TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
1956ReferenceEntityTypeRefEntityTypint

Specifies the type of reference entity for first-to-default CDS basket contracts.


ReferenceEntityTypeCodeSet
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

Used in components:
[Instrument]