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FIXtags

FIX TAG 1319

DerivativeValuationMethod

StringAdded FIX.5.0 · EP52

Definition

Specifies the method for price quotation.

See ValuationMethod(1197) for complete definition.

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

Definition text changed

FIX 5.0 SP2

Refer to definition of ValuationMethod(1197).

FIX Latest · EP309

Specifies the method for price quotation.

See ValuationMethod(1197) for complete definition.

Values only in FIX Latest · EP309 5

  • 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

Values 5

ValueMeaning
EQTY

premium style

FUT

futures style mark-to-market

FUTDA

futures style with an attached cash adjustment

CDS

CDS style collateralization of market to market and coupon

CDSD

CDS in delivery - use recovery rate to calculate obligation

About the String data type

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).

Used in messages 3

Includes nested components and repeating groups. Open a location to see its surrounding requirements.