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. |
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| => | 41869 | UnderlyingMarketDisruptionFallbackUnderlierType | @Typ | C |
Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. |
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| => | 41870 | UnderlyingMarketDisruptionFallbackUnderlierSecurityID | @ID | N |
Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. |
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| => | 41871 | UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource | @Src | N |
Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. |
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| => | 41872 | UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | @Desc | N |
Specifies the description of underlying security. |
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| => | 41873 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen | @EncDescLen | N |
Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. |
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| => | 41874 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | @EncDesc | N |
Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. |
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| => | 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. |
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| => | 41876 | UnderlyingMarketDisruptionFallbackBasketCurrency | @Ccy | N |
Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. |
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| => | 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. |
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