UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
Pedigree Added EP161
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| 40904 | UnderlyingSettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40915 | UnderlyingSettlRateFallbackReferencePage | RefPg | Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
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