<LegMarketDisruptionFallbackReferencePriceGrp> Component Block

The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisions

Used in :

Tag Field Name FIXML Req'd Comments
41471 NoLegMarketDisruptionFallbackReferencePrices N

Number of fallback reference securities in the repeating group.

=> 41472 LegMarketDisruptionFallbackUnderlierType @Typ C

Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0.

=> 41473 LegMarketDisruptionFallbackUnderlierSecurityID @ID N

Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified.

=> 41474 LegMarketDisruptionFallbackUnderlierSecurityIDSource @Src N

Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified.

=> 41475 LegMarketDisruptionFallbackUnderlierSecurityDesc @Desc N

Specifies the description of the underlying security.

=> 41476 EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen @EncDescLen N

Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it.

=> 41477 EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc @EncDesc N

Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field.

=> 41478 LegMarketDisruptionFallbackOpenUnits @OpnUnits N

If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.

=> 41479 LegMarketDisruptionFallbackBasketCurrency @Ccy N

Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.

=> 41480 LegMarketDisruptionFallbackBasketDivisor @Dvsr N

Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.