Description

Type: String

Refer to definition of ValuationMethod <1197>

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

Used In