A series of dates that shall be subject to adjustment if they 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. A series of dates specified as some offset to other dates (the anchor dates) which can The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention. The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers. A type describing the conditions governing the payment of 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. Boolean element that defines whether the dividend will be reinvested or not. Defines the date on which the receiver on the equity return is entitled to the dividend. Specifies when the dividend will be paid to the receiver of the equity return. Has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Is not applicable in the case of a dividend reinvestment election. Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. This element specifies the date on which the dividend period will commence. Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. This element specifies the date on which the dividend period will end. It includes a boolean attribute for defining whether this end date is included or excluded from the dividend period. Currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated. The currency in which an amount is denominated. Specifies the method according to which an amount or a date is determined. Specifies the date on which the FX rate will be considered in the case of a Composite FX swap. Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method. FpML entity 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. A type describing the date on which the dividend will be paid/received. This type is also used to specify the date on which the FX rate will be determined, when applicable. Reference to a dividend date, either the pay date, the ex date or the record date. 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. A type describing the equity leg of the equity 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 equity 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 equity swap and of the subsequent valuations of the equity underlyer. 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. Specifies the method according to which an amount or a date is determined. The notional amount. 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. Specifies the FX conversion terms that can be associated with the equity component of a swap. 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. Specifies the currency conversion rate(s) associated with the quanto. One rate will be defined for each pair of currencies involved. Specifies the reference currency of the trade. Specifies a currency conversion rate. Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront. Specifies the reference currency of the trade. Specifies the method according to which an amount or a date is determined. A date specified as some offset to another date (the anchor date). Specifies the methodology (reference source and, optionnally, fixing time) to be used for determining a currency conversion rate. 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 descripting the equity swaps. The equity amounts of the equity swap The fixed income amounts of the equity swap 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. 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. The currency amount of the payment. Specifies a formula, with its description and components. Specifies the value date of the fee payment/receipt. 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. A date specified as some offset to another date (the anchor date). A type describing a financial formula, with its description and components. Text description of the formula An element for containing an XML representation of the formula. Defined using xsd:any currently for flexibility in choice of language (MathML, OpenMath) Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a value elsewhere in the document Text description of the component Additional formulas required to describe this component A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference. The floating rate calculation definitions The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05. 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 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. 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. 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. 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. Specifies the method according to which an amount or a date is determined. The notional amount. 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. The floating rate calculation definitions The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05. The day count fraction. 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. The currency in which an amount is denominated. Specifies the method according to which an amount or a date is determined. 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 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. 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. Specifies the principal echange 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. 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 a date when this date is defined in reference to another date through one or several date offsets. A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. If the period value is T (Term) then periodMultiplier must contain the value 1. A time period, e.g. a day, week, month, year or term of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day). In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included. The convention for adjusting a date if it would otherwise fall on a day that is not a business day. Sequence in which the reference to the time period multiplier should be applied. 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 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. Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet, zum Beispiel der offizielle Börsenschluss. The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange. Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert bewertet. The specific time of day at which the calculation agent values the underlying. Specifies the valuation date of the equity underlyer. 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. A series of dates specified as some offset to other dates (the anchor dates) which can 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. Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet, zum Beispiel der offizielle Börsenschluss. The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange. Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert bewertet. The specific time of day at which the calculation agent values the underlying. Specifies the interim equity valuation dates of the swap. 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. Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet, zum Beispiel der offizielle Börsenschluss. The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange. Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert bewertet. The specific time of day at which the calculation agent values the underlying. Specifies the valuation date of the equity underlyer. In the few cases where it will be defined in relation to a date specified somewhere else in the document (through the relativeDateSequence component), this element will typically refer to the payment date and substract a day lag corresponding to the settlement cycle of the underlyer. 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. 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. Specifies the equity payment dates of the swap. Specifies the structure of the equity swap. 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.