@sotatech/node-fixjs/types/fieldtypes/ValuationMethod.d.ts

FIX Protocol Parser for Node.js

/**
 * Specifies the type of valuation method applied.
 * tag: 1197
 * @readonly
 * @enum {string} (String)
 */
export declare enum ValuationMethod {
    /** premium style */
    PremiumStyle = "EQTY",
    /** futures style mark-to-market */
    FuturesStyleMarkToMarket = "FUT",
    /** futures style with an attached cash adjustment */
    FuturesStyleWithAnAttachedCashAdjustment = "FUTDA",
    /** CDS style collateralization of market to market and coupon */
    CDSStyleCollateralization = "CDS",
    /** CDS in delivery - use recovery rate to calculate obligation */
    CDSInDeliveryUseRecoveryRateToCalculate = "CDSD"
}