Description
UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40904 | UnderlyingSettlRateFallbackRateSource | N | ||
| 40915 | UnderlyingSettlRateFallbackReferencePage | N |
Conditionally required when UnderlyingSettlRateFallbackRateSource <40904> = 3 (ISDA Settlement Rate Option) or 99 (Other). |
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