Group UnderlyingSettlRateDisruptionFallbackGrp Scenario base


ID Abbr NumInGroup ID NumInGroup name
4066SettlRtFallbck40659NoUnderlyingSettlRateFallbacks

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161

Members

ID Name Abbr Presence Description
40660UnderlyingSettlRatePostponementMaximumDaysMaxDays optional SYNOPSIS: The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
4140UnderlyingSettlRateFallbackRateSourceRtSrcoptionalSYNOPSIS: UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
ELABORATION:
40662UnderlyingSettlRatePostponementSurveySurvey optional SYNOPSIS: Indicates whether to request a settlement rate quote from the market.
40663UnderlyingSettlRatePostponementCalculationAgentCalcAgent optional SYNOPSIS: Used to identify the settlement rate postponement calculation agent.