---

Contents

Global Elements

equitySwap

Global Complex Types

AdjustableRelativeOrPeriodicDates

DividendConditions

DividendPaymentDate

EquityLeg

EquityPaymentDates

EquitySwap

EquitySwapAdditionalPayment

EquitySwapEarlyTerminationType

EquitySwapValuation

Formula

InterestAccrualsMethod

InterestLeg

LegAmount

PrincipalExchangeFeatures

RelativeDateSequence

Return

Global Simple Types

Schema Listing

---

Global Elements

equitySwap

Description:

Specifies the structure of the equity swap.

Figure:

Contents:

Element equitySwap is defined by the complex type EquitySwap

Used by:

Schema Fragment:

<xsd:element name="equitySwap" type="EquitySwap" substitutionGroup="product">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Specifies the structure of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

Global Complex Types

AdjustableRelativeOrPeriodicDates

Description:

Figure:

Contents:

There can be one occurance of the following structure; Choice of either

adjustableDates (exactly one occurrence; of the type AdjustableDates)

• A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Or

relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)

• A series of dates specified as some offset to other dates (the anchor dates) which can

Or

periodicDates (exactly one occurrence; with locally defined content) ...

calculationStartDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

calculationEndDate (zero or one occurrence; of the type AdjustableOrRelativeDate)

calculationPeriodFrequency (exactly one occurrence; of the type CalculationPeriodFrequency)

• The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.

calculationPeriodDatesAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)

• The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.

Attribute: id (xsd:ID)

Used by:

• EquitySwapValuation/equityValuationDates
• LegAmount/calculationDates

Schema Fragment:

<xsd:complexType name="AdjustableRelativeOrPeriodicDates">
  <xsd:choice>
    <xsd:element name="adjustableDates" type="AdjustableDates">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A series of dates that shall be subject to adjustment if they
          would otherwise fall on a day that is not a business day in
          the specified business centers, together with the convention
          for adjusting the date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="relativeDateSequence" type="RelativeDateSequence">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A series of dates specified as some offset to other dates
          (the anchor dates) which can
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="periodicDates">
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
          <xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
          <xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The frequency at which calculation period end dates
                occur with the regular part of the calculation period
                schedule and their roll date convention.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="calculationPeriodDatesAdjustments" type="BusinessDayAdjustments">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The business day convention to apply to each
                calculation period end date if it would otherwise fall
                on a day that is not a business day in the specified
                financial business centers.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
  </xsd:choice>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

---

DividendConditions

Description:

A type describing the conditions governing the payment of dividends to the receiver of the equity return. With the exception of the dividend payout ratio, which is defined for each of the underlying components.

Figure:

Contents:

dividendReinvestment (exactly one occurrence; of the type xsd:boolean)

• Boolean element that defines whether the dividend will be reinvested or not.

dividendEntitlement (exactly one occurrence; of the type DividendEntitlementEnum)

• Defines the date on which the receiver on the equity return is entitled to the dividend.

dividendPaymentDate (zero or one occurrence; of the type DividendPaymentDate)

• Specifies when the dividend will be paid to the receiver of the equity return. Has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Is not applicable in the case of a dividend reinvestment election.

dividendPeriodEffectiveDate (zero or one occurrence; with locally defined content) ...

Attribute: href (xsd:IDREF) - required

• Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. This element specifies the date on which the dividend period will commence.

dividendPeriodEndDate (zero or one occurrence; with locally defined content) ...

Attribute: href (xsd:IDREF) - required

• Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. This element specifies the date on which the dividend period will end. It includes a boolean attribute for defining whether this end date is included or excluded from the dividend period.

paymentCurrency (exactly one occurrence; with locally defined content) ...

There can be zero or one occurance of the following structure; Choice of either

currency (exactly one occurrence; of the type Currency)

• The currency in which an amount is denominated.

Or

determinationMethod (exactly one occurrence; of the type xsd:string)

• Specifies the method according to which an amount or a date is determined.




Attribute: id (xsd:ID)

Attribute: href (xsd:IDREF)

• Currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated.

dividendFxTriggerDate (zero or one occurrence; of the type DividendPaymentDate)

• Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.

interestAccrualsMethod (zero or one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type InterestAccrualsMethod)

• A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference.

compoundingMethod (exactly one occurrence; of the type CompoundingMethodEnum)

• If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount.

• Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.

Used by:

• Return/dividendConditions

Schema Fragment:

<xsd:complexType name="DividendConditions">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the conditions governing the payment of
      dividends to the receiver of the equity return. With the
      exception of the dividend payout ratio, which is defined for each
      of the underlying components.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="dividendReinvestment" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Boolean element that defines whether the dividend will be
          reinvested or not.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dividendEntitlement" type="DividendEntitlementEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Defines the date on which the receiver on the equity return
          is entitled to the dividend.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies when the dividend will be paid to the receiver of
          the equity return. Has the meaning as defined in the ISDA
          2002 Equity Derivatives Definitions. Is not applicable in the
          case of a dividend reinvestment election.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dividendPeriodEffectiveDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Dividend period has the meaning as defined in the ISDA 2002
          Equity Derivatives Definitions. This element specifies the
          date on which the dividend period will commence.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="dividendPeriodEndDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Dividend period has the meaning as defined in the ISDA 2002
          Equity Derivatives Definitions. This element specifies the
          date on which the dividend period will end. It includes a
          boolean attribute for defining whether this end date is
          included or excluded from the dividend period.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="paymentCurrency">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Currency in which the payment relating to the leg amount
          (equity amount or interest amount) or the dividend will be
          denominated.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice minOccurs="0">
          <xsd:element name="currency" type="Currency">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency in which an amount is denominated.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="determinationMethod" type="xsd:string">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the method according to which an amount or a
                date is determined.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:attribute name="id" type="xsd:ID"/>
        <xsd:attribute name="href" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the date on which the FX rate will be considered in
          the case of a Composite FX swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="interestAccrualsMethod" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Defines the way in which interests are accrued: the
          applicable rate (fixed or floating reference) and the
          compounding method.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          FpML entity
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:complexContent>
          <xsd:extension base="InterestAccrualsMethod">
            <xsd:sequence minOccurs="0">
              <xsd:element name="compoundingMethod" type="CompoundingMethodEnum">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    If more that one calculation period contributes to
                    a single payment amount this element specifies
                    whether compounding is applicable, and if so, what
                    compounding method is to be used. This element must
                    only be included when more that one calculation
                    period contributes to a single payment amount.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

DividendPaymentDate

Description:

A type describing the date on which the dividend will be paid/received. This type is also used to specify the date on which the FX rate will be determined, when applicable.

Figure:

Contents:

There can be one occurance of the following structure; Choice of either

dividendDateReference (exactly one occurrence; of the type DividendDateReferenceEnum)

• Reference to a dividend date, either the pay date, the ex date or the record date.

Or

adjustableDate (exactly one occurrence; of the type AdjustableDate)

• A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Used by:

• DividendConditions/dividendFxTriggerDate
• DividendConditions/dividendPaymentDate

Schema Fragment:

<xsd:complexType name="DividendPaymentDate">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the date on which the dividend will be
      paid/received. This type is also used to specify the date on
      which the FX rate will be determined, when applicable.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="dividendDateReference" type="DividendDateReferenceEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Reference to a dividend date, either the pay date, the ex
          date or the record date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="adjustableDate" type="AdjustableDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A date that shall be subject to adjustment if it would
          otherwise fall on a day that is not a business day in the
          specified business centers, together with the convention for
          adjusting the date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
</xsd:complexType>

---

EquityLeg

Description:

A type describing the equity leg of the equity swap.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that receives the payments corresponding to this structure.

effectiveDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

• Specifies the effective date of the equity leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.

terminationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

• Specifies the termination date of the equity leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.

underlyer (exactly one occurrence; of the type Underlyer)

• Specifies the underlying component of the equity swap, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

valuation (exactly one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type EquitySwapValuation)

• A type describing the initial and final valuation of the equity underlyer.

• Specifies the terms of the initial price of the equity swap and of the subsequent valuations of the equity underlyer.

notional (exactly one occurrence; with locally defined content) ...

There can be one occurance of the following structure; Choice of either

determinationMethod (exactly one occurrence; of the type xsd:string)

• Specifies the method according to which an amount or a date is determined.

Or

notionalAmount (exactly one occurrence; of the type Money)

• The notional amount.

Or

amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)




Attribute: id (xsd:ID)

• Specifies the notional of the equity swap. When used in the equity leg, the definition will typically combine the actual amount (using the notional component defined by the FpML industry group) and the determination method. When used in the interest leg, the definition will typically point to the definition of the equity leg.

equityAmount (exactly one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type LegAmount)

• A type describing the amount that will paid or received on each of the payment dates. This type is used to define both the Equity Amount and the Interest Amount.

cashSettlement (exactly one occurrence; of the type xsd:boolean)

• Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.

return (exactly one occurrence; of the type Return)

• Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the equity amounts.

notionalAdjustments (exactly one occurrence; of the type NotionalAdjustmentEnum)

• Specifies the conditions that govern the adjustment to the number of units of the equity swap.

fxTerms (zero or one occurrence; with locally defined content) ...

There can be one occurance of the following structure; Choice of either

quanto (exactly one occurrence; with locally defined content) ...

referenceCurrency (exactly one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type Currency)

Attribute: id (xsd:ID) - required

• Specifies the reference currency of the trade.

fxRate (one or more occurrences; of the type FxRate)

• Specifies a currency conversion rate.

• Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlyer.

Or

compositeFx (exactly one occurrence; with locally defined content) ...

referenceCurrency (exactly one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type Currency)

Attribute: id (xsd:ID) - required

• Specifies the reference currency of the trade.

determinationMethod (zero or one occurrence; of the type xsd:string)

• Specifies the method according to which an amount or a date is determined.

relativeDate (zero or one occurrence; of the type RelativeDateOffset)

• A date specified as some offset to another date (the anchor date).

fxDetermination (zero or one occurrence; of the type FxSpotRateSource)

• Specifies the methodology (reference source and, optionnally, fixing time) to be used for determining a currency conversion rate.

• Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.

• Specifies the FX conversion terms that can be associated with the equity component of a swap.

Attribute: legIdentifier (xsd:ID)

Used by:

• EquitySwap/equityLeg

Schema Fragment:

<xsd:complexType name="EquityLeg">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the equity leg of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the effective date of the equity leg of the swap.
          When defined in relation to a date specified somewhere else
          in the document (through the relativeDate component), this
          element will typically point to the effective date of the
          other leg of the swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the termination date of the equity leg of the swap.
          When defined in relation to a date specified somewhere else
          in the document (through the relativeDate component), this
          element will typically point to the termination date of the
          other leg of the swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="underlyer" type="Underlyer">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the underlying component of the equity swap, which
          can be either one or many and consists in either equity,
          index or convertible bond component, or a combination of
          these.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="valuation">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the terms of the initial price of the equity swap
          and of the subsequent valuations of the equity underlyer.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:complexContent>
          <xsd:extension base="EquitySwapValuation"/>
        </xsd:complexContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="notional">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the notional of the equity swap. When used in the
          equity leg, the definition will typically combine the actual
          amount (using the notional component defined by the FpML
          industry group) and the determination method. When used in
          the interest leg, the definition will typically point to the
          definition of the equity leg.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice>
          <xsd:element name="determinationMethod" type="xsd:string">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the method according to which an amount or a
                date is determined.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="notionalAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The notional amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
        </xsd:choice>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="equityAmount">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies, in relation to each Equity Payment Date, the
          amount to which the Equity Payment Date relates. Unless
          otherwise specified, this term has the meaning defined in the
          ISDA 2002 Equity Derivatives Definitions.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:complexContent>
          <xsd:extension base="LegAmount">
            <xsd:sequence>
              <xsd:element name="cashSettlement" type="xsd:boolean"/>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="return" type="Return">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the conditions under which dividend affecting the
          underlyer will be paid to the receiver of the equity amounts.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="notionalAdjustments" type="NotionalAdjustmentEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the conditions that govern the adjustment to the
          number of units of the equity swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="fxTerms" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the FX conversion terms that can be associated with
          the equity component of a swap.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice>
          <xsd:element name="quanto">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Determines the currency rate that the seller of the
                equity amounts will apply at each valuation date for
                converting the respective amounts into a currency that
                is different from the currency denomination of the
                underlyer.
              </xsd:documentation>
              <xsd:documentation xml:lang="en">
                Specifies the currency conversion rate(s) associated
                with the quanto. One rate will be defined for each pair
                of currencies involved.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:sequence>
                <xsd:element name="referenceCurrency">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the reference currency of the trade.
                    </xsd:documentation>
                  </xsd:annotation>
                  <xsd:complexType>
                    <xsd:simpleContent>
                      <xsd:extension base="Currency">
                        <xsd:attribute name="id" type="xsd:ID" use="required"/>
                      </xsd:extension>
                    </xsd:simpleContent>
                  </xsd:complexType>
                </xsd:element>
                <xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies a currency conversion rate.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
            </xsd:complexType>
          </xsd:element>
          <xsd:element name="compositeFx">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the conditions to be applied for converting
                into a reference currency when the actual currency rate
                is not determined upfront.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:sequence>
                <xsd:element name="referenceCurrency">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the reference currency of the trade.
                    </xsd:documentation>
                  </xsd:annotation>
                  <xsd:complexType>
                    <xsd:simpleContent>
                      <xsd:extension base="Currency">
                        <xsd:attribute name="id" type="xsd:ID" use="required"/>
                      </xsd:extension>
                    </xsd:simpleContent>
                  </xsd:complexType>
                </xsd:element>
                <xsd:element name="determinationMethod" type="xsd:string" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the method according to which an amount
                      or a date is determined.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="relativeDate" type="RelativeDateOffset" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      A date specified as some offset to another date
                      (the anchor date).
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="fxDetermination" type="FxSpotRateSource" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the methodology (reference source and,
                      optionnally, fixing time) to be used for
                      determining a currency conversion rate.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
            </xsd:complexType>
          </xsd:element>
        </xsd:choice>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>

---

EquityPaymentDates

Description:

A type describing the equity payment dates of the swap.

Figure:

Contents:

equityPaymentDatesInterim (zero or one occurrence; of the type AdjustableOrRelativeDates)

equityPaymentDateFinal (exactly one occurrence; of the type AdjustableOrRelativeDate)

Attribute: id (xsd:ID)

Used by:

• EquitySwapValuation/equityPaymentDates

Schema Fragment:

<xsd:complexType name="EquityPaymentDates">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the equity payment dates of the swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the interim payment dates of the swap. When defined
          in relation to a date specified somewhere else in the
          document (through the relativeDates component), this element
          will typically refer to the valuation dates and add a lag
          corresponding to the settlement cycle of the underlyer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="equityPaymentDateFinal" type="AdjustableOrRelativeDate">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the final payment date of the swap. When defined in
          relation to a date specified somewhere else in the document
          (through the relativeDate component), this element will
          typically refer to the final valuation date and add a lag
          corresponding to the settlement cycle of the underlyer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

---

EquitySwap

Description:

A type descripting the equity swaps.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Product)

• The base type which all FpML products extend.

equityLeg (one or more occurrences; of the type EquityLeg)

• The equity amounts of the equity swap

interestLeg (zero or more occurrences; of the type InterestLeg)

• The fixed income amounts of the equity swap

principalExchangeFeatures (zero or one occurrence; of the type PrincipalExchangeFeatures)

• Specifies the principal exchange features of the equity swap.

additionalPayment (zero or more occurrences; of the type EquitySwapAdditionalPayment)

• Specifies additional payment(s) between the principal parties to the trade. This component extends some of the features of the additionalPayment component developed by the FpML industry group. Appropriate discussions will determine whether it would be appropriate to extend the shared component in order to meet the further requirements of equity swaps.

earlyTermination (zero or more occurrences; of the type EquitySwapEarlyTerminationType)

• Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.

Used by:

Extension of:

• Product

Schema Fragment:

<xsd:complexType name="EquitySwap">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type descripting the equity swaps.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Product">
      <xsd:sequence>
        <xsd:element name="equityLeg" type="EquityLeg" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The equity amounts of the equity swap
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="interestLeg" type="InterestLeg" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The fixed income amounts of the equity swap
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the principal exchange features of the equity
              swap.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="additionalPayment" type="EquitySwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies additional payment(s) between the principal
              parties to the trade. This component extends some of the
              features of the additionalPayment component developed by
              the FpML industry group. Appropriate discussions will
              determine whether it would be appropriate to extend the
              shared component in order to meet the further
              requirements of equity swaps.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="earlyTermination" type="EquitySwapEarlyTerminationType" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies, for one or for both the parties to the trade,
              the date from which it can early terminate it.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquitySwapAdditionalPayment

Description:

A type describing the additional payment(s) between the principal parties to the trade. This component extends some of the features of the additionalPayment component previously developed in FpML. Appropriate discussions will determine whether it would be appropriate to extend the shared component in order to meet the further requirements of equity swaps.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that receives the payments corresponding to this structure.

additionalPaymentAmount (exactly one occurrence; with locally defined content) ...

paymentAmount (zero or one occurrence; of the type Money)

• The currency amount of the payment.

formula (zero or one occurrence; of the type Formula)

• Specifies a formula, with its description and components.

• Specifies the amount of the fee along with, when applicable, the formula that supports its determination.

additionalPaymentDate (exactly one occurrence; with locally defined content) ...

There can be one occurance of the following structure; Choice of either

adjustableDate (exactly one occurrence; of the type AdjustableDate)

• A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Or

relativeDate (exactly one occurrence; of the type RelativeDateOffset)

• A date specified as some offset to another date (the anchor date).

• Specifies the value date of the fee payment/receipt.

paymentType (zero or one occurrence; of the type PaymentType)

Used by:

• EquitySwap/additionalPayment

Schema Fragment:

<xsd:complexType name="EquitySwapAdditionalPayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the additional payment(s) between the principal
      parties to the trade. This component extends some of the features
      of the additionalPayment component previously developed in FpML.
      Appropriate discussions will determine whether it would be
      appropriate to extend the shared component in order to meet the
      further requirements of equity swaps.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="additionalPaymentAmount">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the amount of the fee along with, when applicable,
          the formula that supports its determination.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element name="paymentAmount" type="Money" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency amount of the payment.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="formula" type="Formula" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies a formula, with its description and
                components.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="additionalPaymentDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the value date of the fee payment/receipt.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice>
          <xsd:element name="adjustableDate" type="AdjustableDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A date that shall be subject to adjustment if it would
                otherwise fall on a day that is not a business day in
                the specified business centers, together with the
                convention for adjusting the date.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="relativeDate" type="RelativeDateOffset">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A date specified as some offset to another date (the
                anchor date).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquitySwapEarlyTerminationType

Description:

A type describing the date from which each of the party may be allowed to terminate the trade.

Figure:

Contents:

partyReference (exactly one occurrence; of the type PartyReference)

startingDate (exactly one occurrence; with locally defined content) ...

There can be one occurance of the following structure; Choice of either

dateRelativeTo (exactly one occurrence; of the type DateRelativeTo)

Or

adjustableDate (exactly one occurrence; of the type AdjustableDate)

• Specifies the date from which the early termination clause can be exercised.

Used by:

• EquitySwap/earlyTermination

Schema Fragment:

<xsd:complexType name="EquitySwapEarlyTerminationType">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the date from which each of the party may be
      allowed to terminate the trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyReference" type="PartyReference"/>
    <xsd:element name="startingDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the date from which the early termination clause
          can be exercised.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice>
          <xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
          <xsd:element name="adjustableDate" type="AdjustableDate"/>
        </xsd:choice>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquitySwapValuation

Description:

A type describing the initial and final valuation of the equity underlyer.

Figure:

Contents:

initialPrice (exactly one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type Price)

• A type describing the strike price of the equity swap.

valuationTimeType (zero or one occurrence; of the type TimeTypeEnum)

• The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

valuationTime (zero or one occurrence; of the type BusinessCenterTime)

• The specific time of day at which the calculation agent values the underlying.

equityValuationDate (zero or one occurrence; with locally defined content) ...


There can be one occurance of the following structure; Choice of either

adjustableDate (exactly one occurrence; of the type AdjustableDate)

• A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Or

relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)

• A series of dates specified as some offset to other dates (the anchor dates) which can




Attribute: id (xsd:ID)

• Specifies the valuation date of the equity underlyer.

• Specifies the initial reference price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

equityNotionalReset (exactly one occurrence; of the type xsd:boolean)

• The term "Equity Notional Reset" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. The reference to the ISDA definition is either "Applicable" or 'Inapplicable".

valuationPriceInterim (zero or one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type Price)

• A type describing the strike price of the equity swap.

valuationTimeType (exactly one occurrence; of the type TimeTypeEnum)

• The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

valuationTime (zero or one occurrence; of the type BusinessCenterTime)

• The specific time of day at which the calculation agent values the underlying.

equityValuationDates (exactly one occurrence; of the type AdjustableRelativeOrPeriodicDates)

• Specifies the interim equity valuation dates of the swap.

• Specifies the interim valuation price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

valuationPriceFinal (exactly one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type Price)

• A type describing the strike price of the equity swap.

valuationTimeType (zero or one occurrence; of the type TimeTypeEnum)

• The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

valuationTime (zero or one occurrence; of the type BusinessCenterTime)

• The specific time of day at which the calculation agent values the underlying.

equityValuationDate (exactly one occurrence; with locally defined content) ...


There can be one occurance of the following structure; Choice of either

adjustableDate (exactly one occurrence; of the type AdjustableDate)

• A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Or

relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)

• A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules. This component will typically be used for defining the valuation date in relation to the payment date, as both the currency and the exchange holiday calendars need to be considered.




Attribute: id (xsd:ID)

• Specifies the valuation date of the equity underlyer. In the few cases where it will be defined in relation to a date specified somewhere else in the document (through the relativeDateSequence component), this element will typically refer to the payment date and substract a day lag corresponding to the settlement cycle of the underlyer.

• Specifies the final valuation price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

equityPaymentDates (exactly one occurrence; of the type EquityPaymentDates)

• Specifies the equity payment dates of the swap.

Used by:

• EquityLeg

Schema Fragment:

<xsd:complexType name="EquitySwapValuation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the initial and final valuation of the equity
      underlyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="initialPrice">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the initial reference price of the equity
          underlyer. This price can be expressed either as an actual
          amount/currency, as a determination method, or by reference
          to another value specified in the swap document.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:complexContent>
          <xsd:extension base="Price">
            <xsd:sequence>
              <xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit, zu der die Berechnungsstelle den
                    Basiswert bewertet, zum Beispiel der offizielle
                    Börsenschluss.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="en">
                    The time of day at which the calculation agent
                    values the underlying, for example the official
                    closing time of the exchange.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="de">
                    Genaue Tageszeit, zu der die Bewertungsstelle den
                    Basiswert bewertet.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="en">
                    The specific time of day at which the calculation
                    agent values the underlying.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityValuationDate" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the valuation date of the equity
                    underlyer.
                  </xsd:documentation>
                </xsd:annotation>
                <xsd:complexType>
                  <xsd:choice>
                    <xsd:element name="adjustableDate" type="AdjustableDate">
                      <xsd:annotation>
                        <xsd:documentation xml:lang="en">
                          A date that shall be subject to adjustment if
                          it would otherwise fall on a day that is not
                          a business day in the specified business
                          centers, together with the convention for
                          adjusting the date.
                        </xsd:documentation>
                      </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="relativeDateSequence" type="RelativeDateSequence">
                      <xsd:annotation>
                        <xsd:documentation xml:lang="en">
                          A series of dates specified as some offset to
                          other dates (the anchor dates) which can
                        </xsd:documentation>
                      </xsd:annotation>
                    </xsd:element>
                  </xsd:choice>
                  <xsd:attribute name="id" type="xsd:ID"/>
                </xsd:complexType>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="equityNotionalReset" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The term "Equity Notional Reset" is assumed to have the
          meaning as defined in the ISDA 2002 Equity Derivatives
          Definitions. The reference to the ISDA definition is either
          "Applicable" or 'Inapplicable".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="valuationPriceInterim" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the interim valuation price of the equity
          underlyer. This price can be expressed either as an actual
          amount/currency, as a determination method, or by reference
          to another value specified in the swap document.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:complexContent>
          <xsd:extension base="Price">
            <xsd:sequence>
              <xsd:element name="valuationTimeType" type="TimeTypeEnum">
                <xsd:annotation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit, zu der die Berechnungsstelle den
                    Basiswert bewertet, zum Beispiel der offizielle
                    Börsenschluss.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="en">
                    The time of day at which the calculation agent
                    values the underlying, for example the official
                    closing time of the exchange.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="de">
                    Genaue Tageszeit, zu der die Bewertungsstelle den
                    Basiswert bewertet.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="en">
                    The specific time of day at which the calculation
                    agent values the underlying.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityValuationDates" type="AdjustableRelativeOrPeriodicDates">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the interim equity valuation dates of the
                    swap.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="valuationPriceFinal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the final valuation price of the equity underlyer.
          This price can be expressed either as an actual
          amount/currency, as a determination method, or by reference
          to another value specified in the swap document.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:complexContent>
          <xsd:extension base="Price">
            <xsd:sequence>
              <xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit, zu der die Berechnungsstelle den
                    Basiswert bewertet, zum Beispiel der offizielle
                    Börsenschluss.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="en">
                    The time of day at which the calculation agent
                    values the underlying, for example the official
                    closing time of the exchange.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="de">
                    Genaue Tageszeit, zu der die Bewertungsstelle den
                    Basiswert bewertet.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="en">
                    The specific time of day at which the calculation
                    agent values the underlying.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityValuationDate">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the valuation date of the equity
                    underlyer. In the few cases where it will be
                    defined in relation to a date specified somewhere
                    else in the document (through the
                    relativeDateSequence component), this element will
                    typically refer to the payment date and substract a
                    day lag corresponding to the settlement cycle of
                    the underlyer.
                  </xsd:documentation>
                </xsd:annotation>
                <xsd:complexType>
                  <xsd:choice>
                    <xsd:element name="adjustableDate" type="AdjustableDate">
                      <xsd:annotation>
                        <xsd:documentation xml:lang="en">
                          A date that shall be subject to adjustment if
                          it would otherwise fall on a day that is not
                          a business day in the specified business
                          centers, together with the convention for
                          adjusting the date.
                        </xsd:documentation>
                      </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="relativeDateSequence" type="RelativeDateSequence">
                      <xsd:annotation>
                        <xsd:documentation xml:lang="en">
                          A date specified in relation to some other
                          date defined in the document (the anchor
                          date), where there is the opportunity to
                          specify a combination of offset rules. This
                          component will typically be used for defining
                          the valuation date in relation to the payment
                          date, as both the currency and the exchange
                          holiday calendars need to be considered.
                        </xsd:documentation>
                      </xsd:annotation>
                    </xsd:element>
                  </xsd:choice>
                  <xsd:attribute name="id" type="xsd:ID"/>
                </xsd:complexType>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="equityPaymentDates" type="EquityPaymentDates">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the equity payment dates of the swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Formula

Description:

A type describing a financial formula, with its description and components.

Figure:

Contents:

formulaDescription (zero or one occurrence; of the type xsd:string)

• Text description of the formula

math (zero or one occurrence; with locally defined content) ...

• An element for containing an XML representation of the formula. Defined using xsd:any currently for flexibility in choice of language (MathML, OpenMath)

formulaComponent (zero or more occurrences; with locally defined content) ...

componentDescription (exactly one occurrence; of the type xsd:string)

• Text description of the component

formula (zero or one occurrence; of the type Formula)

• Additional formulas required to describe this component

Attribute: name (xsd:normalizedString)

Attribute: href (xsd:IDREF)

• Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a value elsewhere in the document

Used by:

• EquitySwapAdditionalPayment/formula
• Formula/formula
• LegAmount/formula

Schema Fragment:

<xsd:complexType name="Formula">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing a financial formula, with its description and
      components.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="formulaDescription" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Text description of the formula
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="math" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An element for containing an XML representation of the
          formula. Defined using xsd:any currently for flexibility in
          choice of language (MathML, OpenMath)
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType mixed="true">
        <xsd:sequence>
          <xsd:any namespace="##any" processContents="skip" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="formulaComponent" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Elements describing the components of the formula. The name
          attribute points to a value used in the math element. The
          href attribute points to a value elsewhere in the document
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element name="componentDescription" type="xsd:string">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Text description of the component
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="formula" type="Formula" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Additional formulas required to describe this component
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="name" type="xsd:normalizedString"/>
        <xsd:attribute name="href" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

InterestAccrualsMethod

Description:

A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference.

Figure:

Contents:

There can be one occurance of the following structure; Choice of either

floatingRateCalculation (exactly one occurrence; of the type FloatingRateCalculation)

• The floating rate calculation definitions

Or

fixedRate (exactly one occurrence; of the type xsd:decimal)

• The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.

Used by:

• DividendConditions

Schema Fragment:

<xsd:complexType name="InterestAccrualsMethod">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the method for accruing interests on dividends.
      Can be either a fixed rate reference or a floating rate
      reference.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The floating rate calculation definitions
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="fixedRate" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The calculation period fixed rate. A per annum rate,
          expressed as a decimal. A fixed rate of 5% would be
          represented as 0.05.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
</xsd:complexType>

---

InterestLeg

Description:

A type describing the fixed income leg of the equity swap.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that receives the payments corresponding to this structure.

interestLegCalculationPeriodDates (exactly one occurrence; with locally defined content) ...

effectiveDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

• Specifies the effective date of the equity swap. This global element is valid within the equity swaps namespace. Within the FpML namespace, another effectiveDate global element has been defined, that is different in the sense that it does not propose the choice of refering to another date in the document.

terminationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

• Specifies the termination date of the equity swap. This global element is valid within the equity swaps namespace. Within the FpML namespace, another terminationDate global element has been defined, that is different in the sense that it does not propose the choice of refering to another date in the document.

interestLegResetDates (exactly one occurrence; with locally defined content) ...

calculationPeriodDatesReference (exactly one occurrence; with locally defined content) ...

Attribute: href (xsd:IDREF) - required

• A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

There can be one occurance of the following structure; Choice of either

resetRelativeTo (exactly one occurrence; of the type ResetRelativeToEnum)

• Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date. If the reset frequency is specified as daily this element must not be included.

Or

resetFrequency (exactly one occurrence; of the type ResetFrequency)

• The frequency at which reset dates occur. In the case of a weekly reset frequency, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency then this implies that more than one reset date is established for each calculation period and some form of rate averaging is applicable.



• Specifies the reset dates of the interest leg of the swap.

interestLegPaymentDates (exactly one occurrence; of the type AdjustableOrRelativeDates)

• Specifies the payment dates of the interest leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDates component), this element will typically point to the payment dates of the equity leg of the swap.

Attribute: id (xsd:ID) - required

• Component that holds the various dates used to specify the interest leg of the equity swap. It is used to define the InterestPeriodDates identifyer.

notional (exactly one occurrence; with locally defined content) ...

There can be one occurance of the following structure; Choice of either

determinationMethod (exactly one occurrence; of the type xsd:string)

• Specifies the method according to which an amount or a date is determined.

Or

notionalAmount (exactly one occurrence; of the type Money)

• The notional amount.

Or

amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)




Attribute: id (xsd:ID)

• Specifies the notional of the equity swap. When used in the equity leg, the definition will typically combine the actual amount (using the notional component defined by the FpML industry group) and the determination method. When used in the interest leg, the definition will typically point to the definition of the equity leg.

interestAmount (exactly one occurrence; of the type LegAmount)

• Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2000 ISDA Definitions.

interestCalculation (exactly one occurrence; with locally defined content) ...

There can be one occurance of the following structure; Choice of either

floatingRateCalculation (exactly one occurrence; of the type FloatingRateCalculation)

• The floating rate calculation definitions

Or

fixedRate (exactly one occurrence; of the type xsd:decimal)

• The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.




dayCountFraction (exactly one occurrence; of the type DayCountFractionEnum)

• The day count fraction.

• Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.

Attribute: legIdentifier (xsd:ID)

Used by:

• EquitySwap/interestLeg

Schema Fragment:

<xsd:complexType name="InterestLeg">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the fixed income leg of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="interestLegCalculationPeriodDates">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Component that holds the various dates used to specify the
          interest leg of the equity swap. It is used to define the
          InterestPeriodDates identifyer.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the effective date of the equity swap. This
                global element is valid within the equity swaps
                namespace. Within the FpML namespace, another
                effectiveDate global element has been defined, that is
                different in the sense that it does not propose the
                choice of refering to another date in the document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the termination date of the equity swap. This
                global element is valid within the equity swaps
                namespace. Within the FpML namespace, another
                terminationDate global element has been defined, that
                is different in the sense that it does not propose the
                choice of refering to another date in the document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="interestLegResetDates">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the reset dates of the interest leg of the
                swap.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:sequence>
                <xsd:element name="calculationPeriodDatesReference">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      A pointer style reference to the associated
                      calculation period dates component defined
                      elsewhere in the document.
                    </xsd:documentation>
                  </xsd:annotation>
                  <xsd:complexType>
                    <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
                  </xsd:complexType>
                </xsd:element>
                <xsd:choice>
                  <xsd:element name="resetRelativeTo" type="ResetRelativeToEnum">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Specifies whether the reset dates are
                        determined with respect to each adjusted
                        calculation period start date or adjusted
                        calculation period end date. If the reset
                        frequency is specified as daily this element
                        must not be included.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                  <xsd:element name="resetFrequency" type="ResetFrequency">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        The frequency at which reset dates occur. In
                        the case of a weekly reset frequency, also
                        specifies the day of the week that the reset
                        occurs. If the reset frequency is greater than
                        the calculation period frequency then this
                        implies that more than one reset date is
                        established for each calculation period and
                        some form of rate averaging is applicable.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                </xsd:choice>
              </xsd:sequence>
            </xsd:complexType>
          </xsd:element>
          <xsd:element name="interestLegPaymentDates" type="AdjustableOrRelativeDates">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the payment dates of the interest leg of the
                swap. When defined in relation to a date specified
                somewhere else in the document (through the
                relativeDates component), this element will typically
                point to the payment dates of the equity leg of the
                swap.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID" use="required"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="notional">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the notional of the equity swap. When used in the
          equity leg, the definition will typically combine the actual
          amount (using the notional component defined by the FpML
          industry group) and the determination method. When used in
          the interest leg, the definition will typically point to the
          definition of the equity leg.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice>
          <xsd:element name="determinationMethod" type="xsd:string">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the method according to which an amount or a
                date is determined.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="notionalAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The notional amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
        </xsd:choice>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="interestAmount" type="LegAmount">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies, in relation to each Interest Payment Date, the
          amount to which the Interest Payment Date relates. Unless
          otherwise specified, this term has the meaning defined in the
          ISDA 2000 ISDA Definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="interestCalculation">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the calculation method of the interest rate leg of
          the equity swap. Includes the floating or fixed rate
          calculation definitions, along with the determination of the
          day count fraction.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The floating rate calculation definitions
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="fixedRate" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The calculation period fixed rate. A per annum rate,
                  expressed as a decimal. A fixed rate of 5% would be
                  represented as 0.05.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:element name="dayCountFraction" type="DayCountFractionEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The day count fraction.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>

---

LegAmount

Description:

A type describing the amount that will paid or received on each of the payment dates. This type is used to define both the Equity Amount and the Interest Amount.

Figure:

Contents:

paymentCurrency (exactly one occurrence; with locally defined content) ...

There can be zero or one occurance of the following structure; Choice of either

currency (exactly one occurrence; of the type Currency)

• The currency in which an amount is denominated.

Or

determinationMethod (exactly one occurrence; of the type xsd:string)

• Specifies the method according to which an amount or a date is determined.




Attribute: id (xsd:ID)

Attribute: href (xsd:IDREF)

• Currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated.

There can be one occurance of the following structure; Choice of either

referenceAmount (exactly one occurrence; with locally defined content) ...

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Attribute: href (xsd:IDREF)

• Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.

Or

formula (exactly one occurrence; of the type Formula)

• Specifies a formula, with its description and components.

Or

encodedDescription (exactly one occurrence; of the type xsd:base64Binary)

• Description of the leg amount when represented through an encoded image.

calculationDates (zero or one occurrence; of the type AdjustableRelativeOrPeriodicDates)

• Specifies the date ion which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.

Used by:

• EquityLeg
• InterestLeg/interestAmount

Schema Fragment:

<xsd:complexType name="LegAmount">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the amount that will paid or received on each
      of the payment dates. This type is used to define both the Equity
      Amount and the Interest Amount.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="paymentCurrency">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Currency in which the payment relating to the leg amount
          (equity amount or interest amount) or the dividend will be
          denominated.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice minOccurs="0">
          <xsd:element name="currency" type="Currency">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency in which an amount is denominated.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="determinationMethod" type="xsd:string">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the method according to which an amount or a
                date is determined.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:attribute name="id" type="xsd:ID"/>
        <xsd:attribute name="href" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:choice>
      <xsd:element name="referenceAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the reference Amount when this term either
            corresponds to the standard ISDA Definition (either the
            2002 Equity Definition for the Equity Amount, or the 2000
            Definition for the Interest Amount), or points to a term
            defined elsewhere in the swap document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="href" type="xsd:IDREF"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="formula" type="Formula">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies a formula, with its description and components.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="encodedDescription" type="xsd:base64Binary">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Description of the leg amount when represented through an
            encoded image.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the date ion which a calculation or an observation
          will be performed for the purpose of defining the Equity
          Amount, and in accordance to the definition terms of this
          latter.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

PrincipalExchangeFeatures

Description:

A type describing the principal exchange features of the equity swap.

Figure:

Contents:

principalExchanges (exactly one occurrence; of the type PrincipalExchanges)

• The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.

principalExchangeDescriptions (one or more occurrences; with locally defined content) ...

payerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that receives the payments corresponding to this structure.

principalExchangeAmount (exactly one occurrence; with locally defined content) ...


There can be one occurance of the following structure; Choice of either

amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)

Or

determinationMethod (exactly one occurrence; of the type xsd:string)

• Specifies the method according to which an amount or a date is determined.

Or

principalAmount (exactly one occurrence; of the type Money)

• Principal exchange amount when explictly stated.



• Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.

principalExchangeDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

• Date on which each of the principal exchanges will take place. This date is either explictly stated, or is defined by reference to another date in the swap document. In this latter case, it will typically refer to one other date of the equity leg: either the effective date (initial exchange), or the last payment date (final exchange).

• Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.

Used by:

• EquitySwap/principalExchangeFeatures

Schema Fragment:

<xsd:complexType name="PrincipalExchangeFeatures">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the principal exchange features of the equity
      swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="principalExchanges" type="PrincipalExchanges">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The true/false flags indicating whether initial, intermediate
          or final exchanges of principal should occur.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="principalExchangeDescriptions" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies each of the characteristics of the principal
          exchange cashflows, in terms of paying/receiving
          counterparties, amounts and dates.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="principalExchangeAmount">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the principal echange amount, either by
                explicitly defining it, or by point to an amount
                defined somewhere else in the swap document.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:choice>
                <xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
                <xsd:element name="determinationMethod" type="xsd:string">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the method according to which an amount
                      or a date is determined.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="principalAmount" type="Money">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Principal exchange amount when explictly stated.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:choice>
            </xsd:complexType>
          </xsd:element>
          <xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Date on which each of the principal exchanges will take
                place. This date is either explictly stated, or is
                defined by reference to another date in the swap
                document. In this latter case, it will typically refer
                to one other date of the equity leg: either the
                effective date (initial exchange), or the last payment
                date (final exchange).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

RelativeDateSequence

Description:

A type describing a date when this date is defined in reference to another date through one or several date offsets.

Figure:

Contents:

dateRelativeTo (exactly one occurrence; of the type DateRelativeTo)

dateOffset (one or more occurrences; with locally defined content) ...

periodMultiplier (exactly one occurrence; of the type xsd:integer)

• A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. If the period value is T (Term) then periodMultiplier must contain the value 1.

period (exactly one occurrence; of the type PeriodEnum)

• A time period, e.g. a day, week, month, year or term of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).

dayType (zero or one occurrence; of the type DayTypeEnum)

• In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.

businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)

• The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

sequence (zero or one occurrence; of the type xsd:integer)

• Sequence in which the reference to the time period multiplier should be applied.

There can be zero or one occurance of the following structure; Choice of either

businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)

Or

businessCenters (exactly one occurrence; of the type BusinessCenters)

Used by:

• AdjustableRelativeOrPeriodicDates/relativeDateSequence
• EquitySwapValuation/relativeDateSequence
• EquitySwapValuation/relativeDateSequence

Schema Fragment:

<xsd:complexType name="RelativeDateSequence">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing a date when this date is defined in reference
      to another date through one or several date offsets.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
    <xsd:element name="dateOffset" maxOccurs="unbounded">
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element name="periodMultiplier" type="xsd:integer">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A time period multiplier, e.g. 1, 2 or 3 etc. A
                negative value can be used when specifying an offset
                relative to another date, e.g. -2 days. If the period
                value is T (Term) then periodMultiplier must contain
                the value 1.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="period" type="PeriodEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A time period, e.g. a day, week, month, year or term of
                the stream. If the periodMultiplier value is 0 (zero)
                then period must contain the value D (day).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="dayType" type="DayTypeEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                In the case of an offset specified as a number of days,
                this element defines whether consideration is given as
                to whether a day is a good business day or not. If a
                day type of business days is specified then
                non-business days are ignored when calculating the
                offset. The financial business centers to use for
                determination of business days are implied by the
                context in which this element is used. This element
                must only be included when the offset is specified as a
                number of days. If the offset is zero days then the
                dayType element should not be included.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The convention for adjusting a date if it would
                otherwise fall on a day that is not a business day.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="sequence" minOccurs="0" type="xsd:integer">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Sequence in which the reference to the time period
                multiplier should be applied.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
    <xsd:choice minOccurs="0">
      <xsd:element name="businessCentersReference" type="BusinessCentersReference"/>
      <xsd:element name="businessCenters" type="BusinessCenters"/>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

---

Return

Description:

A type describing the dividend return conditions applicable to the swap.

Figure:

Contents:

returnType (exactly one occurrence; of the type ReturnTypeEnum)

• Defines the type of return associated with the equity swap.

dividendConditions (zero or one occurrence; of the type DividendConditions)

• Specifies the conditions governing the payment of the dividends to the receiver of the equity return. With the exception of the dividend payout ratio, which is defined for each of the underlying components.

Used by:

• EquityLeg/return

Schema Fragment:

<xsd:complexType name="Return">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the dividend return conditions applicable to
      the swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="returnType" type="ReturnTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Defines the type of return associated with the equity swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the conditions governing the payment of the
          dividends to the receiver of the equity return. With the
          exception of the dividend payout ratio, which is defined for
          each of the underlying components.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Global Simple Types

The schema does not contain any global simple types.

---

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-asset-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-ird-4-0.xsd"/>
  <xsd:complexType name="AdjustableRelativeOrPeriodicDates">
    <xsd:choice>
      <xsd:element name="adjustableDates" type="AdjustableDates">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A series of dates that shall be subject to adjustment if
            they would otherwise fall on a day that is not a business
            day in the specified business centers, together with the
            convention for adjusting the date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="relativeDateSequence" type="RelativeDateSequence">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A series of dates specified as some offset to other dates
            (the anchor dates) which can
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="periodicDates">
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
            <xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
            <xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The frequency at which calculation period end dates
                  occur with the regular part of the calculation period
                  schedule and their roll date convention.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="calculationPeriodDatesAdjustments" type="BusinessDayAdjustments">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The business day convention to apply to each
                  calculation period end date if it would otherwise
                  fall on a day that is not a business day in the
                  specified financial business centers.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="DividendConditions">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the conditions governing the payment of
        dividends to the receiver of the equity return. With the
        exception of the dividend payout ratio, which is defined for
        each of the underlying components.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="dividendReinvestment" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Boolean element that defines whether the dividend will be
            reinvested or not.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dividendEntitlement" type="DividendEntitlementEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Defines the date on which the receiver on the equity return
            is entitled to the dividend.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies when the dividend will be paid to the receiver of
            the equity return. Has the meaning as defined in the ISDA
            2002 Equity Derivatives Definitions. Is not applicable in
            the case of a dividend reinvestment election.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dividendPeriodEffectiveDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Dividend period has the meaning as defined in the ISDA 2002
            Equity Derivatives Definitions. This element specifies the
            date on which the dividend period will commence.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="dividendPeriodEndDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Dividend period has the meaning as defined in the ISDA 2002
            Equity Derivatives Definitions. This element specifies the
            date on which the dividend period will end. It includes a
            boolean attribute for defining whether this end date is
            included or excluded from the dividend period.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="paymentCurrency">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Currency in which the payment relating to the leg amount
            (equity amount or interest amount) or the dividend will be
            denominated.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice minOccurs="0">
            <xsd:element name="currency" type="Currency">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The currency in which an amount is denominated.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="determinationMethod" type="xsd:string">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the method according to which an amount or
                  a date is determined.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:attribute name="id" type="xsd:ID"/>
          <xsd:attribute name="href" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the date on which the FX rate will be considered
            in the case of a Composite FX swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="interestAccrualsMethod" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Defines the way in which interests are accrued: the
            applicable rate (fixed or floating reference) and the
            compounding method.
          </xsd:documentation>
          <xsd:documentation xml:lang="en">
            FpML entity
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:complexContent>
            <xsd:extension base="InterestAccrualsMethod">
              <xsd:sequence minOccurs="0">
                <xsd:element name="compoundingMethod" type="CompoundingMethodEnum">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      If more that one calculation period contributes
                      to a single payment amount this element specifies
                      whether compounding is applicable, and if so,
                      what compounding method is to be used. This
                      element must only be included when more that one
                      calculation period contributes to a single
                      payment amount.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
            </xsd:extension>
          </xsd:complexContent>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="DividendPaymentDate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the date on which the dividend will be
        paid/received. This type is also used to specify the date on
        which the FX rate will be determined, when applicable.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="dividendDateReference" type="DividendDateReferenceEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Reference to a dividend date, either the pay date, the ex
            date or the record date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="adjustableDate" type="AdjustableDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A date that shall be subject to adjustment if it would
            otherwise fall on a day that is not a business day in the
            specified business centers, together with the convention
            for adjusting the date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="EquityLeg">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the equity leg of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="PayerReceiver.model"/>
      <xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the effective date of the equity leg of the swap.
            When defined in relation to a date specified somewhere else
            in the document (through the relativeDate component), this
            element will typically point to the effective date of the
            other leg of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the termination date of the equity leg of the
            swap. When defined in relation to a date specified
            somewhere else in the document (through the relativeDate
            component), this element will typically point to the
            termination date of the other leg of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="underlyer" type="Underlyer">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the underlying component of the equity swap,
            which can be either one or many and consists in either
            equity, index or convertible bond component, or a
            combination of these.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="valuation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the terms of the initial price of the equity swap
            and of the subsequent valuations of the equity underlyer.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:complexContent>
            <xsd:extension base="EquitySwapValuation"/>
          </xsd:complexContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="notional">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the notional of the equity swap. When used in the
            equity leg, the definition will typically combine the
            actual amount (using the notional component defined by the
            FpML industry group) and the determination method. When
            used in the interest leg, the definition will typically
            point to the definition of the equity leg.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice>
            <xsd:element name="determinationMethod" type="xsd:string">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the method according to which an amount or
                  a date is determined.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="notionalAmount" type="Money">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The notional amount.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
          </xsd:choice>
          <xsd:attribute name="id" type="xsd:ID"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="equityAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies, in relation to each Equity Payment Date, the
            amount to which the Equity Payment Date relates. Unless
            otherwise specified, this term has the meaning defined in
            the ISDA 2002 Equity Derivatives Definitions.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:complexContent>
            <xsd:extension base="LegAmount">
              <xsd:sequence>
                <xsd:element name="cashSettlement" type="xsd:boolean"/>
              </xsd:sequence>
            </xsd:extension>
          </xsd:complexContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="return" type="Return">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the conditions under which dividend affecting the
            underlyer will be paid to the receiver of the equity
            amounts.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="notionalAdjustments" type="NotionalAdjustmentEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the conditions that govern the adjustment to the
            number of units of the equity swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="fxTerms" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the FX conversion terms that can be associated
            with the equity component of a swap.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice>
            <xsd:element name="quanto">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Determines the currency rate that the seller of the
                  equity amounts will apply at each valuation date for
                  converting the respective amounts into a currency
                  that is different from the currency denomination of
                  the underlyer.
                </xsd:documentation>
                <xsd:documentation xml:lang="en">
                  Specifies the currency conversion rate(s) associated
                  with the quanto. One rate will be defined for each
                  pair of currencies involved.
                </xsd:documentation>
              </xsd:annotation>
              <xsd:complexType>
                <xsd:sequence>
                  <xsd:element name="referenceCurrency">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Specifies the reference currency of the trade.
                      </xsd:documentation>
                    </xsd:annotation>
                    <xsd:complexType>
                      <xsd:simpleContent>
                        <xsd:extension base="Currency">
                          <xsd:attribute name="id" type="xsd:ID" use="required"/>
                        </xsd:extension>
                      </xsd:simpleContent>
                    </xsd:complexType>
                  </xsd:element>
                  <xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Specifies a currency conversion rate.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                </xsd:sequence>
              </xsd:complexType>
            </xsd:element>
            <xsd:element name="compositeFx">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the conditions to be applied for converting
                  into a reference currency when the actual currency
                  rate is not determined upfront.
                </xsd:documentation>
              </xsd:annotation>
              <xsd:complexType>
                <xsd:sequence>
                  <xsd:element name="referenceCurrency">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Specifies the reference currency of the trade.
                      </xsd:documentation>
                    </xsd:annotation>
                    <xsd:complexType>
                      <xsd:simpleContent>
                        <xsd:extension base="Currency">
                          <xsd:attribute name="id" type="xsd:ID" use="required"/>
                        </xsd:extension>
                      </xsd:simpleContent>
                    </xsd:complexType>
                  </xsd:element>
                  <xsd:element name="determinationMethod" type="xsd:string" minOccurs="0">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Specifies the method according to which an
                        amount or a date is determined.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                  <xsd:element name="relativeDate" type="RelativeDateOffset" minOccurs="0">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        A date specified as some offset to another date
                        (the anchor date).
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                  <xsd:element name="fxDetermination" type="FxSpotRateSource" minOccurs="0">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Specifies the methodology (reference source
                        and, optionnally, fixing time) to be used for
                        determining a currency conversion rate.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                </xsd:sequence>
              </xsd:complexType>
            </xsd:element>
          </xsd:choice>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="legIdentifier" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="EquityPaymentDates">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the equity payment dates of the swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the interim payment dates of the swap. When
            defined in relation to a date specified somewhere else in
            the document (through the relativeDates component), this
            element will typically refer to the valuation dates and add
            a lag corresponding to the settlement cycle of the
            underlyer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equityPaymentDateFinal" type="AdjustableOrRelativeDate">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the final payment date of the swap. When defined
            in relation to a date specified somewhere else in the
            document (through the relativeDate component), this element
            will typically refer to the final valuation date and add a
            lag corresponding to the settlement cycle of the underlyer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="EquitySwap">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type descripting the equity swaps.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element name="equityLeg" type="EquityLeg" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The equity amounts of the equity swap
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="interestLeg" type="InterestLeg" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The fixed income amounts of the equity swap
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the principal exchange features of the equity
                swap.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="additionalPayment" type="EquitySwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies additional payment(s) between the principal
                parties to the trade. This component extends some of
                the features of the additionalPayment component
                developed by the FpML industry group. Appropriate
                discussions will determine whether it would be
                appropriate to extend the shared component in order to
                meet the further requirements of equity swaps.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="earlyTermination" type="EquitySwapEarlyTerminationType" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies, for one or for both the parties to the
                trade, the date from which it can early terminate it.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="EquitySwapAdditionalPayment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the additional payment(s) between the
        principal parties to the trade. This component extends some of
        the features of the additionalPayment component previously
        developed in FpML. Appropriate discussions will determine
        whether it would be appropriate to extend the shared component
        in order to meet the further requirements of equity swaps.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="PayerReceiver.model"/>
      <xsd:element name="additionalPaymentAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the amount of the fee along with, when
            applicable, the formula that supports its determination.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element name="paymentAmount" type="Money" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The currency amount of the payment.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="formula" type="Formula" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies a formula, with its description and
                  components.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="additionalPaymentDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the value date of the fee payment/receipt.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice>
            <xsd:element name="adjustableDate" type="AdjustableDate">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A date that shall be subject to adjustment if it
                  would otherwise fall on a day that is not a business
                  day in the specified business centers, together with
                  the convention for adjusting the date.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="relativeDate" type="RelativeDateOffset">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A date specified as some offset to another date (the
                  anchor date).
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Formula">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing a financial formula, with its description and
        components.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="formulaDescription" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Text description of the formula
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="math" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An element for containing an XML representation of the
            formula. Defined using xsd:any currently for flexibility in
            choice of language (MathML, OpenMath)
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType mixed="true">
          <xsd:sequence>
            <xsd:any namespace="##any" processContents="skip" maxOccurs="unbounded"/>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="formulaComponent" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Elements describing the components of the formula. The name
            attribute points to a value used in the math element. The
            href attribute points to a value elsewhere in the document
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element name="componentDescription" type="xsd:string">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Text description of the component
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="formula" type="Formula" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Additional formulas required to describe this
                  component
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:attribute name="name" type="xsd:normalizedString"/>
          <xsd:attribute name="href" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="InterestAccrualsMethod">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the method for accruing interests on
        dividends. Can be either a fixed rate reference or a floating
        rate reference.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The floating rate calculation definitions
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="fixedRate" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The calculation period fixed rate. A per annum rate,
            expressed as a decimal. A fixed rate of 5% would be
            represented as 0.05.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="InterestLeg">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the fixed income leg of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="PayerReceiver.model"/>
      <xsd:element name="interestLegCalculationPeriodDates">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Component that holds the various dates used to specify the
            interest leg of the equity swap. It is used to define the
            InterestPeriodDates identifyer.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the effective date of the equity swap. This
                  global element is valid within the equity swaps
                  namespace. Within the FpML namespace, another
                  effectiveDate global element has been defined, that
                  is different in the sense that it does not propose
                  the choice of refering to another date in the
                  document.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the termination date of the equity swap.
                  This global element is valid within the equity swaps
                  namespace. Within the FpML namespace, another
                  terminationDate global element has been defined, that
                  is different in the sense that it does not propose
                  the choice of refering to another date in the
                  document.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="interestLegResetDates">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the reset dates of the interest leg of the
                  swap.
                </xsd:documentation>
              </xsd:annotation>
              <xsd:complexType>
                <xsd:sequence>
                  <xsd:element name="calculationPeriodDatesReference">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        A pointer style reference to the associated
                        calculation period dates component defined
                        elsewhere in the document.
                      </xsd:documentation>
                    </xsd:annotation>
                    <xsd:complexType>
                      <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
                    </xsd:complexType>
                  </xsd:element>
                  <xsd:choice>
                    <xsd:element name="resetRelativeTo" type="ResetRelativeToEnum">
                      <xsd:annotation>
                        <xsd:documentation xml:lang="en">
                          Specifies whether the reset dates are
                          determined with respect to each adjusted
                          calculation period start date or adjusted
                          calculation period end date. If the reset
                          frequency is specified as daily this element
                          must not be included.
                        </xsd:documentation>
                      </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="resetFrequency" type="ResetFrequency">
                      <xsd:annotation>
                        <xsd:documentation xml:lang="en">
                          The frequency at which reset dates occur. In
                          the case of a weekly reset frequency, also
                          specifies the day of the week that the reset
                          occurs. If the reset frequency is greater
                          than the calculation period frequency then
                          this implies that more than one reset date is
                          established for each calculation period and
                          some form of rate averaging is applicable.
                        </xsd:documentation>
                      </xsd:annotation>
                    </xsd:element>
                  </xsd:choice>
                </xsd:sequence>
              </xsd:complexType>
            </xsd:element>
            <xsd:element name="interestLegPaymentDates" type="AdjustableOrRelativeDates">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the payment dates of the interest leg of
                  the swap. When defined in relation to a date
                  specified somewhere else in the document (through the
                  relativeDates component), this element will typically
                  point to the payment dates of the equity leg of the
                  swap.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:attribute name="id" type="xsd:ID" use="required"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="notional">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the notional of the equity swap. When used in the
            equity leg, the definition will typically combine the
            actual amount (using the notional component defined by the
            FpML industry group) and the determination method. When
            used in the interest leg, the definition will typically
            point to the definition of the equity leg.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice>
            <xsd:element name="determinationMethod" type="xsd:string">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the method according to which an amount or
                  a date is determined.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="notionalAmount" type="Money">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The notional amount.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
          </xsd:choice>
          <xsd:attribute name="id" type="xsd:ID"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="interestAmount" type="LegAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies, in relation to each Interest Payment Date, the
            amount to which the Interest Payment Date relates. Unless
            otherwise specified, this term has the meaning defined in
            the ISDA 2000 ISDA Definitions.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="interestCalculation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the calculation method of the interest rate leg
            of the equity swap. Includes the floating or fixed rate
            calculation definitions, along with the determination of
            the day count fraction.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:choice>
              <xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The floating rate calculation definitions
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="fixedRate" type="xsd:decimal">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The calculation period fixed rate. A per annum
                    rate, expressed as a decimal. A fixed rate of 5%
                    would be represented as 0.05.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:choice>
            <xsd:element name="dayCountFraction" type="DayCountFractionEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The day count fraction.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="legIdentifier" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="LegAmount">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the amount that will paid or received on each
        of the payment dates. This type is used to define both the
        Equity Amount and the Interest Amount.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="paymentCurrency">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Currency in which the payment relating to the leg amount
            (equity amount or interest amount) or the dividend will be
            denominated.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice minOccurs="0">
            <xsd:element name="currency" type="Currency">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The currency in which an amount is denominated.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="determinationMethod" type="xsd:string">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the method according to which an amount or
                  a date is determined.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:attribute name="id" type="xsd:ID"/>
          <xsd:attribute name="href" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:choice>
        <xsd:element name="referenceAmount">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the reference Amount when this term either
              corresponds to the standard ISDA Definition (either the
              2002 Equity Definition for the Equity Amount, or the 2000
              Definition for the Interest Amount), or points to a term
              defined elsewhere in the swap document.
            </xsd:documentation>
          </xsd:annotation>
          <xsd:complexType>
            <xsd:simpleContent>
              <xsd:extension base="xsd:string">
                <xsd:attribute name="href" type="xsd:IDREF"/>
              </xsd:extension>
            </xsd:simpleContent>
          </xsd:complexType>
        </xsd:element>
        <xsd:element name="formula" type="Formula">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies a formula, with its description and components.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="encodedDescription" type="xsd:base64Binary">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Description of the leg amount when represented through an
              encoded image.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the date ion which a calculation or an
            observation will be performed for the purpose of defining
            the Equity Amount, and in accordance to the definition
            terms of this latter.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PrincipalExchangeFeatures">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the principal exchange features of the equity
        swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="principalExchanges" type="PrincipalExchanges">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The true/false flags indicating whether initial,
            intermediate or final exchanges of principal should occur.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="principalExchangeDescriptions" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies each of the characteristics of the principal
            exchange cashflows, in terms of paying/receiving
            counterparties, amounts and dates.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:group ref="PayerReceiver.model"/>
            <xsd:element name="principalExchangeAmount">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the principal echange amount, either by
                  explicitly defining it, or by point to an amount
                  defined somewhere else in the swap document.
                </xsd:documentation>
              </xsd:annotation>
              <xsd:complexType>
                <xsd:choice>
                  <xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
                  <xsd:element name="determinationMethod" type="xsd:string">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Specifies the method according to which an
                        amount or a date is determined.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                  <xsd:element name="principalAmount" type="Money">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Principal exchange amount when explictly
                        stated.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                </xsd:choice>
              </xsd:complexType>
            </xsd:element>
            <xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Date on which each of the principal exchanges will
                  take place. This date is either explictly stated, or
                  is defined by reference to another date in the swap
                  document. In this latter case, it will typically
                  refer to one other date of the equity leg: either the
                  effective date (initial exchange), or the last
                  payment date (final exchange).
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RelativeDateSequence">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing a date when this date is defined in reference
        to another date through one or several date offsets.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
      <xsd:element name="dateOffset" maxOccurs="unbounded">
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element name="periodMultiplier" type="xsd:integer">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A time period multiplier, e.g. 1, 2 or 3 etc. A
                  negative value can be used when specifying an offset
                  relative to another date, e.g. -2 days. If the period
                  value is T (Term) then periodMultiplier must contain
                  the value 1.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="period" type="PeriodEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A time period, e.g. a day, week, month, year or term
                  of the stream. If the periodMultiplier value is 0
                  (zero) then period must contain the value D (day).
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="dayType" type="DayTypeEnum" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  In the case of an offset specified as a number of
                  days, this element defines whether consideration is
                  given as to whether a day is a good business day or
                  not. If a day type of business days is specified then
                  non-business days are ignored when calculating the
                  offset. The financial business centers to use for
                  determination of business days are implied by the
                  context in which this element is used. This element
                  must only be included when the offset is specified as
                  a number of days. If the offset is zero days then the
                  dayType element should not be included.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The convention for adjusting a date if it would
                  otherwise fall on a day that is not a business day.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="sequence" minOccurs="0" type="xsd:integer">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Sequence in which the reference to the time period
                  multiplier should be applied.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:element name="businessCentersReference" type="BusinessCentersReference"/>
        <xsd:element name="businessCenters" type="BusinessCenters"/>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Return">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the dividend return conditions applicable to
        the swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="returnType" type="ReturnTypeEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Defines the type of return associated with the equity swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the conditions governing the payment of the
            dividends to the receiver of the equity return. With the
            exception of the dividend payout ratio, which is defined
            for each of the underlying components.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquitySwapValuation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the initial and final valuation of the equity
        underlyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="initialPrice">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the initial reference price of the equity
            underlyer. This price can be expressed either as an actual
            amount/currency, as a determination method, or by reference
            to another value specified in the swap document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:complexContent>
            <xsd:extension base="Price">
              <xsd:sequence>
                <xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="de">
                      Tageszeit, zu der die Berechnungsstelle den
                      Basiswert bewertet, zum Beispiel der offizielle
                      Börsenschluss.
                    </xsd:documentation>
                    <xsd:documentation xml:lang="en">
                      The time of day at which the calculation agent
                      values the underlying, for example the official
                      closing time of the exchange.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="de">
                      Genaue Tageszeit, zu der die Bewertungsstelle den
                      Basiswert bewertet.
                    </xsd:documentation>
                    <xsd:documentation xml:lang="en">
                      The specific time of day at which the calculation
                      agent values the underlying.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="equityValuationDate" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the valuation date of the equity
                      underlyer.
                    </xsd:documentation>
                  </xsd:annotation>
                  <xsd:complexType>
                    <xsd:choice>
                      <xsd:element name="adjustableDate" type="AdjustableDate">
                        <xsd:annotation>
                          <xsd:documentation xml:lang="en">
                            A date that shall be subject to adjustment
                            if it would otherwise fall on a day that is
                            not a business day in the specified
                            business centers, together with the
                            convention for adjusting the date.
                          </xsd:documentation>
                        </xsd:annotation>
                      </xsd:element>
                      <xsd:element name="relativeDateSequence" type="RelativeDateSequence">
                        <xsd:annotation>
                          <xsd:documentation xml:lang="en">
                            A series of dates specified as some offset
                            to other dates (the anchor dates) which can
                          </xsd:documentation>
                        </xsd:annotation>
                      </xsd:element>
                    </xsd:choice>
                    <xsd:attribute name="id" type="xsd:ID"/>
                  </xsd:complexType>
                </xsd:element>
              </xsd:sequence>
            </xsd:extension>
          </xsd:complexContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="equityNotionalReset" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The term "Equity Notional Reset" is assumed to have the
            meaning as defined in the ISDA 2002 Equity Derivatives
            Definitions. The reference to the ISDA definition is either
            "Applicable" or 'Inapplicable".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="valuationPriceInterim" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the interim valuation price of the equity
            underlyer. This price can be expressed either as an actual
            amount/currency, as a determination method, or by reference
            to another value specified in the swap document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:complexContent>
            <xsd:extension base="Price">
              <xsd:sequence>
                <xsd:element name="valuationTimeType" type="TimeTypeEnum">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="de">
                      Tageszeit, zu der die Berechnungsstelle den
                      Basiswert bewertet, zum Beispiel der offizielle
                      Börsenschluss.
                    </xsd:documentation>
                    <xsd:documentation xml:lang="en">
                      The time of day at which the calculation agent
                      values the underlying, for example the official
                      closing time of the exchange.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="de">
                      Genaue Tageszeit, zu der die Bewertungsstelle den
                      Basiswert bewertet.
                    </xsd:documentation>
                    <xsd:documentation xml:lang="en">
                      The specific time of day at which the calculation
                      agent values the underlying.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="equityValuationDates" type="AdjustableRelativeOrPeriodicDates">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the interim equity valuation dates of
                      the swap.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
            </xsd:extension>
          </xsd:complexContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="valuationPriceFinal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the final valuation price of the equity
            underlyer. This price can be expressed either as an actual
            amount/currency, as a determination method, or by reference
            to another value specified in the swap document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:complexContent>
            <xsd:extension base="Price">
              <xsd:sequence>
                <xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="de">
                      Tageszeit, zu der die Berechnungsstelle den
                      Basiswert bewertet, zum Beispiel der offizielle
                      Börsenschluss.
                    </xsd:documentation>
                    <xsd:documentation xml:lang="en">
                      The time of day at which the calculation agent
                      values the underlying, for example the official
                      closing time of the exchange.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="de">
                      Genaue Tageszeit, zu der die Bewertungsstelle den
                      Basiswert bewertet.
                    </xsd:documentation>
                    <xsd:documentation xml:lang="en">
                      The specific time of day at which the calculation
                      agent values the underlying.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="equityValuationDate">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the valuation date of the equity
                      underlyer. In the few cases where it will be
                      defined in relation to a date specified somewhere
                      else in the document (through the
                      relativeDateSequence component), this element
                      will typically refer to the payment date and
                      substract a day lag corresponding to the
                      settlement cycle of the underlyer.
                    </xsd:documentation>
                  </xsd:annotation>
                  <xsd:complexType>
                    <xsd:choice>
                      <xsd:element name="adjustableDate" type="AdjustableDate">
                        <xsd:annotation>
                          <xsd:documentation xml:lang="en">
                            A date that shall be subject to adjustment
                            if it would otherwise fall on a day that is
                            not a business day in the specified
                            business centers, together with the
                            convention for adjusting the date.
                          </xsd:documentation>
                        </xsd:annotation>
                      </xsd:element>
                      <xsd:element name="relativeDateSequence" type="RelativeDateSequence">
                        <xsd:annotation>
                          <xsd:documentation xml:lang="en">
                            A date specified in relation to some other
                            date defined in the document (the anchor
                            date), where there is the opportunity to
                            specify a combination of offset rules. This
                            component will typically be used for
                            defining the valuation date in relation to
                            the payment date, as both the currency and
                            the exchange holiday calendars need to be
                            considered.
                          </xsd:documentation>
                        </xsd:annotation>
                      </xsd:element>
                    </xsd:choice>
                    <xsd:attribute name="id" type="xsd:ID"/>
                  </xsd:complexType>
                </xsd:element>
              </xsd:sequence>
            </xsd:extension>
          </xsd:complexContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="equityPaymentDates" type="EquityPaymentDates">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the equity payment dates of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:element name="equitySwap" type="EquitySwap" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Specifies the structure of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:complexType name="EquitySwapEarlyTerminationType">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the date from which each of the party may be
        allowed to terminate the trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyReference" type="PartyReference"/>
      <xsd:element name="startingDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the date from which the early termination clause
            can be exercised.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice>
            <xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
            <xsd:element name="adjustableDate" type="AdjustableDate"/>
          </xsd:choice>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
</xsd:schema>