Description

UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.

Structure

Tag Field Name Req'd Comments
40904 UnderlyingSettlRateFallbackRateSource N
40915 UnderlyingSettlRateFallbackReferencePage N

Conditionally required when UnderlyingSettlRateFallbackRateSource <40904> = 3 (ISDA Settlement Rate Option) or 99 (Other).

Used In