Code Set ValuationMethodCodeSet Scenario base

SYNOPSIS: Specifies the type of valuation method applied.

ID Datatype
1197String

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1197001PremiumStyleEQTYSYNOPSIS: premium style
FIX.5.052
1197002FuturesStyleMarkToMarketFUTSYNOPSIS: futures style mark-to-market
FIX.5.052
1197003FuturesStyleWithAnAttachedCashAdjustmentFUTDASYNOPSIS: futures style with an attached cash adjustment
FIX.5.052
1197004CDSStyleCollateralizationCDSSYNOPSIS: CDS style collateralization of market to market and coupon
FIX.5.0SP183
1197005CDSInDeliveryUseRecoveryRateToCalculateCDSDSYNOPSIS: CDS in delivery - use recovery rate to calculate obligation
FIX.5.0SP183