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. |
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| => | 41472 | LegMarketDisruptionFallbackUnderlierType | @Typ | C |
Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. |
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| => | 41473 | LegMarketDisruptionFallbackUnderlierSecurityID | @ID | N |
Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. |
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| => | 41474 | LegMarketDisruptionFallbackUnderlierSecurityIDSource | @Src | N |
Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. |
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| => | 41475 | LegMarketDisruptionFallbackUnderlierSecurityDesc | @Desc | N |
Specifies the description of the underlying security. |
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| => | 41476 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen | @EncDescLen | N |
Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. |
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| => | 41477 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc | @EncDesc | N |
Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. |
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| => | 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. |
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| => | 41479 | LegMarketDisruptionFallbackBasketCurrency | @Ccy | N |
Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. |
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| => | 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. |
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