<xs:schema attributeFormDefault="unqualified" elementFormDefault="qualified" xmlns:xs="http://www.w3.org/2001/XMLSchema">

  <xs:element type="counterpartyInformation" name="CounterpartyInformation"/>

  <xs:complexType name="counterpartyInformation">
    <xs:all>
      <xs:element type="counterparties" name="Counterparties" minOccurs="0" />
      <xs:element type="counterPartyCorrelations" name="Correlations" minOccurs="0" />
    </xs:all>
  </xs:complexType>

  <xs:complexType name="counterparties">
    <xs:sequence>
      <xs:element type="counterparty" name="Counterparty" minOccurs="0" maxOccurs="unbounded"/>
    </xs:sequence>
  </xs:complexType>

  <xs:complexType name="counterparty">
    <xs:all>
      <xs:element type="xs:string" name="CounterpartyId"/>
      <xs:element type="xs:boolean" name="ClearingCounterparty" minOccurs="0"/>
      <xs:element type="creditQualityType" name="CreditQuality" minOccurs="0"/>
      <xs:element type="xs:decimal" name="BaCvaRiskWeight" minOccurs="0"/>
      <xs:element type="xs:decimal" name="SaCcrRiskWeight" minOccurs="0"/>
      <xs:element type="xs:decimal" name="SaCvaRiskBucket" minOccurs="0"/>
    </xs:all>
  </xs:complexType>

  <xs:complexType name="counterPartyCorrelations">
    <xs:sequence>
      <xs:element name="Correlation" minOccurs="0" maxOccurs="unbounded">
        <xs:complexType>
          <xs:simpleContent>
            <xs:extension base="correlationValue">
              <xs:attribute type="xs:string" name="cpty1" use="required"/>
              <xs:attribute type="xs:string" name="cpty2" use="required"/>
            </xs:extension>
          </xs:simpleContent>
        </xs:complexType>
      </xs:element>
    </xs:sequence>
  </xs:complexType>

  <xs:simpleType name="creditQualityType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="HY"/>
      <xs:enumeration value="IG"/>
      <xs:enumeration value="NR"/>
    </xs:restriction>
  </xs:simpleType>

</xs:schema>