TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2994AssetValuationModelAssetValModelint

Identifies the model used for asset valuation or pricing calculations.


AssetValuationModelCodeSet
1=

Black-Scholes

Added EP288 [BlackScholes]
2=

Whaley

Added EP288 [Whaley]
3=

Bachelier

Added EP288 [Bachelier]
4=

Kirk

Added EP288 [Kirk]
5=

Curran

Added EP288 [Curran]
6=

Black-76

Added EP288 [Black76]
7=

Binomial

Added EP288 [Binomial]
99=

Other model

Added EP288 [OtherModel]
Added EP288
Used in messages:
[SecurityRiskMetricsReport]