XML Schema Documentation

Super-types:	ChangeEvent < IndexChange (by extension)
Sub-types:	None

Name	IndexChange
Used by (from the same schema document)	Element indexChange
Abstract	no
Documentation	Defines index factor information when credit events occur on index constituents.

XML Instance Representation

<...>

<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.'

</...>

Schema Component Representation

<xsd:complexType name="IndexChange">

<xsd:complexContent>

<xsd:extension base=" ChangeEvent ">

<xsd:sequence>

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

<xsd:element name="factoredCalculationAmount" type=" Money "/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

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

Complex Type: IndexChange

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