Field MthToDefault Scenario base
SYNOPSIS:
The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
| ID |
Abbr |
Datatype |
| 1943 | MthDflt | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 161 | | | | |