RepoBasketDefinition

A type for defining a repo basket.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
repoBasketConstituents	RepoBasketConstituents	Defines repo basket constituents.	Repo basket constituents.		0-∞, afr
repoBasketRestrictions	RepoBasketRestrictions	Defines restrictions on the constituents and structure of the repo basket.	Repo basket constituents.		0-∞, afr

Collapse All | Expand All

RepoBasketDefinition

repoBasketConstituents(RepoBasketConstituents)

	Defines repo basket constituents.

securityReference(AssetReference)

	Defines the reference to the security that is a component of the repo basket.

securityBasketQuota(decimal)

Defines the security quota in the repo basket.

priorityList(boolean)

Defines priority of usage of the security as a collateral. This doesn't include ranking of the securities priority.

repoBasketRestrictions(RepoBasketRestrictions)

	Defines restrictions on the constituents and structure of the repo basket.

A choice of the restriction for repo basket.

securityRestriction(SecurityRestriction)

	Defines restrictions on a security in the repo basket.

A choice of the securities category.

anySecurity(boolean)

	Specifies that the restriction is applied to any security.

anyOfSecurityType(SecurityType)

	Specifies that the restriction is applied to any security of the chosen security type.
	Bond;Share;ConvertibleBond;

securityQuota(decimal)

	Defines security quota in the repo basket.

securityTypeRestriction(SecurityTypeRestriction)

	Defines restrictions on a security type in the repo basket.

securityType(SecurityType)

	Specifies that the restriction is applied to the chosen security type.
	Bond;Share;ConvertibleBond;

securityTypeQuota(decimal)

	Defines security type quota in the repo basket.

securityIssuerRestriction(SecurityIssuerRestriction)

	Defines restrictions on issuer's securities in the repo basket.

A choice of the issuer of securities.

issuerPartyRefernce(PartyReference)

	Specifies that the restriction is applied to securities of the chosen issuer.

anyIssuer(boolean)

	Specifies that the restriction is applied to securities of any issuer.

securityIssuerQuota(decimal)

	Defines a quota of securities of the specified or any issuer in the repo basket.