ReferencePoolItem

This type contains all the constituent weight and reference information.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
constituentWeight	ConstituentWeight	Describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.	Constituent weight.	Asset weight in the basket.	0-1
referencePair	ReferencePair	Specifies reference entity and reference obligation.	Reference entity and obligation.		0-1, mre
protectionTermsReference	ProtectionTermsReference	Reference to the documentation terms applicable to this item.	Protection terms reference.		0-1, ncf
settlementTermsReference	SettlementTermsReference	Reference to the settlement terms applicable to this item.	Settlement terms reference.		0-1, ncf

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ReferencePoolItem

constituentWeight(ConstituentWeight)

	Describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.
	Asset weight in the basket.

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.

referencePair(ReferencePair)

Specifies reference entity and reference obligation.

referenceEntity(LegalEntity)

The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity

Code of the Reference Entity.

A choice of the legal entity identification.

Sequence

entityName(EntityName)

	The name of the reference entity. A free format string. FpML does not define usage rules for this element.

entityId(EntityId)

	A legal entity identifier (e.g. RED (Reference Entity Database for Credit Derivative Swaps) entity code).
	Code of the Reference Entity.

A choice of the reference obligation definition.

referenceObligation(ReferenceObligation)

	The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries). Furthermore the Reference Obligation is ALWAYS deliverable and establishes the Pari Passu ranking (as the deliverable bonds must rank equal to the reference obligation). ISDA 2003 Term: Reference Obligation
	Code of the Reference Obligations.

A choice of the reference obligation definition.

bond(Bond)

	Identifies the underlying asset when it is a series or a class of bonds.

instrumentId(InstrumentId)

	Identification of the underlying asset, using public and/or private identifiers.
	Underlying asset code.

description(string)

Long name of the underlying asset.

noReferenceObligation(boolean)

	Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.