Description
The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
Structure
Tag | Field Name | Req'd | Comments | |
---|---|---|---|---|
40659 | NoUnderlyingSettlRateFallbacks | N | ||
→ | 40660 | UnderlyingSettlRatePostponementMaximumDays | N |
Required if NoUnderlyingSettlRateFallbacks <40659> > 0. |
→ | Component Block - <UnderlyingSettlRateFallbackRateSource> | N | ||
→ | 40662 | UnderlyingSettlRatePostponementSurvey | N | |
→ | 40663 | UnderlyingSettlRatePostponementCalculationAgent | N |