fpml:basketReferenceInformation

This element contains all the terms relevant to defining the Credit Default Swap Basket.

Element information

Content

• Sequence [1..1]
  from group fpml:BasketIdentifier.model
  Choice [0..1]
  • Sequence [1..1]
    1. fpml:basketName [0..1]    The name of the basket expressed as a free format string. FpML does not define usage rules for this element.
    2. fpml:basketId [0..*]    A CDS basket identifier
  1. fpml:referencePool [0..1]    This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
  2. Choice [0..1]
     • Sequence [1..1]
       1. fpml:nthToDefault [0..1]    N th reference obligation to default triggers payout.
       2. fpml:mthToDefault [0..1]    M th reference obligation to default to allow representation of N th to M th defaults.
     • fpml:tranche    This element contains CDS tranche terms.

Attributes

None

Used in

• Type fpml:GeneralTerms (Element fpml:generalTerms)

Sample instance

<fpml:basketReferenceInformation>
   <fpml:basketName>normalizedString</fpml:basketName>
   <fpml:basketId>normalizedString</fpml:basketId>
   <fpml:referencePool>
      <fpml:referencePoolItem>
         <fpml:constituentWeight>...
         </fpml:constituentWeight>
         <fpml:referencePair>...
         </fpml:referencePair>
      </fpml:referencePoolItem>
   </fpml:referencePool>
   <fpml:nthToDefault>1</fpml:nthToDefault>
   <fpml:mthToDefault>1</fpml:mthToDefault>
</fpml:basketReferenceInformation>