| CashSettlValuationMethodCodeSet | int | The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method
| 0 | = | Market | Added EP161
| | [Market] | | 1 | = | Highest | Added EP161
| | [Highest] | | 2 | = | Average market | Added EP161
| | [AverageMarket] | | 3 | = | Average highest | Added EP161
| | [AverageHighest] | | 4 | = | Blended market | Added EP161
| | [BlendedMarket] | | 5 | = | Blended highest | Added EP161
| | [BlendedHighest] | | 6 | = | Average blended market | Added EP161
| | [AverageBlendedMarket] | | 7 | = | Average blended highest | Added EP161
| | [AverageBlendedHighest] |
| Added EP161
|