The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 41859 | UnderlyingMarketDisruptionProvision | @Prov | N |
The consequences of market disruption events. |
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| <UnderlyingMarketDisruptionEventGrp> | N | ||||||
| 41860 | UnderlyingMarketDisruptionFallbackProvision | @FallbckProv | N |
Specifies the location of the fallback provision documentation. |
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| <UnderlyingMarketDisruptionFallbackGrp> | N | ||||||
| <UnderlyingMarketDisruptionFallbackReferencePriceGrp> | N | ||||||
| 41861 | UnderlyingMarketDisruptionMaximumDays | @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. |
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| 41862 | UnderlyingMarketDisruptionMaterialityPercentage | @MtrltyPctage | N |
If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. |
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| 41863 | UnderlyingMarketDisruptionMinimumFuturesContracts | @MinCtrcts | N |
Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. |
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