Field CashSettlValuationMethod (40038) - FIX Protocol FIX.5.0SP2 EP240
Type: int
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Added in protocol FIX.5.0SP2 (161)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Market | FIX.5.0SP2 (161) |
| 1 | Highest | FIX.5.0SP2 (161) |
| 2 | Average market | FIX.5.0SP2 (161) |
| 3 | Average highest | FIX.5.0SP2 (161) |
| 4 | Blended market | FIX.5.0SP2 (161) |
| 5 | Blended highest | FIX.5.0SP2 (161) |
| 6 | Average blended market | FIX.5.0SP2 (161) |
| 7 | Average blended highest | FIX.5.0SP2 (161) |