FINOS-CDM-6.0-d07
repository: Blue Repository
cdm/product/asset/ProtectionTerms
FINOS-CDM-6.0-d07
Blue ID: 6p917qiqhcPsLDv4c6fcokZDb38SkP1i69kThgdzHgBY
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.
Repository version
Type Alias
FINOS-CDM-6.0-d07/cdm/product/asset/ProtectionTermsType Definition
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Type References
3VWXt9VeCTwLSaTRa6KebXPdyz4Gy3Xwf33wBbvgbeqo:FINOS-CDM-6.0-d07/cdm/observable/event/CreditEvents5arWKUo6ZdrsnkGXoVp8CVH4YWcUpQsCZ1EdqkBn5py5:FINOS-CDM-6.0-d07/cdm/product/asset/FloatingAmountEvents8hht48mGH2ZK8VFHr71MXDR5Mrge37JSMeCJn1DTKdxt:FINOS-CDM-6.0-d07/cdm/base/staticdata/asset/credit/Obligations