PriceSourceDisruption

A type defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
fallbackReferencePrice	FallbackReferencePrice	The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.	Fallback rate.		0-1, mre, mfr

Collapse All | Expand All

PriceSourceDisruption

fallbackReferencePrice(FallbackReferencePrice)

	The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.

valuationPostponement(ValuationPostponement)

	Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.

maximumDaysOfPostponement(positiveInteger)

	The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.

fallbackSettlementRateOption(SettlementRateOption)

	This settlement rate option will be used in its place.

calculationAgentDetermination(CalculationAgent)

	The calculation agent will decide the rate.

A choice of the method of defining a calculation agent.

calculationAgentPartyReference(PartyReference)

	A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint responsibility.