XML Schema Documentation

Name	basket
Type	Basket
Nillable	no
Abstract	no
Documentation	Defines the underlying asset when it is a basket.

XML Instance Representation

<openUnits> xsd:decimal </openUnits> [0..1]

'The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.'

<basketConstituent> BasketConstituent </basketConstituent> [1..*]

'Describes each of the components of the basket.'

<basketDivisor> xsd:decimal </basketDivisor> [0..1]

'Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.'

Start Group: BasketIdentifier.model [0..1]

'Reuses the group that specifies a name and an identifier for a given basket.'

Start Choice [1]

<basketName> BasketName </basketName> [1]

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

<basketId> BasketId </basketId> [0..*]

'A CDS basket identifier'

<basketId> BasketId </basketId> [1..*]

'A CDS basket identifier'

End Choice
End Group: BasketIdentifier.model

<basketCurrency> Currency </basketCurrency> [0..1]

'Specifies the currency for this basket.'

</basket>

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

Element: basket

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