DerivativeValuationMethod

Tag: 1319
Type: String
· No revisions

Refer to definition of ValuationMethod (1197)

Values

CodeMeaning
EQTYpremium style
FUTfutures style mark-to-market
FUTDAfutures style with an attached cash adjustment
CDSCDS style collateralization of market to market and coupon
CDSDCDS in delivery - use recovery rate to calculate obligation