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