| FRAMES | NO FRAMES |
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The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40191 | NoProtectionTermEvents | Evnt | N |
Number of protection term events in the repeating group. |
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| => | 40192 | ProtectionTermEventType | @Typ | C |
Required if NoProtectionTermEvents(40191) > 0. |
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| => | 40193 | ProtectionTermEventValue | @Val | N |
Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. |
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| => | 40194 | ProtectionTermEventCurrency | @Ccy | N |
Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. |
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| => | 40195 | ProtectionTermEventPeriod | @Period | N |
Conditionally required when ProtectionTermEventUnit(40196) is specified. |
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| => | 40196 | ProtectionTermEventUnit | @Unit | N |
Conditionally required when ProtectionTermEventPeriod(40195) is specified. |
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| => | 40197 | ProtectionTermEventDayType | @DayTyp | N |
Day type for events that specify a period and unit. |
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| => | 40198 | ProtectionTermEventRateSource | @RtSrc | N |
Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. |
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| => | <ProtectionTermEventQualifierGrp> | N | |||||
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| FRAMES | NO FRAMES |