Description
Type: int
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
ISDA 2003 Term: Valuation Method
Valid values:
- 0 = Market
- 1 = Highest
- 2 = Average market
- 3 = Average highest
- 4 = Blended market
- 5 = Blended highest
- 6 = Average blended market
- 7 = Average blended highest