<UnderlyingMarketDisruptionFallbackReferencePriceGrp> Component Block

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

Used in :

Tag Field Name FIXML Req'd Comments
41868 NoUnderlyingMarketDisruptionFallbackReferencePrices N

Number of fallback reference securities in the repeating group.

=> 41869 UnderlyingMarketDisruptionFallbackUnderlierType @Typ C

Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0.

=> 41870 UnderlyingMarketDisruptionFallbackUnderlierSecurityID @ID N

Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified.

=> 41871 UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource @Src N

Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified.

=> 41872 UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc @Desc N

Specifies the description of underlying security.

=> 41873 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen @EncDescLen N

Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it.

=> 41874 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc @EncDesc N

Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field.

=> 41875 UnderlyingMarketDisruptionFallbackOpenUnits @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.

=> 41876 UnderlyingMarketDisruptionFallbackBasketCurrency @Ccy N

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

=> 41877 UnderlyingMarketDisruptionFallbackBasketDivisor @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.