Group SettlRateDisruptionFallbackGrp Scenario base


ID Abbr NumInGroup ID NumInGroup name
4010SettlRtFallbck40085NoSettlRateFallbacks

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161

Members

ID Name Abbr Presence Description
40086SettlRatePostponementMaximumDaysMaxDays optional SYNOPSIS: The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
4138SettlRateFallbackRateSourceRtSrcoptionalSYNOPSIS: SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
ELABORATION:
40088SettlRatePostponementSurveySurvey optional SYNOPSIS: Indicates whether to request a settlement rate quote from the market.
40089SettlRatePostponementCalculationAgentCalcAgent optional SYNOPSIS: Used to identify the settlement rate postponement calculation agent.