Type: int
Specifies the type of reference entity for first-to-default CDS basket contracts.
Added in protocol FIX.5.0SP2 (161)
Valid values
Value | Description | Added |
---|---|---|
1 | Asian | FIX.5.0SP2 (161) |
10 | Western European insurance | FIX.5.0SP2 (161) |
2 | Australian and New Zealand | FIX.5.0SP2 (161) |
3 | European emerging markets | FIX.5.0SP2 (161) |
4 | Japanese | FIX.5.0SP2 (161) |
5 | North American high yield | FIX.5.0SP2 (161) |
6 | North American insurance | FIX.5.0SP2 (161) |
7 | North American investment grade | FIX.5.0SP2 (161) |
8 | Singaporean | FIX.5.0SP2 (161) |
9 | Western European | FIX.5.0SP2 (161) |