The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42077 | NoUnderlyingProtectionTermEvents | Evnt | N |
Number of protection term events in the repeating group. |
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| => | 42078 | UnderlyingProtectionTermEventType | @Typ | C |
Required if NoUnderlyingProtectionTermEvents (42078) > 0. |
||
| => | 42079 | UnderlyingProtectionTermEventValue | @Val | N |
Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. |
||
| => | 42080 | UnderlyingProtectionTermEventCurrency | @Ccy | N |
Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. |
||
| => | 42081 | UnderlyingProtectionTermEventPeriod | @Period | N |
Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. |
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| => | 42082 | UnderlyingProtectionTermEventUnit | @Unit | N |
Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. |
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| => | 42083 | UnderlyingProtectionTermEventDayType | @DayTyp | N |
Day type for events that specify a period and unit. |
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| => | 42084 | UnderlyingProtectionTermEventRateSource | @RtSrc | N |
Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. |
||
| => | <UnderlyingProtectionTermEventQualifierGrp> | N | |||||
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