<xsd:complexType name="ConstituentWeight">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketPercentage" type="RestrictedPercentage" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketAmount" type="Money" minOccurs="0" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Basket Amount is not present in ISDA documentation or otherwise, basket is weighted on percentage (relative weight) or open units (absolute weight), both of which are stable expressions." xmlns:fpml-annotation="http://www.fpml.org/annotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">DEPRECATED. The relative weight of each respective basket constituent, expressed as a monetary amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
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XSD Schema Diagram:
