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)

Used in components