FIX.Latest_EP273 Component

LegMarketDisruption

<MktDsrptn>

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


Pedigree Added EP169

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
41462LegMarketDisruptionProvisionProv Added EP169
ComponentLegMarketDisruptionEventGrpEvnt Added EP169
41463LegMarketDisruptionFallbackProvisionFallbckProv Added EP169
ComponentLegMarketDisruptionFallbackGrpFallbck Added EP169
ComponentLegMarketDisruptionFallbackReferencePriceGrpFallbckRefPx Added EP169
41464LegMarketDisruptionMaximumDaysMaxDays Added EP169
41465LegMarketDisruptionMaterialityPercentageMtrltyPctage If specified, the disruption event should be specified in LegMarketDisruptionEventGrp.Added EP169
41466LegMarketDisruptionMinimumFuturesContractsMinCtrcts Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'.Added EP169


Used in components:
[InstrumentLeg]