# XML Schema Documentation

### Element: equityLeg

#### [Table of contents]

This element can be used wherever the following element is referenced: returnSwapLeg

Name | equityLeg
Type | DeprecatedEquityLeg
Nillable | no
Abstract | no
Documentation | This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnLeg element to represent long form equity swaps, total return swaps. The equity amounts of the equity swap.

Logical Diagram
XML Instance Representation
<equityLeg
legIdentifier=" xsd:ID [0..1]

'DEPRECATED This element will be renamed to id in the next major FpML version.'

">
<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

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

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

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

<paymentFrequency> Interval </paymentFrequency> [0..1]

'DEPRECATED This element will be removed in the next FpML major version. Frequency at which this leg pays.'

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [1]

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

<terminationDate> AdjustableOrRelativeDate </terminationDate> [1]

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

<underlyer> Underlyer </underlyer> [1]

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

<valuation> DeprecatedEquityLegValuation </valuation> [1]

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

<notional> ReturnSwapNotional </notional> [1]

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

<equityAmount> ReturnSwapAmount </equityAmount> [1]

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

<return> Return </return> [1]

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

<notionalAdjustments> NotionalAdjustmentEnum </notionalAdjustments> [1]

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

<fxFeature> FxFeature </fxFeature> [0..1]

'A quanto or composite FX feature.'

</equityLeg>
Diagram
Schema Component Representation
<xsd:element name="equityLeg" type=" DeprecatedEquityLeg " substitutionGroup="returnSwapLeg" deprecated="true" deprecatedReason="It has been made more generic as returnLeg to cover return swap type products."/>