| 1319 | DerivativeValuationMethod |
@ValMeth | String | |
Refer to definition of ValuationMethod(1197).
| EQTY | = |
premium style
|
Added
FIX.5.0
EP52 | | [PremiumStyle] | | FUT | = |
futures style mark-to-market
|
Added
FIX.5.0
EP52 | | [FuturesStyleMarkToMarket] | | FUTDA | = |
futures style with an attached cash adjustment
|
Added
FIX.5.0
EP52 | | [FuturesStyleWithAnAttachedCashAdjustment] | | CDS | = |
CDS style collateralization of market to market and coupon
|
Added
FIX.5.0SP1
EP83 | | [CDSStyleCollateralization] | | CDSD | = |
CDS in delivery - use recovery rate to calculate obligation
|
Added
FIX.5.0SP1
EP83 | | [CDSInDeliveryUseRecoveryRateToCalculate] |
|
Added
FIX.5.0
EP52
Updated
FIX.5.0SP1
EP83 | | 1197 |