Tag | Field Name | Abbr Name | Data Type | Union Datatype | Description | Pedigree |
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2018 | UnderlyingMthToDefault | MthDflt | int | The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. | Added EP161 |
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