Description
Type: int
Specifies the type of reference entity for first-to-default CDS basket contracts.
Valid values:
- 1 = Asian
- 2 = Australian and New Zealand
- 3 = European emerging markets
- 4 = Japanese
- 5 = North American high yield
- 6 = North American insurance
- 7 = North American investment grade
- 8 = Singaporean
- 9 = Western European
- 10 = Western European insurance