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FIXtags

FIX TAG 42166

UnderlyingProvisionCashSettlMethod

intAdded FIX.5.0SP2 · EP187

Definition

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).

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FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

Values 7

ValueMeaning
0

Cash price

1

Cash price alternate

2

Par yield curve adjusted

3

Zero coupon yield curve adjusted

4

Par yield curve unadjusted

5

Cross currency

6

Collateralized price

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 77

Includes nested components and repeating groups. Open a location to see its surrounding requirements.