TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
41361LegCashSettlValuationMethodValMethint

The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

ISDA 2003 Term: Valuation Method.


CashSettlValuationMethodCodeSet
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 EP169
Used in components:
[LegCashSettlTermGrp]