The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
41462 | Int Enum | |||
Component | ||||
41463 | Int Enum | |||
Component | ||||
Component | ||||
41464 | Int | |||
41465 | Percentage | If specified, the disruption event should be specified in LegMarketDisruptionEventGrp | ||
41466 | Int | Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading' |