The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
41859 | Int Enum | |||
Component | ||||
41860 | Int Enum | |||
Component | ||||
Component | ||||
41861 | Int | |||
41862 | Percentage | If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp | ||
41863 | Int | Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading' |