderlyingProvisionCashSettlValueDateOffsetUnit: 42109; /** Specifies the day type of the provision's relative cash settlement value date offset. */ readonly UnderlyingProvisionCashSettlValueDateOffsetDayType: 42110; /** The adjusted cash settlement value date. */ readonly UnderlyingProvisionCashSettlValueDateAdjusted: 42111; /** Number of UnderlyingProvision option exercise fixed dates in the repeating group. */ readonly NoUnderlyingProvisionOptionExerciseFixedDates: 42112; /** A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). */ readonly UnderlyingProvisionOptionExerciseFixedDate: 42113; /** Specifies the type of date (e.g. adjusted for holidays). */ readonly UnderlyingProvisionOptionExerciseFixedDateType: 42114; /** The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingProvisionOptionExerciseBusinessDayConvention: 42115; /** Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. */ readonly UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod: 42116; /** Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. */ readonly UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit: 42117; /** Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. */ readonly UnderlyingProvisionOptionExerciseFrequencyPeriod: 42118; /** Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. */ readonly UnderlyingProvisionOptionExerciseFrequencyUnit: 42119; /** The unadjusted first day of the exercise period for an American style option. */ readonly UnderlyingProvisionOptionExerciseStartDateUnadjusted: 42120; /** Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingProvisionOptionExerciseStartDateRelativeTo: 42121; /** Time unit multiplier for the relative option exercise start date offset. */ readonly UnderlyingProvisionOptionExerciseStartDateOffsetPeriod: 42122; /** Time unit associated with the relative option exercise start date offset. */ readonly UnderlyingProvisionOptionExerciseStartDateOffsetUnit: 42123; /** Specifies the day type of the provision's relative option exercise start date offset. */ readonly UnderlyingProvisionOptionExerciseStartDateOffsetDayType: 42124; /** The adjusted first day of the exercise period for an American style option. */ readonly UnderlyingProvisionOptionExerciseStartDateAdjusted: 42125; /** The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. */ readonly UnderlyingProvisionOptionExercisePeriodSkip: 42126; /** The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. */ readonly UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted: 42127; /** The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. */ readonly UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted: 42128; /** The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. */ readonly UnderlyingProvisionOptionExerciseEarliestTime: 42129; /** Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter: 42130; /** For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. */ readonly UnderlyingProvisionOptionExerciseLatestTime: 42131; /** Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter: 42132; /** The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. */ readonly UnderlyingProvisionOptionExpirationDateUnadjusted: 42133; /** The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingProvisionOptionExpirationDateBusinessDayConvention: 42134; /** Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingProvisionOptionExpirationDateRelativeTo: 42135; /** Time unit multiplier for the relative option expiration date offset. */ readonly UnderlyingProvisionOptionExpirationDateOffsetPeriod: 42136; /** Time unit associated with the relative option expiration date offset. */ readonly UnderlyingProvisionOptionExpirationDateOffsetUnit: 42137; /** Specifies the day type of the provision's relative option expiration date offset. */ readonly UnderlyingProvisionOptionExpirationDateOffsetDayType: 42138; /** The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. */ readonly UnderlyingProvisionOptionExpirationDateAdjusted: 42139; /** The latest time for exercise on the expiration date. */ readonly UnderlyingProvisionOptionExpirationTime: 42140; /** Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionOptionExpirationTimeBusinessCenter: 42141; /** The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted: 42142; /** The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention: 42143; /** Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo: 42144; /** Time unit multiplier for the relative option relevant underlying date offset. */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod: 42145; /** Time unit associated with the relative option relevant underlying date offset. */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit: 42146; /** Specifies the day type of the provision's relative option relevant underlying date offset. */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType: 42147; /** The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted: 42148; /** Number of provisions in the repeating group. */ readonly NoUnderlyingProvisions: 42149; /** Type of provision. */ readonly UnderlyingProvisionType: 42150; /** The unadjusted date of the provision. */ readonly UnderlyingProvisionDateUnadjusted: 42151; /** The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. */ readonly UnderlyingProvisionDateBusinessDayConvention: 42152; /** The adjusted date of the provision. */ readonly UnderlyingProvisionDateAdjusted: 42153; /** Time unit multiplier for the provision's tenor period. */ readonly UnderlyingProvisionDateTenorPeriod: 42154; /** Time unit associated with the provision's tenor period. */ readonly UnderlyingProvisionDateTenorUnit: 42155; /** Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. */ readonly UnderlyingProvisionCalculationAgent: 42156; /** If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. */ readonly UnderlyingProvisionOptionSinglePartyBuyerSide: 42157; /** If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. */ readonly UnderlyingProvisionOptionSinglePartySellerSide: 42158; /** The instrument provision's exercise style. */ readonly UnderlyingProvisionOptionExerciseStyle: 42159; /** A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. */ readonly UnderlyingProvisionOptionExerciseMultipleNotional: 42160; /** The minimum notional amount that can be exercised on a given exercise date. */ readonly UnderlyingProvisionOptionExerciseMinimumNotional: 42161; /** The maximum notional amount that can be exercised on a given exercise date. */ readonly UnderlyingProvisionOptionExerciseMaximumNotional: 42162; /** The minimum number of options that can be exercised on a given exercise date. */ readonly UnderlyingProvisionOptionMinimumNumber: 42163; /** The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. */ readonly UnderlyingProvisionOptionMaximumNumber: 42164; /** Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. */ readonly UnderlyingProvisionOptionExerciseConfirmation: 42165; /** An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). */ readonly UnderlyingProvisionCashSettlMethod: 42166; /** Specifies the currency of settlement. Uses ISO 4217 currency codes. */ readonly UnderlyingProvisionCashSettlCurrency: 42167; /** Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. */ readonly UnderlyingProvisionCashSettlCurrency2: 42168; /** Identifies the type of quote to be used. */ readonly UnderlyingProvisionCashSettlQuoteType: 42169; /** Free form text to specify additional information or enumeration description when a standard value does not apply. */ readonly UnderlyingProvisionText: 42170; /** Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. */ readonly EncodedUnderlyingProvisionTextLen: 42171; /** Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. */ readonly EncodedUnderlyingProvisionText: 42172; /** Number of parties identified in the contract provision. */ readonly NoUnderlyingProvisionPartyIDs: 42173; /** The party identifier for the payment settlement party. */ readonly UnderlyingProvisionPartyID: 42174; /** Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. */ readonly UnderlyingProvisionPartyIDSource: 42175; /** Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. */ readonly UnderlyingProvisionPartyRole: 42176; /** Number of sub-party IDs to be reported for the party. */ readonly NoUnderlyingProvisionPartySubIDs: 42177; /** Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). */ readonly UnderlyingProvisionPartySubID: 42178; /** The type of UnderlyingProvisionPartySubID(42178). */ readonly UnderlyingProvisionPartySubIDType: 42179; /** Number of business centers in the repeating group. */ readonly NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters: 42180; /** The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionCashSettlPaymentDateBusinessCenter: 42181; /** Number of business centers in the repeating group. */ readonly NoUnderlyingProvisionCashSettlValueDateBusinessCenters: 42182; /** The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionCashSettlValueDateBusinessCenter: 42183; /** Number of business centers in the repeating group. */ readonly NoUnderlyingProvisionOptionExerciseBusinessCenters: 42184; /** The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionOptionExerciseBusinessCenter: 42185; /** Number of business centers in the repeating group. */ readonly NoUnderlyingProvisionOptionExpirationDateBusinessCenters: 42186; /** The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionOptionExpirationDateBusinessCenter: 42187; /** Number of business centers in the repeating group. */ readonly NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters: 42188; /** The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter: 42189; /** Number of business centers in the repeating group. */ readonly NoUnderlyingProvisionDateBusinessCenters: 42190; /** The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingProvisionDateBusinessCenter: 42191; /** Identifies the class or source of DeliveryStreamDeliveryPoint(41062). */ readonly DeliveryStreamDeliveryPointSource: 42192; /** Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). */ readonly DeliveryStreamDeliveryPointDesc: 42193; /** Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). */ readonly LegDeliveryStreamDeliveryPointSource: 42194; /** Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). */ readonly LegDeliveryStreamDeliveryPointDesc: 42195; /** Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). */ readonly UnderlyingDeliveryStreamDeliveryPointSource: 42196; /** Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). */ readonly UnderlyingDeliveryStreamDeliveryPointDesc: 42197; /** Number of financing definitions in the repeating group. */ readonly NoLegContractualDefinitions: 42198; /** Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. */ readonly LegContractualDefinition: 42199; /** Number of financing terms supplements in the repeating group. */ readonly NoLegFinancingTermSupplements: 42200; /** Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. */ readonly LegFinancingTermSupplementDesc: 42201; /** Specifies the publication date of the applicable version of the contractual supplement. */ readonly LegFinancingTermSupplementDate: 42202; /** Number of contractual matrices in the repeating group. */ readonly NoLegContractualMatrices: 42203; /** Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. */ readonly LegContractualMatrixSource: 42204; /** Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. */ readonly LegContractualMatrixDate: 42205; /** Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. */ readonly LegContractualMatrixTerm: 42206; /** The unadjusted cash settlement date. */ readonly CashSettlDateUnadjusted: 42207; /** The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. */ readonly CashSettlDateBusinessDayConvention: 42208; /** Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly CashSettlDateRelativeTo: 42209; /** Time unit multiplier for the relative cash settlement date offset. */ readonly CashSettlDateOffsetPeriod: 42210; /** Time unit associated with the relative cash settlement date offset. */ readonly CashSettlDateOffsetUnit: 42211; /** Specifies the day type of the relative cash settlement date offset. */ readonly CashSettlDateOffsetDayType: 42212; /** The adjusted cash settlement date. */ readonly CashSettlDateAdjusted: 42213; /** Number of business centers in the repeating group. */ readonly NoCashSettlDateBusinessCenters: 42214; /** The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly CashSettlDateBusinessCenter: 42215; /** The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. */ readonly CashSettlPriceSource: 42216; /** The default election for determining settlement price. */ readonly CashSettlPriceDefault: 42217; /** The dividend accrual floating rate index. */ readonly DividendFloatingRateIndex: 42218; /** Time unit multiplier for the dividend accrual floating rate index curve. */ readonly DividendFloatingRateIndexCurvePeriod: 42219; /** Time unit associated with the dividend accrual floating rate index curve period. */ readonly DividendFloatingRateIndexCurveUnit: 42220; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. */ readonly DividendFloatingRateMultiplier: 42221; /** The basis points spread from the index specified in DividendFloatingRateIndex(42218). */ readonly DividendFloatingRateSpread: 42222; /** Identifies whether the rate spread is applied to a long or short position. */ readonly DividendFloatingRateSpreadPositionType: 42223; /** Specifies the yield calculation treatment for the index. */ readonly DividendFloatingRateTreatment: 42224; /** The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". */ readonly DividendCapRate: 42225; /** Reference to the buyer of the cap rate option through its trade side. */ readonly DividendCapRateBuySide: 42226; /** Reference to the seller of the cap rate option through its trade side. */ readonly DividendCapRateSellSide: 42227; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". */ readonly DividendFloorRate: 42228; /** Reference to the buyer of the floor rate option through its trade side. */ readonly DividendFloorRateBuySide: 42229; /** Reference to the seller of the floor rate option through its trade side. */ readonly DividendFloorRateSellSide: 42230; /** The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". */ readonly DividendInitialRate: 42231; /** Specifies the rounding direction of the final rate. */ readonly DividendFinalRateRoundingDirection: 42232; /** Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly DividendFinalRatePrecision: 42233; /** When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. */ readonly DividendAveragingMethod: 42234; /** The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly DividendNegativeRateTreatment: 42235; /** Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. */ readonly NoDividendAccrualPaymentDateBusinessCenters: 42236; /** The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly DividendAccrualPaymentDateBusinessCenter: 42237; /** Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly DividendAccrualPaymentDateRelativeTo: 42238; /** Time unit multiplier for the relative accrual payment date offset. */ readonly DividendAccrualPaymentDateOffsetPeriod: 42239; /** Time unit associated with the relative accrual payment date offset. */ readonly DividendAccrualPaymentDateOffsetUnit: 42240; /** Specifies the day type of the relative accrual payment date offset. */ readonly DividendAccrualPaymentDateOffsetDayType: 42241; /** The unadjusted accrual payment date. */ readonly DividendAccrualPaymentDateUnadjusted: 42242; /** Accrual payment date adjustment business day convention. */ readonly DividendAccrualPaymeentDateBusinessDayConvention: 42243; /** The adjusted accrual payment date. */ readonly DividendAccrualPaymentDateAdjusted: 42244; /** Indicates whether the dividend will be reinvested. */ readonly DividendReinvestmentIndicator: 42245; /** Defines the contract event which the receiver of the derivative is entitled to the dividend. */ readonly DividendEntitlementEvent: 42246; /** Indicates how the gross cash dividend amount per share is determined. */ readonly DividendAmountType: 42247; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly DividendUnderlierRefID: 42248; /** Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. */ readonly ExtraordinaryDividendPartySide: 42249; /** Indicates how the extraordinary gross cash dividend per share is determined. */ readonly ExtraordinaryDividendAmountType: 42250; /** The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. */ readonly ExtraordinaryDividendCurrency: 42251; /** Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly ExtraordinaryDividendDeterminationMethod: 42252; /** The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". */ readonly DividendAccrualFixedRate: 42253; /** The compounding method to be used when more than one dividend period contributes to a single payment. */ readonly DividendCompoundingMethod: 42254; /** The number of index units applicable to dividends. */ readonly DividendNumOfIndexUnits: 42255; /** Declared cash dividend percentage. A value of 5% would be represented as "0.05". */ readonly DividendCashPercentage: 42256; /** Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". */ readonly DividendCashEquivalentPercentage: 42257; /** Defines the treatment of non-cash dividends. */ readonly NonCashDividendTreatment: 42258; /** Defines how the composition of dividends is to be determined. */ readonly DividendComposition: 42259; /** Indicates whether special dividends are applicable. */ readonly SpecialDividendsIndicator: 42260; /** Indicates whether material non-cash dividends are applicable. */ readonly MaterialDividendsIndicator: 42261; /** Indicates whether option exchange dividends are applicable. */ readonly OptionsExchangeDividendsIndicator: 42262; /** Indicates whether additional dividends are applicable. */ readonly AdditionalDividendsIndicator: 42263; /** Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. */ readonly AllDividendsIndicator: 42264; /** Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly DividendFXTriggerDateRelativeTo: 42265; /** Time unit multiplier for the relative FX trigger date offset. */ readonly DividendFXTriggerDateOffsetPeriod: 42266; /** Time unit associated with the relative FX trigger date offset. */ readonly DividendFXTriggerDateOffsetUnit: 42267; /** Specifies the day type of the relative FX trigger date offset. */ readonly DividendFXTriggerDateOffsetDayType: 42268; /** The unadjusted FX trigger date. */ readonly DividendFXTriggerDateUnadjusted: 42269; /** The business day convention used for the FX trigger date adjustment. */ readonly DividendFXTriggerDateBusinessDayConvention: 42270; /** The adjusted FX trigger date. */ readonly DividendFXTriggerDateAdjusted: 42271; /** Number of entries in the DividendFXTriggerDateBusinessCenterGrp. */ readonly NoDividendFXTriggerDateBusinessCenters: 42272; /** The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly DividendFXTriggerDateBusinessCenter: 42273; /** Number of entries in the DividendPeriodGrp component. */ readonly NoDividendPeriods: 42274; /** Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. */ readonly DividendPeriodSequence: 42275; /** The unadjusted date on which the dividend period will begin. */ readonly DividendPeriodStartDateUnadjusted: 42276; /** The unadjusted date on which the dividend period will end. */ readonly DividendPeriodEndDateUnadjusted: 42277; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly DividendPeriodUnderlierRefID: 42278; /** Specifies the fixed strike price of the dividend period. */ readonly DividendPeriodStrikePrice: 42279; /** The dividend period dates business day convention. */ readonly DividendPeriodBusinessDayConvention: 42280; /** The unadjusted dividend period valuation date. */ readonly DividendPeriodValuationDateUnadjusted: 42281; /** Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly DividendPeriodValuationDateRelativeTo: 42282; /** Time unit multiplier for the relative dividend period valuation date offset. */ readonly DividendPeriodValuationDateOffsetPeriod: 42283; /** Time unit associated with the relative dividend period valuation date offset. */ readonly DividendPeriodValuationDateOffsetUnit: 42284; /** Specifies the day type of the relative dividend period valuation date offset. */ readonly DividendPeriodValuationDateOffsetDayType: 42285; /** The adjusted dividend period valuation date. */ readonly DividendPeriodValuationDateAdjusted: 42286; /** The unadjusted dividend period payment date. */ readonly DividendPeriodPaymentDateUnadjusted: 42287; /** Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly DividendPeriodPaymentDateRelativeTo: 42288; /** Time unit multiplier for the relative dividend period payment date offset. */ readonly DividendPeriodPaymentDateOffsetPeriod: 42289; /** Time unit associated with the relative dividend period payment date offset. */ readonly DividendPeriodPaymentDateOffsetUnit: 42290; /** Specifies the day type of the relative dividend period payment date offset. */ readonly DividendPeriodPaymentDateOffsetDayType: 42291; /** The adjusted dividend period payment date. */ readonly DividendPeriodPaymentDateAdjusted: 42292; /** Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. */ readonly DividendPeriodXID: 42293; /** Number of entries in the DividendPeriodBusinessCenterGrp. */ readonly NoDividendPeriodBusinessCenters: 42294; /** The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly DividendPeriodBusinessCenter: 42295; /** Number of extraordinary events in the repeating group. */ readonly NoExtraordinaryEvents: 42296; /** Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. */ readonly ExtraordinaryEventType: 42297; /** The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. */ readonly ExtraordinaryEventValue: 42298; /** The unadjusted cash settlement date. */ readonly LegCashSettlDateUnadjusted: 42299; /** The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. */ readonly LegCashSettlDateBusinessDayConvention: 42300; /** Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegCashSettlDateRelativeTo: 42301; /** Time unit multiplier for the relative cash settlement date offset. */ readonly LegCashSettlDateOffsetPeriod: 42302; /** Time unit associated with the relative cash settlement date offset. */ readonly LegCashSettlDateOffsetUnit: 42303; /** Specifies the day type of the relative cash settlement date offset. */ readonly LegCashSettlDateOffsetDayType: 42304; /** The adjusted cash settlement date. */ readonly LegCashSettlDateAdjusted: 42305; /** Number of business centers in the repeating group. */ readonly NoLegCashSettlDateBusinessCenters: 42306; /** The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegCashSettlDateBusinessCenter: 42307; /** The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. */ readonly LegCashSettlPriceSource: 42308; /** The default election for determining settlement price. */ readonly LegCashSettlPriceDefault: 42309; /** Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. */ readonly NoLegDividendAccrualPaymentDateBusinessCenters: 42310; /** The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegDividendAccrualPaymentDateBusinessCenter: 42311; /** The dividend accrual floating rate index. */ readonly LegDividendFloatingRateIndex: 42312; /** Time unit multiplier for the dividend accrual floating rate index curve. */ readonly LegDividendFloatingRateIndexCurvePeriod: 42313; /** Time unit associated with the dividend accrual floating rate index curve period. */ readonly LegDividendFloatingRateIndexCurveUnit: 42314; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. */ readonly LegDividendFloatingRateMultiplier: 42315; /** The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). */ readonly LegDividendFloatingRateSpread: 42316; /** Identifies whether the rate spread is applied to a long or short position. */ readonly LegDividendFloatingRateSpreadPositionType: 42317; /** Specifies the yield calculation treatment for the index. */ readonly LegDividendFloatingRateTreatment: 42318; /** The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". */ readonly LegDividendCapRate: 42319; /** Reference to the buyer of the cap rate option through its trade side. */ readonly LegDividendCapRateBuySide: 42320; /** Reference to the seller of the cap rate option through its trade side. */ readonly LegDividendCapRateSellSide: 42321; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". */ readonly LegDividendFloorRate: 42322; /** Reference to the buyer of the floor rate option through its trade side. */ readonly LegDividendFloorRateBuySide: 42323; /** Reference to the seller of the floor rate option through its trade side. */ readonly LegDividendFloorRateSellSide: 42324; /** The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". */ readonly LegDividendInitialRate: 42325; /** Specifies the rounding direction of the final rate. */ readonly LegDividendFinalRateRoundingDirection: 42326; /** Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly LegDividendFinalRatePrecision: 42327; /** When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. */ readonly LegDividendAveragingMethod: 42328; /** The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly LegDividendNegativeRateTreatment: 42329; /** Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegDividendAccrualPaymentDateRelativeTo: 42330; /** Time unit multiplier for the relative accrual payment date offset. */ readonly LegDividendAccrualPaymentDateOffsetPeriod: 42331; /** Time unit associated with the relative accrual payment date offset. */ readonly LegDividendAccrualPaymentDateOffsetUnit: 42332; /** Specifies the day type of the relative accrual payment date offset. */ readonly LegDividendAccrualPaymentDateOffsetDayType: 42333; /** The unadjusted accrual payment date. */ readonly LegDividendAccrualPaymentDateUnadjusted: 42334; /** Accrual payment date adjustment business day convention. */ readonly LegDividendAccrualPaymentDateBusinessDayConvention: 42335; /** The adjusted accrual payment date. */ readonly LegDividendAccrualPaymentDateAdjusted: 42336; /** Indicates whether the dividend will be reinvested. */ readonly LegDividendReinvestmentIndicator: 42337; /** Defines the contract event which the receiver of the derivative is entitled to the dividend. */ readonly LegDividendEntitlementEvent: 42338; /** Indicates how the gross cash dividend amount per share is determined. */ readonly LegDividendAmountType: 42339; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly LegDividendUnderlierRefID: 42340; /** Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. */ readonly LegExtraordinaryDividendPartySide: 42341; /** Indicates how the extraordinary gross cash dividend per share is determined. */ readonly LegExtraordinaryDividendAmountType: 42342; /** The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. */ readonly LegExtraordinaryDividendCurrency: 42343; /** Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly LegExtraordinaryDividendDeterminationMethod: 42344; /** The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". */ readonly LegDividendAccrualFixedRate: 42345; /** The compounding method to be used when more than one dividend period contributes to a single payment. */ readonly LegDividendCompoundingMethod: 42346; /** The number of index units applicable to dividends. */ readonly LegDividendNumOfIndexUnits: 42347; /** Declared cash dividend percentage. A value of 5% would be represented as "0.05". */ readonly LegDividendCashPercentage: 42348; /** Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". */ readonly LegDividendCashEquivalentPercentage: 42349; /** Defines the treatment of non-cash dividends. */ readonly LegNonCashDividendTreatment: 42350; /** Defines how the composition of dividends is to be determined. */ readonly LegDividendComposition: 42351; /** Indicates whether special dividends are applicable. */ readonly LegSpecialDividendsIndicator: 42352; /** Indicates whether material non-cash dividends are applicable. */ readonly LegMaterialDividendsIndicator: 42353; /** Indicates whether option exchange dividends are applicable. */ readonly LegOptionsExchangeDividendsIndicator: 42354; /** Indicates whether additional dividends are applicable. */ readonly LegAdditionalDividendsIndicator: 42355; /** Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. */ readonly LegAllDividendsIndicator: 42356; /** Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegDividendFXTriggerDateRelativeTo: 42357; /** Time unit multiplier for the relative FX trigger date offset. */ readonly LegDividendFXTriggerDateOffsetPeriod: 42358; /** Time unit associated with the relative FX trigger date offset. */ readonly LegDividendFXTriggerDateOffsetUnit: 42359; /** Specifies the day type of the relative FX trigger date offset. */ readonly LegDividendFXTriggerDateOffsetDayType: 42360; /** The unadjusted FX trigger date. */ readonly LegDividendFXTriggerDateUnadjusted: 42361; /** The business day convention used for the FX trigger date adjustment. */ readonly LegDividendFXTriggerDateBusinessDayConvention: 42362; /** The adjusted FX trigger date. */ readonly LegDividendFXTriggerDateAdjusted: 42363; /** Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. */ readonly NoLegDividendFXTriggerDateBusinessCenters: 42364; /** The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegDividendFXTriggerDateBusinessCenter: 42365; /** Number of entries in the LegDividendPeriodGrp component. */ readonly NoLegDividendPeriods: 42366; /** Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. */ readonly LegDividendPeriodSequence: 42367; /** The unadjusted date on which the dividend period will begin. */ readonly LegDividendPeriodStartDateUnadjusted: 42368; /** The unadjusted date on which the dividend period will end. */ readonly LegDividendPeriodEndDateUnadjusted: 42369; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly LegDividendPeriodUnderlierRefID: 42370; /** Specifies the fixed strike price of the dividend period. */ readonly LegDividendPeriodStrikePrice: 42371; /** The dividend period dates business day convention. */ readonly LegDividendPeriodBusinessDayConvention: 42372; /** The unadjusted dividend period valuation date. */ readonly LegDividendPeriodValuationDateUnadjusted: 42373; /** Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegDividendPeriodValuationDateRelativeTo: 42374; /** Time unit multiplier for the relative dividend period valuation date offset. */ readonly LegDividendPeriodValuationDateOffsetPeriod: 42375; /** Time unit associated with the relative dividend period valuation date offset. */ readonly LegDividendPeriodValuationDateOffsetUnit: 42376; /** Specifies the day type of the relative dividend period valuation date offset. */ readonly LegDividendPeriodValuationDateOffsetDayType: 42377; /** The adjusted dividend period valuation date. */ readonly LegDividendPeriodValuationDateAdjusted: 42378; /** The unadjusted dividend period payment date. */ readonly LegDividendPeriodPaymentDateUnadjusted: 42379; /** Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegDividendPeriodPaymentDateRelativeTo: 42380; /** Time unit multiplier for the relative dividend period payment date offset. */ readonly LegDividendPeriodPaymentDateOffsetPeriod: 42381; /** Time unit associated with the relative dividend period payment date offset. */ readonly LegDividendPeriodPaymentDateOffsetUnit: 42382; /** Specifies the day type of the relative dividend period payment date offset. */ readonly LegDividendPeriodPaymentDateOffsetDayType: 42383; /** The adjusted dividend period payment date. */ readonly LegDividendPeriodPaymentDateAdjusted: 42384; /** Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. */ readonly LegDividendPeriodXID: 42385; /** The number of entries in the LegDividendPeriodBusinessCentersGrp component. */ readonly NoLegDividendPeriodBusinessCenters: 42386; /** The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegDividendPeriodBusinessCenter: 42387; /** Number of extraordinary events in the repeating group. */ readonly NoLegExtraordinaryEvents: 42388; /** Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. */ readonly LegExtraordinaryEventType: 42389; /** The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. */ readonly LegExtraordinaryEventValue: 42390; /** Side value of the party electing the settlement method. */ readonly LegSettlMethodElectingPartySide: 42391; /** The date through which option cannot be exercised without penalty. */ readonly LegMakeWholeDate: 42392; /** Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). */ readonly LegMakeWholeAmount: 42393; /** Identifies the benchmark floating rate index. */ readonly LegMakeWholeBenchmarkCurveName: 42394; /** The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. */ readonly LegMakeWholeBenchmarkCurvePoint: 42395; /** Spread over the floating rate index. */ readonly LegMakeWholeRecallSpread: 42396; /** The quote side of the benchmark to be used for calculating the "make whole" amount. */ readonly LegMakeWholeBenchmarkQuote: 42397; /** The method used when calculating the "make whole" amount. The most common is linear method. */ readonly LegMakeWholeInterpolationMethod: 42398; /** Indicates whether cash settlement is applicable. */ readonly LegPaymentStreamCashSettlIndicator: 42399; /** Reference to the stream which details the compounding fixed or floating rate. */ readonly LegPaymentStreamCompoundingXIDRef: 42400; /** The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. */ readonly LegPaymentStreamCompoundingSpread: 42401; /** The method used when calculating the index rate from multiple points on the curve. The most common is linear method. */ readonly LegPaymentStreamInterpolationMethod: 42402; /** Defines applicable periods for interpolation. */ readonly LegPaymentStreamInterpolationPeriod: 42403; /** The compounding fixed rate applicable to the payment stream. */ readonly LegPaymentStreamCompoundingFixedRate: 42404; /** Number of dates in the repeating group. */ readonly NoLegPaymentStreamCompoundingDates: 42405; /** The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). */ readonly LegPaymentStreamCompoundingDate: 42406; /** Specifies the type of payment compounding date (e.g. adjusted for holidays). */ readonly LegPaymentStreamCompoundingDateType: 42407; /** The compounding dates business day convention. */ readonly LegPaymentStreamCompoundingDatesBusinessDayConvention: 42408; /** Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamCompoundingDatesRelativeTo: 42409; /** Time unit multiplier for the relative compounding date offset. */ readonly LegPaymentStreamCompoundingDatesOffsetPeriod: 42410; /** Time unit associated with the relative compounding date offset. */ readonly LegPaymentStreamCompoundingDatesOffsetUnit: 42411; /** Specifies the day type of the relative compounding date offset. */ readonly LegPaymentStreamCompoundingDatesOffsetDayType: 42412; /** The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. */ readonly LegPaymentStreamCompoundingPeriodSkip: 42413; /** Time unit multiplier for the frequency at which compounding dates occur. */ readonly LegPaymentStreamCompoundingFrequencyPeriod: 42414; /** Time unit associated with the frequency at which compounding dates occur. */ readonly LegPaymentStreamCompoundingFrequencyUnit: 42415; /** The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. */ readonly LegPaymentStreamCompoundingRollConvention: 42416; /** The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. */ readonly LegPaymentStreamBoundsFirstDateUnadjusted: 42417; /** The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. */ readonly LegPaymentStreamBoundsLastDateUnadjusted: 42418; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStreamCompoundingDatesBusinessCenters: 42419; /** The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStreamCompoundingDatesBusinessCenter: 42420; /** The unadjusted compounding end date. */ readonly LegPaymentStreamCompoundingEndDateUnadjusted: 42421; /** Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamCompoundingEndDateRelativeTo: 42422; /** Time unit multiplier for the relative compounding end date offset. */ readonly LegPaymentStreamCompoundingEndDateOffsetPeriod: 42423; /** Time unit associated with the relative compounding end date offset. */ readonly LegPaymentStreamCompoundingEndDateOffsetUnit: 42424; /** Specifies the day type of the relative compounding end date offset. */ readonly LegPaymentStreamCompoundingEndDateOffsetDayType: 42425; /** The adjusted compounding end date. */ readonly LegPaymentStreamCompoundingEndDateAdjusted: 42426; /** The payment stream's compounding floating rate index. */ readonly LegPaymentStreamCompoundingRateIndex: 42427; /** Time unit multiplier for the payment stream's compounding floating rate index curve period. */ readonly LegPaymentStreamCompoundingRateIndexCurvePeriod: 42428; /** Time unit associated with the payment stream's compounding floating rate index curve period. */ readonly LegPaymentStreamCompoundingRateIndexCurveUnit: 42429; /** A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly LegPaymentStreamCompoundingRateMultiplier: 42430; /** The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). */ readonly LegPaymentStreamCompoundingRateSpread: 42431; /** Identifies whether the rate spread is applied to a long or short position. */ readonly LegPaymentStreamCompoundingRateSpreadPositionType: 42432; /** Specifies the yield calculation treatment for the index. */ readonly LegPaymentStreamCompoundingRateTreatment: 42433; /** The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". */ readonly LegPaymentStreamCompoundingCapRate: 42434; /** Reference to the buyer of the compounding cap rate option through its trade side. */ readonly LegPaymentStreamCompoundingCapRateBuySide: 42435; /** Reference to the seller of the compounding cap rate option through its trade side. */ readonly LegPaymentStreamCompoundingCapRateSellSide: 42436; /** The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". */ readonly LegPaymentStreamCompoundingFloorRate: 42437; /** Reference to the buyer of the compounding floor rate option through its trade side. */ readonly LegPaymentStreamCompoundingFloorRateBuySide: 42438; /** Reference to the seller of the floor rate option through its trade side. */ readonly LegPaymentStreamCompoundingFloorRateSellSide: 42439; /** The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". */ readonly LegPaymentStreamCompoundingInitialRate: 42440; /** Specifies the rounding direction for the compounding floating rate. */ readonly LegPaymentStreamCompoundingFinalRateRoundingDirection: 42441; /** Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly LegPaymentStreamCompoundingFinalRatePrecision: 42442; /** Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). */ readonly LegPaymentStreamCompoundingAveragingMethod: 42443; /** Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly LegPaymentStreamCompoundingNegativeRateTreatment: 42444; /** The unadjusted compounding start date. */ readonly LegPaymentStreamCompoundingStartDateUnadjusted: 42445; /** Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamCompoundingStartDateRelativeTo: 42446; /** Time unit multiplier for the relative compounding start date offset. */ readonly LegPaymentStreamCompoundingStartDateOffsetPeriod: 42447; /** Time unit associated with the relative compounding start date offset. */ readonly LegPaymentStreamCompoundingStartDateOffsetUnit: 42448; /** Specifies the day type of the relative compounding start date offset. */ readonly LegPaymentStreamCompoundingStartDateOffsetDayType: 42449; /** The adjusted compounding start date. */ readonly LegPaymentStreamCompoundingStartDateAdjusted: 42450; /** Length in bytes of the LegPaymentStreamFormulaImage(42452) field. */ readonly LegPaymentStreamFormulaImageLength: 42451; /** Image of the formula image when represented through an encoded clip in base64Binary. */ readonly LegPaymentStreamFormulaImage: 42452; /** The unadjusted final price payment date. */ readonly LegPaymentStreamFinalPricePaymentDateUnadjusted: 42453; /** Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamFinalPricePaymentDateRelativeTo: 42454; /** Time unit multiplier for the relative final price payment date offset. */ readonly LegPaymentStreamFinalPricePaymentDateOffsetPeriod: 42455; /** Time unit associated with the relative final price payment date offset. */ readonly LegPaymentStreamFinalPricePaymentDateOffsetUnit: 42456; /** Specifies the day type of the relative final price payment date offset. */ readonly LegPaymentStreamFinalPricePaymentDateOffsetDayType: 42457; /** The adjusted final price payment date. */ readonly LegPaymentStreamFinalPricePaymentDateAdjusted: 42458; /** Number of fixing dates in the repeating group. */ readonly NoLegPaymentStreamFixingDates: 42459; /** The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). */ readonly LegPaymentStreamFixingDate: 42460; /** Specifies the type of fixing date (e.g. adjusted for holidays). */ readonly LegPaymentStreamFixingDateType: 42461; /** The unadjusted initial price observation date. */ readonly LegPaymentStreamFirstObservationDateUnadjusted: 42462; /** Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStreamFirstObservationDateRelativeTo: 42463; /** Specifies the day type of the initial price observation date offset. */ readonly LegPaymentStreamFirstObservationDateOffsetDayType: 42464; /** The adjusted initial price observation date. */ readonly LegPaymentStreamFirstObservationDateAdjusted: 42465; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly LegPaymentStreamUnderlierRefID: 42466; /** Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. */ readonly LegReturnRateNotionalReset: 42467; /** Price level at which the correlation or variance swap contract will strike. */ readonly LegPaymentStreamLinkInitialLevel: 42468; /** Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. */ readonly LegPaymentStreamLinkClosingLevelIndicator: 42469; /** Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. */ readonly LegPaymentStreamLinkExpiringLevelIndicator: 42470; /** The expected number of trading days in the variance or correlation swap stream. */ readonly LegPaymentStreamLinkEstimatedTradingDays: 42471; /** The strike price of a correlation or variance swap stream. */ readonly LegPaymentStreamLinkStrikePrice: 42472; /** For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. */ readonly LegPaymentStreamLinkStrikePriceType: 42473; /** Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. */ readonly LegPaymentStreamLinkMaximumBoundary: 42474; /** Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. */ readonly LegPaymentStreamLinkMinimumBoundary: 42475; /** Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. */ readonly LegPaymentStreamLinkNumberOfDataSeries: 42476; /** Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. */ readonly LegPaymentStreamVarianceUnadjustedCap: 42477; /** Indicates which price to use to satisfy the boundary condition. */ readonly LegPaymentStreamRealizedVarianceMethod: 42478; /** Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. */ readonly LegPaymentStreamDaysAdjustmentIndicator: 42479; /** References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly LegPaymentStreamNearestExchangeContractRefID: 42480; /** Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. */ readonly LegPaymentStreamVegaNotionalAmount: 42481; /** The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. */ readonly LegPaymentStreamFormulaCurrency: 42482; /** Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly LegPaymentStreamFormulaCurrencyDeterminationMethod: 42483; /** Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. */ readonly LegPaymentStreamFormulaReferenceAmount: 42484; /** Number of formulas in the repeating group. */ readonly NoLegPaymentStreamFormulas: 42485; /** Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). */ readonly LegPaymentStreamFormula: 42486; /** A description of the math formula in LegPaymentStreamFormula(42486). */ readonly LegPaymentStreamFormulaDesc: 42487; /** The unadjusted stub end date. */ readonly LegPaymentStubEndDateUnadjusted: 42488; /** The stub end date business day convention. */ readonly LegPaymentStubEndDateBusinessDayConvention: 42489; /** Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStubEndDateRelativeTo: 42490; /** Time unit multiplier for the relative stub end date offset. */ readonly LegPaymentStubEndDateOffsetPeriod: 42491; /** Time unit associated with the relative stub end date offset. */ readonly LegPaymentStubEndDateOffsetUnit: 42492; /** Specifies the day type of the relative stub end date offset. */ readonly LegPaymentStubEndDateOffsetDayType: 42493; /** The adjusted stub end date. */ readonly LegPaymentStubEndDateAdjusted: 42494; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStubEndDateBusinessCenters: 42495; /** The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStubEndDateBusinessCenter: 42496; /** The unadjusted stub start date. */ readonly LegPaymentStubStartDateUnadjusted: 42497; /** The stub start date business day convention. */ readonly LegPaymentStubStartDateBusinessDayConvention: 42498; /** Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegPaymentStubStartDateRelativeTo: 42499; /** Time unit multiplier for the relative stub start date offset. */ readonly LegPaymentStubStartDateOffsetPeriod: 42500; /** Time unit associated with the relative stub start date offset. */ readonly LegPaymentStubStartDateOffsetUnit: 42501; /** Specifies the day type of the relative stub start date offset. */ readonly LegPaymentStubStartDateOffsetDayType: 42502; /** The adjusted stub start date. */ readonly LegPaymentStubStartDateAdjusted: 42503; /** Number of business centers in the repeating group. */ readonly NoLegPaymentStubStartDateBusinessCenters: 42504; /** The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegPaymentStubStartDateBusinessCenter: 42505; /** Type of fee elected for the break provision. */ readonly LegProvisionBreakFeeElection: 42506; /** Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". */ readonly LegProvisionBreakFeeRate: 42507; /** Number of iterations in the return rate date repeating group. */ readonly NoLegReturnRateDates: 42508; /** Specifies the valuation type applicable to the return rate date. */ readonly LegReturnRateDateMode: 42509; /** Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegReturnRateValuationDateRelativeTo: 42510; /** Time unit multiplier for the relative return rate valuation date offset. */ readonly LegReturnRateValuationDateOffsetPeriod: 42511; /** Time unit associated with the relative return rate valuation date offset. */ readonly LegReturnRateValuationDateOffsetUnit: 42512; /** Specifies the day type of the relative return rate valuation date offset. */ readonly LegReturnRateValuationDateOffsetDayType: 42513; /** The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly LegReturnRateValuationStartDateUnadjusted: 42514; /** Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegReturnRateValuationStartDateRelativeTo: 42515; /** Time unit multiplier for the relative return rate valuation start date offset. */ readonly LegReturnRateValuationStartDateOffsetPeriod: 42516; /** Time unit associated with the relative return rate valuation start date offset. */ readonly LegReturnRateValuationStartDateOffsetUnit: 42517; /** Specifies the day type of the relative return rate valuation start date offset. */ readonly LegReturnRateValuationStartDateOffsetDayType: 42518; /** The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly LegReturnRateValuationStartDateAdjusted: 42519; /** The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly LegReturnRateValuationEndDateUnadjusted: 42520; /** Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegReturnRateValuationEndDateRelativeTo: 42521; /** Time unit multiplier for the relative return rate valuation end date offset. */ readonly LegReturnRateValuationEndDateOffsetPeriod: 42522; /** Time unit associated with the relative return rate valuation end date offset. */ readonly LegReturnRateValuationEndDateOffsetUnit: 42523; /** Specifies the day type of the relative return rate valuation end date offset. */ readonly LegReturnRateValuationEndDateOffsetDayType: 42524; /** The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly LegReturnRateValuationEndDateAdjusted: 42525; /** Time unit multiplier for the frequency at which return rate valuation dates occur. */ readonly LegReturnRateValuationFrequencyPeriod: 42526; /** Time unit associated with the frequency at which return rate valuation dates occur. */ readonly LegReturnRateValuationFrequencyUnit: 42527; /** The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. */ readonly LegReturnRateValuationFrequencyRollConvention: 42528; /** The return rate valuation dates business day convention. */ readonly LegReturnRateValuationDateBusinessDayConvention: 42529; /** Number of iterations in the return rate FX conversion repeating group. */ readonly NoLegReturnRateFXConversions: 42530; /** Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. */ readonly LegReturnRateFXCurrencySymbol: 42531; /** The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). */ readonly LegReturnRateFXRate: 42532; /** The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). */ readonly LegReturnRateFXRateCalc: 42533; /** Number of iterations in the return rate repeating group. */ readonly NoLegReturnRates: 42534; /** Specifies the type of price sequence of the return rate. */ readonly LegReturnRatePriceSequence: 42535; /** Specifies the basis or unit used to calculate the commission. */ readonly LegReturnRateCommissionBasis: 42536; /** The commission amount. */ readonly LegReturnRateCommissionAmount: 42537; /** Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. */ readonly LegReturnRateCommissionCurrency: 42538; /** The total commission per trade. */ readonly LegReturnRateTotalCommissionPerTrade: 42539; /** Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly LegReturnRateDeterminationMethod: 42540; /** Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. */ readonly LegReturnRateAmountRelativeTo: 42541; /** Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. */ readonly LegReturnRateQuoteMeasureType: 42542; /** Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. */ readonly LegReturnRateQuoteUnits: 42543; /** Specifies the type of quote used to determine the return rate of the swap. */ readonly LegReturnRateQuoteMethod: 42544; /** Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. */ readonly LegReturnRateQuoteCurrency: 42545; /** Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. */ readonly LegReturnRateQuoteCurrencyType: 42546; /** Specifies how or the timing when the quote is to be obtained. */ readonly LegReturnRateQuoteTimeType: 42547; /** The time when the quote is to be generated. */ readonly LegReturnRateQuoteTime: 42548; /** The date when the quote is to be generated. */ readonly LegReturnRateQuoteDate: 42549; /** The time when the quote ceases to be valid. */ readonly LegReturnRateQuoteExpirationTime: 42550; /** The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegReturnRateQuoteBusinessCenter: 42551; /** Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. */ readonly LegReturnRateQuoteExchange: 42552; /** Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. */ readonly LegReturnRateQuotePricingModel: 42553; /** Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. */ readonly LegReturnRateCashFlowType: 42554; /** Specifies the timing at which the calculation agent values the underlying. */ readonly LegReturnRateValuationTimeType: 42555; /** The time at which the calculation agent values the underlying asset. */ readonly LegReturnRateValuationTime: 42556; /** The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegReturnRateValuationTimeBusinessCenter: 42557; /** Indicates whether an ISDA price option applies, and if applicable which type of price. */ readonly LegReturnRateValuationPriceOption: 42558; /** Specifies the fallback provision for the hedging party in the determination of the final price. */ readonly LegReturnRateFinalPriceFallback: 42559; /** Number of iterations in the return rate information source repeating group. */ readonly NoLegReturnRateInformationSources: 42560; /** Identifies the source of rate information. For FX the references source to be used for the FX spot rate. */ readonly LegReturnRateInformationSource: 42561; /** Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. */ readonly LegReturnRateReferencePage: 42562; /** Identifies the page heading from the rate source. */ readonly LegReturnRateReferencePageHeading: 42563; /** Number of iterations in the return rate price repeating group. */ readonly NoLegReturnRatePrices: 42564; /** The basis of the return price. */ readonly LegReturnRatePriceBasis: 42565; /** Specifies the price of the underlying swap asset. */ readonly LegReturnRatePrice: 42566; /** Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. */ readonly LegReturnRatePriceCurrency: 42567; /** Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. */ readonly LegReturnRatePriceType: 42568; /** Number of iterations in the return rate valuation date business center repeating group. */ readonly NoLegReturnRateValuationDateBusinessCenters: 42569; /** The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegReturnRateValuationDateBusinessCenter: 42570; /** Number of iterations in the return rate valuation date repeating group. */ readonly NoLegReturnRateValuationDates: 42571; /** The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). */ readonly LegReturnRateValuationDate: 42572; /** Specifies the type of return rate valuation date (e.g. adjusted for holidays). */ readonly LegReturnRateValuationDateType: 42573; /** The unadjusted settlement method election date. */ readonly LegSettlMethodElectionDateUnadjusted: 42574; /** The settlement method election date adjustment business day convention. */ readonly LegSettlMethodElectionDateBusinessDayConvention: 42575; /** Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly LegSettlMethodElectionDateRelativeTo: 42576; /** Time unit multiplier for the relative settlement method election date offset. */ readonly LegSettlMethodElectionDateOffsetPeriod: 42577; /** Time unit associated with the relative settlement method election date offset. */ readonly LegSettlMethodElectionDateOffsetUnit: 42578; /** Specifies the day type of the relative settlement method election date offset. */ readonly LegSettlMethodElectionDateOffsetDayType: 42579; /** The adjusted settlement method election date. */ readonly LegSettlMethodElectionDateAdjusted: 42580; /** Number of business centers in the repeating group. */ readonly NoLegSettlMethodElectionDateBusinessCenters: 42581; /** The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly LegSettlMethodElectionDateBusinessCenter: 42582; /** The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. */ readonly LegStreamVersion: 42583; /** The effective date of the LegStreamVersion(42583). */ readonly LegStreamVersionEffectiveDate: 42584; /** Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly LegStreamNotionalDeterminationMethod: 42585; /** For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. */ readonly LegStreamNotionalAdjustments: 42586; /** The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. */ readonly StreamCommodityDeliveryPricingRegion: 42587; /** The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. */ readonly LegStreamCommodityDeliveryPricingRegion: 42588; /** The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. */ readonly UnderlyingStreamCommodityDeliveryPricingRegion: 42589; /** Side value of the party electing the settlement method. */ readonly SettlMethodElectingPartySide: 42590; /** The date through which option cannot be exercised without penalty. */ readonly MakeWholeDate: 42591; /** Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). */ readonly MakeWholeAmount: 42592; /** Identifies the benchmark floating rate index. */ readonly MakeWholeBenchmarkCurveName: 42593; /** The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. */ readonly MakeWholeBenchmarkCurvePoint: 42594; /** Spread over the floating rate index. */ readonly MakeWholeRecallSpread: 42595; /** The quote side of the benchmark to be used for calculating the "make whole" amount. */ readonly MakeWholeBenchmarkQuote: 42596; /** The method used when calculating the "make whole" amount. The most common is linear method. */ readonly MakeWholeInterpolationMethod: 42597; /** Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. */ readonly PaymentAmountRelativeTo: 42598; /** Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly PaymentAmountDeterminationMethod: 42599; /** Indicates whether cash settlement is applicable. */ readonly PaymentStreamCashSettlIndicator: 42600; /** Reference to the stream which details the compounding fixed or floating rate. */ readonly PaymentStreamCompoundingXIDRef: 42601; /** The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. */ readonly PaymentStreamCompoundingSpread: 42602; /** The method used when calculating the index rate from multiple points on the curve. The most common is linear method. */ readonly PaymentStreamInterpolationMethod: 42603; /** Defines applicable periods for interpolation. */ readonly PaymentStreamInterpolationPeriod: 42604; /** The compounding fixed rate applicable to the payment stream. */ readonly PaymentStreamCompoundingFixedRate: 42605; /** Number of dates in the repeating group. */ readonly NoPaymentStreamCompoundingDates: 42606; /** The compounding date. The type of date is specified in PaymentStreamCompoundingDateType(42608). */ readonly PaymentStreamCompoundingDate: 42607; /** Specifies the type of payment compounding date (e.g. adjusted for holidays). */ readonly PaymentStreamCompoundingDateType: 42608; /** The compounding dates business day convention. */ readonly PaymentStreamCompoundingDatesBusinessDayConvention: 42609; /** Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamCompoundingDatesRelativeTo: 42610; /** Time unit multiplier for the relative compounding date offset. */ readonly PaymentStreamCompoundingDatesOffsetPeriod: 42611; /** Time unit associated with the relative compounding date offset. */ readonly PaymentStreamCompoundingDatesOffsetUnit: 42612; /** Specifies the day type of the relative compounding date offset. */ readonly PaymentStreamCompoundingDatesOffsetDayType: 42613; /** The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. */ readonly PaymentStreamCompoundingPeriodSkip: 42614; /** Time unit multiplier for the frequency at which compounding dates occur. */ readonly PaymentStreamCompoundingFrequencyPeriod: 42615; /** Time unit associated with the frequency at which compounding dates occur. */ readonly PaymentStreamCompoundingFrequencyUnit: 42616; /** The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. */ readonly PaymentStreamCompoundingRollConvention: 42617; /** The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. */ readonly PaymentStreamBoundsFirstDateUnadjusted: 42618; /** The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. */ readonly PaymentStreamBoundsLastDateUnadjusted: 42619; /** Number of business centers in the repeating group. */ readonly NoPaymentStreamCompoundingDatesBusinessCenters: 42620; /** The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStreamCompoundingDatesBusinessCenter: 42621; /** The unadjusted compounding end date. */ readonly PaymentStreamCompoundingEndDateUnadjusted: 42622; /** Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamCompoundingEndDateRelativeTo: 42623; /** Time unit multiplier for the relative compounding end date offset. */ readonly PaymentStreamCompoundingEndDateOffsetPeriod: 42624; /** Time unit associated with the relative compounding end date offset. */ readonly PaymentStreamCompoundingEndDateOffsetUnit: 42625; /** Specifies the day type of the relative compounding end date offset. */ readonly PaymentStreamCompoundingEndDateOffsetDayType: 42626; /** The adjusted compounding end date. */ readonly PaymentStreamCompoundingEndDateAdjusted: 42627; /** The payment stream's compounding floating rate index. */ readonly PaymentStreamCompoundingRateIndex: 42628; /** Time unit multiplier for the payment stream's compounding floating rate index curve period. */ readonly PaymentStreamCompoundingRateIndexCurvePeriod: 42629; /** Time unit associated with the payment stream's compounding floating rate index curve period. */ readonly PaymentStreamCompoundingRateIndexCurveUnit: 42630; /** A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly PaymentStreamCompoundingRateMultiplier: 42631; /** The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). */ readonly PaymentStreamCompoundingRateSpread: 42632; /** Identifies whether the rate spread is applied to a long or short position. */ readonly PaymentStreamCompoundingRateSpreadPositionType: 42633; /** Specifies the yield calculation treatment for the index. */ readonly PaymentStreamCompoundingRateTreatment: 42634; /** The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". */ readonly PaymentStreamCompoundingCapRate: 42635; /** Reference to the buyer of the compounding cap rate option through its trade side. */ readonly PaymentStreamCompoundingCapRateBuySide: 42636; /** Reference to the seller of the compounding cap rate option through its trade side. */ readonly PaymentStreamCompoundingCapRateSellSide: 42637; /** The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". */ readonly PaymentStreamCompoundingFloorRate: 42638; /** Reference to the buyer of the compounding floor rate option through its trade side. */ readonly PaymentStreamCompoundingFloorRateBuySide: 42639; /** Reference to the seller of the floor rate option through its trade side. */ readonly PaymentStreamCompoundingFloorRateSellSide: 42640; /** The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". */ readonly PaymentStreamCompoundingInitialRate: 42641; /** Specifies the rounding direction for the compounding floating rate. */ readonly PaymentStreamCompoundingFinalRateRoundingDirection: 42642; /** Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly PaymentStreamCompoundingFinalRatePrecision: 42643; /** Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). */ readonly PaymentStreamCompoundingAveragingMethod: 42644; /** Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly PaymentStreamCompoundingNegativeRateTreatment: 42645; /** The unadjusted compounding start date. */ readonly PaymentStreamCompoundingStartDateUnadjusted: 42646; /** Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamCompoundingStartDateRelativeTo: 42647; /** Time unit multiplier for the relative compounding start date offset. */ readonly PaymentStreamCompoundingStartDateOffsetPeriod: 42648; /** Time unit associated with the relative compounding start date offset. */ readonly PaymentStreamCompoundingStartDateOffsetUnit: 42649; /** Specifies the day type of the relative compounding start date offset. */ readonly PaymentStreamCompoundingStartDateOffsetDayType: 42650; /** The adjusted compounding start date. */ readonly PaymentStreamCompoundingStartDateAdjusted: 42651; /** Length in bytes of the PaymentStreamFormulaImage(42563) field. */ readonly PaymentStreamFormulaImageLength: 42652; /** Image of the formula image when represented through an encoded clip in base64Binary. */ readonly PaymentStreamFormulaImage: 42653; /** The unadjusted final price payment date. */ readonly PaymentStreamFinalPricePaymentDateUnadjusted: 42654; /** Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamFinalPricePaymentDateRelativeTo: 42655; /** Time unit multiplier for the relative final price payment date offset. */ readonly PaymentStreamFinalPricePaymentDateOffsetfPeriod: 42656; /** Time unit associated with the relative final price payment date offset. */ readonly PaymentStreamFinalPricePaymentDateOffsetUnit: 42657; /** Specifies the day type of the relative final price payment date offset. */ readonly PaymentStreamFinalPricePaymentDateOffsetDayType: 42658; /** The adjusted final price payment date. */ readonly PaymentStreamFinalPricePaymentDateAdjusted: 42659; /** Number of fixing dates in the repeating group. */ readonly NoPaymentStreamFixingDates: 42660; /** The fixing date. The type of date is specified in PaymentStreamFixingDateType(42662). */ readonly PaymentStreamFixingDate: 42661; /** Specifies the type of fixing date (e.g. adjusted for holidays). */ readonly PaymentStreamFixingDateType: 42662; /** The unadjusted initial price observation date. */ readonly PaymentStreamFirstObservationDateUnadjusted: 42663; /** Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStreamFirstObservationDateRelativeTo: 42664; /** Specifies the day type of the initial price observation date offset. */ readonly PaymentStreamFirstObservationDateOffsetDayType: 42665; /** The adjusted initial price observation date. */ readonly PaymentStreamFirstObservationDateAdjusted: 42666; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly PaymentStreamUnderlierRefID: 42667; /** Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. */ readonly ReturnRateNotionalReset: 42668; /** Price level at which the correlation or variance swap contract will strike. */ readonly PaymentStreamLinkInitialLevel: 42669; /** Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. */ readonly PaymentStreamLinkClosingLevelIndicator: 42670; /** Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. */ readonly PaymentStreamLinkExpiringLevelIndicator: 42671; /** The expected number of trading days in the variance or correlation swap stream. */ readonly PaymentStreamLinkEstimatedTradingDays: 42672; /** The strike price of a correlation or variance swap stream. */ readonly PaymentStreamLinkStrikePrice: 42673; /** For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. */ readonly PaymentStreamLinkStrikePriceType: 42674; /** Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. */ readonly PaymentStreamLinkMaximumBoundary: 42675; /** Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. */ readonly PaymentStreamLinkMinimumBoundary: 42676; /** Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. */ readonly PaymentStreamLinkNumberOfDataSeries: 42677; /** Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. */ readonly PaymentStreamVarianceUnadjustedCap: 42678; /** Indicates which price to use to satisfy the boundary condition. */ readonly PaymentStreamRealizedVarianceMethod: 42679; /** Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. */ readonly PaymentStreamDaysAdjustmentIndicator: 42680; /** References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly PaymentStreamNearestExchangeContractRefID: 42681; /** "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. */ readonly PaymentStreamVegaNotionalAmount: 42682; /** Number of formulas in the repeating group. */ readonly NoPaymentStreamFormulas: 42683; /** Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). */ readonly PaymentStreamFormula: 42684; /** A description of the math formula in PaymentStreamFormula(42684). */ readonly PaymentStreamFormulaDesc: 42685; /** The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. */ readonly PaymentStreamFormulaCurrency: 42686; /** Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly PaymentStreamFormulaCurrencyDeterminationMethod: 42687; /** Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. */ readonly PaymentStreamFormulaReferenceAmount: 42688; /** The unadjusted stub end date. */ readonly PaymentStubEndDateUnadjusted: 42689; /** The stub end date business day convention. */ readonly PaymentStubEndDateBusinessDayConvention: 42690; /** Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStubEndDateRelativeTo: 42691; /** Time unit multiplier for the relative stub end date offset. */ readonly PaymentStubEndDateOffsetPeriod: 42692; /** Time unit associated with the relative stub end date offset. */ readonly PaymentStubEndDateOffsetUnit: 42693; /** Specifies the day type of the relative stub end date offset. */ readonly PaymentStubEndDateOffsetDayType: 42694; /** The adjusted stub end date. */ readonly PaymentStubEndDateAdjusted: 42695; /** Number of business centers in the repeating group. */ readonly NoPaymentStubEndDateBusinessCenters: 42696; /** The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStubEndDateBusinessCenter: 42697; /** The unadjusted stub start date. */ readonly PaymentStubStartDateUnadjusted: 42698; /** The stub start date business day convention. */ readonly PaymentStubStartDateBusinessDayConvention: 42699; /** Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly PaymentStubStartDateRelativeTo: 42700; /** Time unit multiplier for the relative stub start date offset. */ readonly PaymentStubStartDateOffsetPeriod: 42701; /** Time unit associated with the relative stub start date offset. */ readonly PaymentStubStartDateOffsetUnit: 42702; /** Specifies the day type of the relative stub start date offset. */ readonly PaymentStubStartDateOffsetDayType: 42703; /** The adjusted stub start date. */ readonly PaymentStubStartDateAdjusted: 42704; /** Number of business centers in the repeating group. */ readonly NoPaymentStubStartDateBusinessCenters: 42705; /** The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly PaymentStubStartDateBusinessCenter: 42706; /** Type of fee elected for the break provision. */ readonly ProvisionBreakFeeElection: 42707; /** Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". */ readonly ProvisionBreakFeeRate: 42708; /** Number of iterations in the return rate date repeating group. */ readonly NoReturnRateDates: 42709; /** Specifies the valuation type applicable to the return rate date. */ readonly ReturnRateDateMode: 42710; /** Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ReturnRateValuationDateRelativeTo: 42711; /** Time unit multiplier for the relative return rate valuation date offset. */ readonly ReturnRateValuationDateOffsetPeriod: 42712; /** Time unit associated with the relative return rate valuation date offset. */ readonly ReturnRateValuationDateOffsetUnit: 42713; /** Specifies the day type of the relative return rate valuation date offset. */ readonly ReturnRateValuationDateOffsetDayType: 42714; /** The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly ReturnRateValuationStartDateUnadjusted: 42715; /** Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ReturnRateValuationStartDateRelativeTo: 42716; /** Time unit multiplier for the relative return rate valuation start date offset. */ readonly ReturnRateValuationStartDateOffsetPeriod: 42717; /** Time unit associated with the relative return rate valuation start date offset. */ readonly ReturnRateValuationStartDateOffsetUnit: 42718; /** Specifies the day type of the relative return rate valuation start date offset. */ readonly ReturnRateValuationStartDateOffsetDayType: 42719; /** The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly ReturnRateValuationStartDateAdjusted: 42720; /** The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly ReturnRateValuationEndDateUnadjusted: 42721; /** Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly ReturnRateValuationEndDateRelativeTo: 42722; /** Time unit multiplier for the relative return rate valuation end date offset. */ readonly ReturnRateValuationEndDateOffsetPeriod: 42723; /** Time unit associated with the relative return rate valuation end date offset. */ readonly ReturnRateValuationEndDateOffsetUnit: 42724; /** Specifies the day type of the relative return rate valuation end date offset. */ readonly ReturnRateValuationEndDateOffsetDayType: 42725; /** The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly ReturnRateValuationEndDateAdjusted: 42726; /** Time unit multiplier for the frequency at which return rate valuation dates occur. */ readonly ReturnRateValuationFrequencyPeriod: 42727; /** Time unit associated with the frequency at which return rate valuation dates occur. */ readonly ReturnRateValuationFrequencyUnit: 42728; /** The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. */ readonly ReturnRateValuationFrequencyRollConvention: 42729; /** The return rate valuation dates business day convention. */ readonly ReturnRateValuationDateBusinessDayConvention: 42730; /** Number of iterations in the return rate FX conversion repeating group. */ readonly NoReturnRateFXConversions: 42731; /** Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. */ readonly ReturnRateFXCurrencySymbol: 42732; /** The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). */ readonly ReturnRateFXRate: 42733; /** Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. */ readonly ReturnRateFXRateCalc: 42734; /** Number of iterations in the return rate repeating group. */ readonly NoReturnRates: 42735; /** Specifies the type of price sequence of the return rate. */ readonly ReturnRatePriceSequence: 42736; /** Specifies the basis or unit used to calculate the commission. */ readonly ReturnRateCommissionBasis: 42737; /** The commission amount. */ readonly ReturnRateCommissionAmount: 42738; /** Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. */ readonly ReturnRateCommissionCurrency: 42739; /** The total commission per trade. */ readonly ReturnRateTotalCommissionPerTrade: 42740; /** Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly ReturnRateDeterminationMethod: 42741; /** Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. */ readonly ReturnRateAmountRelativeTo: 42742; /** Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. */ readonly ReturnRateQuoteMeasureType: 42743; /** Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. */ readonly ReturnRateQuoteUnits: 42744; /** Specifies the type of quote used to determine the return rate of the swap. */ readonly ReturnRateQuoteMethod: 42745; /** Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. */ readonly ReturnRateQuoteCurrency: 42746; /** Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. */ readonly ReturnRateQuoteCurrencyType: 42747; /** Specifies how or the timing when the quote is to be obtained. */ readonly ReturnRateQuoteTimeType: 42748; /** The time when the quote is to be generated. */ readonly ReturnRateQuoteTime: 42749; /** The date when the quote is to be generated. */ readonly ReturnRateQuoteDate: 42750; /** The time when the quote ceases to be valid. */ readonly ReturnRateQuoteExpirationTime: 42751; /** The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ReturnRateQuoteBusinessCenter: 42752; /** Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. */ readonly ReturnRateQuoteExchange: 42753; /** Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. */ readonly ReturnRateQuotePricingModel: 42754; /** Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. */ readonly ReturnRateCashFlowType: 42755; /** Specifies the timing at which the calculation agent values the underlying. */ readonly ReturnRateValuationTimeType: 42756; /** The time at which the calculation agent values the underlying asset. */ readonly ReturnRateValuationTime: 42757; /** The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ReturnRateValuationTimeBusinessCenter: 42758; /** Indicates whether an ISDA price option applies, and if applicable which type of price. */ readonly ReturnRateValuationPriceOption: 42759; /** Specifies the fallback provision for the hedging party in the determination of the final price. */ readonly ReturnRateFinalPriceFallback: 42760; /** Number of iterations in the return rate information source repeating group. */ readonly NoReturnRateInformationSources: 42761; /** Identifies the source of rate information. For FX the references source to be used for the FX spot rate. */ readonly ReturnRateInformationSource: 42762; /** Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly ReturnRateReferencePage: 42763; /** Identifies the page heading from the rate source. */ readonly ReturnRateReferencePageHeading: 42764; /** Number of iterations in the return rate price repeating group. */ readonly NoReturnRatePrices: 42765; /** The basis of the return price. */ readonly ReturnRatePriceBasis: 42766; /** Specifies the price of the underlying swap asset. */ readonly ReturnRatePrice: 42767; /** Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. */ readonly ReturnRatePriceCurrency: 42768; /** Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. */ readonly ReturnRatePriceType: 42769; /** Number of iterations in the return rate valuation date business center repeating group. */ readonly NoReturnRateValuationDateBusinessCenters: 42770; /** The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly ReturnRateValuationDateBusinessCenter: 42771; /** Number of iterations in the return rate valuation date repeating group. */ readonly NoReturnRateValuationDates: 42772; /** The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). */ readonly ReturnRateValuationDate: 42773; /** Specifies the type of return rate valuation date (e.g. adjusted for holidays). */ readonly ReturnRateValuationDateType: 42774; /** Number of business centers in the repeating group. */ readonly NoSettlMethodElectionDateBusinessCenters: 42775; /** The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly SettlMethodElectionDateBusinessCenter: 42776; /** The unadjusted settlement method election date. */ readonly SettlMethodElectionDateUnadjusted: 42777; /** The settlement method election date adjustment business day convention. */ readonly SettlMethodElectionDateBusinessDayConvention: 42778; /** Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly SettlMethodElectionDateRelativeTo: 42779; /** Time unit multiplier for the relative settlement method election date offset. */ readonly SettlMethodElectionDateOffsetPeriod: 42780; /** Time unit associated with the relative settlement method election date offset. */ readonly SettlMethodElectionDateOffsetUnit: 42781; /** Specifies the day type of the relative settlement method election date offset. */ readonly SettlMethodElectionDateOffsetDayType: 42782; /** The adjusted settlement method election date. */ readonly SettlMethodElectionDateAdjusted: 42783; /** The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. */ readonly StreamVersion: 42784; /** The effective date of the StreamVersion(42784). */ readonly StreamVersionEffectiveDate: 42785; /** Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly StreamNotionalDeterminationMethod: 42786; /** For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. */ readonly StreamNotionalAdjustments: 42787; /** Number of business centers in the repeating group. */ readonly NoUnderlyingCashSettlDateBusinessCenters: 42788; /** The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingCashSettlDateBusinessCenter: 42789; /** The unadjusted cash settlement date. */ readonly UnderlyingCashSettlDateUnadjusted: 42790; /** The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. */ readonly UnderlyingCashSettlDateBusinessDayConvention: 42791; /** Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingCashSettlDateRelativeTo: 42792; /** Time unit multiplier for the relative cash settlement date offset. */ readonly UnderlyingCashSettlDateOffsetPeriod: 42793; /** Time unit associated with the relative cash settlement date offset. */ readonly UnderlyingCashSettlDateOffsetUnit: 42794; /** Specifies the day type of the relative cash settlement date offset. */ readonly UnderlyingCashSettlDateOffsetDayType: 42795; /** The adjusted cash settlement date. */ readonly UnderlyingCashSettlDateAdjusted: 42796; /** The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. */ readonly UnderlyingCashSettlPriceSource: 42797; /** The default election for determining settlement price. */ readonly UnderlyingCashSettlPriceDefault: 42798; /** Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. */ readonly NoUnderlyingDividendAccrualPaymentDateBusinessCenters: 42799; /** The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingDividendAccrualPaymentDateBusinessCenter: 42800; /** The dividend accrual floating rate index. */ readonly UnderlyingDividendFloatingRateIndex: 42801; /** Time unit multiplier for the dividend accrual floating rate index curve. */ readonly UnderlyingDividendFloatingRateIndexCurvePeriod: 42802; /** Time unit associated with the dividend accrual floating rate index curve period. */ readonly UnderlyingDividendFloatingRateIndexCurveUnit: 42803; /** A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. */ readonly UnderlyingDividendFloatingRateMultiplier: 42804; /** The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). */ readonly UnderlyingDividendFloatingRateSpread: 42805; /** Identifies whether the rate spread is applied to a long or short position. */ readonly UnderlyingDividendFloatingRateSpreadPositionType: 42806; /** Specifies the yield calculation treatment for the index. */ readonly UnderlyingDividendFloatingRateTreatment: 42807; /** The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". */ readonly UnderlyingDividendCapRate: 42808; /** Reference to the buyer of the cap rate option through its trade side. */ readonly UnderlyingDividendCapRateBuySide: 42809; /** Reference to the seller of the cap rate option through its trade side. */ readonly UnderlyingDividendCapRateSellSide: 42810; /** The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". */ readonly UnderlyingDividendFloorRate: 42811; /** Reference to the buyer of the floor rate option through its trade side. */ readonly UnderlyingDividendFloorRateBuySide: 42812; /** Reference to the seller of the floor rate option through its trade side. */ readonly UnderlyingDividendFloorRateSellSide: 42813; /** The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". */ readonly UnderlyingDividendInitialRate: 42814; /** Specifies the rounding direction of the final rate. */ readonly UnderlyingDividendFinalRateRoundingDirection: 42815; /** Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly UnderlyingDividendFinalRatePrecision: 42816; /** When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. */ readonly UnderlyingDividendAveragingMethod: 42817; /** The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly UnderlyingDividendNegativeRateTreatment: 42818; /** Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingDividendAccrualPaymentDateRelativeTo: 42819; /** Time unit multiplier for the relative accrual payment date offset. */ readonly UnderlyingDividendAccrualPaymentDateOffsetPeriod: 42820; /** Time unit associated with the relative accrual payment date offset. */ readonly UnderlyingDividendAccrualPaymentDateOffsetUnit: 42821; /** Specifies the day type of the relative accrual payment date offset. */ readonly UnderlyingDividendAccrualPaymentDateOffsetDayType: 42822; /** The unadjusted accrual payment date. */ readonly UnderlyingDividendAccrualPaymentDateUnadjusted: 42823; /** Accrual payment date adjustment business day convention. */ readonly UnderlyingDividendAccrualPaymentDateBusinessDayConvention: 42824; /** The adjusted accrual payment date. */ readonly UnderlyingDividendAccrualPaymentDateAdjusted: 42825; /** Indicates whether the dividend will be reinvested. */ readonly UnderlyingDividendReinvestmentIndicator: 42826; /** Defines the contract event which the receiver of the derivative is entitled to the dividend. */ readonly UnderlyingDividendEntitlementEvent: 42827; /** Indicates how the gross cash dividend amount per share is determined. */ readonly UnderlyingDividendAmountType: 42828; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. */ readonly UnderlyingDividendUnderlierRefID: 42829; /** Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. */ readonly UnderlyingExtraordinaryDividendPartySide: 42830; /** Indicates how the extraordinary gross cash dividend per share is determined. */ readonly UnderlyingExtraordinaryDividendAmountType: 42831; /** The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. */ readonly UnderlyingExtraordinaryDividendCurrency: 42832; /** Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly UnderlyingExtraordinaryDividendDeterminationMethod: 42833; /** The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". */ readonly UnderlyingDividendAccrualFixedRate: 42834; /** The compounding method to be used when more than one dividend period contributes to a single payment. */ readonly UnderlyingDividendCompoundingMethod: 42835; /** The number of index units applicable to dividends. */ readonly UnderlyingDividendNumOfIndexUnits: 42836; /** Declared cash dividend percentage. A value of 5% would be represented as "0.05". */ readonly UnderlyingDividendCashPercentage: 42837; /** Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". */ readonly UnderlyingDividendCashEquivalentPercentage: 42838; /** Defines the treatment of non-cash dividends. */ readonly UnderlyingNonCashDividendTreatment: 42839; /** Defines how the composition of dividends is to be determined. */ readonly UnderlyingDividendComposition: 42840; /** Indicates whether special dividends are applicable. */ readonly UnderlyingSpecialDividendsIndicator: 42841; /** Indicates whether material non-cash dividends are applicable. */ readonly UnderlyingMaterialDividendsIndicator: 42842; /** Indicates whether option exchange dividends are applicable. */ readonly UnderlyingOptionsExchangeDividendsIndicator: 42843; /** Indicates whether additional dividends are applicable. */ readonly UnderlyingAdditionalDividendsIndicator: 42844; /** Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. */ readonly UnderlyingAllDividendsIndicator: 42845; /** Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingDividendFXTriggerDateRelativeTo: 42846; /** Time unit multiplier for the relative FX trigger date offset. */ readonly UnderlyingDividendFXTriggerDateOffsetPeriod: 42847; /** Time unit associated with the relative FX trigger date offset. */ readonly UnderlyingDividendFXTriggerDateOffsetUnit: 42848; /** Specifies the day type of the relative FX trigger date offset. */ readonly UnderlyingDividendFXTriggerDateOffsetDayType: 42849; /** The unadjusted FX trigger date. */ readonly UnderlyingDividendFXTriggerDateUnadjusted: 42850; /** The business day convention used for the FX trigger date adjustment. */ readonly UnderlyingDividendFXTriggerDateBusinessDayConvention: 42851; /** The adjusted FX trigger date. */ readonly UnderlyingDividendFXTriggerDateAdjusted: 42852; /** Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. */ readonly NoUnderlyingDividendFXTriggerDateBusinessCenters: 42853; /** The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingDividendFXTriggerDateBusinessCenter: 42854; /** Number of entries in the repeating group. */ readonly NoUnderlyingDividendPayments: 42855; /** Specifies the date that the dividend or coupon payment is due. */ readonly UnderlyingDividendPaymentDate: 42856; /** The amount of the dividend or coupon payment. */ readonly UnderlyingDividendPaymentAmount: 42857; /** Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. */ readonly UnderlyingDividendPaymentCurrency: 42858; /** Accrued interest on the dividend or coupon payment. */ readonly UnderlyingDividendAccruedInterest: 42859; /** Specifies the actual dividend payout ratio associated with the equity or bond underlier. */ readonly UnderlyingDividendPayoutRatio: 42860; /** Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. */ readonly UnderlyingDividendPayoutConditions: 42861; /** Number of entries in the UnderlyingDividendPeriodGrp component. */ readonly NoUnderlyingDividendPeriods: 42862; /** Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. */ readonly UnderlyingDividendPeriodSequence: 42863; /** The unadjusted date on which the dividend period will begin. */ readonly UnderlyingDividendPeriodStartDateUnadjusted: 42864; /** The unadjusted date on which the dividend period will end. */ readonly UnderlyingDividendPeriodEndDateUnadjusted: 42865; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly UnderlyingDividendPeriodUnderlierRefID: 42866; /** Specifies the fixed strike price of the dividend period. */ readonly UnderlyingDividendPeriodStrikePrice: 42867; /** The dividend period dates business day convention. */ readonly UnderlyingDividendPeriodBusinessDayConvention: 42868; /** The unadjusted dividend period valuation date. */ readonly UnderlyingDividendPeriodValuationDateUnadjusted: 42869; /** Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingDividendPeriodValuationDateRelativeTo: 42870; /** Time unit multiplier for the relative dividend period valuation date offset. */ readonly UnderlyingDividendPeriodValuationDateOffsetPeriod: 42871; /** Time unit associated with the relative dividend period valuation date offset. */ readonly UnderlyingDividendPeriodValuationDateOffsetUnit: 42872; /** Specifies the day type of the relative dividend period valuation date offset. */ readonly UnderlyingDividendPeriodValuationDateOffsetDayType: 42873; /** The adjusted dividend period valuation date. */ readonly UnderlyingDividendPeriodValuationDateAdjusted: 42874; /** The unadjusted dividend period payment date. */ readonly UnderlyingDividendPeriodPaymentDateUnadjusted: 42875; /** Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingDividendPeriodPaymentDateRelativeTo: 42876; /** Time unit multiplier for the relative dividend period payment date offset. */ readonly UnderlyingDividendPeriodPaymentDateOffsetPeriod: 42877; /** Time unit associated with the relative dividend period payment date offset. */ readonly UnderlyingDividendPeriodPaymentDateOffsetUnit: 42878; /** Specifies the day type of the relative dividend period payment date offset. */ readonly UnderlyingDividendPeriodPaymentDateOffsetDayType: 42879; /** The adjusted dividend period payment date. */ readonly UnderlyingDividendPeriodPaymentDateAdjusted: 42880; /** Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. */ readonly UnderlyingDividendPeriodXID: 42881; /** Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. */ readonly NoUnderlyingDividendPeriodBusinessCenters: 42882; /** The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingDividendPeriodBusinessCenter: 42883; /** Number of extraordinary events in the repeating group. */ readonly NoUnderlyingExtraordinaryEvents: 42884; /** Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. */ readonly UnderlyingExtraordinaryEventType: 42885; /** The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. */ readonly UnderlyingExtraordinaryEventValue: 42886; /** Side value of the party electing the settlement method. */ readonly UnderlyingSettlMethodElectingPartySide: 42887; /** The date through which the option cannot be exercised without penalty. */ readonly UnderlyingMakeWholeDate: 42888; /** Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). */ readonly UnderlyingMakeWholeAmount: 42889; /** Identifies the benchmark floating rate index. */ readonly UnderlyingMakeWholeBenchmarkCurveName: 42890; /** The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. */ readonly UnderlyingMakeWholeBenchmarkCurvePoint: 42891; /** Spread over the floating rate index. */ readonly UnderlyingMakeWholeRecallSpread: 42892; /** The quote side of the benchmark to be used for calculating the "make whole" amount. */ readonly UnderlyingMakeWholeBenchmarkQuote: 42893; /** The method used when calculating the "make whole" amount. The most common is linear method. */ readonly UnderlyingMakeWholeInterpolationMethod: 42894; /** Indicates whether cash settlement is applicable. */ readonly UnderlyingPaymentStreamCashSettlIndicator: 42895; /** Reference to the stream which details the compounding fixed or floating rate. */ readonly UnderlyingPaymentStreamCompoundingXIDRef: 42896; /** The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. */ readonly UnderlyingPaymentStreamCompoundingSpread: 42897; /** The method used when calculating the index rate from multiple points on the curve. The most common is linear method. */ readonly UnderlyingPaymentStreamInterpolationMethod: 42898; /** Defines applicable periods for interpolation. */ readonly UnderlyingPaymentStreamInterpolationPeriod: 42899; /** The compounding fixed rate applicable to the payment stream. */ readonly UnderlyingPaymentStreamCompoundingFixedRate: 42900; /** Number of dates in the repeating group. */ readonly NoUnderlyingPaymentStreamCompoundingDates: 42901; /** The compounding date. Type of date is specified in UnderlyingPaymentStreamCompoundingDateType(42903). */ readonly UnderlyingPaymentStreamCompoundingDate: 42902; /** Specifies the type of payment compounding date (e.g. adjusted for holidays). */ readonly UnderlyingPaymentStreamCompoundingDateType: 42903; /** The compounding dates business day convention. */ readonly UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention: 42904; /** Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamCompoundingDatesRelativeTo: 42905; /** Time unit multiplier for the relative compounding date offset. */ readonly UnderlyingPaymentStreamCompoundingDatesOffsetPeriod: 42906; /** Time unit associated with the relative compounding date offset. */ readonly UnderlyingPaymentStreamCompoundingDatesOffsetUnit: 42907; /** Specifies the day type of the relative compounding date offset. */ readonly UnderlyingPaymentStreamCompoundingDatesOffsetDayType: 42908; /** The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. */ readonly UnderlyingPaymentStreamCompoundingPeriodSkip: 42909; /** Time unit multiplier for the frequency at which compounding dates occur. */ readonly UnderlyingPaymentStreamCompoundingFrequencyPeriod: 42910; /** Time unit associated with the frequency at which compounding dates occur. */ readonly UnderlyingPaymentStreamCompoundingFrequencyUnit: 42911; /** The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. */ readonly UnderlyingPaymentStreamCompoundingRollConvention: 42912; /** The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. */ readonly UnderlyingPaymentStreamBoundsFirstDateUnadjusted: 42913; /** The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. */ readonly UnderlyingPaymentStreamBoundsLastDateUnadjusted: 42914; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters: 42915; /** The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStreamCompoundingDatesBusinessCenter: 42916; /** The unadjusted compounding end date. */ readonly UnderlyingPaymentStreamCompoundingEndDateUnadjusted: 42917; /** Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamCompoundingEndDateRelativeTo: 42918; /** Time unit multiplier for the relative compounding end date offset. */ readonly UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod: 42919; /** Time unit associated with the relative compounding end date offset. */ readonly UnderlyingPaymentStreamCompoundingEndDateOffsetUnit: 42920; /** Specifies the day type of the relative compounding end date offset. */ readonly UnderlyingPaymentStreamCompoundingEndDateOffsetDayType: 42921; /** The adjusted compounding end date. */ readonly UnderlyingPaymentStreamCompoundingEndDateAdjusted: 42922; /** The payment stream's compounding floating rate index. */ readonly UnderlyingPaymentStreamCompoundingRateIndex: 42923; /** Time unit multiplier for the payment stream's compounding floating rate index curve period. */ readonly UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod: 42924; /** Time unit associated with the payment stream's compounding floating rate index curve period. */ readonly UnderlyingPaymentStreamCompoundingRateIndexCurveUnit: 42925; /** A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. */ readonly UnderlyingPaymentStreamCompoundingRateMultiplier: 42926; /** The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). */ readonly UnderlyingPaymentStreamCompoundingRateSpread: 42927; /** Identifies whether the rate spread is applied to a long or short position. */ readonly UnderlyingPaymentStreamCompoundingRateSpreadPositionType: 42928; /** Specifies the yield calculation treatment for the index. */ readonly UnderlyingPaymentStreamCompoundingRateTreatment: 42929; /** The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". */ readonly UnderlyingPaymentStreamCompoundingCapRate: 42930; /** Reference to the buyer of the compounding cap rate option through its trade side. */ readonly UnderlyingPaymentStreamCompoundingCapRateBuySide: 42931; /** Reference to the seller of the compounding cap rate option through its trade side. */ readonly UnderlyingPaymentStreamCompoundingCapRateSellSide: 42932; /** The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". */ readonly UnderlyingPaymentStreamCompoundingFloorRate: 42933; /** Reference to the buyer of the compounding floor rate option through its trade side. */ readonly UnderlyingPaymentStreamCompoundingFloorRateBuySide: 42934; /** Reference to the seller of the floor rate option through its trade side. */ readonly UnderlyingPaymentStreamCompoundingFloorRateSellSide: 42935; /** The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". */ readonly UnderlyingPaymentStreamCompoundingInitialRate: 42936; /** Specifies the rounding direction for the compounding floating rate. */ readonly UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection: 42937; /** Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. */ readonly UnderlyingPaymentStreamCompoundingFinalRatePrecision: 42938; /** Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). */ readonly UnderlyingPaymentStreamCompoundingAveragingMethod: 42939; /** Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). */ readonly UnderlyingPaymentStreamCompoundingNegativeRateTreatment: 42940; /** The unadjusted compounding start date. */ readonly UnderlyingPaymentStreamCompoundingStartDateUnadjusted: 42941; /** Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamCompoundingStartDateRelativeTo: 42942; /** Time unit multiplier for the relative compounding start date offset. */ readonly UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod: 42943; /** Time unit associated with the relative compounding start date offset. */ readonly UnderlyingPaymentStreamCompoundingStartDateOffsetUnit: 42944; /** Specifies the day type of the relative compounding start date offset. */ readonly UnderlyingPaymentStreamCompoundingStartDateOffsetDayType: 42945; /** The adjusted compounding start date. */ readonly UnderlyingPaymentStreamCompoundingStartDateAdjusted: 42946; /** Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. */ readonly UnderlyingPaymentStreamFormulaImageLength: 42947; /** Image of the formula image when represented through an encoded clip in base64Binary. */ readonly UnderlyingPaymentStreamFormulaImage: 42948; /** The unadjusted final price payment date. */ readonly UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted: 42949; /** Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo: 42950; /** Time unit multiplier for the relative final price payment date offset. */ readonly UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod: 42951; /** Time unit associated with the relative final price payment date offset. */ readonly UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit: 42952; /** Specifies the day type of the relative final price payment date offset. */ readonly UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType: 42953; /** The adjusted final price payment date. */ readonly UnderlyingPaymentStreamFinalPricePaymentDateAdjusted: 42954; /** Number of fixing dates in the repeating group. */ readonly NoUnderlyingPaymentStreamFixingDates: 42955; /** The fixing date. Type of date is specified in UnderlyingPaymentStreamFixingDateType(42957). */ readonly UnderlyingPaymentStreamFixingDate: 42956; /** Specifies the type of fixing date (e.g. adjusted for holidays). */ readonly UnderlyingPaymentStreamFixingDateType: 42957; /** The unadjusted initial price observation date. */ readonly UnderlyingPaymentStreamFirstObservationDateUnadjusted: 42958; /** Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStreamFirstObservationDateRelativeTo: 42959; /** Specifies the day type of the initial price observation date offset. */ readonly UnderlyingPaymentStreamFirstObservationDateOffsetDayType: 42960; /** The adjusted initial price observation date. */ readonly UnderlyingPaymentStreamFirstObservationDateAdjusted: 42961; /** References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamUnderlierRefID: 42962; /** Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. */ readonly UnderlyingReturnRateNotionalReset: 42963; /** Price level at which the correlation or variance swap contract will strike. */ readonly UnderlyingPaymentStreamLinkInitialLevel: 42964; /** Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. */ readonly UnderlyingPaymentStreamLinkClosingLevelIndicator: 42965; /** Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. */ readonly UnderlyingPaymentStreamLinkExpiringLevelIndicator: 42966; /** The expected number of trading days in the variance or correlation swap stream. */ readonly UnderlyingPaymentStreamLinkEstimatedTradingDays: 42967; /** The strike price of a correlation or variance swap stream. */ readonly UnderlyingPaymentStreamLinkStrikePrice: 42968; /** For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. */ readonly UnderlyingPaymentStreamLinkStrikePriceType: 42969; /** Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. */ readonly UnderlyingPaymentStreamLinkMaximumBoundary: 42970; /** Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. */ readonly UnderlyingPaymentStreamLinkMinimumBoundary: 42971; /** Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. */ readonly UnderlyingPaymentStreamLinkNumberOfDataSeries: 42972; /** Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. */ readonly UnderlyingPaymentStreamVarianceUnadjustedCap: 42973; /** Indicates which price to use to satisfy the boundary condition. */ readonly UnderlyingPaymentStreamRealizedVarianceMethod: 42974; /** Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. */ readonly UnderlyingPaymentStreamDaysAdjustmentIndicator: 42975; /** References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. */ readonly UnderlyingPaymentStreamNearestExchangeContractRefID: 42976; /** Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. */ readonly UnderlyingPaymentStreamVegaNotionalAmount: 42977; /** The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. */ readonly UnderlyingPaymentStreamFormulaCurrency: 42978; /** Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod: 42979; /** Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. */ readonly UnderlyingPaymentStreamFormulaReferenceAmount: 42980; /** Number of formulas in the repeating group. */ readonly NoUnderlyingPaymentStreamFormulas: 42981; /** Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). */ readonly UnderlyingPaymentStreamFormula: 42982; /** A description of the math formula in UnderlyingPaymentStreamFormula(42982). */ readonly UnderlyingPaymentStreamFormulaDesc: 42983; /** The unadjusted stub end date. */ readonly UnderlyingPaymentStubEndDateUnadjusted: 42984; /** The stub end date business day convention. */ readonly UnderlyingPaymentStubEndDateBusinessDayConvention: 42985; /** Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStubEndDateRelativeTo: 42986; /** Time unit multiplier for the relative stub end date offset. */ readonly UnderlyingPaymentStubEndDateOffsetPeriod: 42987; /** Time unit associated with the relative stub end date offset. */ readonly UnderlyingPaymentStubEndDateOffsetUnit: 42988; /** Specifies the day type of the relative stub end date offset. */ readonly UnderlyingPaymentStubEndDateOffsetDayType: 42989; /** The adjusted stub end date. */ readonly UnderlyingPaymentStubEndDateAdjusted: 42990; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStubEndDateBusinessCenters: 42991; /** The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStubEndDateBusinessCenter: 42992; /** The unadjusted stub start date. */ readonly UnderlyingPaymentStubStartDateUnadjusted: 42993; /** The stub start date business day convention. */ readonly UnderlyingPaymentStubStartDateBusinessDayConvention: 42994; /** Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingPaymentStubStartDateRelativeTo: 42995; /** Time unit multiplier for the relative stub start date offset. */ readonly UnderlyingPaymentStubStartDateOffsetPeriod: 42996; /** Time unit associated with the relative stub start date offset. */ readonly UnderlyingPaymentStubStartDateOffsetUnit: 42997; /** Specifies the day type of the relative stub start date offset. */ readonly UnderlyingPaymentStubStartDateOffsetDayType: 42998; /** The adjusted stub start date. */ readonly UnderlyingPaymentStubStartDateAdjusted: 42999; /** Number of business centers in the repeating group. */ readonly NoUnderlyingPaymentStubStartDateBusinessCenters: 43000; /** The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingPaymentStubStartDateBusinessCenter: 43001; /** Type of fee elected for the break provision. */ readonly UnderlyingProvisionBreakFeeElection: 43002; /** Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". */ readonly UnderlyingProvisionBreakFeeRate: 43003; /** Specifies the initial rate spread for a basket underlier. */ readonly UnderlyingRateSpreadInitialValue: 43004; /** Number of entries in the repeating group. */ readonly NoUnderlyingRateSpreadSteps: 43005; /** The date that the rate spread step takes affect. */ readonly UnderlyingRateSpreadStepDate: 43006; /** The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). */ readonly UnderlyingRateSpreadStepValue: 43007; /** Number of iterations in the return rate date repeating group. */ readonly NoUnderlyingReturnRateDates: 43008; /** Specifies the valuation type applicable to the return rate date. */ readonly UnderlyingReturnRateDateMode: 43009; /** Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingReturnRateValuationDateRelativeTo: 43010; /** Time unit multiplier for the relative return rate valuation date offset. */ readonly UnderlyingReturnRateValuationDateOffsetPeriod: 43011; /** Time unit associated with the relative return rate valuation date offset. */ readonly UnderlyingReturnRateValuationDateOffsetUnit: 43012; /** Specifies the day type of the relative return rate valuation date offset. */ readonly UnderlyingReturnRateValuationDateOffsetDayType: 43013; /** The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly UnderlyingReturnRateValuationStartDateUnadjusted: 43014; /** Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingReturnRateValuationStartDateRelativeTo: 43015; /** Time unit multiplier for the relative return rate valuation start date offset. */ readonly UnderlyingReturnRateValuationStartDateOffsetPeriod: 43016; /** Time unit associated with the relative return rate valuation start date offset. */ readonly UnderlyingReturnRateValuationStartDateOffsetUnit: 43017; /** Specifies the day type of the relative return rate valuation start date offset. */ readonly UnderlyingReturnRateValuationStartDateOffsetDayType: 43018; /** The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly UnderlyingReturnRateValuationStartDateAdjusted: 43019; /** The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly UnderlyingReturnRateValuationEndDateUnadjusted: 43020; /** Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingReturnRateValuationEndDateRelativeTo: 43021; /** Time unit multiplier for the relative return rate valuation end date offset. */ readonly UnderlyingReturnRateValuationEndDateOffsetPeriod: 43022; /** Time unit associated with the relative return rate valuation end date offset. */ readonly UnderlyingReturnRateValuationEndDateOffsetUnit: 43023; /** Specifies the day type of the relative return rate valuation end date offset. */ readonly UnderlyingReturnRateValuationEndDateOffsetDayType: 43024; /** The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. */ readonly UnderlyingReturnRateValuationEndDateAdjusted: 43025; /** Time unit multiplier for the frequency at which return rate valuation dates occur. */ readonly UnderlyingReturnRateValuationFrequencyPeriod: 43026; /** Time unit associated with the frequency at which return rate valuation dates occur. */ readonly UnderlyingReturnRateValuationFrequencyUnit: 43027; /** The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. */ readonly UnderlyingReturnRateValuationFrequencyRollConvention: 43028; /** The return rate valuation dates business day convention. */ readonly UnderlyingReturnRateValuationDateBusinessDayConvention: 43029; /** Number of iterations in the return rate FX conversion repeating group. */ readonly NoUnderlyingReturnRateFXConversions: 43030; /** Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. */ readonly UnderlyingReturnRateFXCurrencySymbol: 43031; /** The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). */ readonly UnderlyingReturnRateFXRate: 43032; /** Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. */ readonly UnderlyingReturnRateFXRateCalc: 43033; /** Number of iterations in the return rate repeating group. */ readonly NoUnderlyingReturnRates: 43034; /** Specifies the type of price sequence of the return rate. */ readonly UnderlyingReturnRatePriceSequence: 43035; /** Specifies the basis or unit used to calculate the commission. */ readonly UnderlyingReturnRateCommissionBasis: 43036; /** The commission amount. */ readonly UnderlyingReturnRateCommissionAmount: 43037; /** Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. */ readonly UnderlyingReturnRateCommissionCurrency: 43038; /** The total commission per trade. */ readonly UnderlyingReturnRateTotalCommissionPerTrade: 43039; /** Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly UnderlyingReturnRateDeterminationMethod: 43040; /** Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. */ readonly UnderlyingReturnRateAmountRelativeTo: 43041; /** Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. */ readonly UnderlyingReturnRateQuoteMeasureType: 43042; /** Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. */ readonly UnderlyingReturnRateQuoteUnits: 43043; /** Specifies the type of quote used to determine the return rate of the swap. */ readonly UnderlyingReturnRateQuoteMethod: 43044; /** Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. */ readonly UnderlyingReturnRateQuoteCurrency: 43045; /** Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. */ readonly UnderlyingReturnRateQuoteCurrencyType: 43046; /** Specifies how or the timing when the quote is to be obtained. */ readonly UnderlyingReturnRateQuoteTimeType: 43047; /** The time when the quote is to be generated. */ readonly UnderlyingReturnRateQuoteTime: 43048; /** The date when the quote is to be generated. */ readonly UnderlyingReturnRateQuoteDate: 43049; /** The time when the quote ceases to be valid. */ readonly UnderlyingReturnRateQuoteExpirationTime: 43050; /** The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingReturnRateQuoteBusinessCenter: 43051; /** Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. */ readonly UnderlyingReturnRateQuoteExchange: 43052; /** Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. */ readonly UnderlyingReturnRateQuotePricingModel: 43053; /** Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. */ readonly UnderlyingReturnRateCashFlowType: 43054; /** Specifies the timing at which the calculation agent values the underlying. */ readonly UnderlyingReturnRateValuationTimeType: 43055; /** The time at which the calculation agent values the underlying asset. */ readonly UnderlyingReturnRateValuationTime: 43056; /** The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingReturnRateValuationTimeBusinessCenter: 43057; /** Indicates whether an ISDA price option applies, and if applicable which type of price. */ readonly UnderlyingReturnRateValuationPriceOption: 43058; /** Specifies the fallback provision for the hedging party in the determination of the final price. */ readonly UnderlyingReturnRateFinalPriceFallback: 43059; /** Number of iterations in the return rate information source repeating group. */ readonly NoUnderlyingReturnRateInformationSources: 43060; /** Identifies the source of rate information. For FX the references source to be used for the FX spot rate. */ readonly UnderlyingReturnRateInformationSource: 43061; /** Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option */ readonly UnderlyingReturnRateReferencePage: 43062; /** Identifies the page heading from the rate source. */ readonly UnderlyingReturnRateReferencePageHeading: 43063; /** Number of iterations in the return rate price repeating group. */ readonly NoUnderlyingReturnRatePrices: 43064; /** The basis of the return price. */ readonly UnderlyingReturnRatePriceBasis: 43065; /** Specifies the price of the underlying swap asset. */ readonly UnderlyingReturnRatePrice: 43066; /** Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. */ readonly UnderlyingReturnRatePriceCurrency: 43067; /** Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. */ readonly UnderlyingReturnRatePriceType: 43068; /** Number of iterations in the return rate valuation date business center repeating group. */ readonly NoUnderlyingReturnRateValuationDateBusinessCenters: 43069; /** The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingReturnRateValuationDateBusinessCenter: 43070; /** Number of iterations in the return rate valuation date repeating group. */ readonly NoUnderlyingReturnRateValuationDates: 43071; /** The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). */ readonly UnderlyingReturnRateValuationDate: 43072; /** Specifies the type of return rate valuation date (e.g. adjusted for holidays). */ readonly UnderlyingReturnRateValuationDateType: 43073; /** Number of business centers in the repeating group. */ readonly NoUnderlyingSettlMethodElectionDateBusinessCenters: 43074; /** The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. */ readonly UnderlyingSettlMethodElectionDateBusinessCenter: 43075; /** The unadjusted settlement method election date. */ readonly UnderlyingSettlMethodElectionDateUnadjusted: 43076; /** The settlement method election date adjustment business day convention. */ readonly UnderlyingSettlMethodElectionDateBusinessDayConvention: 43077; /** Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. */ readonly UnderlyingSettlMethodElectionDateRelativeTo: 43078; /** Time unit multiplier for the relative settlement method election date offset. */ readonly UnderlyingSettlMethodElectionDateOffsetPeriod: 43079; /** Time unit associated with the relative settlement method election date offset. */ readonly UnderlyingSettlMethodElectionDateOffsetUnit: 43080; /** Specifies the day type of the relative settlement method election date offset. */ readonly UnderlyingSettlMethodElectionDateOffsetDayType: 43081; /** The adjusted settlement method election date. */ readonly UnderlyingSettlMethodElectionDateAdjusted: 43082; /** The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. */ readonly UnderlyingStreamVersion: 43083; /** The effective date of the UnderlyingStreamVersion(43083). */ readonly UnderlyingStreamVersionEffectiveDate: 43084; /** Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. */ readonly UnderlyingStreamNotionalDeterminationMethod: 43085; /** For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. */ readonly UnderlyingStreamNotionalAdjustments: 43086; /** A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. */ readonly PaymentDesc: 43087; /** Security identifier of the floating rate index. */ readonly LegPaymentStreamRateIndexID: 43088; /** Source for the floating rate index identified in LegPaymentStreamRateIndexID(43088). */ readonly LegPaymentStreamRateIndexIDSource: 43089; /** Security identifier of the floating rate index. */ readonly PaymentStreamRateIndexID: 43090; /** Source for the floating rate index identified in PaymentStreamRateIndexID(43090). */ readonly PaymentStreamRateIndexIDSource: 43091; /** Security identifier of the floating rate index. */ readonly UnderlyingPaymentStreamRateIndexID: 43092; /** Source for the floating rate index identified in UnderlyingPaymentStreamRateIndexID(43092). */ readonly UnderlyingPaymentStreamRateIndexIDSource: 43093; /** Specific delivery route or time charter average. Applicable to commodity freight swaps. */ readonly DeliveryStreamRouteOrCharter: 43094; /** Specific delivery route or time charter average. Applicable to commodity freight swaps. */ readonly LegDeliveryStreamRouteOrCharter: 43095; /** Specific delivery route or time charter average. Applicable to commodity freight swaps. */ readonly UnderlyingDeliveryStreamRouteOrCharter: 43096; /** The rate applicable to the fixed rate payment. */ readonly PaymentFixedRate: 43097; /** The payment floating rate index. See SpreadOrBenchmarkCurveData(221) for suggested values. */ readonly PaymentFloatingRateIndex: 43098; /** Time unit multiplier for the floating rate index. */ readonly PaymentFloatingRateIndexCurvePeriod: 43099; /** Time unit associated with the floating rate index. */ readonly PaymentFloatingRateIndexCurveUnit: 43100; /** Spread from floating rate index. */ readonly PaymentFloatingRateSpread: 43101; /** Time unit multiplier for the payment frequency. */ readonly PaymentFrequencyPeriod: 43102; /** Time unit associated with the payment frequency. */ readonly PaymentFrequencyUnit: 43103; /** Time unit multiplier for the floating rate reset frequency. */ readonly PaymentRateResetFrequencyPeriod: 43104; /** Time unit associated with the floating rate reset frequency. */ readonly PaymentRateResetFrequencyUnit: 43105; /** The industry name of the day count convention not listed in PaymentStreamDayCount(40742). */ readonly PaymentStreamOtherDayCount: 43106; /** The industry name of the day count convention not listed in UnderlyingPaymentStreamDayCount(40572). */ readonly UnderlyingPaymentStreamOtherDayCount: 43107; /** The industry name of the day count convention not listed in LegPaymentStreamDayCount(40283). */ readonly LegPaymentStreamOtherDayCount: 43108; /** Byte length of encoded (non-ASCII characters) PaymentStreamFormula(42648) field. */ readonly PaymentStreamFormulaLength: 43109; /** Byte length of encoded (non-ASCII characters) LegPaymentStreamFormula(42486) field. */ readonly LegPaymentStreamFormulaLength: 43110; /** Byte length of encoded (non-ASCII characters) UnderlyingPaymentStreamFormula(42982) field. */ readonly UnderlyingPaymentStreamFormulaLength: 43111; /** The payment stream's second floating rate index. */ readonly PaymentStreamRateIndex2: 43112; /** The source of the payment stream's second floating rate index. */ readonly PaymentStreamRateIndex2Source: 43113; /** Security identifier of the second floating rate index. */ readonly PaymentStreamRateIndex2ID: 43114; /** Source for the second floating rate index identified in PaymentStreamRateIndex2ID(43114). */ readonly PaymentStreamRateIndex2IDSource: 43115; /** The payment stream's second floating rate index. */ readonly LegPaymentStreamRateIndex2: 43116; /** The source of the payment stream's second floating rate index. */ readonly LegPaymentStreamRateIndex2Source: 43117; /** Security identifier of the second floating rate index. */ readonly LegPaymentStreamRateIndex2ID: 43118; /** Source for the second floating rate index identified in LegPaymentStreamRateIndex2ID(43118). */ readonly LegPaymentStreamRateIndex2IDSource: 43119; /** The payment stream's second floating rate index. */ readonly UnderlyingPaymentStreamRateIndex2: 43120; /** The source of the payment stream's second floating rate index. */ readonly UnderlyingPaymentStreamRateIndex2Source: 43121; /** Security identifier of the second floating rate index. */ readonly UnderlyingPaymentStreamRateIndex2ID: 43122; /** Source for the second floating rate index identified in UnderlyingPaymentStreamRateIndex2ID(43122). */ readonly UnderlyingPaymentStreamRateIndex2IDSource: 43123; /** Unique Identifier for a batch of messages. */ readonly BatchID: 50000; /** Total # of messages contained within batch. */ readonly BatchTotalMessages: 50001; /** Indicates the processing mode for a batch of messages. */ readonly BatchProcessMode: 50002; }>; export type Field = (typeof Field)[keyof typeof Field];