CashSettlValuationMethod (Tag = 40038, 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' AverageMarket
'3' AverageHighest
'4' BlendedMarket
'5' BlendedHighest
'6' AverageBlendedMarket
'7' AverageBlendedHighest

Used in: