index_composition

The index_composition is an array of reference_id/weight providing a breakdown of index constituents.

reference_id

A specific reference to a constituent in order to be able to establish a link in netting operations.

For equity indices we expect the reference_id to be an ID linking another security record.

weight

Decimal value representing the proportion of a reference_id in the allocated index. We expect the sum of all weights to equal 1 but we do not enforce this validation.