All capturing is mandatory, though you may choose which capture to make.
 
Note that a King can't capture a defended piece. If the King is in check and a capture is available, the King can escape with a non-capturing King move, but the check can't be interposed against.
 
This variant is found in the Alfonso codex, (written around 1280), but would originally have been a variant for Shatranj. It is attributed to the women of Morocco. It is also called the Forced Game or the Maiden's game.