BasketConstituent

A type describing each of the constituents of a basket.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
underlyingAsset	Field must be replaced by one of next elments: basket, bond, cash, commodity, convertibleBond, equity, exchangeTradedFund, future, index, loan, mortgage, mutualFund,				1-1, mre
constituentWeight	ConstituentWeight	Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. This is an optional component, as certain swaps do not specify a specific weight for each of their basket constituents.	Constituent weight.		1-1, mre
underlyerPrice	Price	Specifies the price that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the price that characterizes the equity swap is associated to the leg of the trade.	Underlyer price.		0-1, ncf	At the first stage this element is not used in the repository messages.
underlyerNotional	Money	Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the notional that characterizes the equity swap is associated to the leg of the trade.	Underlyer notional.		0-1, ncf
underlyerSpread	SpreadScheduleReference	Provides a link to the spread schedule used for this underlyer.	Underlyer spread.		0-1, ncf	At the first stage this element is not used in the repository messages.
@id	xsd:ID				1-1

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BasketConstituent

underlyingAsset(Asset)

Is substituted by one of the elements: basket bond commodity equity index

	Define the underlying asset, either a listed security or other instrument.

constituentWeight(ConstituentWeight)

	Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. This is an optional component, as certain swaps do not specify a specific weight for each of their basket constituents.

A choice of the constituent weight type.

openUnits(decimal)

	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.
	Asset quantity in the basket.

basketPercentage(RestrictedPercentage)

	The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05.
	Asset weight in the basket (per cent).
	[0;1]

basketAmount(Money)

	DEPRECATED. The relative weight of each respective basket constituent, expressed as a monetary amount.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.