Description

Type: int

Specifies the type of reference entity for first-to-default CDS basket contracts.

Valid values:

  • 1 = Asian
  • 2 = Australian and New Zealand
  • 3 = European emerging markets
  • 4 = Japanese
  • 5 = North American high yield
  • 6 = North American insurance
  • 7 = North American investment grade
  • 8 = Singaporean
  • 9 = Western European
  • 10 = Western European insurance

Used In