| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4021 | ProtctnTrm | 40181 | NoProtectionTerms |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 40182 | ProtectionTermNotional | Notl | optional | SYNOPSIS:
The notional amount of protection coverage.
ELABORATION: ISDA 2003 Term: Floating Rate Payer Calculation Amount. |
| 40183 | ProtectionTermCurrency | Ccy | optional | SYNOPSIS:
The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes.
|
| 40184 | ProtectionTermSellerNotifies | Seller | optional | SYNOPSIS:
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies.
ELABORATION: ISDA 2003 Term: Notifying Party. |
| 40185 | ProtectionTermBuyerNotifies | Buyer | optional | SYNOPSIS:
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies.
ELABORATION: ISDA 2003 Term: Notifying Party. |
| 40186 | ProtectionTermEventBusinessCenter | BizCtr | optional | SYNOPSIS:
When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 40187 | ProtectionTermStandardSources | StdSrcs | optional | SYNOPSIS:
Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not.
|
| 40188 | ProtectionTermEventMinimumSources | MinSrcs | optional | SYNOPSIS:
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ELABORATION: ISDA 2003 Term: Specified Number. |
| 4113 | ProtectionTermEventNewsSourceGrp | NewsSrc | optional | SYNOPSIS:
ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.
ELABORATION: |
| 4022 | ProtectionTermEventGrp | Evnt | optional | SYNOPSIS:
The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.
ELABORATION: |
| 4024 | ProtectionTermObligationGrp | Oblig | optional | SYNOPSIS:
The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations.
ELABORATION: |
| 40190 | ProtectionTermXID | XID | optional | SYNOPSIS:
A named string value referenced by UnderlyingProtectionTermXIDRef(41314).
|