XML Schema Documentation

Super-types:	Asset < Basket (by extension)
Sub-types:	None

Name	Basket
Used by (from the same schema document)	Complex Type Underlyer , Element basket
Abstract	no
Documentation	A type describing the underlyer features of a basket swap. Each of the basket constituents are described through an embedded component, the basketConstituentsType.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<openUnits> xsd:decimal </openUnits> [0..1]

'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.'

<basketConstituent> BasketConstituent </basketConstituent> [1..*]

'Describes each of the components of the basket.'

<basketDivisor> xsd:decimal </basketDivisor> [0..1]

'Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.'

Start Group: BasketIdentifier.model [0..1]

'Reuses the group that specifies a name and an identifier for a given basket.'

Start Choice [1]

<basketName> BasketName </basketName> [1]

'The name of the basket expressed as a free format string. FpML does not define usage rules for this element.'

<basketId> BasketId </basketId> [0..*]

'A CDS basket identifier'

<basketId> BasketId </basketId> [1..*]

'A CDS basket identifier'

End Choice
End Group: BasketIdentifier.model

<basketCurrency> Currency </basketCurrency> [0..1]

'Specifies the currency for this basket.'

</...>

Schema Component Representation

<xsd:complexType name="Basket">

<xsd:complexContent>

<xsd:extension base=" Asset ">

<xsd:sequence>

<xsd:element name="openUnits" type=" xsd:decimal " minOccurs="0"/>

<xsd:element name="basketConstituent" type=" BasketConstituent " maxOccurs="unbounded"/>

<xsd:element name="basketDivisor" type=" xsd:decimal " minOccurs="0"/>

<xsd:group ref=" BasketIdentifier.model " minOccurs="0"/>

<xsd:element name="basketCurrency" type=" Currency " minOccurs="0"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: Basket

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