ValuationMethod <1197> field – FIX 5.0 SP2 – FIX Dictionary

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FIX 5.0 SP2 : ValuationMethod <1197> field
Type: String

Specifies the type of valuation method applied.

Valid values:

EQTY = premium style

FUT = futures style mark-to-market

FUTDA = futures style with an attached cash adjustment

CDS = CDS style collateralization of market to market and coupon

CDSD = CDS in delivery - use recovery rate to calculate obligation

FIX 5.0 SP2 : ValuationMethod <1197> field