UnderlyingValuationMethod

Tag: 2031
Type: String
· No revisions

Indicates type of valuation method used.

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