complexType "IndexReferenceInformation"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 1 attribute, 11 elements
Defined:	globally in fpml-cd-5-10.xsd; see XML source
Includes:	definitions of 1 attribute, 11 elements
Used:	at 2 locations

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

(indexName?, indexId*)?, indexSeries?, indexAnnexVersion?, indexAnnexDate?, indexAnnexSource?, excludedReferenceEntity*, tranche?, settledEntityMatrix?, (indexFactor?, seniority?)?

</...>

Content Model Elements (11):

excludedReferenceEntity,

indexAnnexDate,

indexAnnexSource,

indexAnnexVersion,

indexFactor (defined in IndexReferenceInformation complexType),

indexId,

indexName,

indexSeries,

seniority (defined in IndexReferenceInformation complexType),

settledEntityMatrix,

tranche (defined in IndexReferenceInformation complexType)

All Direct / Indirect Based Elements (2):

indexReferenceInformation (in generalTerms),

indexReferenceInformation (in underlyer in genericProduct)

Known Usage Locations

As direct type of elements (2):

indexReferenceInformation (in generalTerms),

indexReferenceInformation (in underlyer in genericProduct)

Annotation

A type defining a Credit Default Swap Index.

XML Source (w/o annotations (13); see within schema source)

<xsd:complexType name="IndexReferenceInformation">

<xsd:sequence>

<xsd:sequence minOccurs="0">

<xsd:element minOccurs="0" name="indexName" type="IndexName"/>

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

</xsd:sequence>

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

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

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

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

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

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

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

<xsd:sequence minOccurs="0">

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

<xsd:element minOccurs="0" name="seniority" type="CreditSeniority"/>

</xsd:sequence>

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

</xsd:complexType>

Attribute Detail (all declarations; defined within this component only; 1/1)

Type:	xsd:ID, predefined
Use:	optional

XML Source (see within schema source)

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

Content Element Detail (all declarations; defined within this component only; 11/11)

excludedReferenceEntity

Type:

LegalEntity, complex content

Excluded reference entity.

XML Source (w/o annotations (1); see within schema source)

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

indexAnnexDate

Type:

xsd:date, predefined, simple content

A CDS index series annex date.

XML Source (w/o annotations (1); see within schema source)

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

indexAnnexSource

Type:

IndexAnnexSource, simple content

A CDS index series annex source.

Simple Content

xsd:normalizedString

maxLength:	255
minLength:	0

XML Source (w/o annotations (1); see within schema source)

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

indexAnnexVersion

Type:

xsd:positiveInteger, predefined, simple content

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

XML Source (w/o annotations (1); see within schema source)

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

indexFactor

Type:

RestrictedPercentage, simple content

Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.

Simple Content

xsd:decimal

maxInclusive:	1
minInclusive:	0

XML Source (w/o annotations (1); see within schema source)

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

indexId

Type:

IndexId, simple content

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

Simple Content

xsd:normalizedString

maxLength:	255
minLength:	1

XML Source (w/o annotations (1); see within schema source)

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

indexName

Type:

IndexName, simple content

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

Simple Content

xsd:normalizedString

maxLength:	255
minLength:	1

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="indexName" type="IndexName"/>

indexSeries

Type:

xsd:positiveInteger, predefined, simple content

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

XML Source (w/o annotations (1); see within schema source)

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

seniority

Type:

CreditSeniority, simple content

Seniority of debt instruments comprising the index.

Simple Content

xsd:normalizedString

maxLength:	255
minLength:	0

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="seniority" type="CreditSeniority"/>

settledEntityMatrix

Type:

SettledEntityMatrix, complex content

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

XML Source (w/o annotations (1); see within schema source)

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

tranche

Type:

Tranche, complex content

This element contains CDS tranche terms.

XML Source (w/o annotations (1); see within schema source)

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

XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.