Code Set ProvisionCashSettlMethodCodeSet Scenario base

SYNOPSIS: 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).

ID Datatype
40108int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
40108001CashPrice0SYNOPSIS: Cash price
✓FIX.5.0SP2161
40108002CashPriceAlternate1SYNOPSIS: Cash price alternate
✓FIX.5.0SP2161
40108003ParYieldCurveAdjusted2SYNOPSIS: Par yield curve adjusted
✓FIX.5.0SP2161
40108004ZeroCouponYieldCurveAdjusted3SYNOPSIS: Zero coupon yield curve adjusted
✓FIX.5.0SP2161
40108005ParYieldCurveUnadjusted4SYNOPSIS: Par yield curve unadjusted
✓FIX.5.0SP2161
40108006CrossCurrency5SYNOPSIS: Cross currency
✓FIX.5.0SP2161
40108007CollateralizedPrice6SYNOPSIS: Collateralized price
✓FIX.5.0SP2161