Home / FIX.5.0SP2 / Fields / Tag 1197

ValuationMethod

Tag 1197

ValuationMethod

Abbreviation: ValMeth
TypeString
Tag1197
AddedFIX.5.0
Used in72 messages

Description

Specifies the type of valuation method applied.

Wire Format & Usage Example

Single field (key=value)
1197=EQTY (PremiumStyle)
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 1197=EQTY (PremiumStyle) | … | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 1197=EQTY (PremiumStyle) is this field's position in the message.

All valid values
WireNameDescription
1197=EQTYPremiumStylepremium style
1197=FUTFuturesStyleMarkToMarketfutures style mark-to-market
1197=FUTDAFuturesStyleWithAnAttachedCashAdjustmentfutures style with an attached cash adjustment
1197=CDSCDSStyleCollateralizationCDS style collateralization of market to market and coupon
1197=CDSDCDSInDeliveryUseRecoveryRateToCalculateCDS in delivery - use recovery rate to calculate obligation

Enumerated Values

5
ValueSymbolic NameDescriptionAdded
EQTYPremiumStylepremium styleFIX.5.0
FUTFuturesStyleMarkToMarketfutures style mark-to-marketFIX.5.0
FUTDAFuturesStyleWithAnAttachedCashAdjustmentfutures style with an attached cash adjustmentFIX.5.0
CDSCDSStyleCollateralizationCDS style collateralization of market to market and couponFIX.5.0SP1
CDSDCDSInDeliveryUseRecoveryRateToCalculateCDS in delivery - use recovery rate to calculate obligationFIX.5.0SP1

Used in Messages

72
BLAdjustedPositionReport7AdvertisementJAllocationInstructionBMAllocationInstructionAlertASAllocationReportAWAssignmentReportAYCollateralAssignmentBBCollateralInquiryBGCollateralInquiryAckBACollateralReportAXCollateralRequestAZCollateralResponseAKConfirmationBOContraryIntentionReporttCrossOrderCancelReplaceRequestuCrossOrderCancelRequestAADerivativeSecurityListBRDerivativeSecurityListUpdateReportQDontKnowTradeCEmailBNExecutionAcknowledgement8ExecutionReport6IOImListStrikePriceXMarketDataIncrementalRefreshVMarketDataRequestWMarketDataSnapshotFullRefreshiMassQuotebMassQuoteAcknowledgementACMultilegOrderCancelReplacesNewOrderCrossENewOrderListABNewOrderMultilegDNewOrderSingleBNewsGOrderCancelReplaceRequestFOrderCancelRequestBZOrderMassActionReportCAOrderMassActionRequestrOrderMassCancelReportqOrderMassCancelRequestAFOrderMassStatusRequestHOrderStatusRequestAMPositionMaintenanceReportALPositionMaintenanceRequestAPPositionReportSQuoteZQuoteCancelRQuoteRequestAGQuoteRequestRejectAJQuoteResponseAIQuoteStatusReportaQuoteStatusRequestAHRFQRequestANRequestForPositionsAORequestForPositionsAckdSecurityDefinitioncSecurityDefinitionRequestBPSecurityDefinitionUpdateReportySecurityListxSecurityListRequestBKSecurityListUpdateReportfSecurityStatuseSecurityStatusRequestBQSettlementObligationReportCDStreamAssignmentReportCCStreamAssignmentRequestAETradeCaptureReportARTradeCaptureReportAckADTradeCaptureReportRequestAQTradeCaptureReportRequestAckhTradingSessionStatus