# FpML 4.2 Trial Recommendation

## 10 September 2021

## Return Swap Component Definitions

### Version: 4.2

### This Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Latest Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Previous Version:

> https://www.fpml.org/spec/fpml-4-2-12-rec-2/

### Errata for this Version:

> http://www.fpml.org/spec/errata/fpml-4-2-13-tr-6-errata.html

Document built: Thu 09/09/2021 16:55:51.54

Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html

The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.

# Contents

  Global Simple Types
  Global Complex Types
    DeprecatedEquityLeg
    DeprecatedEquityLegValuation
    DeprecatedEquityLegValuationPrice
    DeprecatedEquityPaymentDates
    EquitySwapTransactionSupplement
  Global Elements
    equityLeg
    equitySwap
    equitySwapTransactionSupplement
  Groups
  Schema Listing

# Global Simple Types

The schema does not contain any global simple types.

# Global Complex Types

## DeprecatedEquityLeg

### Description:

This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity leg of a return type swap.

### Figure:

### Contents:

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

- The abstract base class for all types of Return Swap Leg.

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 return type 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; of the type DeprecatedEquityLegValuation)

- Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the equity underlyer.

notional (exactly one occurrence; of the type ReturnSwapNotional)

- Specifies the notional of a return type 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; of the type ReturnSwapAmount)

- 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.

fxFeature (zero or one occurrence; of the type FxFeature)

- A quanto or composite FX feature.

### Used by:

### Extension of:

- ReturnSwapLeg

### Schema Fragment:

    <xsd:complexType name="DeprecatedEquityLeg">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This type has been DEPRECATED. It will be removed in the next
          FpML major version. A type describing the equity leg of a return
          type swap.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="ReturnSwapLeg">
          <xsd:sequence>
            <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 return type
                  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" type="DeprecatedEquityLegValuation">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the terms of the initial price of the return
                  type swap and of the subsequent valuations of the equity
                  underlyer.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="notional" type="ReturnSwapNotional">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the notional of a return type 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:element>
            <xsd:element name="equityAmount" type="ReturnSwapAmount">
              <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: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="fxFeature" type="FxFeature" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A quanto or composite FX feature.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Quanto- oder Komposit-Devisenbestandteil.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## DeprecatedEquityLegValuation

### Description:

This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the initial and final valuation of the equity underlyer.

### Figure:

### Contents:

initialPrice (exactly one occurrence; of the type DeprecatedEquityLegValuationPrice)

- 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; of the type DeprecatedEquityLegValuationPrice)

- 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; of the type DeprecatedEquityLegValuationPrice)

- 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 DeprecatedEquityPaymentDates)

- Specifies the equity payment dates of the swap.

### Used by:

- DeprecatedEquityLeg/valuation

### Schema Fragment:

    <xsd:complexType name="DeprecatedEquityLegValuation">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This type has been DEPRECATED. It will be removed in the next
          FpML major version. A type describing the initial and final
          valuation of the equity underlyer.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="initialPrice" type="DeprecatedEquityLegValuationPrice">
          <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: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" type="DeprecatedEquityLegValuationPrice" 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:element>
        <xsd:element name="valuationPriceFinal" type="DeprecatedEquityLegValuationPrice">
          <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:element>
        <xsd:element name="equityPaymentDates" type="DeprecatedEquityPaymentDates">
          <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>

## DeprecatedEquityLegValuationPrice

### Description:

This type has been DEPRECATED. It will be removed in the next FpML major version.

### Figure:

### Contents:

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

- A type describing the strike price.

equityValuation (zero or one occurrence; of the type EquityValuation)

### Used by:

- DeprecatedEquityLegValuation/initialPrice
- DeprecatedEquityLegValuation/valuationPriceFinal
- DeprecatedEquityLegValuation/valuationPriceInterim

### Extension of:

- Price

### Schema Fragment:

    <xsd:complexType name="DeprecatedEquityLegValuationPrice">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This type has been DEPRECATED. It will be removed in the next
          FpML major version.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Price">
          <xsd:sequence>
            <xsd:element name="equityValuation" type="EquityValuation" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## DeprecatedEquityPaymentDates

### Description:

This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity payment dates of the swap.

### Figure:

### Contents:

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

- 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.

equityPaymentDateFinal (exactly one occurrence; of the type AdjustableOrRelativeDate)

- 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.

Attribute: id (xsd:ID)

### Used by:

- DeprecatedEquityLegValuation/equityPaymentDates

### Schema Fragment:

    <xsd:complexType name="DeprecatedEquityPaymentDates">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This type has been DEPRECATED. It will be removed in the next
          FpML major version. 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 xml:lang="en">
              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 xml:lang="en">
              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>

## EquitySwapTransactionSupplement

### Description:

A type for defining Equity Swap Transaction Supplement

### Figure:

### Contents:

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

- A type describing the components that are common for return type swaps, including short and long form equity swaps representations.

mutualEarlyTermination (zero or one occurrence; of the type xsd:boolean)

- Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.

multipleExchangeIndexAnnexFallback (zero or one occurrence; of the type xsd:boolean)

- Used for specifying whether additional annex terms for trades with underlyers that are listed on multiple exchanges, as defined in the European Master Confirmation, will apply.

localJurisdiction (zero or one occurrence; of the type Country)

- Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable

### Used by:

### Extension of:

- ReturnSwapBase

### Schema Fragment:

    <xsd:complexType name="EquitySwapTransactionSupplement">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining Equity Swap Transaction Supplement
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="ReturnSwapBase">
          <xsd:sequence>
            <xsd:element name="mutualEarlyTermination" type="xsd:boolean" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Used for specifying whether the Mutual Early Termination
                  Right that is detailed in the Master Confirmation will
                  apply.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Used for specifying whether additional annex terms for
                  trades with underlyers that are listed on multiple
                  exchanges, as defined in the European Master
                  Confirmation, will apply.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="localJurisdiction" type="Country" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Local Jurisdiction is a term used in the AEJ Master
                  Confirmation, which is used to determine local taxes,
                  which shall mean taxes, duties, and similar charges
                  imposed by the taxing authority of the Local Jurisdiction
                  If this element is not present Local Jurisdiction is Not
                  Applicable
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

# Global Elements

## equityLeg

### Description:

This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnLeg element to represent long form equity swaps, total return swaps. The equity amounts of the equity swap

### Figure:

### Contents:

Element equityLeg is defined by the complex type DeprecatedEquityLeg

### Used by:

### Schema Fragment:

    <xsd:element name="equityLeg" type="DeprecatedEquityLeg" substitutionGroup="returnSwapLeg">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element has been DEPRECATED and it will be removed in the
          next FpML major version (5.0) - please use returnLeg element to
          represent long form equity swaps, total return swaps. The equity
          amounts of the equity swap
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## equitySwap

### Description:

This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnSwap element to represent long form equity swaps, total return swaps, and variance swaps.

### Figure:

### Contents:

Element equitySwap is defined by the complex type ReturnSwap

### Used by:

### Schema Fragment:

    <xsd:element name="equitySwap" type="ReturnSwap" substitutionGroup="product">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element has been DEPRECATED and it will be removed in the
          next FpML major version (5.0) - please use returnSwap element to
          represent long form equity swaps, total return swaps, and
          variance swaps.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## equitySwapTransactionSupplement

### Description:

Specifies the structure of the equity swap transaction supplement

### Figure:

### Contents:

Element equitySwapTransactionSupplement is defined by the complex type EquitySwapTransactionSupplement

### Used by:

### Schema Fragment:

    <xsd:element name="equitySwapTransactionSupplement" type="EquitySwapTransactionSupplement" substitutionGroup="product">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the structure of the equity swap transaction supplement
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

# Groups

The schema does not contain any groups.

# Full XML Schema

    <xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1698 $">
      <xsd:include schemaLocation="fpml-ird-4-2.xsd"/>
      <xsd:include schemaLocation="fpml-eq-shared-4-2.xsd"/>
      <xsd:complexType name="DeprecatedEquityLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This type has been DEPRECATED. It will be removed in the next
            FpML major version. A type describing the equity leg of a
            return type swap.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="ReturnSwapLeg">
            <xsd:sequence>
              <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 return type
                    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" type="DeprecatedEquityLegValuation">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the terms of the initial price of the return
                    type swap and of the subsequent valuations of the
                    equity underlyer.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="notional" type="ReturnSwapNotional">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the notional of a return type 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:element>
              <xsd:element name="equityAmount" type="ReturnSwapAmount">
                <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: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="fxFeature" type="FxFeature" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    A quanto or composite FX feature.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Quanto- oder Komposit-Devisenbestandteil.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="DeprecatedEquityLegValuation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This type has been DEPRECATED. It will be removed in the next
            FpML major version. A type describing the initial and final
            valuation of the equity underlyer.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="initialPrice" type="DeprecatedEquityLegValuationPrice">
            <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: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" type="DeprecatedEquityLegValuationPrice" 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:element>
          <xsd:element name="valuationPriceFinal" type="DeprecatedEquityLegValuationPrice">
            <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:element>
          <xsd:element name="equityPaymentDates" type="DeprecatedEquityPaymentDates">
            <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:complexType name="DeprecatedEquityLegValuationPrice">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This type has been DEPRECATED. It will be removed in the next
            FpML major version.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Price">
            <xsd:sequence>
              <xsd:element name="equityValuation" type="EquityValuation" minOccurs="0"/>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="DeprecatedEquityPaymentDates">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This type has been DEPRECATED. It will be removed in the next
            FpML major version. 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 xml:lang="en">
                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 xml:lang="en">
                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="EquitySwapTransactionSupplement">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining Equity Swap Transaction Supplement
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="ReturnSwapBase">
            <xsd:sequence>
              <xsd:element name="mutualEarlyTermination" type="xsd:boolean" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Used for specifying whether the Mutual Early
                    Termination Right that is detailed in the Master
                    Confirmation will apply.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Used for specifying whether additional annex terms for
                    trades with underlyers that are listed on multiple
                    exchanges, as defined in the European Master
                    Confirmation, will apply.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="localJurisdiction" type="Country" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Local Jurisdiction is a term used in the AEJ Master
                    Confirmation, which is used to determine local taxes,
                    which shall mean taxes, duties, and similar charges
                    imposed by the taxing authority of the Local
                    Jurisdiction If this element is not present Local
                    Jurisdiction is Not Applicable
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:element name="equityLeg" type="DeprecatedEquityLeg" substitutionGroup="returnSwapLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element has been DEPRECATED and it will be removed in the
            next FpML major version (5.0) - please use returnLeg element to
            represent long form equity swaps, total return swaps. The
            equity amounts of the equity swap
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equitySwap" type="ReturnSwap" substitutionGroup="product">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element has been DEPRECATED and it will be removed in the
            next FpML major version (5.0) - please use returnSwap element
            to represent long form equity swaps, total return swaps, and
            variance swaps.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equitySwapTransactionSupplement" type="EquitySwapTransactionSupplement" substitutionGroup="product">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the structure of the equity swap transaction
            supplement
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:schema>