Type: String
A category of CDS credit even in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.
Added in protocol FIX.5.0SP1 (83)
See in: FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
FR | Full Restructuring | FIX.5.0SP1 (83) |
MM | Modified Mod Restructuring | FIX.5.0SP1 (83) |
MR | Modified Restructuring | FIX.5.0SP1 (83) |
XR | No Restructuring specified | FIX.5.0SP1 (83) |