Description
The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.
Structure
Tag | Field Name | Req'd | Comments | |
---|---|---|---|---|
41859 | UnderlyingMarketDisruptionProvision | N | ||
Component Block - <UnderlyingMarketDisruptionEventGrp> | N | |||
41860 | UnderlyingMarketDisruptionFallbackProvision | N | ||
Component Block - <UnderlyingMarketDisruptionFallbackGrp> | N | |||
Component Block - <UnderlyingMarketDisruptionFallbackReferencePriceGrp> | N | |||
41861 | UnderlyingMarketDisruptionMaximumDays | N | ||
41862 | UnderlyingMarketDisruptionMaterialityPercentage | N |
If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. |
|
41863 | UnderlyingMarketDisruptionMinimumFuturesContracts | N |
Applicable only when UnderlyingMarketDisruptionEvent <41865>='DeMinimisTrading'. |