fpml:indexReferenceInformation

This element contains all the terms relevant to defining the Credit DefaultSwap Index.

Element information

Content

• Sequence [1..1]
  1. Choice [0..1]
     • Sequence [1..1]
       1. fpml:indexName [1..1]    The name of the index expressed as a free format string. FpML does not define usage rules for this element.
       2. fpml:indexId [0..*]    A CDS index identifier (e.g. RED pair code).
     • fpml:indexId [1..*]    A CDS index identifier (e.g. RED pair code).
  2. fpml:tranche [0..1]    This element contains CDS tranche terms.

Attributes

Used in

• Type fpml:GeneralTerms (Element fpml:generalTerms)

Sample instance

<indexReferenceInformation>
   <indexName>Dow Jones CDX NA IG.2</indexName>
</indexReferenceInformation>