repo.blue

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/ProtectionTerms
Type Definition
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Type References