TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2017UnderlyingNthToDefaultNthDfltint

The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default.

Added EP161

Used in components:
[UnderlyingInstrument]