Field UnderlyingMarketDisruptionMaximumDays Scenario base
SYNOPSIS:
Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).
ELABORATION:
ISDA 2005 Commodity Definition.
| ID |
Abbr |
Datatype |
| 41861 | MaxDays | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 169 | | | | |