complexType "CreditEventIndexReferenceInformation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-cd-5-13.xsd; see XML source
Includes:
definitions of 1 attribute, 13 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
((indexName, indexId*) | indexId+), indexSeries?, indexAnnexVersion?, indexAnnexDate?, indexAnnexSource?, excludedReferenceEntity*, tranche?, settledEntityMatrix?, (indexFactor?, seniority?)?, indexReversionDate
</...>
Content Model Elements (13):
excludedReferenceEntity (in indexReferenceInformation in creditChangeEvent),
indexAnnexDate (in indexReferenceInformation in creditChangeEvent),
indexAnnexSource (in indexReferenceInformation in creditChangeEvent),
indexAnnexVersion (in indexReferenceInformation in creditChangeEvent),
indexFactor (in indexReferenceInformation in creditChangeEvent),
indexId (in indexReferenceInformation in creditChangeEvent),
indexId (in indexReferenceInformation in creditChangeEvent),
indexName (in indexReferenceInformation in creditChangeEvent),
indexReversionDate,
indexSeries (in indexReferenceInformation in creditChangeEvent),
seniority (in indexReferenceInformation in creditChangeEvent),
settledEntityMatrix (in indexReferenceInformation in creditChangeEvent),
tranche (in indexReferenceInformation in creditChangeEvent)
All Direct / Indirect Based Elements (1):
indexReferenceInformation  (in creditChangeEvent)
Known Usage Locations
Annotation
A type defining a Credit Default Swap Index after a Credit Event.
XML Source (w/o annotations (15); see within schema source)
<xsd:complexType name="CreditEventIndexReferenceInformation">
<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="ReferenceInformation"/>
<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:element name="indexReversionDate" type="xsd:date"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
id
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; 13/13)
excludedReferenceEntity
Type:
ReferenceInformation, complex content
Excluded reference entity.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="excludedReferenceEntity" type="ReferenceInformation"/>
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
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"/>
indexReversionDate
Type:
xsd:date, predefined, simple content
The date on which the index, affected by the credit event, is reversioned.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="indexReversionDate" type="xsd:date"/>
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 FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.