Description

Type: int

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

ISDA 2003 Term: Valuation Method

Valid values:

  • 0 = Market
  • 1 = Highest
  • 2 = Average market
  • 3 = Average highest
  • 4 = Blended market
  • 5 = Blended highest
  • 6 = Average blended market
  • 7 = Average blended highest

Used In