Description
The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41462 | LegMarketDisruptionProvision | N | ||
| Component Block - <LegMarketDisruptionEventGrp> | N | |||
| 41463 | LegMarketDisruptionFallbackProvision | N | ||
| Component Block - <LegMarketDisruptionFallbackGrp> | N | |||
| Component Block - <LegMarketDisruptionFallbackReferencePriceGrp> | N | |||
| 41464 | LegMarketDisruptionMaximumDays | N | ||
| 41465 | LegMarketDisruptionMaterialityPercentage | N |
If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. |
|
| 41466 | LegMarketDisruptionMinimumFuturesContracts | N |
Applicable only when LegMarketDisruptionEvent <41468>='DeMinimisTrading'. |
|