In chess, the relevant players play the game according to certain rules and functions. For instance, a bishop can only move across the board diagonally. The overall function of the bishop's moves, as with all chess pieces, is to facilitate the checkmating of one's opponent.
For Saussure, language as a structural system, (or langue, as he calls it) operates in much the same way. It provides the general context in which parole, or language as it is used, takes place. Just as no moves can be made on the chess board without the rules having been established beforehand, so language as parole cannot come into effect without the prior existence of language as langue. In other words, the rules of chess determine which moves can be made, just as langue determines which moves are made by parole in the language game.
As langue has greater importance for Saussure, it is the main focus of his linguistic investigations. That's not to say, however, that parole is unimportant. Returning to the chess analogy, the rules of the game may be fairly strict, but they still allow for an almost endless series of possibilities to be played out on a chessboard.
And it's the same with the relationship between langue and parole. Language as it is actually used can take a bewildering array of different forms, and it is only through these forms that we're able to get to the structures underlying them, which are langue.
Language is also like a game of chess in that it's not up to the game players to decide the rules. If we tried to play chess using checkers, for example, no one would want to play with us; there'd be no possibility of mutual understanding. For Saussure it's the same with language. When we speak or write anything, it's always within a rules-based context that determines how words are used. This is what creates the possibility of mutual understanding.
A further analogy between langue and chess is that langue is a system of inner relations that relate to each other and not to some external reality "out there" in the world around us. By the same token, the rules of chess relate purely to the moves that are made within the game; they have no reference to anything outside the game of chess.
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