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] |