Code Set
CashSettlValuationMethodCodeSet
| ID | 40038 |
| Type | int |
| Pedigree | Added EP161 |
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Market | 0 | Market | Added EP161 | |
| Highest | 1 | Highest | Added EP161 | |
| AverageMarket | 2 | Average market | Added EP161 | |
| AverageHighest | 3 | Average highest | Added EP161 | |
| BlendedMarket | 4 | Blended market | Added EP161 | |
| BlendedHighest | 5 | Blended highest | Added EP161 | |
| AverageBlendedMarket | 6 | Average blended market | Added EP161 | |
| AverageBlendedHighest | 7 | Average blended highest | Added EP161 |
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