FINOS-CDM-6.0-d07
repository: Blue Repository
ProtectionTerms
FINOS-CDM-6.0-d07
Blue ID: FPfijBXqPJrUZpS9mNR7irtAYTnQVfSwc6LTH5eCq236
A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents.
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Type Alias
FINOS-CDM-6.0-d07/ProtectionTermsType Definition
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Type References
DLRQwz7MQeCrzjy9bohPNwtCxKEBbKaMK65KBrwjfG6K:TextDcNc7AdjzPYo73bvDmsUWieX19nCkxDfXS4yipbo4ZxR:FINOS-CDM-6.0-d07/CreditEvents5zaNjCU9gDZuCtYkefS6oZc4LBUktdbBJMDrmze6C6Tk:FINOS-CDM-6.0-d07/FloatingAmountEventsDkF4fHDrYt7eLzQkt6YrxXBRsKyytLBwfz5s94ndQFcZ:FINOS-CDM-6.0-d07/Obligations