<?xml version="1.0"?>
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" attributeFormDefault="unqualified" elementFormDefault="qualified">
  <xs:element type="creditsimulation" name="CreditSimulation"/>
  <xs:complexType name="creditsimulation">
    <xs:all>
      <xs:element type="transitionmatrices" name="TransitionMatrices"/>
      <xs:element type="entities" name="Entities"/>
      <xs:element type="xs:string" name="NettingSetIds"/>
      <xs:element type="risk" name="Risk"/>
    </xs:all>
  </xs:complexType>
  <xs:complexType name="transitionmatrices">
    <xs:sequence>
      <xs:element type="transitionmatrix" name="TransitionMatrix" maxOccurs="unbounded"/>
    </xs:sequence>
  </xs:complexType>
  <xs:complexType name="transitionmatrix">
    <xs:sequence>
      <xs:element type="xs:string" name="Name"/>
      <xs:element name="Data">
        <xs:complexType>
          <xs:simpleContent>
            <xs:extension base="xs:string">
              <xs:attribute name="t0" type="xs:string"/>
              <xs:attribute name="t1" type="xs:string"/>
            </xs:extension>
          </xs:simpleContent>
        </xs:complexType>
      </xs:element>
    </xs:sequence>
  </xs:complexType>
  <xs:complexType name="entities">
    <xs:sequence>
      <xs:element type="entity" name="Entity" maxOccurs="unbounded"/>
    </xs:sequence>
  </xs:complexType>
  <xs:complexType name="entity">
    <xs:all>
      <xs:element type="xs:string" name="Name"/>
      <xs:element type="xs:string" name="FactorLoadings"/>
      <xs:element type="xs:string" name="TransitionMatrix"/>
      <xs:element type="xs:integer" name="InitialState"/>
    </xs:all>
  </xs:complexType>
  <xs:complexType name="risk">
    <xs:all>
      <xs:element type="bool" name="Market"/>
      <xs:element type="bool" name="Credit"/>
      <xs:element type="bool" name="ZeroMarketPnl"/>
      <xs:element type="xs:string" name="Evaluation"/>
      <xs:element type="bool" name="DoubleDefault"/>
      <xs:element type="xs:integer" name="Seed"/>
      <xs:element type="xs:integer" name="Paths"/>
      <xs:element type="xs:string" name="CreditMode"/>
      <xs:element type="xs:string" name="LoanExposureMode"/>
    </xs:all>
  </xs:complexType>
</xs:schema>
