| FRAMES | NO FRAMES |
|
|
The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 41462 | LegMarketDisruptionProvision | @Prov | N |
The consequences of market disruption events. |
|||
| <LegMarketDisruptionEventGrp> | N | ||||||
| 41463 | LegMarketDisruptionFallbackProvision | @FallbckProv | N |
Specifies the location of the fallback provision documentation. |
|||
| <LegMarketDisruptionFallbackGrp> | N | ||||||
| <LegMarketDisruptionFallbackReferencePriceGrp> | N | ||||||
| 41464 | LegMarketDisruptionMaximumDays | @MaxDays | N |
Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. |
|||
| 41465 | LegMarketDisruptionMaterialityPercentage | @MtrltyPctage | N |
If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. |
|||
| 41466 | LegMarketDisruptionMinimumFuturesContracts | @MinCtrcts | N |
Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. |
|||
|
|
| FRAMES | NO FRAMES |