complexType "IndexReferenceInformation"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 12 elements
Defined:	globally in fpml-cd-5-11.xsd; see XML source
Includes:	definitions of 1 attribute, 12 elements
Used:	at 2 locations

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

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

</...>

Content Model Elements (12):

excludedReferenceEntity,

indexAnnexDate,

indexAnnexSource,

indexAnnexVersion (defined in IndexReferenceInformation complexType),

indexFactor (defined in IndexReferenceInformation complexType),

indexId (defined in IndexReferenceInformation complexType),

indexName,

indexSeries (defined in IndexReferenceInformation complexType),

seniority (defined in IndexReferenceInformation complexType),

settledEntityMatrix,

tranche (defined in IndexReferenceInformation complexType)

All Direct / Indirect Based Elements (2):

indexReferenceInformation (defined in TradeUnderlyer2 complexType),

indexReferenceInformation (in generalTerms)

Known Usage Locations

As direct type of elements (2):

indexReferenceInformation (defined in TradeUnderlyer2 complexType),

indexReferenceInformation (in generalTerms)

Annotation

A type defining a Credit Default Swap Index.

XML Source (w/o annotations (14); see within schema source)

<xsd:complexType name="IndexReferenceInformation">

<xsd:sequence>

<xsd:choice>

<xsd:sequence>

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

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

</xsd:sequence>

<xsd:sequence>

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

</xsd:sequence>

</xsd:choice>

<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="DecimalFraction"/>

<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; 12/12)

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:

DecimalFraction, 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="DecimalFraction"/>

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"/>

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" 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 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.