XML Schema Documentation

Complex Type: IndexReferenceInformation

[Table of contents]

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.'

<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.'

</...>
Diagram
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="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>