Field
UnderlyingMthToDefault
| ID (tag) | 2018 |
| Type | int |
| Pedigree | Added EP161 |
The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
Used in components:
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