The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.
Added in protocol FIX.5.0SP2 (EP 161)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
40191 | NoProtectionTermEvents | FIX.5.0SP2 (EP 161) | |||
40192 | ProtectionTermEventType | Required if NoProtectionTermEvents (40191) > 0. | FIX.5.0SP2 (EP 161) | ||
40193 | ProtectionTermEventValue | FIX.5.0SP2 (EP 161) | |||
40194 | ProtectionTermEventCurrency | FIX.5.0SP2 (EP 161) | |||
40195 | ProtectionTermEventPeriod | Conditionally required when ProtectionTermEventUnit (40196) is specified. | FIX.5.0SP2 (EP 161) | ||
40196 | ProtectionTermEventUnit | Conditionally required when ProtectionTermEventPeriod (40195) is specified. | FIX.5.0SP2 (EP 161) | ||
40197 | ProtectionTermEventDayType | FIX.5.0SP2 (EP 161) | |||
40198 | ProtectionTermEventRateSource | FIX.5.0SP2 (EP 161) | |||
BlockRepeating | ProtectionTermEventQualifierGrp | FIX.5.0SP2 (EP 161) |