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