Definition Type: SimpleType
Name: ValuationMethod_enum_t
Namespace: http://www.fixprotocol.org/FIXML-5-0-SP2
Containing Schema: fixml-fields-base-5-0-SP2.xsd
Documentation:
Specifies the type of valuation method applied.
Collapse XSD Schema Diagram:
XSD Diagram of ValuationMethod_enum_t in schema fixml-fields-base-5-0-sp2_xsd (Financial Information eXchange (FIX))
Collapse XSD Schema Code:
<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>
Collapse Facets:
Facet Value
Enumeration EQTY
Enumeration FUT
Enumeration FUTDA
Enumeration CDS
Enumeration CDSD
Collapse Derivation Tree:
Collapse References:
nsA:DerivativeValuationMethod_t, nsA:ValuationMethod_t