- Securities User Guide
- Credit Default Index
- Credit Derivative Instrument Product Definition
- Security Preferences
- Reference
29.3.1.2 Reference
- On the Credit Derivative Instrument Product Definition screen, click Reference.
Reference Details screen is displayed.
Figure 29-6 Reference Details
Description of the illustration dsdinprd_cvs_reference.jpg - On the Reference Details screen, specify the details as required.
For field description, see the below table
Table 29-4 Reference Details - Field Description
Field Description Reference Type
Denotes if the reference is an index or a standalone asset.
Instrument family
Used to define the sector:
- For INDEX: Main, Crossover, Financials, etc.
- For SINGLENAME: Corporate, Sovereign, etc.
Clearing Eligible
Select the checkbox If the Instrument has to be cleared.
Clearing Venue
Default Place of Settlement for the Instrument.
Delivery preference
Preference of Delivery in case of generic Credit Events on the Reference Entity
SRO applicable
Indicates if the Reference Obligation is same as the Standard Reference Obligation published for a specified Reference Entity and Seniority Level.
Not applicable for Index Instruments
Index product
Mark it Index product for confirmation purposes
Credit Events
List of credit events applicable to the instrument. Type Name would be fetched from CODTRTYP with Type= CREDIT_EVENT
Credit Event Description
Description of credit events. Type value to be defaulted from CODTRTYP with Type= CREDIT_EVENT
Restructuring type
ISDA document class code applicable for Restructuring Credit Event.
Not applicable for Index Instruments
Parent topic: Security Preferences