Field UnderlyingNthToDefault (2017) - FIX Protocol FIX.5.0SP2 EP240

Type: int

The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault (2018) the default will trigger a CDS payout. If UnderlyingMthToDefault (2018) is also present then payout occurs between the Nth and Mth obligations to default.

Added in protocol FIX.5.0SP2 (161)

Used in components