<UnderlyingSettlRateDisruptionFallbackGrp> Component Block

The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.

Used in :

<UnderlyingPaymentStreamNonDeliverableSettlTerms>

Tag		Field Name	FIXML	Req'd	Comments
40659		NoUnderlyingSettlRateFallbacks	SettlRtFallbck	N	Number of settlement rate fallbacks in the repeating group
=>	40660	UnderlyingSettlRatePostponementMaximumDays	@MaxDays	C	Required if NoUnderlyingSettlRateFallbacks(40659) > 0.
=>	<UnderlyingSettlRateFallbackRateSource>			N
=>	40662	UnderlyingSettlRatePostponementSurvey	@Survey	N	Indicates whether to request a settlement rate quote from the market.
=>	40663	UnderlyingSettlRatePostponementCalculationAgent	@CalcAgent	N	Used to identify the settlement rate postponement calculation agent.