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FIXtags

FIX TAG 40038

CashSettlValuationMethod

intAdded FIX.5.0SP2 · EP161

Definition

The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

Additional detail from the official source

ISDA 2003 Term: Valuation Method

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

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

Values 8

ValueMeaning
0

Market

1

Highest

2

Average market

3

Average highest

4

Blended market

5

Blended highest

6

Average blended market

7

Average blended highest

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 97

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