Description
The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41087 | MarketDisruptionProvision | N | ||
| Component Block - <MarketDisruptionEventGrp> | N | |||
| 41088 | MarketDisruptionFallbackProvision | N | ||
| Component Block - <MarketDisruptionFallbackGrp> | N | |||
| Component Block - <MarketDisruptionFallbackReferencePriceGrp> | N | |||
| 41089 | MarketDisruptionMaximumDays | N | ||
| 41090 | MarketDisruptionMaterialityPercentage | N |
If specified, the disruption event should be specified in MarketDisruptionEventGrp. |
|
| 41091 | MarketDisruptionMinimumFuturesContracts | N |
Applicable only when MarketDisruptionEvent <41093>='DeMinimisTrading'. |
|