Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: BasketReferenceInformation
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-cd-4-4.xsd
Abstract
Documentation:
CDS Basket Reference Information
Collapse XSD Schema Diagram:
Drilldown into tranche in schema fpml-cd-4-4_xsd Drilldown into mthToDefault in schema fpml-cd-4-4_xsd Drilldown into nthToDefault in schema fpml-cd-4-4_xsd Drilldown into referencePool in schema fpml-cd-4-4_xsd Drilldown into basketId in schema fpml-asset-4-4_xsd Drilldown into basketId in schema fpml-asset-4-4_xsd Drilldown into basketName in schema fpml-asset-4-4_xsd Drilldown into BasketIdentifier.model in schema fpml-asset-4-4_xsdXSD Diagram of BasketReferenceInformation in schema fpml-cd-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="BasketReferenceInformation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">CDS Basket Reference Information</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:group ref="BasketIdentifier.model" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Reuses the group that specifies a name and an identifier for a given basket.</xsd:documentation>
            </xsd:annotation>
        </xsd:group>
        <xsd:element name="referencePool" type="ReferencePool">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:choice minOccurs="0">
            <xsd:sequence>
                <xsd:element name="nthToDefault" type="xsd:positiveInteger">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">N th reference obligation to default triggers payout.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="mthToDefault" type="xsd:positiveInteger" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">M th reference obligation to default to allow representation of N th to M th defaults.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
            <xsd:element name="tranche" type="Tranche">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">This element contains CDS tranche terms.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
basketName fpml:basketName (1) (1)
basketId fpml:basketId 0 unbounded
basketId fpml:basketId (1) unbounded
referencePool fpml:referencePool (1) (1)
nthToDefault fpml:nthToDefault (1) (1)
mthToDefault fpml:mthToDefault 0 (1)
tranche fpml:tranche (1) (1)
<xs:group> fpml:BasketIdentifier.model 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:basketReferenceInformation
Documentation for Financial products Markup Language (FpML®)

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