BasketReferenceInformation
Type CDM 7.2.0CDS Basket Reference Information.
Extends —
Extended by —
Attributes 6
Namespace cdm.product.asset
Attributes
All 6 declared on BasketReferenceInformation. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| basketName | string | 0..1 | The name of the basket expressed as a free format string. FpML does not define usage rules for this element. |
| basketId | string | 0..* | A CDS basket identifier. |
| referencePool | ReferencePool | 1..1 | This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket. |
| nthToDefault | int | 0..1 | N th reference obligation to default triggers payout. |
| mthToDefault | int | 0..1 | M th reference obligation to default to allow representation of N th to M th defaults. |
| tranche | Tranche | 0..1 | This element contains CDS tranche terms. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
BasketReferenceInformationChoice Condition
Choice rule to represent an FpML choice construct. This choice rule is complemented by the data rule BasketReferenceInformation_nthToDefault to represent the FpML construct where there is a choice between a tranche element and a [required nthToDefault, optional mthToDefault] branch.
required choice nthToDefault, tranche NthToDefault Condition
As part of the branch of the choice node, FpML requires the nthToDefault element to be present, while the mthToDefault one is optional.
if mthToDefault exists then nthToDefault exists MthToDefault Condition
FpML validation rule cd-39 - Context: BasketReferenceInformation (complex type). If nthToDefault exists, and if mthToDefault exists, then nthToDefault must be less than mthToDefault.
if (nthToDefault exists and mthToDefault exists)
then nthToDefault < mthToDefaultReferenced by
1 type holds a BasketReferenceInformation as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapBasketReferenceInformation | returns | — |
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