Tag | Field Name | Abbr Name | Data Type | Union Datatype | Description | Pedigree |
---|---|---|---|---|---|---|
1943 | MthToDefault | MthDflt | int | The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. | Added EP161 |
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