<xs:simpleType name="ValuationMethod_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of valuation method applied.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ValuationMethod" ComponentType="Field" Tag="1197" Type="String" AbbrName="ValMeth" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA" />
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="EQTY" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">premium style</fm:EnumDoc>
<fm:EnumDoc value="FUT" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">futures style mark-to-market</fm:EnumDoc>
<fm:EnumDoc value="FUTDA" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">futures style with an attached cash adjustment</fm:EnumDoc>
<fm:EnumDoc value="CDS" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">CDS style collateralization of market to market and coupon</fm:EnumDoc>
<fm:EnumDoc value="CDSD" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">CDS in delivery - use recovery rate to calculate obligation</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="EQTY" />
<xs:enumeration value="FUT" />
<xs:enumeration value="FUTDA" />
<xs:enumeration value="CDS" />
<xs:enumeration value="CDSD" />
</xs:restriction>
</xs:simpleType>
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