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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.asset",
  "type": "object",
  "title": "CreditIndexReferenceInformation",
  "description": "A class defining a Credit Default Swap Index.",
  "properties": {
    "indexSeries": {
      "description": "A CDS index series identifier, e.g. 1, 2, 3 etc.",
      "type": "integer"
    },
    "indexAnnexVersion": {
      "description": "A CDS index series version identifier, e.g. 1, 2, 3 etc.",
      "type": "integer"
    },
    "indexAnnexDate": {
      "description": "A CDS index series annex date.",
      "type": "string"
    },
    "indexAnnexSource": {
      "description": "A CDS index series annex source.",
      "$ref": "cdm-product-asset-metafields-FieldWithMetaIndexAnnexSourceEnum.schema.json"
    },
    "excludedReferenceEntity": {
      "description": "Excluded reference entity.",
      "type": "array",
      "items": {
        "$ref": "cdm-product-asset-ReferenceInformation.schema.json"
      },
      "minItems": 0
    },
    "tranche": {
      "description": "This element contains CDS tranche terms.",
      "$ref": "cdm-product-asset-Tranche.schema.json"
    },
    "settledEntityMatrix": {
      "description": "Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.",
      "$ref": "cdm-product-asset-SettledEntityMatrix.schema.json"
    },
    "indexFactor": {
      "description": "Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.",
      "type": "number"
    },
    "seniority": {
      "description": "Seniority of debt instruments comprising the index.",
      "$ref": "cdm-product-asset-CreditSeniorityEnum.schema.json"
    },
    "indexName": {
      "description": "The name of the index expressed as a free format string with an associated scheme.",
      "$ref": "com-rosetta-model-metafields-FieldWithMetaString.schema.json"
    },
    "indexId": {
      "description": "An index identifier (e.g. RED pair code).",
      "type": "array",
      "items": {
        "$ref": "com-rosetta-model-metafields-FieldWithMetaString.schema.json"
      },
      "minItems": 0
    }
  }
}