Description

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.

Structure

Tag Field Name Req'd Comments
40659 NoUnderlyingSettlRateFallbacks N
→ 40660 UnderlyingSettlRatePostponementMaximumDays N

Required if NoUnderlyingSettlRateFallbacks <40659> > 0.

→ Component Block - <UnderlyingSettlRateFallbackRateSource> N
→ 40662 UnderlyingSettlRatePostponementSurvey N
→ 40663 UnderlyingSettlRatePostponementCalculationAgent N

Used In