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) |