XML Schema Documentation

Element: indexChange

[Table of contents]

  • This element can be used wherever the following element is referenced:
Name indexChange
Type IndexChange
Nillable no
Abstract no
Documentation Contains index factor information when credit events occur on index constituents.
Logical Diagram
XML Instance Representation
<indexChange>
<indexFactor> RestrictedPercentage </indexFactor> [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.'

<factoredCalculationAmount> Money </factoredCalculationAmount> [1]

'This relates only to CDS index contracts and represents the factored notional amount, obtained by multiplying the index factor to the contract notional amount. See indexFactor description above.'

</indexChange>
Diagram
Schema Component Representation
<xsd:element name="indexChange" type=" IndexChange " substitutionGroup="changeEvent"/>

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