Type: String
A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.
Added in protocol FIX.5.0SP1 (EP 83)
See in: FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| FR | Full Restructuring | FIX.5.0SP1 (EP 83) |
| MM | Modified Mod Restructuring | FIX.5.0SP1 (EP 83) |
| MR | Modified Restructuring | FIX.5.0SP1 (EP 83) |
| XR | No Restructuring specified | FIX.5.0SP1 (EP 83) |