Tag | Field Name | Abbr Name | Data Type | Union Datatype | Description | Pedigree |
---|---|---|---|---|---|---|
2017 | UnderlyingNthToDefault | NthDflt | int | 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 |
|