Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: IndexReferenceInformation
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-cd-5-10.xsd
Abstract
Documentation:
A type defining a Credit Default Swap Index.
Collapse XSD Schema Diagram:
Drilldown into seniority in schema fpml-cd-5-10_xsd2 Drilldown into indexFactor in schema fpml-cd-5-10_xsd2 Drilldown into settledEntityMatrix in schema fpml-cd-5-10_xsd2 Drilldown into tranche in schema fpml-cd-5-10_xsd2 Drilldown into excludedReferenceEntity in schema fpml-cd-5-10_xsd2 Drilldown into indexAnnexSource in schema fpml-cd-5-10_xsd2 Drilldown into indexAnnexDate in schema fpml-cd-5-10_xsd2 Drilldown into indexAnnexVersion in schema fpml-cd-5-10_xsd2 Drilldown into indexSeries in schema fpml-cd-5-10_xsd2 Drilldown into indexId in schema fpml-cd-5-10_xsd2 Drilldown into indexId in schema fpml-cd-5-10_xsd2 Drilldown into indexName in schema fpml-cd-5-10_xsd2 Drilldown into id in schema fpml-cd-5-10_xsd2XSD Diagram of IndexReferenceInformation in schema fpml-cd-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="IndexReferenceInformation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining a Credit Default Swap Index.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:choice minOccurs="0">
            <xsd:sequence>
                <xsd:element name="indexName" type="IndexName">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The name of the index expressed as a free format string. FpML does not define usage rules for this element.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="indexId" type="IndexId" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A CDS index identifier (e.g. RED pair code).</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
            <xsd:sequence>
                <xsd:element name="indexId" type="IndexId" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A CDS index identifier (e.g. RED pair code).</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:choice>
        <xsd:element name="indexSeries" type="xsd:positiveInteger" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A CDS index series identifier, e.g. 1, 2, 3 etc.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="indexAnnexVersion" type="xsd:positiveInteger" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A CDS index series version identifier, e.g. 1, 2, 3 etc.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="indexAnnexDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A CDS index series annex date.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="indexAnnexSource" type="IndexAnnexSource" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A CDS index series annex source.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="excludedReferenceEntity" type="LegalEntity" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Excluded reference entity.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="tranche" type="Tranche" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This element contains CDS tranche terms.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="settledEntityMatrix" type="SettledEntityMatrix" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:sequence minOccurs="0">
            <xsd:annotation>
                <xsd:documentation>Index reference data reportatble under the revised EMIR RTS.</xsd:documentation>
            </xsd:annotation>
            <xsd:element name="indexFactor" type="RestrictedPercentage" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation>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.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="seniority" type="CreditSeniority" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation>Seniority of debt instruments comprising the index.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
indexName nsD:indexName (1) (1)
indexId nsD:indexId 0 unbounded
indexId nsD:indexId (1) unbounded
indexSeries nsD:indexSeries 0 (1)
indexAnnexVersion nsD:indexAnnexVersion 0 (1)
indexAnnexDate nsD:indexAnnexDate 0 (1)
indexAnnexSource nsD:indexAnnexSource 0 (1)
excludedReferenceEntity nsD:excludedReferenceEntity 0 unbounded
tranche nsD:tranche 0 (1)
settledEntityMatrix nsD:settledEntityMatrix 0 (1)
indexFactor nsD:indexFactor 0 (1)
seniority nsD:seniority 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:indexReferenceInformation, nsD:indexReferenceInformation
Documentation for Financial products Markup Language (FpML®)

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