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Field

LegNthToDefault

ID (tag)2157
Typeint
PedigreeAdded EP169
The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default.

Used in components:

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