Specifies the amount of the fee along with, when applicable, the formula that supports its determination. The currency amount of the payment. Specifies a formula, with its description and components. Specifies the compounding method and the compounding rate. If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount. Defines a compounding rate. The compounding interest can either point back to the interest calculation node on the Interest Leg, or be defined specifically. 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. Reference to the interest calculation node on the Interest Leg. Defines a specific rate. This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity leg of a return type swap. 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. 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. 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. Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the equity underlyer. 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. 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. Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the equity amounts. Specifies the conditions that govern the adjustment to the number of units of the equity swap. A quanto or composite FX feature. Quanto- oder Komposit-Devisenbestandteil. This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the initial and final valuation of the equity underlyer. Specifies the initial reference price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document. The term "Equity Notional Reset" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. The reference to the ISDA definition is either "Applicable" or 'Inapplicable". Specifies the interim valuation price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document. Specifies the final valuation price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document. Specifies the equity payment dates of the swap. This type has been DEPRECATED. It will be removed in the next FpML major version. This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity payment dates of the swap. 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. 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. A type for defining Equity Swap Transaction Supplement Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply. Used for specifying whether additional annex terms for trades with underlyers that are listed on multiple exchanges, as defined in the European Master Confirmation, will apply. 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. The day count fraction. Defines compounding rates on the Interest Leg. A type describing the fixed income leg of the equity swap. Component that holds the various dates used to specify the interest leg of the equity swap. It is used to define the InterestPeriodDates identifyer. 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. 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. 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. Specifies the stub calculation period Component that holds the various dates used to specify the interest leg of the equity swap. It is used to define the InterestPeriodDates identifyer. 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. 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. Specifies the reset dates of the interest leg of the swap. 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. A pointer style reference to the associated calculation period dates component defined elsewhere in the document. 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. 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. 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. Currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated. 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. Specifies a formula, with its description and components. Description of the leg amount when represented through an encoded image. Specifies Variance for Variance Leg 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. Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document. Specifies the method according to which an amount or a date is determined. Principal exchange amount when explictly stated. Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates. Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document. 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). A type describing the principal exchange features of the equity swap. The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur. Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates. A type describing the dividend return conditions applicable to the swap. Defines the type of return associated with the equity swap. 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. A type describing the return leg of a return type swap. 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. 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. 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. 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. 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. 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. Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts. Specifies the conditions that govern the adjustment to the number of units of the equity swap. A quanto or composite FX feature. Quanto- oder Komposit-Devisenbestandteil. A type describing the initial and final valuation of the underlyer. 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. 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". 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. 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. Element named "equityPaymentDates" in versions prior to FpML 4.2 Second Working Draft. Specifies the payment dates of the swap. Element named "equityValuation" in versions prior to FpML 4.2 Second Working Draft. A type describing return swaps including equity swaps (long form), total return swaps, and variance swaps. Specifies the principal exchange features of the equity swap. 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. Specifies, for one or for both the parties to the trade, the date from which it can early terminate it. Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted. Ist der Basiswert eine Aktie, werden hiermit Ereignisse angegeben, die den Emittenten der Aktie betreffen und die eine Anpassung der Transaktionsbedingungen erfordern können. 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. Specifies the amount of the fee along with, when applicable, the formula that supports its determination. Specifies the value date of the fee payment/receipt. 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. A type describing the components that are common for return type swaps, including short and long form equity swaps representations. 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. A type describing the date from which each of the party may be allowed to terminate the trade. Specifies the date from which the early termination clause can be exercised. The abstract base class for all types of Return Swap Leg. Frequency at which this leg pays. 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. Specifies the method according to which an amount or a date is determined. The notional amount. A type describing the return payment dates of the swap. 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. 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. A type specifying the date from which the early termination clause can be exercised. 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. A type describing the Stub Calculation Period A type describing the variance amount of a variance swap 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. 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. 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. 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. 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. 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. A type describing the variance leg of the equity swap. 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. Equity Valuation 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. 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 This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnSwap element to represent long form equity swaps, total return swaps, and variance swaps. Specifies the structure of the equity swap transaction supplement The fixed income amounts of the return type swap. Return amounts of the return type swap. An placeholder for the actual Return Swap Leg definition. Specifies the structure of a return type swap. It can represent equity swaps, total return swaps, variance swaps. The variance leg of the equity swap