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UnderlyingSettlRateFallbackRateSource

ID4140
PedigreeAdded EP161
UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
Field
Name
Type
Req'd
Comments
Pedigree
40904
Added EP161
40915
Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other).
Added EP161

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