fixparser/types/fieldtypes/ValuationMethod.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * Specifies the type of valuation method applied.
 * - Tag: 1197
 * - FIX Specification type: String
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const ValuationMethod: Readonly<{
    /** premium style */
    readonly PremiumStyle: 'EQTY';
    /** futures style mark-to-market */
    readonly FuturesStyleMarkToMarket: 'FUT';
    /** futures style with an attached cash adjustment */
    readonly FuturesStyleWithAnAttachedCashAdjustment: 'FUTDA';
    /** CDS style collateralization of market to market and coupon */
    readonly CDSStyleCollateralization: 'CDS';
    /** CDS in delivery - use recovery rate to calculate obligation */
    readonly CDSInDeliveryUseRecoveryRateToCalculate: 'CDSD';
}>;