pub enum StipulationType {
Show 80 variants
AlternativeMinimumTax,
AutoReinvestmentAtRateOrBetter,
BankQualified,
BargainConditions,
CouponRange,
IsoCurrencyCode,
CustomStartEndDate,
GeographicsAndRange,
ValuationDiscount,
Insured,
YearOrYearMonthOfIssue,
IssuersTicker,
IssueSizeRange,
LookbackDays,
ExplicitLotIdentifier,
LotVariance,
MaturityYearAndMonth,
MaturityRange,
MaximumSubstitutions,
MinimumDenomination,
MinimumIncrement,
MinimumQuantity,
PaymentFrequencyCalendar,
NumberOfPieces,
PoolsMaximum,
PoolsPerLot,
PoolsPerMillion,
PoolsPerTrade,
PriceRange,
PricingFrequency,
ProductionYear,
CallProtection,
Purpose,
BenchmarkPriceSource,
RatingSourceAndRange,
TypeOfRedemption,
Restricted,
MarketSector,
SecurityTypeIncludedOrExcluded,
Structure,
SubstitutionsFrequency,
SubstitutionsLeft,
FreeformText,
TradeVariance,
WeightedAverageCoupon,
WeightedAverageLifeCoupon,
WeightedAverageLoanAge,
WeightedAverageMaturity,
WholePool,
YieldRange,
AverageFicoScore,
AverageLoanSize,
MaximumLoanBalance,
PoolIdentifier,
TypeOfRollTrade,
ReferenceToRollingOrClosingTrade,
PrincipalOfRollingOrClosingTrade,
InterestOfRollingOrClosingTrade,
AvailableOfferQuantityToBeShownToTheStreet,
BrokersSalesCredit,
OfferPriceToBeShownToInternalBrokers,
OfferQuantityToBeShownToInternalBrokers,
TheMinimumResidualOfferQuantity,
MaximumOrderSize,
OrderQuantityIncrement,
PrimaryOrSecondaryMarketIndicator,
BrokerSalesCreditOverride,
TradersCredit,
DiscountRate,
YieldToMaturity,
AbsolutePrepaymentSpeed,
ConstantPrepaymentPenalty,
ConstantPrepaymentRate,
ConstantPrepaymentYield,
FinalCprOfHomeEquityPrepaymentCurve,
PercentOfManufacturedHousingPrepaymentCurve,
MonthlyPrepaymentRate,
PercentOfProspectusPrepaymentCurve,
PercentOfBmaPrepaymentCurve,
SingleMonthlyMortality,
}
Variants§
AlternativeMinimumTax
Value “AMT”
AutoReinvestmentAtRateOrBetter
Value “AUTOREINV”
BankQualified
Value “BANKQUAL”
BargainConditions
Value “BGNCON”
CouponRange
Value “COUPON”
IsoCurrencyCode
Value “CURRENCY”
CustomStartEndDate
Value “CUSTOMDATE”
GeographicsAndRange
Value “GEOG”
ValuationDiscount
Value “HAIRCUT”
Insured
Value “INSURED”
YearOrYearMonthOfIssue
Value “ISSUE”
IssuersTicker
Value “ISSUER”
IssueSizeRange
Value “ISSUESIZE”
LookbackDays
Value “LOOKBACK”
ExplicitLotIdentifier
Value “LOT”
LotVariance
Value “LOTVAR”
MaturityYearAndMonth
Value “MAT”
MaturityRange
Value “MATURITY”
MaximumSubstitutions
Value “MAXSUBS”
MinimumDenomination
Value “MINDNOM”
MinimumIncrement
Value “MININCR”
MinimumQuantity
Value “MINQTY”
PaymentFrequencyCalendar
Value “PAYFREQ”
NumberOfPieces
Value “PIECES”
PoolsMaximum
Value “PMAX”
PoolsPerLot
Value “PPL”
PoolsPerMillion
Value “PPM”
PoolsPerTrade
Value “PPT”
PriceRange
Value “PRICE”
PricingFrequency
Value “PRICEFREQ”
ProductionYear
Value “PROD”
CallProtection
Value “PROTECT”
Purpose
Value “PURPOSE”
BenchmarkPriceSource
Value “PXSOURCE”
RatingSourceAndRange
Value “RATING”
TypeOfRedemption
Value “REDEMPTION”
Restricted
Value “RESTRICTED”
MarketSector
Value “SECTOR”
SecurityTypeIncludedOrExcluded
Value “SECTYPE”
Structure
Value “STRUCT”
SubstitutionsFrequency
Value “SUBSFREQ”
SubstitutionsLeft
Value “SUBSLEFT”
FreeformText
Value “TEXT”
TradeVariance
Value “TRDVAR”
WeightedAverageCoupon
Value “WAC”
WeightedAverageLifeCoupon
Value “WAL”
WeightedAverageLoanAge
Value “WALA”
WeightedAverageMaturity
Value “WAM”
WholePool
Value “WHOLE”
YieldRange
Value “YIELD”
AverageFicoScore
Value “AVFICO”
AverageLoanSize
Value “AVSIZE”
MaximumLoanBalance
Value “MAXBAL”
PoolIdentifier
Value “POOL”
TypeOfRollTrade
Value “ROLLTYPE”
ReferenceToRollingOrClosingTrade
Value “REFTRADE”
PrincipalOfRollingOrClosingTrade
Value “REFPRIN”
InterestOfRollingOrClosingTrade
Value “REFINT”
AvailableOfferQuantityToBeShownToTheStreet
Value “AVAILQTY”
BrokersSalesCredit
Value “BROKERCREDIT”
OfferPriceToBeShownToInternalBrokers
Value “INTERNALPX”
OfferQuantityToBeShownToInternalBrokers
Value “INTERNALQTY”
TheMinimumResidualOfferQuantity
Value “LEAVEQTY”
MaximumOrderSize
Value “MAXORDQTY”
OrderQuantityIncrement
Value “ORDRINCR”
PrimaryOrSecondaryMarketIndicator
Value “PRIMARY”
BrokerSalesCreditOverride
Value “SALESCREDITOVR”
TradersCredit
Value “TRADERCREDIT”
DiscountRate
Value “DISCOUNT”
YieldToMaturity
Value “YTM”
AbsolutePrepaymentSpeed
Value “ABS”
ConstantPrepaymentPenalty
Value “CPP”
ConstantPrepaymentRate
Value “CPR”
ConstantPrepaymentYield
Value “CPY”
FinalCprOfHomeEquityPrepaymentCurve
Value “HEP”
PercentOfManufacturedHousingPrepaymentCurve
Value “MHP”
MonthlyPrepaymentRate
Value “MPR”
PercentOfProspectusPrepaymentCurve
Value “PPC”
PercentOfBmaPrepaymentCurve
Value “PSA”
SingleMonthlyMortality
Value “SMM”
Implementations§
Source§impl StipulationType
impl StipulationType
pub const fn from_bytes(input: &[u8]) -> Option<StipulationType>
pub const fn from_fix_str(input: &FixStr) -> Option<StipulationType>
pub const fn as_bytes(&self) -> &'static [u8] ⓘ
pub const fn as_fix_str(&self) -> &'static FixStr
Trait Implementations§
Source§impl Clone for StipulationType
impl Clone for StipulationType
Source§fn clone(&self) -> StipulationType
fn clone(&self) -> StipulationType
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
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