<xsd:complexType name="IndexChange">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Defines index factor information when credit events occur on index constituents.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="ChangeEvent">
            <xsd:sequence>
                <xsd:element name="indexFactor" type="RestrictedPercentage">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The index version factor, expressed as a decimal, that multiplied by the original notional amount yields the notional amount covered by the seller. A factor of 75% would be represented as 0.75.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="factoredCalculationAmount" type="Money">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">This relates only to CDS index contracts and represents the factored notional amount, obtained by multiplying the index factor to the contract notional amount. See indexFactor description above.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>

• fpml:ChangeEvent
  • IndexChange
  • fpml:indexChange