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'. |
|||
© 2026.
EPAM Systems. All Rights Reserved.
All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.