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FIXtags

COMPONENT · SOURCE ID 4210

LegMarketDisruption

Definition

The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 41462 LegMarketDisruptionProvisionfield—
  2. LegMarketDisruptionEventGrpgroup—
  3. 41463 LegMarketDisruptionFallbackProvisionfield—
  4. LegMarketDisruptionFallbackGrpgroup—
  5. LegMarketDisruptionFallbackReferencePriceGrpgroup—
  6. 41464 LegMarketDisruptionMaximumDaysfield—
  7. 41465 LegMarketDisruptionMaterialityPercentagefield—

    If specified, the disruption event should be specified in LegMarketDisruptionEventGrp.

  8. 41466 LegMarketDisruptionMinimumFuturesContractsfield—

    Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'.

Used in messages

Direct parent structures