Code Set CashSettlValuationMethodCodeSet Scenario base

SYNOPSIS: The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
ELABORATION: ISDA 2003 Term: Valuation Method

ID Datatype
40038int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
40038001Market0SYNOPSIS: Market
✓FIX.5.0SP2161
40038002Highest1SYNOPSIS: Highest
✓FIX.5.0SP2161
40038003AverageMarket2SYNOPSIS: Average market
✓FIX.5.0SP2161
40038004AverageHighest3SYNOPSIS: Average highest
✓FIX.5.0SP2161
40038005BlendedMarket4SYNOPSIS: Blended market
✓FIX.5.0SP2161
40038006BlendedHighest5SYNOPSIS: Blended highest
✓FIX.5.0SP2161
40038007AverageBlendedMarket6SYNOPSIS: Average blended market
✓FIX.5.0SP2161
40038008AverageBlendedHighest7SYNOPSIS: Average blended highest
✓FIX.5.0SP2161