Code Set
ValuationMethodCodeSet
| ID | 1197 |
| Type | String |
| Pedigree | Added EP52, Updated EP83 |
Specifies the type of valuation method applied.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| PremiumStyle | EQTY | premium style | Added EP52 | |
| FuturesStyleMarkToMarket | FUT | futures style mark-to-market | Added EP52 | |
| FuturesStyleWithAnAttachedCashAdjustment | FUTDA | futures style with an attached cash adjustment | Added EP52 | |
| CDSStyleCollateralization | CDS | CDS style collateralization of market to market and coupon | Added EP83 | |
| CDSInDeliveryUseRecoveryRateToCalculate | CDSD | CDS in delivery - use recovery rate to calculate obligation | Added EP83 |
Used in components:
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