<ProtectionTermEventGrp> Component Block

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.

=> 40192 ProtectionTermEventType @Typ C

Required if NoProtectionTermEvents(40191) > 0.

=> 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.

=> 40194 ProtectionTermEventCurrency @Ccy N

Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes.

=> 40195 ProtectionTermEventPeriod @Period N

Conditionally required when ProtectionTermEventUnit(40196) is specified.

=> 40196 ProtectionTermEventUnit @Unit N

Conditionally required when ProtectionTermEventPeriod(40195) is specified.

=> 40197 ProtectionTermEventDayType @DayTyp N

Day type for events that specify a period and unit.

=> 40198 ProtectionTermEventRateSource @RtSrc N

Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.

=> <ProtectionTermEventQualifierGrp> N