Description

The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.

Structure

Tag Field Name Req'd Comments
40191 NoProtectionTermEvents N
40192 ProtectionTermEventType N

Required if NoProtectionTermEvents <40191> > 0.

40193 ProtectionTermEventValue N
40194 ProtectionTermEventCurrency N
40195 ProtectionTermEventPeriod N

Conditionally required when ProtectionTermEventUnit <40196> is specified.

40196 ProtectionTermEventUnit N

Conditionally required when ProtectionTermEventPeriod <40195> is specified.

40197 ProtectionTermEventDayType N
40198 ProtectionTermEventRateSource N
Component Block - <ProtectionTermEventQualifierGrp> N

Used In