The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.
Added in protocol FIX.5.0SP2 (187)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
42077 | NoUnderlyingProtectionTermEvents | FIX.5.0SP2 (187) | |||
42078 | UnderlyingProtectionTermEventType | Required if NoUnderlyingProtectionTermEvents (42078) > 0. | FIX.5.0SP2 (187) | ||
42079 | UnderlyingProtectionTermEventValue | FIX.5.0SP2 (187) | |||
42080 | UnderlyingProtectionTermEventCurrency | FIX.5.0SP2 (187) | |||
42081 | UnderlyingProtectionTermEventPeriod | Conditionally required when UnderlyingProtectionTermEventUnit (42082) is specified. | FIX.5.0SP2 (187) | ||
42082 | UnderlyingProtectionTermEventUnit | Conditionally required when UnderlyingProtectionTermEventPeriod (42081) is specified. | FIX.5.0SP2 (187) | ||
42083 | UnderlyingProtectionTermEventDayType | FIX.5.0SP2 (187) | |||
42084 | UnderlyingProtectionTermEventRateSource | FIX.5.0SP2 (187) | |||
BlockRepeating | UnderlyingProtectionTermEventQualifierGrp | FIX.5.0SP2 (187) |