Field UnderlyingMthToDefault Scenario base
SYNOPSIS:
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.
| ID |
Abbr |
Datatype |
| 2018 | MthDflt | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 161 | | | | |