The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
41087 | Int Enum | |||
Component | ||||
41088 | Int Enum | |||
Component | ||||
Component | ||||
41089 | Int | |||
41090 | Percentage | If specified, the disruption event should be specified in MarketDisruptionEventGrp | ||
41091 | Int | Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading' |