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Component

SettlRateFallbackRateSource

ID4138
PedigreeAdded EP161
SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
Field
Name
Type
Req'd
Comments
Pedigree
40373
Added EP161
40655
Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other).
Added EP161

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