ReferenceEntityTypeCodeSet | int | Specifies the type of reference entity for first-to-default CDS basket contracts.
1 | = | Asian | Added EP161
| | [Asian] | 2 | = | Australian and New Zealand | Added EP161
| | [AustralianNewZealand] | 3 | = | European emerging markets | Added EP161
| | [EuropeanEmergingMarkets] | 4 | = | Japanese | Added EP161
| | [Japanese] | 5 | = | North American high yield | Added EP161
| | [NorthAmericanHighYield] | 6 | = | North American insurance | Added EP161
| | [NorthAmericanInsurance] | 7 | = | North American investment grade | Added EP161
| | [NorthAmericanInvestmentGrade] | 8 | = | Singaporean | Added EP161
| | [Singaporean] | 9 | = | Western European | Added EP161
| | [WesternEuropean] | 10 | = | Western European insurance | Added EP161
| | [WesternEuropeanInsurance] |
| Added EP161
Updated EP192
|