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'
|