Description

The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.

Structure

Tag Field Name Req'd Comments
40191 NoProtectionTermEvents N
→ 40192 ProtectionTermEventType N

Required if NoProtectionTermEvents <40191> > 0.

→ 40193 ProtectionTermEventValue N
→ 40194 ProtectionTermEventCurrency N
→ 40195 ProtectionTermEventPeriod N

Conditionally required when ProtectionTermEventUnit <40196> is specified.

→ 40196 ProtectionTermEventUnit N

Conditionally required when ProtectionTermEventPeriod <40195> is specified.

→ 40197 ProtectionTermEventDayType N
→ 40198 ProtectionTermEventRateSource N
→ Component Block - <ProtectionTermEventQualifierGrp> N

Used In