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

  <xs:element name="IborFallbackConfig">
    <xs:complexType>
      <xs:all>
        <xs:element type="iborFallbackGlobalSettings" name="GlobalSettings" minOccurs="0"/>
        <xs:element type="iborFallbackFallbacks" name="Fallbacks" minOccurs="0"/>
      </xs:all>
    </xs:complexType>
  </xs:element>

  <xs:complexType name="iborFallbackGlobalSettings">
    <xs:all>
      <xs:element type="bool" name="EnableIborFallbacks"/>
      <xs:element type="bool" name="UseRfrCurveInTodaysMarket"/>
      <xs:element type="bool" name="UseRfrCurveInSimulationMarket"/>
    </xs:all>
  </xs:complexType>  
  
  <xs:complexType name="iborFallbackFallbacks">
    <xs:sequence>
      <xs:element type="iborFallbackFallback" name="Fallback" minOccurs="0" maxOccurs="unbounded"/>
    </xs:sequence>
  </xs:complexType>
  
  <xs:complexType name="iborFallbackFallback">
    <xs:all>
      <xs:element type="indexNameType" name="IborIndex"/>
      <xs:element type="indexNameType" name="RfrIndex"/>
      <xs:element type="xs:float" name="Spread"/>
      <xs:element type="date" name="SwitchDate"/>
    </xs:all>
  </xs:complexType>

</xs:schema>