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EP119 GDC Security Definition and Trade Price Extensions for CDS

Uniform instrument definition and price specification of Credit Default Swaps, in particular for the TradeCaptureReport message to be used in CDS “OTC Clearing” processes. Addresses enhancing the capabilities of the Instrument component block to specify the type of CDS reference obligation and new SecurityIDSource enumeration values for Markit RED codes. For TradeCaptureReport, ExecutionReport, NewOrderSingle and...