TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
1942NthToDefaultNthDfltint

The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default.

Added EP161

Used in components:
[Instrument]