XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	IndexReferenceInformation
Used by (from the same schema document)	Complex Type GeneralTerms
Abstract	no
Documentation	A type defining a Credit Default Swap Index.

XML Instance Representation

<...
id=" xsd:ID [0..1]">
Start Choice [1]

<indexName> IndexName </indexName> [1]

'The name of the index expressed as a free format string. FpML does not define usage rules for this element.'

<indexId> IndexId </indexId> [0..*]

'A CDS index identifier (e.g. RED pair code).'

<indexId> IndexId </indexId> [1..*]

'A CDS index identifier (e.g. RED pair code).'

End Choice

<indexSeries> xsd:positiveInteger </indexSeries> [0..1]

'A CDS index series identifier, e.g. 1, 2, 3 etc.'

<indexAnnexVersion> xsd:positiveInteger </indexAnnexVersion> [0..1]

'A CDS index series version identifier, e.g. 1, 2, 3 etc.'

<indexAnnexDate> xsd:date </indexAnnexDate> [0..1]

'A CDS index series annex date.'

<indexAnnexSource> IndexAnnexSource </indexAnnexSource> [0..1]

'A CDS index series annex source.'

<indexFactor> RestrictedPercentage </indexFactor> [0..1]

'The index version factor, expressed as a decimal, that multiplied by the original notional amount yields the notional amount covered by the seller. A factor of 75% would be represented as 0.75.'

<excludedReferenceEntity> LegalEntity </excludedReferenceEntity> [0..*]

'Excluded reference entity.'

<tranche> Tranche </tranche> [0..1]

'This element contains CDS tranche terms.'

<settledEntityMatrix> SettledEntityMatrix </settledEntityMatrix> [0..1]

'Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.'

</...>

Schema Component Representation

<xsd:complexType name="IndexReferenceInformation">

<xsd:sequence>

<xsd:choice>

<xsd:sequence>

<xsd:element name="indexName" type=" IndexName "/>

<xsd:element name="indexId" type=" IndexId " minOccurs="0" maxOccurs="unbounded"/>

</xsd:sequence>

<xsd:sequence>

<xsd:element name="indexId" type=" IndexId " maxOccurs="unbounded"/>

</xsd:sequence>

</xsd:choice>

<xsd:element name="indexSeries" type=" xsd:positiveInteger " minOccurs="0"/>

<xsd:element name="indexAnnexVersion" type=" xsd:positiveInteger " minOccurs="0"/>

<xsd:element name="indexAnnexDate" type=" xsd:date " minOccurs="0"/>

<xsd:element name="indexAnnexSource" type=" IndexAnnexSource " minOccurs="0"/>

<xsd:element name="indexFactor" type=" RestrictedPercentage " minOccurs="0"/>

<xsd:element name="excludedReferenceEntity" type=" LegalEntity " minOccurs="0" maxOccurs="unbounded"/>

<xsd:element name="tranche" type=" Tranche " minOccurs="0"/>

<xsd:element name="settledEntityMatrix" type=" SettledEntityMatrix " minOccurs="0"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: IndexReferenceInformation

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