TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
1197ValuationMethodValMethString

Specifies the type of valuation method applied.


ValuationMethodCodeSet
EQTY=

premium style

Added EP52 [PremiumStyle]
FUT=

futures style mark-to-market

Added EP52 [FuturesStyleMarkToMarket]
FUTDA=

futures style with an attached cash adjustment

Added EP52 [FuturesStyleWithAnAttachedCashAdjustment]
CDS=

CDS style collateralization of market to market and coupon

Added EP83 [CDSStyleCollateralization]
CDSD=

CDS in delivery - use recovery rate to calculate obligation

Added EP83 [CDSInDeliveryUseRecoveryRateToCalculate]
Added EP52 Updated EP83

Used in components:
[Instrument]