Field ValuationMethod (1197) - FIX Protocol FIX.5.0SP2
Type: String
Specifies the type of valuation method applied.
Added in protocol FIX.5.0 (52)
See in: FIX.5.0SP1, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
CDS | CDS style collateralization of market to market and coupon | FIX.5.0SP1 (83) |
CDSD | CDS in delivery - use recovery rate to calculate obligation | FIX.5.0SP1 (83) |
EQTY | premium style | FIX.5.0 (52) |
FUT | futures style mark-to-market | FIX.5.0 (52) |
FUTDA | futures style with an attached cash adjustment | FIX.5.0 (52) |