FuturesValuationMethod <1197> field – FIX 5.0 SP1 – FIX Dictionary

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FIX 5.0 SP1 : FuturesValuationMethod <1197> field
Type: String

For futures, indicates type of valuation method applied

Valid values:

EQTY = premium style

FUT = futures style mark-to-market

FUTDA = futures style with an attached cash adjustment

FIX 5.0 SP1 : FuturesValuationMethod <1197> field