CreditEvent
Type CDM 7.2.0Specifies the relevant data regarding a credit event.
Extends —
Extended by —
Attributes 7
Namespace cdm.event.common
Attributes
All 7 declared on CreditEvent. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| creditEventType | CreditEventTypeEnum | 1..1 | The type of credit event taking place. |
| eventDeterminationDate | date | 1..1 | The date in which the credit event is determined by the Credit Derivatives Determinations Comitee. |
| auctionDate | date | 0..1 | The date on which the auction is scheduled to occur. |
| finalPrice | Price | 0..1 | The final price resulting from the auction. |
| recoveryPercent | number | 0..1 | The percentage of the original value of the asset affected by the credit event that can be recovered. |
| publiclyAvailableInformation | Resource | 0..* | A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred. |
| referenceInformation | ReferenceInformation | 1..1 | The reference entity, part of a credit basket, impacted by the credit event. |
Referenced by
1 type holds a CreditEvent as an attribute.
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