# FpML 4.2 Trial Recommendation

## 10 September 2021

## Equity Shared 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 16:55:26.54

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
    AdditionalDisruptionEvents
    AdditionalPaymentAmount
    AdjustableDateOrRelativeDateSequence
    Asian
    AveragingPeriod
    Barrier
    Composite
    Compounding
    CompoundingRate
    EquityCorporateEvents
    EquityPremium
    EquitySchedule
    EquityStrike
    EquityValuation
    ExtraordinaryEvents
    FeaturePayment
    FxFeature
    IndexAdjustmentEvents
    InterestCalculation
    InterestCalculationReference
    InterestLeg
    InterestLegCalculationPeriodDates
    InterestLegCalculationPeriodDatesReference
    InterestLegResetDates
    Knock
    LegAmount
    MakeWholeProvisions
    MarketDisruption
    OptionFeatures
    PassThrough
    PassThroughItem
    PrincipalExchangeAmount
    PrincipalExchangeDescriptions
    PrincipalExchangeFeatures
    Quanto
    Representations
    Return
    ReturnLeg
    ReturnLegValuation
    ReturnLegValuationPrice
    ReturnSwap
    ReturnSwapAdditionalPayment
    ReturnSwapAmount
    ReturnSwapBase
    ReturnSwapEarlyTermination
    ReturnSwapLeg
    ReturnSwapNotional
    ReturnSwapPaymentDates
    StartingDate
    StubCalculationPeriod
    Trigger
    TriggerEvent
    Variance
    VarianceAmount
    VarianceLeg
  Global Elements
    interestLeg
    returnLeg
    returnSwap
    returnSwapLeg
    varianceLeg
  Groups
    Feature.model
  Schema Listing

# Global Simple Types

The schema does not contain any global simple types.

# Global Complex Types

## AdditionalDisruptionEvents

### Description:

A type for defining ISDA 2002 Equity Derivative Additional Disruption Events"

### Figure:

### Contents:

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

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

- Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.

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

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

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

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

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

determiningPartyReference (exactly one occurrence; of the type PartyReference)

- A reference to a party element within this document.

### Used by:

- ExtraordinaryEvents/additionalDisruptionEvents

### Schema Fragment:

    <xsd:complexType name="AdditionalDisruptionEvents">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining ISDA 2002 Equity Derivative Additional
          Disruption Events"
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="changeInLaw" type="xsd:boolean"/>
        <xsd:element name="failureToDeliver" type="xsd:boolean" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Where the underlying is shares and the transaction is
              physically settled, then, if true, a failure to deliver the
              shares on the settlement date will not be an event of default
              for the purposes of the master agreement.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Ist der Basiswert eine Aktie und wird die Transaktion
              effektiv beliefert, stellt die Nichtlieferung von Aktien am
              Abrechnungstag keinen Kündigungsgrund im Sinne des
              Rahmenvertrags dar, wenn der Wert "wahr" lautet.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="insolvencyFiling" type="xsd:boolean"/>
        <xsd:element name="hedgingDisruption" type="xsd:boolean"/>
        <xsd:element name="lossOfStockBorrow" type="xsd:boolean"/>
        <xsd:element name="increasedCostOfStockBorrow" type="xsd:boolean"/>
        <xsd:element name="increasedCostOfHedging" type="xsd:boolean"/>
        <xsd:element name="determiningPartyReference" type="PartyReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A reference to a party element within this document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## AdditionalPaymentAmount

### Description:

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

### Figure:

### Contents:

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.

### Used by:

- ReturnSwapAdditionalPayment/additionalPaymentAmount

### Schema Fragment:

    <xsd:complexType 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: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>

## AdjustableDateOrRelativeDateSequence

### Description:

A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.

### Figure:

### Contents:

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)

### Used by:

- EquityValuation/valuationDate

### Schema Fragment:

    <xsd:complexType name="AdjustableDateOrRelativeDateSequence">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing a date defined as subject to adjustment or
          defined in reference to another date through one or several date
          offsets.
        </xsd:documentation>
      </xsd:annotation>
      <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>

## Asian

### Description:

As per ISDA 2002 Definitions

### Figure:

### Contents:

averagingInOut (exactly one occurrence; of the type AveragingInOutEnum)

strikeFactor (zero or one occurrence; of the type xsd:decimal)

- The factor of strike.

averagingPeriodIn (zero or one occurrence; of the type AveragingPeriod)

- The averaging in period.

averagingPeriodOut (zero or one occurrence; of the type AveragingPeriod)

- The averaging out period.

### Used by:

- OptionFeatures/asian

### Schema Fragment:

    <xsd:complexType name="Asian">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          As per ISDA 2002 Definitions
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Im Sinne der ISDA-Definitionen von 2002.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="averagingInOut" type="AveragingInOutEnum"/>
        <xsd:element name="strikeFactor" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The factor of strike.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Strike-Faktor.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="averagingPeriodIn" type="AveragingPeriod" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The averaging in period.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Averaging-In-Zeitraum.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="averagingPeriodOut" type="AveragingPeriod" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The averaging out period.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Averaging-Out-Zeitraum.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## AveragingPeriod

### Description:

Period over which an average value is taken

### Figure:

### Contents:

schedule (zero or more occurrences; of the type EquitySchedule)

- A Equity Derivative schedule.

averagingDateTimes (zero or one occurrence; of the type DateTimeList)

- Averaging DateTimes

marketDisruption (exactly one occurrence; of the type MarketDisruption)

- The market disruption event as defined by ISDA 2002 Definitions

### Used by:

- Asian/averagingPeriodIn
- Asian/averagingPeriodOut

### Schema Fragment:

    <xsd:complexType name="AveragingPeriod">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Period over which an average value is taken
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition der Ausübungsprozesse bei einer amerikanischen
          Aktienoption. Diese Einheit leitet sich ab vom Typ
          "SharedAmericanExercise".
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A Equity Derivative schedule.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Zeitplan für Aktienderivate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="averagingDateTimes" type="DateTimeList" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Averaging DateTimes
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Für die Durchschnittsbildung herangezogene Daten und Zeiten.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="marketDisruption" type="MarketDisruption">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The market disruption event as defined by ISDA 2002
              Definitions
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## Barrier

### Description:

As per ISDA 2002 Definitions.

### Figure:

### Contents:

barrierCap (zero or one occurrence; of the type TriggerEvent)

- A trigger level approached from beneath.

barrierFloor (zero or one occurrence; of the type TriggerEvent)

- A trigger level approached from above.

### Used by:

- OptionFeatures/barrier

### Schema Fragment:

    <xsd:complexType name="Barrier">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          As per ISDA 2002 Definitions.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Im Sinne der ISDA-Definitionen von 2002.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="barrierCap" type="TriggerEvent" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A trigger level approached from beneath.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Von unten ausgelöstes Trigger-Niveau.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="barrierFloor" type="TriggerEvent" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A trigger level approached from above.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Von oben ausgelöstes Trigger-Niveau.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## Composite

### Description:

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

### Figure:

### Contents:

determinationMethod (zero or one occurrence; of the type DeterminationMethod)

- 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).

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

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

### Used by:

- FxFeature/composite
- FxFeature/crossCurrency

### Schema Fragment:

    <xsd:complexType name="Composite">
      <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:sequence>
        <xsd:element name="determinationMethod" type="DeterminationMethod" 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="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the methodology (reference source and, optionally,
              fixing time) to be used for determining a currency conversion
              rate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## Compounding

### Description:

Specifies the compounding method and the compounding rate.

### Figure:

### Contents:

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.

compoundingRate (exactly one occurrence; of the type CompoundingRate)

- Defines a compounding rate. The compounding interest can either point back to the interest calculation node on the Interest Leg, or be defined specifically.

### Used by:

- InterestCalculation/compounding

### Schema Fragment:

    <xsd:complexType name="Compounding">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the compounding method and the compounding rate.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <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:element name="compoundingRate" type="CompoundingRate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Defines a compounding rate. The compounding interest can
              either point back to the interest calculation node on the
              Interest Leg, or be defined specifically.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## CompoundingRate

### Description:

A type defining a compounding rate. The compounding interest can either point back to the interest calculation node on the Interest Leg, or be defined specifically.

### Figure:

### Contents:

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

interestLegRate (exactly one occurrence; of the type InterestCalculationReference)

- Reference to the interest calculation node on the Interest Leg.

Or

specificRate (exactly one occurrence; of the type InterestAccrualsMethod)

- Defines a specific rate.

### Used by:

- Compounding/compoundingRate

### Schema Fragment:

    <xsd:complexType name="CompoundingRate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type defining a compounding rate. The compounding interest can
          either point back to the interest calculation node on the
          Interest Leg, or be defined specifically.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:choice>
        <xsd:element name="interestLegRate" type="InterestCalculationReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Reference to the interest calculation node on the Interest
              Leg.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="specificRate" type="InterestAccrualsMethod">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Defines a specific rate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:complexType>

## EquityCorporateEvents

### Description:

A type for defining the merger events and their treatment.

### Figure:

### Contents:

shareForShare (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

- The consideration paid for the original shares following the Merger Event consists wholly of new shares.

shareForOther (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

- The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.

shareForCombined (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

- The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.

### Used by:

- ExtraordinaryEvents/mergerEvents
- ExtraordinaryEvents/tenderOfferEvents

### Schema Fragment:

    <xsd:complexType name="EquityCorporateEvents">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining the merger events and their treatment.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition von Fusionen und deren Behandlung.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="shareForShare" type="ShareExtraordinaryEventEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The consideration paid for the original shares following the
              Merger Event consists wholly of new shares.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Einstandspreis für die ursprünglichen Aktien nach Fusion
              beinhaltet ausschließlich neue Aktien.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="shareForOther" type="ShareExtraordinaryEventEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The consideration paid for the original shares following the
              Merger Event consists wholly of cash/securities other than
              new shares.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Einstandspreis für die ursprünglichen Aktien nach Fusion
              beinhaltet ausschließlich Barmittel/Wertpapiere (keine neuen
              Aktien).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="shareForCombined" type="ShareExtraordinaryEventEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The consideration paid for the original shares following the
              Merger Event consists of both cash/securities and new shares.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Einstandspreis für die ursprünglichen Aktien nach Fusion
              beinhaltet sowohl Barmittel/Wertpapiere als auch neue Aktien.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## EquityPremium

### Description:

A type used to describe the amount paid for an equity option.

### Figure:

### Contents:

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

premiumType (zero or one occurrence; of the type PremiumTypeEnum)

- Forward start Premium type

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

- The currency amount of the payment.

paymentDate (zero or one occurrence; of the type AdjustableDate)

- The payment date. This date is subject to adjustment in accordance with any applicable business day convention.

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

- Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.

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

- The amount of premium to be paid expressed as a function of the number of options.

percentageOfNotional (zero or one occurrence; of the type xsd:decimal)

- The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.

### Used by:

- EquityDerivativeShortFormBase/equityPremium
- EquityOption/equityPremium

### Schema Fragment:

    <xsd:complexType name="EquityPremium">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type used to describe the amount paid for an equity option.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Beschreibung des für eine Aktienoption gezahlten
          Betrages.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:group ref="PayerReceiver.model"/>
        <xsd:element name="premiumType" type="PremiumTypeEnum" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Forward start Premium type
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <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="paymentDate" type="AdjustableDate" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The payment date. This date is subject to adjustment in
              accordance with any applicable business day convention.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="swapPremium" type="xsd:boolean" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies whether or not the premium is to be paid in the
              style of payments under an interest rate swap contract.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Gibt die Zahlbarkeit der Prämie in Form von
              Zinsswap-Zahlungsströmen an.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="pricePerOption" type="Money" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The amount of premium to be paid expressed as a function of
              the number of options.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Zahlbare Prämie in Abhängigkeit von der Anzahl der Optionen.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="percentageOfNotional" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The amount of premium to be paid expressed as a percentage of
              the notional value of the transaction. A percentage of 5%
              would be expressed as 0.05.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Zahlbare Prämie, ausgedrückt als Prozentsatz des Nennwerts
              der Transaktion. (Ein Prozentsatz von 5 % wird als 0,05
              dargestellt.)
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## EquitySchedule

### Description:

Method of generating a series of dates.

### Figure:

### Contents:

startDate (exactly one occurrence; of the type xsd:date)

- The averaging period start date.

endDate (exactly one occurrence; of the type xsd:date)

- The averaging period end date.

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

- The schedule frequency.

frequencyType (exactly one occurrence; of the type FrequencyTypeEnum)

- The schedule frequency type

weekNumber (zero or one occurrence; of the type xsd:decimal)

- The schedule week number.

dayOfWeek (zero or one occurrence; of the type WeeklyRollConventionEnum)

### Used by:

- AveragingPeriod/schedule
- TriggerEvent/schedule

### Schema Fragment:

    <xsd:complexType name="EquitySchedule">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Method of generating a series of dates.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Methode zur Generierung einer Reihe von Terminen.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="startDate" type="xsd:date">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The averaging period start date.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="endDate" type="xsd:date">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The averaging period end date.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Letzter Tag eines Durchschnittszeitraums.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="frequency" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The schedule frequency.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Zahlungsfrequenz laut Zeitplan.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="frequencyType" type="FrequencyTypeEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The schedule frequency type
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Art der Zahlungsfrequenz laut Zeitplan.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="weekNumber" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The schedule week number.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Wochenzahl im Zeitplan.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="dayOfWeek" type="WeeklyRollConventionEnum" minOccurs="0"/>
      </xsd:sequence>
    </xsd:complexType>

## EquityStrike

### Description:

A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.

### Figure:

### Contents:

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

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

- The price or level at which the option has been struck.

Or

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

- The price or level expressed as a percentage of the forward starting spot price.

currency (zero or one occurrence; of the type Currency)

- The currency in which an amount is denominated.

### Used by:

- EquityDerivativeShortFormBase/strike
- EquityOption/strike
- StrikeSpread/upperStrike

### Schema Fragment:

    <xsd:complexType name="EquityStrike">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining the strike price for an equity option. The
          strike price is either: (i) in respect of an index option
          transaction, the level of the relevant index specified or
          otherwise determined in the transaction; or (ii) in respect of a
          share option transaction, the price per share specified or
          otherwise determined in the transaction. This can be expressed
          either as a percentage of notional amount or as an absolute
          value.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition des Strike-Preises für eine Aktienoption. Der
          Strike-Preis ist: (i) bei Indexoptionen der Stand des jeweils
          spezifizierten oder anderweitig in der Transaktion bestimmten
          Index oder (ii) bei Aktienoptionen der Preis jeder spezifizierten
          oder anderweitig in der Transaktion bestimmten Aktie. Der
          Strike-Preis kann entweder als Prozentsatz des Nennwertes oder
          als absoluter Wert angegeben werden.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="strikePrice" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The price or level at which the option has been struck.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Preis oder Niveau als Strike-Preis der Option.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="strikePercentage" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The price or level expressed as a percentage of the forward
                starting spot price.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Preis oder Niveau, ausgedrückt als Prozentsatz des für
                einen künftigen Zeitpunkt ermittelten Spotpreises.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:element name="currency" type="Currency" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The currency in which an amount is denominated.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## EquityValuation

### Description:

A type for defining how and when an equity option is to be valued.

### Figure:

### Contents:

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

valuationDate (exactly one occurrence; of the type AdjustableDateOrRelativeDateSequence)

- The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Or

valuationDates (exactly one occurrence; of the type AdjustableRelativeOrPeriodicDates)

- Specifies the interim equity valuation dates of the 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.

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

- The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

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

- The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

Attribute: id (xsd:ID)

### Used by:

- DeprecatedEquityLegValuationPrice/equityValuation
- EquityExerciseValuationSettlement/equityValuation
- ReturnLegValuationPrice/valuationRules
- VarianceLeg/equityValuation

### Schema Fragment:

    <xsd:complexType name="EquityValuation">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining how and when an equity option is to be
          valued.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
          bestimmt wird.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:choice minOccurs="0">
          <xsd:element name="valuationDate" type="AdjustableDateOrRelativeDateSequence">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The term "Valuation Date" is assumed to have the meaning as
                defined in the ISDA 2002 Equity Derivatives Definitions.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                "Bewertungstag" im Sinne der ISDA-Definitionen zu
                Aktienderivaten von 2002.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="valuationDates" 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:choice>
        <xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
          <xsd:annotation>
            <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:documentation xml:lang="de">
              Tageszeit, zu der die Berechnungsstelle den Basiswert
              bewertet, zum Beispiel der offizielle Börsenschluss.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The specific time of day at which the calculation agent
              values the underlying.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
              bewertet.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="futuresPriceValuation" type="xsd:boolean" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The official settlement price as announced by the related
              exchange is applicable, in accordance with the ISDA 2002
              definitions.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Es gilt der von der relevanten Börse veröffentlichte
              offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
              von 2002.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="optionsPriceValuation" type="xsd:boolean" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The official settlement price as announced by the related
              exchange is applicable, in accordance with the ISDA 2002
              definitions.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Es gilt der von der relevanten Börse veröffentlichte
              offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
              von 2002.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>

## ExtraordinaryEvents

### Description:

Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

### Figure:

### Contents:

mergerEvents (zero or one occurrence; of the type EquityCorporateEvents)

- Occurs when the underlying ceases to exist following a merger between the Issuer and another company.

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

tenderOfferEvents (zero or one occurrence; of the type EquityCorporateEvents)

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

indexAdjustmentEvents (zero or one occurrence; of the type IndexAdjustmentEvents)

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

additionalDisruptionEvents (exactly one occurrence; of the type AdditionalDisruptionEvents)

Or

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

representations (zero or one occurrence; of the type Representations)

- ISDA 2002 Equity Derivative Representations

nationalisationOrInsolvency (zero or one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)

- The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

delisting (zero or one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)

- The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.

### Used by:

- EquityDerivativeLongFormBase/extraordinaryEvents
- ReturnSwap/extraordinaryEvents

### Schema Fragment:

    <xsd:complexType name="ExtraordinaryEvents">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Where the underlying is shares, defines market events affecting
          the issuer of those shares that may require the terms of the
          transaction to be adjusted.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
          angegeben, die den Emittenten der Aktie betreffen und die eine
          Anpassung der Transaktionsbedingungen erfordern können.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="mergerEvents" type="EquityCorporateEvents" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Occurs when the underlying ceases to exist following a merger
              between the Issuer and another company.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Dieses Element ist relevant, wenn der Basiswert nach einer
              Fusion zwischen dem Emittenten und einer anderen Gesellschaft
              nicht mehr existiert.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="tenderOffer" type="xsd:boolean" minOccurs="0"/>
        <xsd:element name="tenderOfferEvents" type="EquityCorporateEvents" minOccurs="0"/>
        <xsd:element name="compositionOfCombinedConsideration" type="xsd:boolean" minOccurs="0"/>
        <xsd:element name="indexAdjustmentEvents" type="IndexAdjustmentEvents" minOccurs="0"/>
        <xsd:choice>
          <xsd:element name="additionalDisruptionEvents" type="AdditionalDisruptionEvents"/>
          <xsd:element name="failureToDeliver" type="xsd:boolean"/>
        </xsd:choice>
        <xsd:element name="representations" type="Representations" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              ISDA 2002 Equity Derivative Representations
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="nationalisationOrInsolvency" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The terms "Nationalisation" and "Insolvency" have the meaning
              as defined in the ISDA 2002 Equity Derivatives Definitions.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              "Verstaatlichung" und "Insolvenz" im Sinne der
              ISDA-Definitionen zu Aktienderivaten von 2002.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The term "Delisting" has the meaning defined in the ISDA 2002
              Equity Derivatives Definitions.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              "Delisting" im Sinne der ISDA-Definitionen zu Aktienderivaten
              von 2002.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## FeaturePayment

### Description:

Payment made following trigger occurence.

### Figure:

### Contents:

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

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

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

- The trigger level percentage.

Or

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

- The monetary quantity in currency units.

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

- The feature payment time.

currency (zero or one occurrence; of the type Currency)

- The currency in which an amount is denominated.

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

- The feature payment date.

### Used by:

- TriggerEvent/featurePayment

### Schema Fragment:

    <xsd:complexType name="FeaturePayment">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Payment made following trigger occurence.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:group ref="PayerReceiver.model"/>
        <xsd:choice>
          <xsd:element name="levelPercentage" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The trigger level percentage.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Triggerniveau, ausgedrückt als Prozentsatz.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="amount" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The monetary quantity in currency units.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:element name="time" type="TimeTypeEnum" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The feature payment time.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Zeitpunkt der aus dem Optionsmerkmal resultierenden Zahlung.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="currency" type="Currency" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The currency in which an amount is denominated.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="featurePaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The feature payment date.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Datum der aus dem Optionsmerkmal resultierenden Zahlung.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## FxFeature

### Description:

A type for defining Fx Features.

### Figure:

### Contents:

referenceCurrency (exactly one occurrence; of the type IdentifiedCurrency)

- Specifies the reference currency of the trade.

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

composite (exactly one occurrence; of the type Composite)

- If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.

Or

quanto (exactly one occurrence; of the type Quanto)

- If “Quanto” is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions

Or

crossCurrency (exactly one occurrence; of the type Composite)

- If “Cross-Currency” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero

### Used by:

- DeprecatedEquityLeg/fxFeature
- ReturnLeg/fxFeature
- Variance/fxFeature

### Schema Fragment:

    <xsd:complexType name="FxFeature">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining Fx Features.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition von Devisenbestandteilen.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="referenceCurrency" type="IdentifiedCurrency">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the reference currency of the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:choice>
          <xsd:element name="composite" type="Composite">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                If “Composite” is specified as the Settlement Type in the
                relevant Transaction Supplement, an amount in the
                Settlement Currency, determined by the Calculation Agent as
                being equal to the number of Options exercised or deemed
                exercised, multiplied by: (Settlement Price – Strike Price)
                / (Strike Price – Settlement Price) x Multiplier provided
                that if the above is equal to a negative amount the Option
                Cash Settlement Amount shall be deemed to be zero.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="quanto" type="Quanto">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                If “Quanto” is specified as the Settlement Type in the
                relevant Transaction Supplement, an amount, as determined
                by the Calculation Agent in accordance with the Section 8.2
                of the Equity Definitions
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="crossCurrency" type="Composite">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                If “Cross-Currency” is specified as the Settlement Type in
                the relevant Transaction Supplement, an amount in the
                Settlement Currency, determined by the Calculation Agent as
                being equal to the number of Options exercised or deemed
                exercised, multiplied by: (Settlement Price – Strike Price)
                / (Strike Price – Settlement Price) x Multiplier x one unit
                of the Reference Currency converted into an amount in the
                Settlement Currency using the rate of exchange of the
                Settlement Currency as quoted on the Reference Price Source
                on the Valuation Date, provided that if the above is equal
                to a negative amount the Option Cash Settlement Amount
                shall be deemed to be zero
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
      </xsd:sequence>
    </xsd:complexType>

## IndexAdjustmentEvents

### Description:

### Figure:

### Contents:

indexModification (exactly one occurrence; of the type IndexEventConsequenceEnum)

indexCancellation (exactly one occurrence; of the type IndexEventConsequenceEnum)

indexDisruption (exactly one occurrence; of the type IndexEventConsequenceEnum)

### Used by:

- ExtraordinaryEvents/indexAdjustmentEvents

### Schema Fragment:

    <xsd:complexType name="IndexAdjustmentEvents">
      <xsd:sequence>
        <xsd:element name="indexModification" type="IndexEventConsequenceEnum"/>
        <xsd:element name="indexCancellation" type="IndexEventConsequenceEnum"/>
        <xsd:element name="indexDisruption" type="IndexEventConsequenceEnum"/>
      </xsd:sequence>
    </xsd:complexType>

## InterestCalculation

### Description:

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.

### Figure:

### Contents:

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.

dayCountFraction (exactly one occurrence; of the type DayCountFraction)

- The day count fraction.

compounding (zero or one occurrence; of the type Compounding)

- Defines compounding rates on the Interest Leg.

Attribute: id (xsd:ID)

### Used by:

- InterestLeg/interestCalculation

### Extension of:

- InterestAccrualsMethod

### Schema Fragment:

    <xsd:complexType 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:complexContent>
        <xsd:extension base="InterestAccrualsMethod">
          <xsd:sequence>
            <xsd:element name="dayCountFraction" type="DayCountFraction">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The day count fraction.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="compounding" type="Compounding" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Defines compounding rates on the Interest Leg.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:attribute name="id" type="xsd:ID"/>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## InterestCalculationReference

### Description:

Reference to an interest calculation component.

### Figure:

### Contents:

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

- Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor is defined.

### Used by:

- CompoundingRate/interestLegRate

### Extension of:

- Reference

### Schema Fragment:

    <xsd:complexType name="InterestCalculationReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Reference to an interest calculation component.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Reference"/>
      </xsd:complexContent>
    </xsd:complexType>

## InterestLeg

### Description:

A type describing the fixed income leg of the equity 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.

interestLegCalculationPeriodDates (exactly one occurrence; of the type InterestLegCalculationPeriodDates)

- 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; 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.

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; of the type InterestCalculation)

- 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.

stubCalculationPeriod (zero or one occurrence; of the type StubCalculationPeriod)

- Specifies the stub calculation period

### Used by:

### Extension of:

- ReturnSwapLeg

### 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:complexContent>
        <xsd:extension base="ReturnSwapLeg">
          <xsd:sequence>
            <xsd:element name="interestLegCalculationPeriodDates" type="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: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="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" type="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:element>
            <xsd:element name="stubCalculationPeriod" type="StubCalculationPeriod" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the stub calculation period
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## InterestLegCalculationPeriodDates

### Description:

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

### Figure:

### Contents:

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; of the type InterestLegResetDates)

- 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

### Used by:

- InterestLeg/interestLegCalculationPeriodDates

### Schema Fragment:

    <xsd:complexType 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: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" type="InterestLegResetDates">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the reset dates of the interest leg of the swap.
            </xsd:documentation>
          </xsd:annotation>
        </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>

## InterestLegCalculationPeriodDatesReference

### Description:

Reference to the calculation period dates of the interest leg.

### Figure:

### Contents:

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

- Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor is defined.

### Used by:

- InterestLegResetDates/calculationPeriodDatesReference

### Extension of:

- Reference

### Schema Fragment:

    <xsd:complexType name="InterestLegCalculationPeriodDatesReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Reference to the calculation period dates of the interest leg.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Reference"/>
      </xsd:complexContent>
    </xsd:complexType>

## InterestLegResetDates

### Description:

### Figure:

### Contents:

calculationPeriodDatesReference (exactly one occurrence; of the type InterestLegCalculationPeriodDatesReference)

- 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.

### Used by:

- InterestLegCalculationPeriodDates/interestLegResetDates

### Schema Fragment:

    <xsd:complexType name="InterestLegResetDates">
      <xsd:sequence>
        <xsd:element name="calculationPeriodDatesReference" type="InterestLegCalculationPeriodDatesReference">
          <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: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>

## Knock

### Description:

Knock In means option to exercise comes into existence. Knock Out means option to exercise goes out of existence

### Figure:

### Contents:

knockIn (zero or one occurrence; of the type TriggerEvent)

- The knock in.

knockOut (zero or one occurrence; of the type TriggerEvent)

- The knock out.

### Used by:

- OptionFeatures/knock

### Schema Fragment:

    <xsd:complexType name="Knock">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Knock In means option to exercise comes into existence. Knock Out
          means option to exercise goes out of existence
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          "Knock-in" bedeutet, dass eine Option durch das Überschreiten
          aktiviert wird. "Knock-out" bedeutet, dass eine Option nach dem
          Überschreiten erlischt.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="knockIn" type="TriggerEvent" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The knock in.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Knock-In.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="knockOut" type="TriggerEvent" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The knock out.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Knock-Out.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </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 (zero or one occurrence; of the type PaymentCurrency)

- 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; of the type ReferenceAmount)

- 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.

Or

variance (exactly one occurrence; of the type Variance)

- Specifies Variance for Variance Leg

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:

- InterestLeg/interestAmount

### Derived Types:

- ReturnSwapAmount

### 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" type="PaymentCurrency" minOccurs="0">
          <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:element>
        <xsd:choice>
          <xsd:element name="referenceAmount" type="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: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:element name="variance" type="Variance">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies Variance for Variance Leg
              </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>

## MakeWholeProvisions

### Description:

### Figure:

### Contents:

makeWholeDate (exactly one occurrence; of the type xsd:date)

- Date through which option can not be exercised without penalty.

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

- Spread used if exercised before make whole date. Early termination penalty. Expressed in bp, e.g. 25 bp.

### Used by:

- EquityExerciseValuationSettlement/makeWholeProvisions

### Schema Fragment:

    <xsd:complexType name="MakeWholeProvisions">
      <xsd:annotation>
        <xsd:documentation>
          A type to hold early exercise provisions.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="makeWholeDate" type="xsd:date">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Date through which option can not be exercised without
              penalty.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="recallSpread" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Spread used if exercised before make whole date. Early
              termination penalty. Expressed in bp, e.g. 25 bp.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## MarketDisruption

### Description:

### Figure:

### Contents:

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

Attribute: marketDisruptionScheme (xsd:anyURI)

### Used by:

- AveragingPeriod/marketDisruption

### Schema Fragment:

    <xsd:complexType name="MarketDisruption">
      <xsd:simpleContent>
        <xsd:extension base="xsd:normalizedString">
          <xsd:attribute name="marketDisruptionScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/market-disruption-1-0"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>

## OptionFeatures

### Description:

A type for defining option features.

### Figure:

### Contents:

asian (zero or one occurrence; of the type Asian)

- An option where and average price is taken on valuation.

barrier (zero or one occurrence; of the type Barrier)

- An option with a barrier feature.

knock (zero or one occurrence; of the type Knock)

- A knock feature.

passThrough (zero or one occurrence; of the type PassThrough)

- Pass through payments from the underlyer, such as dividends.

### Used by:

- EquityDerivativeLongFormBase/equityFeatures

### Schema Fragment:

    <xsd:complexType name="OptionFeatures">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining option features.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition von Optionsbestandteilen.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="asian" type="Asian" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An option where and average price is taken on valuation.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Option, deren Bewertung auf einem Durchschnittspreis basiert.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="barrier" type="Barrier" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An option with a barrier feature.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Option mit Barrier-Merkmal.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="knock" type="Knock" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A knock feature.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Knock-Spezifikation.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="passThrough" type="PassThrough" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Pass through payments from the underlyer, such as dividends.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## PassThrough

### Description:

Type which contains pass through payments.

### Figure:

### Contents:

passThroughItem (one or more occurrences; of the type PassThroughItem)

- One to many pass through payment items.

### Used by:

- OptionFeatures/passThrough

### Schema Fragment:

    <xsd:complexType name="PassThrough">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Type which contains pass through payments.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="passThroughItem" type="PassThroughItem" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One to many pass through payment items.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## PassThroughItem

### Description:

Type to represent a single pass through payment.

### Figure:

### Contents:

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

underlyerReference (exactly one occurrence; of the type AssetReference)

- Reference to the underlyer whose payments are being passed through.

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

- Percentage of payments from the underlyer which are passed through.

### Used by:

- PassThrough/passThroughItem

### Schema Fragment:

    <xsd:complexType name="PassThroughItem">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Type to represent a single pass through payment.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:group ref="PayerReceiver.model"/>
        <xsd:element name="underlyerReference" type="AssetReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Reference to the underlyer whose payments are being passed
              through.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="passThroughPercentage" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Percentage of payments from the underlyer which are passed
              through.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## PrincipalExchangeAmount

### Description:

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

### Figure:

### Contents:

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

amountRelativeTo (exactly one occurrence; of the type AmountReference)

Or

determinationMethod (exactly one occurrence; of the type DeterminationMethod)

- 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.

### Used by:

- PrincipalExchangeDescriptions/principalExchangeAmount

### Schema Fragment:

    <xsd:complexType name="PrincipalExchangeAmount">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the principal exchange amount, either by explicitly
          defining it, or by point to an amount defined somewhere else in
          the swap document.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:choice>
        <xsd:element name="amountRelativeTo" type="AmountReference"/>
        <xsd:element name="determinationMethod" type="DeterminationMethod">
          <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>

## PrincipalExchangeDescriptions

### Description:

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

### Figure:

### Contents:

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

principalExchangeAmount (exactly one occurrence; of the type PrincipalExchangeAmount)

- 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).

### Used by:

- PrincipalExchangeFeatures/principalExchangeDescriptions

### Schema Fragment:

    <xsd:complexType name="PrincipalExchangeDescriptions">
      <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:sequence>
        <xsd:group ref="PayerReceiver.model"/>
        <xsd:element name="principalExchangeAmount" type="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: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>

## 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; of the type PrincipalExchangeDescriptions)

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

### Used by:

- ReturnSwap/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" type="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:element>
      </xsd:sequence>
    </xsd:complexType>

## Quanto

### Description:

When present without child elements this type indicate that a Quanto feature is in use Child elements are used to specify the currency conversion rate(s) associated with the quanto. One rate will be defined for each pair of currencies involved.

### Figure:

### Contents:

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

- Specifies a currency conversion rate.

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

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

### Used by:

- FxFeature/quanto

### Schema Fragment:

    <xsd:complexType name="Quanto">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          When present without child elements this type indicate that a
          Quanto feature is in use Child elements are used to specify 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:sequence>
        <xsd:element name="fxRate" type="FxRate" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies a currency conversion rate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the methodology (reference source and, optionally,
              fixing time) to be used for determining a currency conversion
              rate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## Representations

### Description:

A type for defining ISDA 2002 Equity Derivative Representations

### Figure:

### Contents:

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

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

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

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

### Used by:

- ExtraordinaryEvents/representations

### Schema Fragment:

    <xsd:complexType name="Representations">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining ISDA 2002 Equity Derivative Representations
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="nonReliance" type="xsd:boolean"/>
        <xsd:element name="agreementsRegardingHedging" type="xsd:boolean"/>
        <xsd:element name="indexDisclaimer" type="xsd:boolean" minOccurs="0"/>
        <xsd:element name="additionalAcknowledgements" type="xsd:boolean"/>
      </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:

- DeprecatedEquityLeg/return
- ReturnLeg/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>

## ReturnLeg

### Description:

A type describing the return 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 return 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 return 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.

rateOfReturn (exactly one occurrence; of the type ReturnLegValuation)

- Element named "valuation" in versions prior to FpML 4.2 Second Working Draft. Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the 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.

amount (exactly one occurrence; of the type ReturnSwapAmount)

- Element named "equityAmount" in versions prior to FpML 4.2 Second Working Draft. Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. For equity swaps this element is equivalent to the Equity Amount term as 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 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="ReturnLeg">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing the return 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 return 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 return 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="rateOfReturn" type="ReturnLegValuation">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Element named "valuation" in versions prior to FpML 4.2
                  Second Working Draft. Specifies the terms of the initial
                  price of the return type swap and of the subsequent
                  valuations of the 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="amount" type="ReturnSwapAmount">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Element named "equityAmount" in versions prior to FpML
                  4.2 Second Working Draft. Specifies, in relation to each
                  Payment Date, the amount to which the Payment Date
                  relates. For equity swaps this element is equivalent to
                  the Equity Amount term as 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
                  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>

## ReturnLegValuation

### Description:

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

### Figure:

### Contents:

initialPrice (exactly one occurrence; of the type ReturnLegValuationPrice)

- Specifies the initial reference price of the 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.

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

- Element named "equityNotionalReset" in versions prior to FpML 4.2 Second Working Draft. For equity swaps, this element is equivalent to the term "Equity Notional Reset" 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 ReturnLegValuationPrice)

- Specifies the interim valuation price of the 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 ReturnLegValuationPrice)

- Specifies the final valuation price of the 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.

paymentDates (exactly one occurrence; of the type ReturnSwapPaymentDates)

- Element named "equityPaymentDates" in versions prior to FpML 4.2 Second Working Draft. Specifies the payment dates of the swap.

### Used by:

- ReturnLeg/rateOfReturn

### Schema Fragment:

    <xsd:complexType name="ReturnLegValuation">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing the initial and final valuation of the
          underlyer.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="initialPrice" type="ReturnLegValuationPrice">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the initial reference price of the 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="notionalReset" type="xsd:boolean">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Element named "equityNotionalReset" in versions prior to FpML
              4.2 Second Working Draft. For equity swaps, this element is
              equivalent to the term "Equity Notional Reset" 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="ReturnLegValuationPrice" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the interim valuation price of the 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="ReturnLegValuationPrice">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the final valuation price of the 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="paymentDates" type="ReturnSwapPaymentDates">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Element named "equityPaymentDates" in versions prior to FpML
              4.2 Second Working Draft. Specifies the payment dates of the
              swap.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## ReturnLegValuationPrice

### Description:

### Figure:

### Contents:

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

- A type describing the strike price.

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

- Element named "equityValuation" in versions prior to FpML 4.2 Second Working Draft.

### Used by:

- ReturnLegValuation/initialPrice
- ReturnLegValuation/valuationPriceFinal
- ReturnLegValuation/valuationPriceInterim

### Extension of:

- Price

### Schema Fragment:

    <xsd:complexType name="ReturnLegValuationPrice">
      <xsd:complexContent>
        <xsd:extension base="Price">
          <xsd:sequence>
            <xsd:element name="valuationRules" type="EquityValuation" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Element named "equityValuation" in versions prior to FpML
                  4.2 Second Working Draft.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## ReturnSwap

### Description:

A type describing return swaps including equity swaps (long form), total return swaps, and variance swaps.

### 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.

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 ReturnSwapAdditionalPayment)

- 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 ReturnSwapEarlyTermination)

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

extraordinaryEvents (zero or one occurrence; of the type ExtraordinaryEvents)

- Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

### Used by:

### Extension of:

- ReturnSwapBase

### Schema Fragment:

    <xsd:complexType name="ReturnSwap">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing return swaps including equity swaps (long
          form), total return swaps, and variance swaps.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="ReturnSwapBase">
          <xsd:sequence>
            <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="ReturnSwapAdditionalPayment" 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="ReturnSwapEarlyTermination" 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:element name="extraordinaryEvents" type="ExtraordinaryEvents" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Where the underlying is shares, specifies events
                  affecting the issuer of those shares that may require the
                  terms of the transaction to be adjusted.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Ist der Basiswert eine Aktie, werden hiermit Ereignisse
                  angegeben, die den Emittenten der Aktie betreffen und die
                  eine Anpassung der Transaktionsbedingungen erfordern
                  kÃƒÂ¶nnen.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## ReturnSwapAdditionalPayment

### 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 PartyOrAccountReference)

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

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

additionalPaymentAmount (exactly one occurrence; of the type AdditionalPaymentAmount)

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

additionalPaymentDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

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

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

### Used by:

- ReturnSwap/additionalPayment

### Schema Fragment:

    <xsd:complexType name="ReturnSwapAdditionalPayment">
      <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" type="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:element>
        <xsd:element name="additionalPaymentDate" type="AdjustableOrRelativeDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the value date of the fee payment/receipt.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
      </xsd:sequence>
    </xsd:complexType>

## ReturnSwapAmount

### Description:

Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. For Equity Swaps this element is equivalent to the Equity Amount term as defined in the ISDA 2002 Equity Derivatives Definitions.

### Figure:

### Contents:

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)

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

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

### Used by:

- DeprecatedEquityLeg/equityAmount
- ReturnLeg/amount

### Extension of:

- LegAmount

### Derived Types:

- VarianceAmount

### Schema Fragment:

    <xsd:complexType name="ReturnSwapAmount">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies, in relation to each Payment Date, the amount to which
          the Payment Date relates. For Equity Swaps this element is
          equivalent to the Equity Amount term as defined in the ISDA 2002
          Equity Derivatives Definitions.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="LegAmount">
          <xsd:sequence>
            <xsd:element name="cashSettlement" type="xsd:boolean"/>
            <xsd:element name="optionsExchangeDividends" type="xsd:boolean" minOccurs="0"/>
            <xsd:element name="additionalDividends" type="xsd:boolean" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## ReturnSwapBase

### Description:

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

### Figure:

### Contents:

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

- The base type which all FpML products extend.

buyerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)

- A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

sellerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)

- A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

returnSwapLeg (one or more occurrences; of the type ReturnSwapLeg)

- An placeholder for the actual Return Swap Leg definition.

### Used by:

### Extension of:

- Product

### Derived Types:

- EquitySwapTransactionSupplement
- ReturnSwap

### Schema Fragment:

    <xsd:complexType name="ReturnSwapBase">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing the components that are common for return type
          swaps, including short and long form equity swaps
          representations.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Product">
          <xsd:sequence>
            <xsd:group ref="BuyerSeller.model" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  BuyerSeller.model has been included as an optional child
                  of ReturnSwapBase to support the situation where an
                  implementor wishes to indicate who has manufactured the
                  Swap through representing them as the Seller. It may be
                  removed in future major revisions.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:group>
            <xsd:element ref="returnSwapLeg" maxOccurs="unbounded"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## ReturnSwapEarlyTermination

### 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; of the type StartingDate)

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

### Used by:

- ReturnSwap/earlyTermination

### Schema Fragment:

    <xsd:complexType name="ReturnSwapEarlyTermination">
      <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" type="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:element>
      </xsd:sequence>
    </xsd:complexType>

## ReturnSwapLeg

### Description:

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

### Figure:

### Contents:

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

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

paymentFrequency (zero or one occurrence; of the type Interval)

- Frequency at which this leg pays.

Attribute: legIdentifier (xsd:ID)

### Used by:

### Derived Types:

- DeprecatedEquityLeg
- InterestLeg
- ReturnLeg
- VarianceLeg

### Schema Fragment:

    <xsd:complexType name="ReturnSwapLeg" abstract="true">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The abstract base class for all types of Return Swap Leg.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:group ref="PayerReceiver.model"/>
        <xsd:element name="paymentFrequency" type="Interval" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Frequency at which this leg pays.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:attribute name="legIdentifier" type="xsd:ID"/>
    </xsd:complexType>

## ReturnSwapNotional

### Description:

Specifies the notional of 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.

### Figure:

### Contents:

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

determinationMethod (exactly one occurrence; of the type DeterminationMethod)

- 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 AmountReference)

Attribute: id (xsd:ID)

### Used by:

- DeprecatedEquityLeg/notional
- InterestLeg/notional
- ReturnLeg/notional

### Schema Fragment:

    <xsd:complexType name="ReturnSwapNotional">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the notional of 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:choice>
        <xsd:element name="determinationMethod" type="DeterminationMethod">
          <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="AmountReference"/>
      </xsd:choice>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>

## ReturnSwapPaymentDates

### Description:

A type describing the return payment dates of the swap.

### Figure:

### Contents:

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

- Element named "equityPaymentDatesInterim" in versions prior to FpML 4.2 Second Working Draft. 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.

paymentDateFinal (exactly one occurrence; of the type AdjustableOrRelativeDate)

- Element named "equityPaymentDateFinal" in versions prior to FpML 4.2 Second Working Draft. 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:

- ReturnLegValuation/paymentDates

### Schema Fragment:

    <xsd:complexType name="ReturnSwapPaymentDates">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing the return payment dates of the swap.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="paymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Element named "equityPaymentDatesInterim" in versions prior
              to FpML 4.2 Second Working Draft. 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="paymentDateFinal" type="AdjustableOrRelativeDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Element named "equityPaymentDateFinal" in versions prior to
              FpML 4.2 Second Working Draft. 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>

## StartingDate

### Description:

A type specifying the date from which the early termination clause can be exercised.

### Figure:

### Contents:

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

dateRelativeTo (exactly one occurrence; of the type DateReference)

- Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

Or

adjustableDate (exactly one occurrence; of the type AdjustableDate)

### Used by:

- ReturnSwapEarlyTermination/startingDate
- VarianceAmount/observationStartDate

### Schema Fragment:

    <xsd:complexType name="StartingDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type specifying the date from which the early termination
          clause can be exercised.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:choice>
        <xsd:element name="dateRelativeTo" type="DateReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the anchor as an href attribute. The href attribute
              value is a pointer style reference to the element or
              component elsewhere in the document where the anchor date is
              defined.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="adjustableDate" type="AdjustableDate"/>
      </xsd:choice>
    </xsd:complexType>

## StubCalculationPeriod

### Description:

A type describing the Stub Calculation Period

### Figure:

### Contents:

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

finalStub (exactly one occurrence; of the type Stub)

### Used by:

- InterestLeg/stubCalculationPeriod

### Schema Fragment:

    <xsd:complexType name="StubCalculationPeriod">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing the Stub Calculation Period
        </xsd:documentation>
      </xsd:annotation>
      <xsd:choice>
        <xsd:sequence>
          <xsd:element name="initialStub" type="Stub"/>
          <xsd:element name="finalStub" type="Stub" minOccurs="0"/>
        </xsd:sequence>
        <xsd:element name="finalStub" type="Stub"/>
      </xsd:choice>
    </xsd:complexType>

## Trigger

### Description:

Trigger point at which feature is effective

### Figure:

### Contents:

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

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

- The trigger level.

Or

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

- The trigger level percentage.

### Used by:

- TriggerEvent/trigger

### Schema Fragment:

    <xsd:complexType name="Trigger">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Trigger point at which feature is effective
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="level" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The trigger level.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Trigger-Niveau.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="levelPercentage" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The trigger level percentage.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Triggerniveau, ausgedrückt als Prozentsatz.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
      </xsd:sequence>
    </xsd:complexType>

## TriggerEvent

### Description:

Observation point for trigger

### Figure:

### Contents:

schedule (zero or more occurrences; of the type EquitySchedule)

- A Equity Derivative schedule.

triggerDates (zero or one occurrence; of the type DateList)

- The trigger Dates

trigger (exactly one occurrence; of the type Trigger)

- The trigger level.

featurePayment (zero or one occurrence; of the type FeaturePayment)

- The feature payment.

### Used by:

- Barrier/barrierCap
- Barrier/barrierFloor
- Knock/knockIn
- Knock/knockOut

### Schema Fragment:

    <xsd:complexType name="TriggerEvent">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Observation point for trigger
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Beobachtungspunkt für das Trigger-Ereignis.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A Equity Derivative schedule.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Zeitplan für Aktienderivate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="triggerDates" type="DateList" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The trigger Dates
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Trigger-Tage.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="trigger" type="Trigger">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The trigger level.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Trigger-Niveau.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="featurePayment" type="FeaturePayment" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The feature payment.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Aus dem Optionsmerkmal resultierende Zahlung.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## Variance

### Description:

A type describing the variance amount of a variance swap

### Figure:

### Contents:

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

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

Or

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

Or

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

- If present and true this contract will strike off the default exchange traded contract

varianceAmount (exactly one occurrence; of the type Money)

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

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

Or

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

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

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

unadjustedVarianceCap (zero or one occurrence; of the type xsd:decimal)

- For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5.

exchangeTradedContractNearest (zero or one occurrence; of the type ExchangeTradedContract)

vegaNotionalAmount (zero or one occurrence; of the type xsd:decimal)

- Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade.

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

- Quanto, Composite, or Cross Currency FX features

### Used by:

- LegAmount/variance

### Schema Fragment:

    <xsd:complexType name="Variance">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing the variance amount of a variance swap
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="initialLevel" type="xsd:decimal"/>
          <xsd:element name="closingLevel" type="xsd:boolean"/>
          <xsd:element name="expiringLevel" type="xsd:boolean">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                If present and true this contract will strike off the
                default exchange traded contract
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:element name="varianceAmount" type="Money"/>
        <xsd:choice>
          <xsd:element name="volatilityStrikePrice" type="xsd:decimal"/>
          <xsd:element name="varianceStrikePrice" type="xsd:decimal"/>
        </xsd:choice>
        <xsd:element name="expectedN" type="xsd:integer" minOccurs="0"/>
        <xsd:element name="varianceCap" type="xsd:boolean" minOccurs="0"/>
        <xsd:element name="unadjustedVarianceCap" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              For use when varianceCap is applicable. Contains the scaling
              factor of the Variance Cap that can differ on a
              trade-by-trade basis in the European market. For example, a
              Variance Cap of 2.5^2 x Variance Strike Price has an
              unadjustedVarianceCap of 2.5.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="exchangeTradedContractNearest" type="ExchangeTradedContract" minOccurs="0"/>
        <xsd:element name="vegaNotionalAmount" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Vega Notional represents the approximate gain/loss at
              maturity for a 1% difference between RVol (realised vol) and
              KVol (strike vol). It does not necessarily represent the Vega
              Risk of the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Quanto, Composite, or Cross Currency FX features
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## VarianceAmount

### Description:

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

### Figure:

### Contents:

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

- Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. For Equity Swaps this element is equivalent to the Equity Amount term as defined in the ISDA 2002 Equity Derivatives Definitions.

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

- Typically specified as a number of days following the valuation date, such as one settlement cycle following the valuation date. Number of days can vary in the European market.

observationStartDate (zero or one occurrence; of the type StartingDate)

- The start of the period over which observations are made to determine the variance. Used when the date differs from the trade date such as for forward starting variance swaps.

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

- Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.

### Used by:

- VarianceLeg/equityAmount

### Extension of:

- ReturnSwapAmount

### Schema Fragment:

    <xsd:complexType name="VarianceAmount">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies, in relation to each Equity Payment Date, the amount to
          which the Equity Payment Date relates for Variance Swaps. Unless
          otherwise specified, this term has the meaning defined in the
          ISDA 2002 Equity Derivatives Definitions.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="ReturnSwapAmount">
          <xsd:sequence>
            <xsd:element name="cashSettlementPaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Typically specified as a number of days following the
                  valuation date, such as one settlement cycle following
                  the valuation date. Number of days can vary in the
                  European market.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="observationStartDate" type="StartingDate" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The start of the period over which observations are made
                  to determine the variance. Used when the date differs
                  from the trade date such as for forward starting variance
                  swaps.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="allDividends" type="xsd:boolean" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Represents the European Master Confirmation value of 'All
                  Dividends' which, when applicable, signifies that, for a
                  given Ex-Date, the daily observed Share Price for that
                  day is adjusted (reduced) by the cash dividend and/or the
                  cash value of any non cash dividend per Share (including
                  Extraordinary Dividends) declared by the Issuer.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## VarianceLeg

### Description:

A type describing the variance leg of the equity 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.

underlyer (exactly one occurrence; of the type Underlyer)

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

equityValuation (exactly one occurrence; of the type EquityValuation)

- Equity Valuation

equityAmount (exactly one occurrence; of the type VarianceAmount)

- 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.

### Used by:

### Extension of:

- ReturnSwapLeg

### Schema Fragment:

    <xsd:complexType name="VarianceLeg">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type describing the variance leg of the equity swap.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="ReturnSwapLeg">
          <xsd:sequence>
            <xsd:element name="underlyer" type="Underlyer">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the underlying component of the variance 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="equityValuation" type="EquityValuation">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Equity Valuation
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityAmount" type="VarianceAmount">
              <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:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

# Global Elements

## interestLeg

### Description:

The fixed income amounts of the return type swap.

### Figure:

### Contents:

Element interestLeg is defined by the complex type InterestLeg

### Used by:

### Schema Fragment:

    <xsd:element name="interestLeg" type="InterestLeg" substitutionGroup="returnSwapLeg">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The fixed income amounts of the return type swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## returnLeg

### Description:

Return amounts of the return type swap.

### Figure:

### Contents:

Element returnLeg is defined by the complex type ReturnLeg

### Used by:

### Schema Fragment:

    <xsd:element name="returnLeg" type="ReturnLeg" substitutionGroup="returnSwapLeg">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Return amounts of the return type swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## returnSwap

### Description:

Specifies the structure of a return type swap. It can represent equity swaps, total return swaps, variance swaps.

### Figure:

### Contents:

Element returnSwap is defined by the complex type ReturnSwap

### Used by:

### Schema Fragment:

    <xsd:element name="returnSwap" type="ReturnSwap" substitutionGroup="product">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the structure of a return type swap. It can represent
          equity swaps, total return swaps, variance swaps.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## returnSwapLeg

### Description:

An placeholder for the actual Return Swap Leg definition.

### Figure:

### Contents:

Element returnSwapLeg is defined by the complex type ReturnSwapLeg

### Used by:

- ReturnSwapBase

### Substituted by:

- equityLeg
- interestLeg
- returnLeg
- varianceLeg

### Schema Fragment:

    <xsd:element name="returnSwapLeg" type="ReturnSwapLeg" abstract="true">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An placeholder for the actual Return Swap Leg definition.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## varianceLeg

### Description:

The variance leg of the equity swap

### Figure:

### Contents:

Element varianceLeg is defined by the complex type VarianceLeg

### Used by:

### Schema Fragment:

    <xsd:element name="varianceLeg" type="VarianceLeg" substitutionGroup="returnSwapLeg">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The variance leg of the equity swap
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

# Groups

## Feature.model

### Description:

A group containing Swap and Derivate features

### Figure:

### Contents:

feature (zero or one occurrence; of the type OptionFeatures)

- Asian, Barrier, Knock and Pass Through features

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

- Quanto, Composite, or Cross Currency FX features

### Used by:

- EquityDerivativeBase

### Schema Fragment:

    <xsd:group name="Feature.model">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A group containing Swap and Derivate features
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="feature" type="OptionFeatures" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Asian, Barrier, Knock and Pass Through features
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Quanto, Composite, or Cross Currency FX features
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:group>

# Full XML Schema

    <xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1707 $">
      <xsd:include schemaLocation="fpml-asset-4-2.xsd"/>
      <xsd:complexType name="AdditionalDisruptionEvents">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining ISDA 2002 Equity Derivative Additional
            Disruption Events"
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="changeInLaw" type="xsd:boolean"/>
          <xsd:element name="failureToDeliver" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Where the underlying is shares and the transaction is
                physically settled, then, if true, a failure to deliver the
                shares on the settlement date will not be an event of
                default for the purposes of the master agreement.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Ist der Basiswert eine Aktie und wird die Transaktion
                effektiv beliefert, stellt die Nichtlieferung von Aktien am
                Abrechnungstag keinen Kündigungsgrund im Sinne des
                Rahmenvertrags dar, wenn der Wert "wahr" lautet.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="insolvencyFiling" type="xsd:boolean"/>
          <xsd:element name="hedgingDisruption" type="xsd:boolean"/>
          <xsd:element name="lossOfStockBorrow" type="xsd:boolean"/>
          <xsd:element name="increasedCostOfStockBorrow" type="xsd:boolean"/>
          <xsd:element name="increasedCostOfHedging" type="xsd:boolean"/>
          <xsd:element name="determiningPartyReference" type="PartyReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A reference to a party element within this document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType 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: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:complexType name="AdjustableDateOrRelativeDateSequence">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing a date defined as subject to adjustment or
            defined in reference to another date through one or several
            date offsets.
          </xsd:documentation>
        </xsd:annotation>
        <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:complexType name="Asian">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            As per ISDA 2002 Definitions
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Im Sinne der ISDA-Definitionen von 2002.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="averagingInOut" type="AveragingInOutEnum"/>
          <xsd:element name="strikeFactor" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The factor of strike.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Strike-Faktor.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="averagingPeriodIn" type="AveragingPeriod" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The averaging in period.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Averaging-In-Zeitraum.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="averagingPeriodOut" type="AveragingPeriod" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The averaging out period.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Averaging-Out-Zeitraum.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="AveragingPeriod">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Period over which an average value is taken
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition der Ausübungsprozesse bei einer
            amerikanischen Aktienoption. Diese Einheit leitet sich ab vom
            Typ "SharedAmericanExercise".
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A Equity Derivative schedule.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Zeitplan für Aktienderivate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="averagingDateTimes" type="DateTimeList" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Averaging DateTimes
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Für die Durchschnittsbildung herangezogene Daten und
                Zeiten.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="marketDisruption" type="MarketDisruption">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The market disruption event as defined by ISDA 2002
                Definitions
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="Barrier">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            As per ISDA 2002 Definitions.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Im Sinne der ISDA-Definitionen von 2002.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="barrierCap" type="TriggerEvent" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A trigger level approached from beneath.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Von unten ausgelöstes Trigger-Niveau.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="barrierFloor" type="TriggerEvent" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A trigger level approached from above.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Von oben ausgelöstes Trigger-Niveau.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="Composite">
        <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:sequence>
          <xsd:element name="determinationMethod" type="DeterminationMethod" 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="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the methodology (reference source and,
                optionally, fixing time) to be used for determining a
                currency conversion rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="Compounding">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the compounding method and the compounding rate.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <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:element name="compoundingRate" type="CompoundingRate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Defines a compounding rate. The compounding interest can
                either point back to the interest calculation node on the
                Interest Leg, or be defined specifically.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="CompoundingRate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type defining a compounding rate. The compounding interest
            can either point back to the interest calculation node on the
            Interest Leg, or be defined specifically.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
          <xsd:element name="interestLegRate" type="InterestCalculationReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Reference to the interest calculation node on the Interest
                Leg.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="specificRate" type="InterestAccrualsMethod">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Defines a specific rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
      </xsd:complexType>
      <xsd:complexType name="EquityCorporateEvents">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining the merger events and their treatment.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition von Fusionen und deren Behandlung.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="shareForShare" type="ShareExtraordinaryEventEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The consideration paid for the original shares following
                the Merger Event consists wholly of new shares.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Einstandspreis für die ursprünglichen Aktien nach Fusion
                beinhaltet ausschließlich neue Aktien.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="shareForOther" type="ShareExtraordinaryEventEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The consideration paid for the original shares following
                the Merger Event consists wholly of cash/securities other
                than new shares.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Einstandspreis für die ursprünglichen Aktien nach Fusion
                beinhaltet ausschließlich Barmittel/Wertpapiere (keine
                neuen Aktien).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="shareForCombined" type="ShareExtraordinaryEventEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The consideration paid for the original shares following
                the Merger Event consists of both cash/securities and new
                shares.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Einstandspreis für die ursprünglichen Aktien nach Fusion
                beinhaltet sowohl Barmittel/Wertpapiere als auch neue
                Aktien.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquityPremium">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type used to describe the amount paid for an equity option.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Beschreibung des für eine Aktienoption gezahlten
            Betrages.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="premiumType" type="PremiumTypeEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Forward start Premium type
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <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="paymentDate" type="AdjustableDate" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The payment date. This date is subject to adjustment in
                accordance with any applicable business day convention.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="swapPremium" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies whether or not the premium is to be paid in the
                style of payments under an interest rate swap contract.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Gibt die Zahlbarkeit der Prämie in Form von
                Zinsswap-Zahlungsströmen an.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="pricePerOption" type="Money" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The amount of premium to be paid expressed as a function of
                the number of options.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Zahlbare Prämie in Abhängigkeit von der Anzahl der
                Optionen.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="percentageOfNotional" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The amount of premium to be paid expressed as a percentage
                of the notional value of the transaction. A percentage of
                5% would be expressed as 0.05.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Zahlbare Prämie, ausgedrückt als Prozentsatz des Nennwerts
                der Transaktion. (Ein Prozentsatz von 5 % wird als 0,05
                dargestellt.)
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquitySchedule">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Method of generating a series of dates.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Methode zur Generierung einer Reihe von Terminen.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="startDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The averaging period start date.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="endDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The averaging period end date.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Letzter Tag eines Durchschnittszeitraums.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="frequency" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The schedule frequency.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Zahlungsfrequenz laut Zeitplan.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="frequencyType" type="FrequencyTypeEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The schedule frequency type
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Art der Zahlungsfrequenz laut Zeitplan.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="weekNumber" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The schedule week number.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Wochenzahl im Zeitplan.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="dayOfWeek" type="WeeklyRollConventionEnum" minOccurs="0"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquityStrike">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining the strike price for an equity option. The
            strike price is either: (i) in respect of an index option
            transaction, the level of the relevant index specified or
            otherwise determined in the transaction; or (ii) in respect of
            a share option transaction, the price per share specified or
            otherwise determined in the transaction. This can be expressed
            either as a percentage of notional amount or as an absolute
            value.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition des Strike-Preises für eine Aktienoption.
            Der Strike-Preis ist: (i) bei Indexoptionen der Stand des
            jeweils spezifizierten oder anderweitig in der Transaktion
            bestimmten Index oder (ii) bei Aktienoptionen der Preis jeder
            spezifizierten oder anderweitig in der Transaktion bestimmten
            Aktie. Der Strike-Preis kann entweder als Prozentsatz des
            Nennwertes oder als absoluter Wert angegeben werden.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="strikePrice" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The price or level at which the option has been struck.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Preis oder Niveau als Strike-Preis der Option.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="strikePercentage" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The price or level expressed as a percentage of the
                  forward starting spot price.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Preis oder Niveau, ausgedrückt als Prozentsatz des für
                  einen künftigen Zeitpunkt ermittelten Spotpreises.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:element name="currency" type="Currency" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency in which an amount is denominated.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquityValuation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining how and when an equity option is to be
            valued.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
            bestimmt wird.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:choice minOccurs="0">
            <xsd:element name="valuationDate" type="AdjustableDateOrRelativeDateSequence">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The term "Valuation Date" is assumed to have the meaning
                  as defined in the ISDA 2002 Equity Derivatives
                  Definitions.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  "Bewertungstag" im Sinne der ISDA-Definitionen zu
                  Aktienderivaten von 2002.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="valuationDates" 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:choice>
          <xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
            <xsd:annotation>
              <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:documentation xml:lang="de">
                Tageszeit, zu der die Berechnungsstelle den Basiswert
                bewertet, zum Beispiel der offizielle Börsenschluss.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The specific time of day at which the calculation agent
                values the underlying.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
                bewertet.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="futuresPriceValuation" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The official settlement price as announced by the related
                exchange is applicable, in accordance with the ISDA 2002
                definitions.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Es gilt der von der relevanten Börse veröffentlichte
                offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
                von 2002.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="optionsPriceValuation" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The official settlement price as announced by the related
                exchange is applicable, in accordance with the ISDA 2002
                definitions.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Es gilt der von der relevanten Börse veröffentlichte
                offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
                von 2002.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:complexType>
      <xsd:complexType name="ExtraordinaryEvents">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Where the underlying is shares, defines market events affecting
            the issuer of those shares that may require the terms of the
            transaction to be adjusted.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
            angegeben, die den Emittenten der Aktie betreffen und die eine
            Anpassung der Transaktionsbedingungen erfordern können.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="mergerEvents" type="EquityCorporateEvents" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Occurs when the underlying ceases to exist following a
                merger between the Issuer and another company.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Dieses Element ist relevant, wenn der Basiswert nach einer
                Fusion zwischen dem Emittenten und einer anderen
                Gesellschaft nicht mehr existiert.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="tenderOffer" type="xsd:boolean" minOccurs="0"/>
          <xsd:element name="tenderOfferEvents" type="EquityCorporateEvents" minOccurs="0"/>
          <xsd:element name="compositionOfCombinedConsideration" type="xsd:boolean" minOccurs="0"/>
          <xsd:element name="indexAdjustmentEvents" type="IndexAdjustmentEvents" minOccurs="0"/>
          <xsd:choice>
            <xsd:element name="additionalDisruptionEvents" type="AdditionalDisruptionEvents"/>
            <xsd:element name="failureToDeliver" type="xsd:boolean"/>
          </xsd:choice>
          <xsd:element name="representations" type="Representations" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                ISDA 2002 Equity Derivative Representations
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="nationalisationOrInsolvency" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The terms "Nationalisation" and "Insolvency" have the
                meaning as defined in the ISDA 2002 Equity Derivatives
                Definitions.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                "Verstaatlichung" und "Insolvenz" im Sinne der
                ISDA-Definitionen zu Aktienderivaten von 2002.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The term "Delisting" has the meaning defined in the ISDA
                2002 Equity Derivatives Definitions.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                "Delisting" im Sinne der ISDA-Definitionen zu
                Aktienderivaten von 2002.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="FeaturePayment">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Payment made following trigger occurence.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:choice>
            <xsd:element name="levelPercentage" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The trigger level percentage.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Triggerniveau, ausgedrückt als Prozentsatz.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="amount" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The monetary quantity in currency units.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:element name="time" type="TimeTypeEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The feature payment time.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Zeitpunkt der aus dem Optionsmerkmal resultierenden
                Zahlung.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="currency" type="Currency" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency in which an amount is denominated.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="featurePaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The feature payment date.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Datum der aus dem Optionsmerkmal resultierenden Zahlung.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="FxFeature">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining Fx Features.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition von Devisenbestandteilen.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="referenceCurrency" type="IdentifiedCurrency">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the reference currency of the trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:choice>
            <xsd:element name="composite" type="Composite">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  If “Composite” is specified as the Settlement Type in the
                  relevant Transaction Supplement, an amount in the
                  Settlement Currency, determined by the Calculation Agent
                  as being equal to the number of Options exercised or
                  deemed exercised, multiplied by: (Settlement Price –
                  Strike Price) / (Strike Price – Settlement Price) x
                  Multiplier provided that if the above is equal to a
                  negative amount the Option Cash Settlement Amount shall
                  be deemed to be zero.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="quanto" type="Quanto">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  If “Quanto” is specified as the Settlement Type in the
                  relevant Transaction Supplement, an amount, as determined
                  by the Calculation Agent in accordance with the Section
                  8.2 of the Equity Definitions
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="crossCurrency" type="Composite">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  If “Cross-Currency” is specified as the Settlement Type
                  in the relevant Transaction Supplement, an amount in the
                  Settlement Currency, determined by the Calculation Agent
                  as being equal to the number of Options exercised or
                  deemed exercised, multiplied by: (Settlement Price –
                  Strike Price) / (Strike Price – Settlement Price) x
                  Multiplier x one unit of the Reference Currency converted
                  into an amount in the Settlement Currency using the rate
                  of exchange of the Settlement Currency as quoted on the
                  Reference Price Source on the Valuation Date, provided
                  that if the above is equal to a negative amount the
                  Option Cash Settlement Amount shall be deemed to be zero
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="IndexAdjustmentEvents">
        <xsd:sequence>
          <xsd:element name="indexModification" type="IndexEventConsequenceEnum"/>
          <xsd:element name="indexCancellation" type="IndexEventConsequenceEnum"/>
          <xsd:element name="indexDisruption" type="IndexEventConsequenceEnum"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType 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:complexContent>
          <xsd:extension base="InterestAccrualsMethod">
            <xsd:sequence>
              <xsd:element name="dayCountFraction" type="DayCountFraction">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The day count fraction.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="compounding" type="Compounding" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Defines compounding rates on the Interest Leg.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="InterestCalculationReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Reference to an interest calculation component.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Reference"/>
        </xsd:complexContent>
      </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:complexContent>
          <xsd:extension base="ReturnSwapLeg">
            <xsd:sequence>
              <xsd:element name="interestLegCalculationPeriodDates" type="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: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="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" type="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:element>
              <xsd:element name="stubCalculationPeriod" type="StubCalculationPeriod" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the stub calculation period
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType 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: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" type="InterestLegResetDates">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the reset dates of the interest leg of the swap.
              </xsd:documentation>
            </xsd:annotation>
          </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:complexType name="InterestLegCalculationPeriodDatesReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Reference to the calculation period dates of the interest leg.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Reference"/>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="InterestLegResetDates">
        <xsd:sequence>
          <xsd:element name="calculationPeriodDatesReference" type="InterestLegCalculationPeriodDatesReference">
            <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: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:complexType name="Knock">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Knock In means option to exercise comes into existence. Knock
            Out means option to exercise goes out of existence
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            "Knock-in" bedeutet, dass eine Option durch das Überschreiten
            aktiviert wird. "Knock-out" bedeutet, dass eine Option nach dem
            Überschreiten erlischt.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="knockIn" type="TriggerEvent" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The knock in.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Knock-In.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="knockOut" type="TriggerEvent" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The knock out.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Knock-Out.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </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" type="PaymentCurrency" minOccurs="0">
            <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:element>
          <xsd:choice>
            <xsd:element name="referenceAmount" type="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: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:element name="variance" type="Variance">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies Variance for Variance Leg
                </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="MakeWholeProvisions">
        <xsd:annotation>
          <xsd:documentation>
            A type to hold early exercise provisions.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="makeWholeDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Date through which option can not be exercised without
                penalty.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="recallSpread" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Spread used if exercised before make whole date. Early
                termination penalty. Expressed in bp, e.g. 25 bp.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="MarketDisruption">
        <xsd:simpleContent>
          <xsd:extension base="xsd:normalizedString">
            <xsd:attribute name="marketDisruptionScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/market-disruption-1-0"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
      <xsd:complexType name="OptionFeatures">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining option features.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition von Optionsbestandteilen.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="asian" type="Asian" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An option where and average price is taken on valuation.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Option, deren Bewertung auf einem Durchschnittspreis
                basiert.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="barrier" type="Barrier" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An option with a barrier feature.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Option mit Barrier-Merkmal.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="knock" type="Knock" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A knock feature.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Knock-Spezifikation.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="passThrough" type="PassThrough" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Pass through payments from the underlyer, such as
                dividends.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="PassThrough">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Type which contains pass through payments.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="passThroughItem" type="PassThroughItem" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One to many pass through payment items.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="PassThroughItem">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Type to represent a single pass through payment.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="underlyerReference" type="AssetReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Reference to the underlyer whose payments are being passed
                through.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="passThroughPercentage" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Percentage of payments from the underlyer which are passed
                through.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="PrincipalExchangeAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the principal exchange amount, either by explicitly
            defining it, or by point to an amount defined somewhere else in
            the swap document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
          <xsd:element name="amountRelativeTo" type="AmountReference"/>
          <xsd:element name="determinationMethod" type="DeterminationMethod">
            <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:complexType name="PrincipalExchangeDescriptions">
        <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:sequence>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="principalExchangeAmount" type="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: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: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" type="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:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="Quanto">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            When present without child elements this type indicate that a
            Quanto feature is in use Child elements are used to specify 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:sequence>
          <xsd:element name="fxRate" type="FxRate" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies a currency conversion rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the methodology (reference source and,
                optionally, fixing time) to be used for determining a
                currency conversion rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="Representations">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining ISDA 2002 Equity Derivative Representations
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="nonReliance" type="xsd:boolean"/>
          <xsd:element name="agreementsRegardingHedging" type="xsd:boolean"/>
          <xsd:element name="indexDisclaimer" type="xsd:boolean" minOccurs="0"/>
          <xsd:element name="additionalAcknowledgements" type="xsd:boolean"/>
        </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="ReturnLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing the return 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 return 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 return 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="rateOfReturn" type="ReturnLegValuation">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Element named "valuation" in versions prior to FpML 4.2
                    Second Working Draft. Specifies the terms of the
                    initial price of the return type swap and of the
                    subsequent valuations of the 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="amount" type="ReturnSwapAmount">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Element named "equityAmount" in versions prior to FpML
                    4.2 Second Working Draft. Specifies, in relation to
                    each Payment Date, the amount to which the Payment Date
                    relates. For equity swaps this element is equivalent to
                    the Equity Amount term as 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
                    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="ReturnLegValuation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing the initial and final valuation of the
            underlyer.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="initialPrice" type="ReturnLegValuationPrice">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the initial reference price of the 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="notionalReset" type="xsd:boolean">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Element named "equityNotionalReset" in versions prior to
                FpML 4.2 Second Working Draft. For equity swaps, this
                element is equivalent to the term "Equity Notional Reset"
                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="ReturnLegValuationPrice" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the interim valuation price of the 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="ReturnLegValuationPrice">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the final valuation price of the 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="paymentDates" type="ReturnSwapPaymentDates">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Element named "equityPaymentDates" in versions prior to
                FpML 4.2 Second Working Draft. Specifies the payment dates
                of the swap.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="ReturnLegValuationPrice">
        <xsd:complexContent>
          <xsd:extension base="Price">
            <xsd:sequence>
              <xsd:element name="valuationRules" type="EquityValuation" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Element named "equityValuation" in versions prior to
                    FpML 4.2 Second Working Draft.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwap">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing return swaps including equity swaps (long
            form), total return swaps, and variance swaps.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="ReturnSwapBase">
            <xsd:sequence>
              <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="ReturnSwapAdditionalPayment" 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="ReturnSwapEarlyTermination" 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:element name="extraordinaryEvents" type="ExtraordinaryEvents" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Where the underlying is shares, specifies events
                    affecting the issuer of those shares that may require
                    the terms of the transaction to be adjusted.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Ist der Basiswert eine Aktie, werden hiermit Ereignisse
                    angegeben, die den Emittenten der Aktie betreffen und
                    die eine Anpassung der Transaktionsbedingungen
                    erfordern kÃƒÂ¶nnen.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwapAdditionalPayment">
        <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" type="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:element>
          <xsd:element name="additionalPaymentDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the value date of the fee payment/receipt.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwapAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies, in relation to each Payment Date, the amount to
            which the Payment Date relates. For Equity Swaps this element
            is equivalent to the Equity Amount term as defined in the ISDA
            2002 Equity Derivatives Definitions.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="LegAmount">
            <xsd:sequence>
              <xsd:element name="cashSettlement" type="xsd:boolean"/>
              <xsd:element name="optionsExchangeDividends" type="xsd:boolean" minOccurs="0"/>
              <xsd:element name="additionalDividends" type="xsd:boolean" minOccurs="0"/>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwapBase">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing the components that are common for return
            type swaps, including short and long form equity swaps
            representations.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Product">
            <xsd:sequence>
              <xsd:group ref="BuyerSeller.model" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    BuyerSeller.model has been included as an optional
                    child of ReturnSwapBase to support the situation where
                    an implementor wishes to indicate who has manufactured
                    the Swap through representing them as the Seller. It
                    may be removed in future major revisions.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:group>
              <xsd:element ref="returnSwapLeg" maxOccurs="unbounded"/>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwapEarlyTermination">
        <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" type="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:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwapLeg" abstract="true">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The abstract base class for all types of Return Swap Leg.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="paymentFrequency" type="Interval" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Frequency at which this leg pays.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="legIdentifier" type="xsd:ID"/>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwapNotional">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the notional of 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:choice>
          <xsd:element name="determinationMethod" type="DeterminationMethod">
            <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="AmountReference"/>
        </xsd:choice>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:complexType>
      <xsd:complexType name="ReturnSwapPaymentDates">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing the return payment dates of the swap.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="paymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Element named "equityPaymentDatesInterim" in versions prior
                to FpML 4.2 Second Working Draft. 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="paymentDateFinal" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Element named "equityPaymentDateFinal" in versions prior to
                FpML 4.2 Second Working Draft. 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="StartingDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type specifying the date from which the early termination
            clause can be exercised.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
          <xsd:element name="dateRelativeTo" type="DateReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the anchor as an href attribute. The href
                attribute value is a pointer style reference to the element
                or component elsewhere in the document where the anchor
                date is defined.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="adjustableDate" type="AdjustableDate"/>
        </xsd:choice>
      </xsd:complexType>
      <xsd:complexType name="StubCalculationPeriod">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing the Stub Calculation Period
          </xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
          <xsd:sequence>
            <xsd:element name="initialStub" type="Stub"/>
            <xsd:element name="finalStub" type="Stub" minOccurs="0"/>
          </xsd:sequence>
          <xsd:element name="finalStub" type="Stub"/>
        </xsd:choice>
      </xsd:complexType>
      <xsd:complexType name="Trigger">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Trigger point at which feature is effective
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="level" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The trigger level.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Trigger-Niveau.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="levelPercentage" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The trigger level percentage.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Triggerniveau, ausgedrückt als Prozentsatz.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="TriggerEvent">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Observation point for trigger
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Beobachtungspunkt für das Trigger-Ereignis.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A Equity Derivative schedule.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Zeitplan für Aktienderivate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="triggerDates" type="DateList" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The trigger Dates
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Trigger-Tage.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="trigger" type="Trigger">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The trigger level.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Trigger-Niveau.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="featurePayment" type="FeaturePayment" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The feature payment.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Aus dem Optionsmerkmal resultierende Zahlung.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="Variance">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing the variance amount of a variance swap
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="initialLevel" type="xsd:decimal"/>
            <xsd:element name="closingLevel" type="xsd:boolean"/>
            <xsd:element name="expiringLevel" type="xsd:boolean">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  If present and true this contract will strike off the
                  default exchange traded contract
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:element name="varianceAmount" type="Money"/>
          <xsd:choice>
            <xsd:element name="volatilityStrikePrice" type="xsd:decimal"/>
            <xsd:element name="varianceStrikePrice" type="xsd:decimal"/>
          </xsd:choice>
          <xsd:element name="expectedN" type="xsd:integer" minOccurs="0"/>
          <xsd:element name="varianceCap" type="xsd:boolean" minOccurs="0"/>
          <xsd:element name="unadjustedVarianceCap" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                For use when varianceCap is applicable. Contains the
                scaling factor of the Variance Cap that can differ on a
                trade-by-trade basis in the European market. For example, a
                Variance Cap of 2.5^2 x Variance Strike Price has an
                unadjustedVarianceCap of 2.5.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="exchangeTradedContractNearest" type="ExchangeTradedContract" minOccurs="0"/>
          <xsd:element name="vegaNotionalAmount" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Vega Notional represents the approximate gain/loss at
                maturity for a 1% difference between RVol (realised vol)
                and KVol (strike vol). It does not necessarily represent
                the Vega Risk of the trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Quanto, Composite, or Cross Currency FX features
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="VarianceAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies, in relation to each Equity Payment Date, the amount
            to which the Equity Payment Date relates for Variance Swaps.
            Unless otherwise specified, this term has the meaning defined
            in the ISDA 2002 Equity Derivatives Definitions.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="ReturnSwapAmount">
            <xsd:sequence>
              <xsd:element name="cashSettlementPaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Typically specified as a number of days following the
                    valuation date, such as one settlement cycle following
                    the valuation date. Number of days can vary in the
                    European market.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="observationStartDate" type="StartingDate" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The start of the period over which observations are
                    made to determine the variance. Used when the date
                    differs from the trade date such as for forward
                    starting variance swaps.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="allDividends" type="xsd:boolean" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Represents the European Master Confirmation value of
                    'All Dividends' which, when applicable, signifies that,
                    for a given Ex-Date, the daily observed Share Price for
                    that day is adjusted (reduced) by the cash dividend
                    and/or the cash value of any non cash dividend per
                    Share (including Extraordinary Dividends) declared by
                    the Issuer.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="VarianceLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type describing the variance leg of the equity swap.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="ReturnSwapLeg">
            <xsd:sequence>
              <xsd:element name="underlyer" type="Underlyer">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the underlying component of the variance
                    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="equityValuation" type="EquityValuation">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Equity Valuation
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityAmount" type="VarianceAmount">
                <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:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:element name="interestLeg" type="InterestLeg" substitutionGroup="returnSwapLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The fixed income amounts of the return type swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="returnLeg" type="ReturnLeg" substitutionGroup="returnSwapLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Return amounts of the return type swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="returnSwapLeg" type="ReturnSwapLeg" abstract="true">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An placeholder for the actual Return Swap Leg definition.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="returnSwap" type="ReturnSwap" substitutionGroup="product">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the structure of a return type swap. It can represent
            equity swaps, total return swaps, variance swaps.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="varianceLeg" type="VarianceLeg" substitutionGroup="returnSwapLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The variance leg of the equity swap
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:group name="Feature.model">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A group containing Swap and Derivate features
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="feature" type="OptionFeatures" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Asian, Barrier, Knock and Pass Through features
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Quanto, Composite, or Cross Currency FX features
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:group>
    </xsd:schema>