UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
Added in protocol FIX.5.0SP2 (EP 161)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
40904 | UnderlyingSettlRateFallbackRateSource | FIX.5.0SP2 (EP 161) | |||
40915 | UnderlyingSettlRateFallbackReferencePage | Conditionally required when UnderlyingSettlRateFallbackRateSource (40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). | FIX.5.0SP2 (EP 161) |