LegMarketDisruption

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

Structure

TagNameTypeRequiredDescription
41462Int Enum
Component
41463Int Enum
Component
Component
41464Int
41465Percentage
If specified, the disruption event should be specified in LegMarketDisruptionEventGrp
41466Int
Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'