Field ProvisionCashSettlMethod (40108) - FIX Protocol FIX.5.0SP2 EP240

Type: int

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).

Added in protocol FIX.5.0SP2 (161)

Valid values

Value Description Added
0 Cash price FIX.5.0SP2 (161)
1 Cash price alternate FIX.5.0SP2 (161)
2 Par yield curve adjusted FIX.5.0SP2 (161)
3 Zero coupon yield curve adjusted FIX.5.0SP2 (161)
4 Par yield curve unadjusted FIX.5.0SP2 (161)
5 Cross currency FIX.5.0SP2 (161)
6 Collateralized price FIX.5.0SP2 (161)

Used in components