Description
The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.
Structure
Tag | Field Name | Req'd | Comments | |
---|---|---|---|---|
42077 | NoUnderlyingProtectionTermEvents | N | ||
→ | 42078 | UnderlyingProtectionTermEventType | N |
Required if NoUnderlyingProtectionTermEvents <42077> > 0. |
→ | 42079 | UnderlyingProtectionTermEventValue | N | |
→ | 42080 | UnderlyingProtectionTermEventCurrency | N | |
→ | 42081 | UnderlyingProtectionTermEventPeriod | N |
Conditionally required when UnderlyingProtectionTermEventUnit <42082> is specified. |
→ | 42082 | UnderlyingProtectionTermEventUnit | N |
Conditionally required when UnderlyingProtectionTermEventPeriod <42081> is specified. |
→ | 42083 | UnderlyingProtectionTermEventDayType | N | |
→ | 42084 | UnderlyingProtectionTermEventRateSource | N | |
→ | Component Block - <UnderlyingProtectionTermEventQualifierGrp> | N |