Field LegNthToDefault Scenario base
SYNOPSIS:
The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default.
| ID |
Abbr |
Datatype |
| 2157 | NthDflt | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 169 | | | | |