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

  <xs:simpleType name="date">
    <!-- date can be YYYYMMDD, DD-MM-YYYY, DD/MM/YYYY,
         YYYY/MM/DD, YYYY-MM-DD or an empty string in some cases -->
    <xs:restriction base="xs:string">
      <xs:maxLength value="10"/>
      <!-- This is not super strict, e.g. 2016-17-39 would pass, but it catches
           most errors-->
      <xs:pattern value="([1-2]\d{3}[0-1]\d[0-3]\d|[1-2]\d{3}[-./][0-1]\d[-./][0-3]\d|[0-3]\d[-./][0-1]\d[-./][1-2]\d{3})?"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="isodate">
    <!-- date can only be YYYY-MM-DD -->
    <xs:restriction base="xs:string">
      <xs:length value="10"/>
      <!-- This is not super strict, e.g. 2016-02-31 would pass, but it catches
           most errors-->
      <xs:pattern value="(\d{4}-([0]\d|1[0-2])-([0-2]\d|3[01]))?"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="period">
    <!-- period can be 1D, 5M, 10w, 20Y etc -->
    <xs:restriction base="xs:string">
      <xs:pattern value="(\d*(d|D|w|W|m|M|y|Y))?"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="paymentLag">
    <!-- paymentLag can be either integer or a period 1D, 5M, 10w, 20Y etc -->
    <xs:restriction base="xs:string">
      <xs:pattern value="(\d*|(\d*(d|D|m|M|y|Y)))?"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="indexNameType">
    <xs:restriction base="xs:string">
      <xs:minLength value='1'/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="bool">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Y"/>
      <xs:enumeration value="YES"/>
      <xs:enumeration value="TRUE"/>
      <xs:enumeration value="True"/>
      <xs:enumeration value="true"/>
      <xs:enumeration value="1"/>
      <xs:enumeration value="N"/>
      <xs:enumeration value="NO"/>
      <xs:enumeration value="FALSE"/>
      <xs:enumeration value="False"/>
      <xs:enumeration value="false"/>
      <xs:enumeration value="0"/>
      <xs:enumeration value=""/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="currencyCode">
    <xs:restriction base="xs:string">
      <xs:enumeration value="AED"/>
      <xs:enumeration value="AFN"/>
      <xs:enumeration value="ALL"/>
      <xs:enumeration value="AMD"/>
      <xs:enumeration value="ANG"/>
      <xs:enumeration value="AOA"/>
      <xs:enumeration value="ARS"/>
      <xs:enumeration value="AUD"/>
      <xs:enumeration value="AWG"/>
      <xs:enumeration value="AZN"/>
      <xs:enumeration value="BAM"/>
      <xs:enumeration value="BBD"/>
      <xs:enumeration value="BDT"/>
      <xs:enumeration value="BGN"/>
      <xs:enumeration value="BHD"/>
      <xs:enumeration value="BIF"/>
      <xs:enumeration value="BMD"/>
      <xs:enumeration value="BND"/>
      <xs:enumeration value="BOB"/>
      <xs:enumeration value="BOV"/>
      <xs:enumeration value="BRL"/>
      <xs:enumeration value="BSD"/>
      <xs:enumeration value="BTN"/>
      <xs:enumeration value="BWP"/>
      <xs:enumeration value="BYN"/>
      <xs:enumeration value="BZD"/>
      <xs:enumeration value="CAD"/>
      <xs:enumeration value="CDF"/>
      <xs:enumeration value="CHE"/>
      <xs:enumeration value="CHF"/>
      <xs:enumeration value="CHW"/>
      <xs:enumeration value="CLF"/>
      <xs:enumeration value="CLP"/>
      <xs:enumeration value="CNH"/>
      <xs:enumeration value="CNT"/>
      <xs:enumeration value="CNY"/>
      <xs:enumeration value="COP"/>
      <xs:enumeration value="COU"/>
      <xs:enumeration value="CRC"/>
      <xs:enumeration value="CUC"/>
      <xs:enumeration value="CUP"/>
      <xs:enumeration value="CVE"/>
      <xs:enumeration value="CYP"/>
      <xs:enumeration value="CZK"/>
      <xs:enumeration value="DJF"/>
      <xs:enumeration value="DKK"/>
      <xs:enumeration value="DOP"/>
      <xs:enumeration value="DZD"/>
      <xs:enumeration value="EGP"/>
      <xs:enumeration value="ERN"/>
      <xs:enumeration value="ETB"/>
      <xs:enumeration value="EUR"/>
      <xs:enumeration value="FJD"/>
      <xs:enumeration value="FKP"/>
      <xs:enumeration value="GBP"/>
      <xs:enumeration value="GEL"/>
      <xs:enumeration value="GGP"/>
      <xs:enumeration value="GHS"/>
      <xs:enumeration value="GIP"/>
      <xs:enumeration value="GMD"/>
      <xs:enumeration value="GNF"/>
      <xs:enumeration value="GTQ"/>
      <xs:enumeration value="GYD"/>
      <xs:enumeration value="HKD"/>
      <xs:enumeration value="HNL"/>
      <xs:enumeration value="HRK"/>
      <xs:enumeration value="HTG"/>
      <xs:enumeration value="HUF"/>
      <xs:enumeration value="IDR"/>
      <xs:enumeration value="ILS"/>
      <xs:enumeration value="IMP"/>
      <xs:enumeration value="INR"/>
      <xs:enumeration value="IQD"/>
      <xs:enumeration value="IRR"/>
      <xs:enumeration value="ISK"/>
      <xs:enumeration value="JEP"/>
      <xs:enumeration value="JMD"/>
      <xs:enumeration value="JOD"/>
      <xs:enumeration value="JPY"/>
      <xs:enumeration value="KES"/>
      <xs:enumeration value="KGS"/>
      <xs:enumeration value="KHR"/>
      <xs:enumeration value="KID"/>
      <xs:enumeration value="KMF"/>
      <xs:enumeration value="KPW"/>
      <xs:enumeration value="KRW"/>
      <xs:enumeration value="KWD"/>
      <xs:enumeration value="KYD"/>
      <xs:enumeration value="KZT"/>
      <xs:enumeration value="LAK"/>
      <xs:enumeration value="LBP"/>
      <xs:enumeration value="LKR"/>
      <xs:enumeration value="LRD"/>
      <xs:enumeration value="LSL"/>
      <xs:enumeration value="LTL"/>
      <xs:enumeration value="LVL"/>
      <xs:enumeration value="LYD"/>
      <xs:enumeration value="MAD"/>
      <xs:enumeration value="MDL"/>
      <xs:enumeration value="MGA"/>
      <xs:enumeration value="MKD"/>
      <xs:enumeration value="MMK"/>
      <xs:enumeration value="MNT"/>
      <xs:enumeration value="MOP"/>
      <xs:enumeration value="MRU"/>
      <xs:enumeration value="MUR"/>
      <xs:enumeration value="MVR"/>
      <xs:enumeration value="MWK"/>
      <xs:enumeration value="MXN"/>
      <xs:enumeration value="MXV"/>
      <xs:enumeration value="MYR"/>
      <xs:enumeration value="MZN"/>
      <xs:enumeration value="NAD"/>
      <xs:enumeration value="NGN"/>
      <xs:enumeration value="NIO"/>
      <xs:enumeration value="NOK"/>
      <xs:enumeration value="NPR"/>
      <xs:enumeration value="NZD"/>
      <xs:enumeration value="OMR"/>
      <xs:enumeration value="PAB"/>
      <xs:enumeration value="PEN"/>
      <xs:enumeration value="PGK"/>
      <xs:enumeration value="PHP"/>
      <xs:enumeration value="PKR"/>
      <xs:enumeration value="PLN"/>
      <xs:enumeration value="PYG"/>
      <xs:enumeration value="QAR"/>
      <xs:enumeration value="RON"/>
      <xs:enumeration value="RSD"/>
      <xs:enumeration value="RUB"/>
      <xs:enumeration value="RWF"/>
      <xs:enumeration value="SAR"/>
      <xs:enumeration value="SBD"/>
      <xs:enumeration value="SCR"/>
      <xs:enumeration value="SDG"/>
      <xs:enumeration value="SEK"/>
      <xs:enumeration value="SGD"/>
      <xs:enumeration value="SHP"/>
      <xs:enumeration value="SLL"/>
      <xs:enumeration value="SKK"/>
      <xs:enumeration value="SOS"/>
      <xs:enumeration value="SRD"/>
      <xs:enumeration value="SSP"/>
      <xs:enumeration value="STN"/>
      <xs:enumeration value="SVC"/>
      <xs:enumeration value="SYP"/>
      <xs:enumeration value="SZL"/>
      <xs:enumeration value="THB"/>
      <xs:enumeration value="TJS"/>
      <xs:enumeration value="TMT"/>
      <xs:enumeration value="TND"/>
      <xs:enumeration value="TOP"/>
      <xs:enumeration value="TRY"/>
      <xs:enumeration value="TTD"/>
      <xs:enumeration value="TWD"/>
      <xs:enumeration value="TZS"/>
      <xs:enumeration value="UAH"/>
      <xs:enumeration value="UGX"/>
      <xs:enumeration value="USD"/>
      <xs:enumeration value="USN"/>
      <xs:enumeration value="UYI"/>
      <xs:enumeration value="UYU"/>
      <xs:enumeration value="UYW"/>
      <xs:enumeration value="UZS"/>
      <xs:enumeration value="VES"/>
      <xs:enumeration value="VND"/>
      <xs:enumeration value="VUV"/>
      <xs:enumeration value="WST"/>
      <xs:enumeration value="XAF"/>
      <xs:enumeration value="XAG"/>
      <xs:enumeration value="XAU"/>
      <xs:enumeration value="XCD"/>
      <xs:enumeration value="XOF"/>
      <xs:enumeration value="XPD"/>
      <xs:enumeration value="XPF"/>
      <xs:enumeration value="XPT"/>
      <xs:enumeration value="XSU"/>
      <xs:enumeration value="XUA"/>
      <xs:enumeration value="YER"/>
      <xs:enumeration value="ZAR"/>
      <xs:enumeration value="ZMW"/>
      <xs:enumeration value="ZWL"/>
      <xs:enumeration value="XBT"/>
      <xs:enumeration value="BTC"/>
      <xs:enumeration value="ETH"/>
      <xs:enumeration value="ETC"/>
      <xs:enumeration value="BCH"/>
      <xs:enumeration value="XRP"/>
      <xs:enumeration value="LTC"/>
      <xs:enumeration value="ZUR"/>
      <xs:enumeration value="ZUG"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="premiumCurrencyCode">
    <xs:union memberTypes="currencyCode">
      <xs:simpleType>
        <xs:restriction base='xs:string'>
          <xs:length value="0"/>
        </xs:restriction>
      </xs:simpleType>
    </xs:union>
  </xs:simpleType>

  <xs:simpleType name="extendedCurrencyCode">
     <xs:union memberTypes="currencyCode">
                <xs:simpleType>
                        <xs:restriction base="xs:string">
                                <xs:enumeration value="GBp" />
                                <xs:enumeration value="GBX" />
                                <xs:enumeration value="ILa" />
                                <xs:enumeration value="ILA" />
                                <xs:enumeration value="ILX" />
                                <xs:enumeration value="ILs" />
                                <xs:enumeration value="KWf" />
                                <xs:enumeration value="ZAc" />
                                <xs:enumeration value="ZAC" />
                                <xs:enumeration value="ZAX" />
                                <xs:enumeration value="USc" />
                        </xs:restriction>
                </xs:simpleType>
     </xs:union>
  </xs:simpleType>

  <xs:simpleType name="currencyPair">
    <xs:restriction base="xs:string">
      <xs:length value="6"/>
      <!-- FIXME: can we reference above list?-->
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="businessDayConvention">
    <xs:restriction base="xs:string">
      <xs:enumeration value="F"/>
      <xs:enumeration value="Following"/>
      <xs:enumeration value="FOLLOWING"/>
      <xs:enumeration value="MF"/>
      <xs:enumeration value="ModifiedFollowing"/>
      <xs:enumeration value="Modified Following"/>
      <xs:enumeration value="MODIFIEDF"/>
      <xs:enumeration value="MODFOLLOWING"/>
      <xs:enumeration value="P"/>
      <xs:enumeration value="Preceding"/>
      <xs:enumeration value="PRECEDING"/>
      <xs:enumeration value="MP"/>
      <xs:enumeration value="ModifiedPreceding"/>
      <xs:enumeration value="Modified Preceding"/>
      <xs:enumeration value="MODIFIEDP"/>
      <xs:enumeration value="U"/>
      <xs:enumeration value="Unadjusted"/>
      <xs:enumeration value="INDIFF"/>
      <xs:enumeration value="HMMF"/>
      <xs:enumeration value="HalfMonthModifiedFollowing"/>
      <xs:enumeration value="HalfMonthMF"/>
      <xs:enumeration value="Half Month Modified Following"/>
      <xs:enumeration value="HALFMONTHMF"/>
      <xs:enumeration value="NEAREST"/>
      <xs:enumeration value="NONE"/>
      <xs:enumeration value="NotApplicable"/>
      <xs:enumeration value=""/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="calendar">
    <xs:restriction base="xs:string">
      <xs:pattern value="(JoinHolidays\(|JoinBusinessDays\()?((,)?(, )?(^)?(TGT|TARGET|CN-IB|US-FED|US-GOV|US-NERC|US-NYSE|US-SET|US-SOFR||Australia|Australia settlement|Botswana|Brazil|Canada|Denmark|Hungary|Japan|Norway|Switzerland|Sweden|Belgium|Finland|Luxembourg|Spain|Austria|Romania|Poland|New Zealand|FRA|CATO|CHZU|JPTO|GBLO|SEST|TRIS|USNY|EUTA|BEBR|AE|AT|AR|AU|BW|BR|CA|CL|CN|CO|CZ|DK|FI|FR|DE|HK|HU|IE|IS|IN|ID|IL|IT|JE|JP|MX|MY|NL|NO|NZ|PE|PH|PL|RO|RU|SG|ZA|KR|SE|CH|TW|TH|TR|UA|GB|US|BE|LU|ES|AED|AFN|ALL|AMD|ANG|AOA|ARS|AUD|AWG|AZN|BAM|BBD|BDT|BGN|BHD|BIF|BMD|BND|BOB|BOV|BRL|BSD|BTN|BWP|BYN|BZD|CAD|CDF|CHE|CHF|CHW|CLF|CLP|CNH|CNT|CNY|COP|COU|CRC|CUC|CUP|CVE|CYP|CZK|DJF|DKK|DOP|DZD|EGP|ERN|ETB|EUR|FJD|FKP|GBP|GEL|GGP|GHS|GIP|GMD|GNF|GTQ|GYD|HKD|HNL|HRK|HTG|HUF|IDR|ILS|IMP|INR|IQD|IRR|ISK|JEP|JMD|JOD|JPY|KES|KGS|KHR|KID|KMF|KPW|KRW|KWD|KYD|KZT|LAK|LBP|LKR|LRD|LSL|LTL|LVL|LYD|MAD|MDL|MGA|MKD|MMK|MNT|MOP|MRU|MUR|MVR|MWK|MXN|MXV|MYR|MZN|NAD|NGN|NIO|NOK|NPR|NZD|OMR|PAB|PEN|PGK|PHP|PKR|PLN|PYG|QAR|RON|RSD|RUB|RWF|SAR|SBD|SCR|SDG|SEK|SGD|SHP|SLL|SKK|SOS|SRD|SSP|STN|SVC|SYP|SZL|THB|TJS|TMT|TND|TOP|TRY|TTD|TWD|TZS|UAH|UGX|USD|USN|UYI|UYU|UYW|UZS|VES|VND|VUV|WST|XAF|XAG|XAU|XCD|XOF|XPD|XPF|XPT|XSU|XUA|YER|ZAR|ZMW|ZWL|XBT|BTC|ETH|ETC|BCH|XRP|LTC|ZUR|ZUG|GBp|GBX|ILa|ILA|ILX|ILs|KWf|ZAc|ZAC|ZAX|USc|ARE|ARG|AUS|BWA|BRA|CAN|CHL|CHN|COL|CZE|DNK|FIN|DEU|HKG|HUN|ISL|IND|IDN|ISR|ITA|JPN|MEX|MYS|NLD|NOR|NZL|PER|PHL|POL|ROU|RUS|SAU|SGP|ZAF|KOR|SWE|TWN|THA|TUR|UKR|GBR|USA|BEL|LUX|ESP|AUT|FRF|IRL|ITL|BEF|LUF|ATS|XASX|BVMF|XTSE|XSHG|XFRA|XDUB|XPAR|XETR|ECAG|EUWA|XJKT|XIDX|XTAE|XMIL|MISX|XKRX|XSWX|XLON|XLME|XNYS|DEN|TSX|CRC|PYG|JMD|Australia exchange|BOVESPA|Euwax|CME Group|Eurex|Xetra|Frankfurt stock exchange|French settlement|German settlement|Paris stock exchange|Telbor|National Stock Exchange of India|London stock exchange|LNB|London metals exchange|Iceland stock exchange|New York stock exchange|Italian settlement|Santiago Stock Exchange|Ukrainian stock exchange|NGL|NYB|SA|SS|SYB|TKB|TRB|UK|UK settlement|Jakarta stock exchange|US settlement|Belgian settlement|US with Libor impact|US government bond market|North American Energy Reliability Council|Federal Reserve Bankwire System|WMR|ZUB|ICE_FuturesUS|ICE_FuturesUS_1|ICE_FuturesUS_2|ICE_FuturesEU|ICE_FuturesEU_1|ICE_EndexEnergy|ICE_EndexEquities|ICE_SwapTradeUS|ICE Futures U.S.|ICE Futures U.S. 1|ICE Futures U.S. 2|ICE Futures Europe|ICE Futures Europe 1|ICE Endex Energy|ICE Endex Equities|ICE Swap Trade U.S.|ICE Swap Trade U.K.|ICE Futures Singapore|ICE_SwapTradeUK|ICE_FuturesSingapore|CME|Thailand stock exchange|Turkey|Milan stock exchange|Taiwan stock exchange|South-Korean settlement|South-Korea exchange|South Africa|Bratislava stock exchange|Moscow exchange|Mexican stock exchange|Russian settlement|Spanish settlement|Luxembourgish settlement|Dutch settlement|Austrian settlement|Tadawul|Tel Aviv stock exchange|Bucharest stock exchange|Singapore exchange|Hong Kong stock exchange|Vienna stock exchange|Prague stock exchange|China inter bank market|Shanghai stock exchange|Colombia Stock Exchange|Buenos Aires stock exchange|Philippine stock exchange|Lima stock exchange|SIX Swiss Exchange|Malaysia Stock Exchange|Thomson Reuters WM/Reuters Spot|Israel Telbor Implementation|WeekendsOnly|weekends only|IslamicWeekendsOnly|islamic weekends only|Islamic weekends only|UNMAPPED|Null|NullCalendar|[A-Z]{4}|CUSTOM_.*))*(\))?"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="dayCounter">
    <xs:restriction base="xs:string">
      <xs:enumeration value="A360"/>
      <xs:enumeration value="Actual/360"/>
      <xs:enumeration value="ACT/360"/>
      <xs:enumeration value="Act/360"/>
      <xs:enumeration value="A360 (Incl Last)"/>
      <xs:enumeration value="Actual/360 (Incl Last)"/>
      <xs:enumeration value="ACT/360 (Incl Last)"/>
      <xs:enumeration value="A365"/>
      <xs:enumeration value="A365F"/>
      <xs:enumeration value="Actual/365 (Fixed)"/>
      <xs:enumeration value="Actual/365 (fixed)"/>
      <xs:enumeration value="ACT/365.FIXED"/>
      <xs:enumeration value="ACT/365"/>
      <xs:enumeration value="ACT/365L"/>
      <xs:enumeration value="Act/365"/>
      <xs:enumeration value="Act/365L"/>
      <xs:enumeration value="Act/365 (Canadian Bond)"/>
      <xs:enumeration value="T360"/>
      <xs:enumeration value="30/360"/>
      <xs:enumeration value="30/360 US"/>
      <xs:enumeration value="30/360 (US)"/>
      <xs:enumeration value="30/360 NASD"/>
      <xs:enumeration value="30U/360"/>
      <xs:enumeration value="30US/360"/>
      <xs:enumeration value="30/360 (Bond Basis)"/>
      <xs:enumeration value="ACT/nACT"/>
      <xs:enumeration value="30E/360 (Eurobond Basis)"/>
      <xs:enumeration value="30/360 AIBD (Euro)"/>
      <xs:enumeration value="30E/360.ICMA"/>
      <xs:enumeration value="30E/360 ICMA"/>
      <xs:enumeration value="30E/360"/>
      <xs:enumeration value="30E/360E"/>
      <xs:enumeration value="30E/360.ISDA"/>
      <xs:enumeration value="30E/360 ISDA"/>
      <xs:enumeration value="30/360 German"/>
      <xs:enumeration value="30/360 (German)"/>
      <xs:enumeration value="30/360 Italian"/>
      <xs:enumeration value="30/360 (Italian)"/>
      <xs:enumeration value="ActActISDA"/>
      <xs:enumeration value="ACT/ACT.ISDA"/>
      <xs:enumeration value="Actual/Actual (ISDA)"/>
      <xs:enumeration value="ActualActual (ISDA)"/>
      <xs:enumeration value="ACT/ACT"/>
      <xs:enumeration value="Act/Act"/>
      <xs:enumeration value="ACT29"/>
      <xs:enumeration value="ACT"/>
      <xs:enumeration value="ActActISMA"/>
      <xs:enumeration value="Actual/Actual (ISMA)"/>
      <xs:enumeration value="ActualActual (ISMA)"/>
      <xs:enumeration value="ACT/ACT.ISMA"/>
      <xs:enumeration value="ActActICMA"/>
      <xs:enumeration value="Actual/Actual (ICMA)"/>
      <xs:enumeration value="ActualActual (ICMA)"/>
      <xs:enumeration value="ACT/ACT.ICMA"/>
      <xs:enumeration value="ActActAFB"/>
      <xs:enumeration value="ACT/ACT.AFB"/>
      <xs:enumeration value="Actual/Actual (AFB)"/>
      <xs:enumeration value="1/1"/>
      <xs:enumeration value="BUS/252"/>
      <xs:enumeration value="Business/252"/>
      <xs:enumeration value="Actual/365 (No Leap)"/>
      <xs:enumeration value="Act/365 (NL)"/>
      <xs:enumeration value="NL/365"/>
      <xs:enumeration value="Actual/365 (JGB)"/>
      <xs:enumeration value="Simple"/>
      <xs:enumeration value="Year"/>
      <xs:enumeration value="A364"/>
      <xs:enumeration value="Actual/364"/>
      <xs:enumeration value="Act/364"/>
      <xs:enumeration value="ACT/364"/>
      <xs:enumeration value="Month"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="frequencyType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Z"/>
      <xs:enumeration value="Once"/>
      <xs:enumeration value="A"/>
      <xs:enumeration value="Annual"/>
      <xs:enumeration value="S"/>
      <xs:enumeration value="Semiannual"/>
      <xs:enumeration value="Q"/>
      <xs:enumeration value="Quarterly"/>
      <xs:enumeration value="B"/>
      <xs:enumeration value="Bimonthly"/>
      <xs:enumeration value="M"/>
      <xs:enumeration value="Monthly"/>
      <xs:enumeration value="L"/>
      <xs:enumeration value="Lunarmonth"/>
      <xs:enumeration value="W"/>
      <xs:enumeration value="Weekly"/>
      <xs:enumeration value="D"/>
      <xs:enumeration value="Daily"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="dateRule">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Backward"/>
      <xs:enumeration value="Forward"/>
      <xs:enumeration value="Zero"/>
      <xs:enumeration value="ThirdWednesday"/>
      <xs:enumeration value="Twentieth"/>
      <xs:enumeration value="TwentiethIMM"/>
      <xs:enumeration value="OldCDS"/>
      <xs:enumeration value="CDS"/>
      <xs:enumeration value="CDS2015"/>
      <xs:enumeration value="ThirdThursday"/>
      <xs:enumeration value="ThirdFriday"/>
      <xs:enumeration value="MondayAfterThirdFriday"/>
      <xs:enumeration value="TuesdayAfterThirdFriday"/>
      <xs:enumeration value="LastWednesday"/>
      <xs:enumeration value="EveryThursday"/>
      <xs:enumeration value=""/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="subPeriodsCouponType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Compounding"/>
      <xs:enumeration value="Averaging"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="compounding">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Simple"/>
      <xs:enumeration value="Compounded"/>
      <xs:enumeration value="Continuous"/>
      <xs:enumeration value="SimpleThenCompounded"/>
      <xs:enumeration value=""/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="interpolationVariableType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Zero"/>
      <xs:enumeration value="Discount"/>
      <xs:enumeration value="Forward"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="interpolationMethodType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Linear"/>
      <xs:enumeration value="Flat"/>
      <xs:enumeration value="LogLinear"/>
      <xs:enumeration value="NaturalCubic"/>
      <xs:enumeration value="FinancialCubic"/>
      <xs:enumeration value="Cubic"/>
      <xs:enumeration value="Hermite"/>
      <xs:enumeration value="Quadratic"/>
      <xs:enumeration value="LogQuadratic"/>
      <xs:enumeration value="LogNaturalCubic"/>
      <xs:enumeration value="LogFinancialCubic"/>
      <xs:enumeration value="LogCubicSpline"/>
      <xs:enumeration value="MonotonicLogCubicSpline"/>
      <xs:enumeration value="CubicSpline"/>
      <xs:enumeration value="LinearFlat"/>
      <xs:enumeration value="LogLinearFlat"/>
      <xs:enumeration value="CubicFlat"/>
      <xs:enumeration value="HermiteFlat"/>
      <xs:enumeration value="ConvexMonotone"/>
      <xs:enumeration value="DefaultLogMixedLinearCubic"/>
      <xs:enumeration value="MonotonicLogMixedLinearCubic"/>
      <xs:enumeration value="KrugerLogMixedLinearCubic"/>
      <xs:enumeration value="LogMixedLinearCubicNaturalSpline"/>
      <xs:enumeration value="ExponentialSplines"/>
      <xs:enumeration value="NelsonSiegel"/>
      <xs:enumeration value="Svensson"/>
      <xs:enumeration value="BackwardFlat"/>
      <xs:enumeration value="ForwardFlat"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="cdsType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="SpreadCDS"/>
      <xs:enumeration value="HazardRate"/>
      <xs:enumeration value="Yield"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="equityType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="ForwardPrice"/>
      <xs:enumeration value="ForwardDividendPrice"/>
      <xs:enumeration value="OptionPremium"/>
      <xs:enumeration value="DividendYield"/>
      <xs:enumeration value="NoDividends"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="dimensionType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="ATM"/>
      <xs:enumeration value="ATMTriangulated"/>
      <xs:enumeration value="Smile"/>
      <xs:enumeration value="Constant"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="smileType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="VannaVolga"/>
      <xs:enumeration value="Delta"/>
      <xs:enumeration value="BFRR"/>
      <xs:enumeration value="Absolute"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="fxVolInterpolation">
    <xs:restriction base="xs:string">
      <xs:enumeration value=""/>
      <xs:enumeration value="VannaVolga1"/>
      <xs:enumeration value="VannaVolga2"/>
      <xs:enumeration value="Linear"/>
      <xs:enumeration value="Cubic"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="correlationType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="CMSSpread"/>
      <xs:enumeration value="Generic"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="correlationQuoteType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="RATE"/>
      <xs:enumeration value="PRICE"/>
      <xs:enumeration value="NULL"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="volatilityType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Normal"/>
      <xs:enumeration value="Lognormal"/>
      <xs:enumeration value="ShiftedLognormal"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="extrapolationType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Linear"/>
      <xs:enumeration value="Flat"/>
      <xs:enumeration value="UseInterpolator"/>
      <xs:enumeration value="None"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="longShort">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Long"/>
      <xs:enumeration value="Short"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="inflationType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="ZC"/>
      <xs:enumeration value="YY"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="amortizationType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="FixedAmount"/>
      <xs:enumeration value="RelativeToInitialNotional"/>
      <xs:enumeration value="RelativeToPreviousNotional"/>
      <xs:enumeration value="Annuity"/>
      <xs:enumeration value="LinearToMaturity"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="settlementType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Physical"/>
      <xs:enumeration value="Cash"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="momentType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Variance"/>
      <xs:enumeration value="Volatility"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="settlementMethod">
    <xs:restriction base="xs:string">
      <xs:enumeration value="PhysicalOTC"/>
      <xs:enumeration value="PhysicalCleared"/>
      <xs:enumeration value="CollateralizedCashPrice"/>
      <xs:enumeration value="ParYieldCurve"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="capFloor">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Cap"/>
      <xs:enumeration value="Floor"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="exerciseStyle">
    <xs:restriction base="xs:string">
      <xs:enumeration value="European"/>
      <xs:enumeration value="Bermudan"/>
      <xs:enumeration value="American"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="weekdayType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Mon"/>
      <xs:enumeration value="Tue"/>
      <xs:enumeration value="Wed"/>
      <xs:enumeration value="Thu"/>
      <xs:enumeration value="Fri"/>
      <xs:enumeration value="Sat"/>
      <xs:enumeration value="Sun"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="monthType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Jan"/>
      <xs:enumeration value="Feb"/>
      <xs:enumeration value="Mar"/>
      <xs:enumeration value="Apr"/>
      <xs:enumeration value="May"/>
      <xs:enumeration value="Jun"/>
      <xs:enumeration value="Jul"/>
      <xs:enumeration value="Aug"/>
      <xs:enumeration value="Sep"/>
      <xs:enumeration value="Oct"/>
      <xs:enumeration value="Nov"/>
      <xs:enumeration value="Dec"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="cdsTierType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="SNRFOR"/>
      <xs:enumeration value="SUBLT2"/>
      <xs:enumeration value="SNRLAC"/>
      <xs:enumeration value="SECDOM"/>
      <xs:enumeration value="JRSUBUT2"/>
      <xs:enumeration value="PREFT1"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="cdsDocClauseType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="CR"/>
      <xs:enumeration value="MM"/>
      <xs:enumeration value="MR"/>
      <xs:enumeration value="XR"/>
      <xs:enumeration value="CR14"/>
      <xs:enumeration value="MM14"/>
      <xs:enumeration value="MR14"/>
      <xs:enumeration value="XR14"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="positiveDecimal">
    <xs:restriction base="xs:decimal">
      <xs:minExclusive value="0"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="optionType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Call"/>
      <xs:enumeration value="Put"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="bondPriceType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Clean"/>
      <xs:enumeration value="Dirty"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="strikeDeltaType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Spot"/>
      <xs:enumeration value="Fwd"/>
      <xs:enumeration value="PaSpot"/>
      <xs:enumeration value="PaFwd"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="strikeAtmType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="AtmSpot"/>
      <xs:enumeration value="AtmFwd"/>
      <xs:enumeration value="AtmDeltaNeutral"/>
      <xs:enumeration value="AtmVegaMax"/>
      <xs:enumeration value="AtmGammaMax"/>
      <xs:enumeration value="AtmPutCall50"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="strikeMoneynessType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Spot"/>
      <xs:enumeration value="Fwd"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="non-negative-decimal">
    <xs:annotation>
      <xs:documentation>The non-negative-decimal type specifies a non-negative decimal value.</xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:decimal">
      <xs:minInclusive value="0"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="optionPayRelativeTo">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Expiry"/>
      <xs:enumeration value="Exercise"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="overnightIndexFutureNettingType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Averaging"/>
      <xs:enumeration value="Compounding"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="futureDateGenerationRule">
    <xs:restriction base="xs:string">
      <xs:enumeration value="IMM"/>
      <xs:enumeration value="FirstDayOfMonth"/>
      <xs:enumeration value="SecondThursday"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="dayOfMonth">
    <xs:restriction base="xs:integer">
      <xs:minInclusive value="1"/>
      <xs:maxInclusive value="31"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="recoveryRate">
    <xs:restriction base="xs:decimal">
      <xs:minInclusive value="0"/>
      <xs:maxInclusive value="1"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="weightType">
    <xs:restriction base="xs:decimal">
      <xs:minInclusive value="0"/>
      <xs:maxInclusive value="1"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="riskFactorKeyType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="DiscountCurve"/>
      <xs:enumeration value="YieldCurve"/>
      <xs:enumeration value="IndexCurve"/>
      <xs:enumeration value="SwaptionVolatility"/>
      <xs:enumeration value="YieldVolatility"/>
      <xs:enumeration value="OptionletVolatility"/>
      <xs:enumeration value="FXSpot"/>
      <xs:enumeration value="FXVolatility"/>
      <xs:enumeration value="EquitySpot"/>
      <xs:enumeration value="EquityVolatility"/>
      <xs:enumeration value="DividendYield"/>
      <xs:enumeration value="SurvivalProbability"/>
      <xs:enumeration value="RecoveryRate"/>
      <xs:enumeration value="CDSVolatility"/>
      <xs:enumeration value="BaseCorrelation"/>
      <xs:enumeration value="CPIIndex"/>
      <xs:enumeration value="ZeroInflationCurve"/>
      <xs:enumeration value="YoYInflationCurve"/>
      <xs:enumeration value="YoYInflationCapFloorVolatility"/>
      <xs:enumeration value="ZeroInflationCapFloorVolatility"/>
      <xs:enumeration value="CommodityCurve"/>
      <xs:enumeration value="CommodityVolatility"/>
      <xs:enumeration value="SecuritySpread"/>
      <xs:enumeration value="Correlation"/>
      <xs:enumeration value="CPR"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:complexType name="scheduleData">
    <xs:choice minOccurs="0" maxOccurs="unbounded">
      <xs:element name="Rules">
        <xs:complexType>
          <xs:all>
            <xs:element type="date" name="StartDate"/>
            <xs:element type="date" name="EndDate" minOccurs="0"/>
            <xs:element type="bool" name="AdjustEndDateToPreviousMonthEnd" minOccurs="0" maxOccurs="1"/>
            <xs:element type="xs:string" name="Tenor"/>
            <xs:element type="calendar" name="Calendar" minOccurs="0"/>
            <xs:element type="businessDayConvention" name="Convention"/>
            <xs:element type="businessDayConvention" name="TermConvention" minOccurs="0"/>
            <xs:element type="dateRule" name="Rule" minOccurs="0"/>
            <xs:element type="bool" name="EndOfMonth" minOccurs="0"/>
            <xs:element type="businessDayConvention" name="EndOfMonthConvention" minOccurs="0"/>
            <xs:element type="date" name="FirstDate" minOccurs="0"/>
            <xs:element type="date" name="LastDate" minOccurs="0"/>
            <xs:element type="xs:boolean" name="RemoveFirstDate" minOccurs="0"/>
            <xs:element type="xs:boolean" name="RemoveLastDate" minOccurs="0"/>
          </xs:all>
        </xs:complexType>
      </xs:element>
      <xs:element name="Dates">
        <xs:complexType>
          <xs:all>
            <xs:element type="calendar" name="Calendar" minOccurs="0"/>
            <xs:element type="businessDayConvention" name="Convention" minOccurs="0"/>
            <xs:element type="xs:string" name="Tenor" minOccurs="0"/>
            <xs:element type="bool" name="EndOfMonth" minOccurs="0"/>
            <xs:element type="bool" name="IncludeDuplicateDates" minOccurs="0" />
            <xs:element name="Dates">
              <xs:complexType>
                <xs:sequence>
                  <xs:element type="date" name="Date" maxOccurs="unbounded"/>
                </xs:sequence>
              </xs:complexType>
            </xs:element>
          </xs:all>
        </xs:complexType>
      </xs:element>
      <xs:element ref="DerivedScheduleGroup"/>
    </xs:choice>
  </xs:complexType>

  <xs:simpleType name="publicationRoll">
    <xs:restriction base="xs:string">
      <xs:enumeration value="None"/>
      <xs:enumeration value="OnPublicationDate"/>
      <xs:enumeration value="AfterPublicationDate"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="averagingDataPeriodType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="PreviousMonth"/>
      <xs:enumeration value="ExpiryToExpiry"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="priceSegmentTypeType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Future"/>
      <xs:enumeration value="AveragingFuture"/>
      <xs:enumeration value="AveragingSpot"/>
      <xs:enumeration value="AveragingOffPeakPower"/>
      <xs:enumeration value="OffPeakPowerDaily"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:complexType name="premiumData">
    <xs:sequence>
      <xs:element name="Premium" minOccurs="0" maxOccurs="unbounded">
        <xs:complexType>
          <xs:all>
            <xs:element type="xs:float" name="Amount"/>
            <xs:element type="extendedCurrencyCode" name="Currency"/>
            <xs:element type="date" name="PayDate"/>
            <xs:element name="SettlementData" minOccurs="0">
              <xs:complexType>
                <xs:all>
                  <xs:element type="currencyCode" name="PayCurrency"/>
                  <xs:element type="xs:string" name="FXIndex"/>
                  <xs:element type="xs:string" name="FixingDate" minOccurs="0" maxOccurs="1" />
                </xs:all>
              </xs:complexType>
            </xs:element>
          </xs:all>
        </xs:complexType>
      </xs:element>
    </xs:sequence>
  </xs:complexType>

  <xs:element name="DerivedScheduleGroup" abstract="true"/>
  <xs:element name="DerivedSchedule" type="DerivedScheduleType" substitutionGroup="DerivedScheduleGroup"/>
  <xs:element name="Derived" type="DerivedScheduleType" substitutionGroup="DerivedScheduleGroup"/>

  <xs:complexType name="DerivedScheduleType">
    <xs:all>
      <xs:element type="xs:string" name="BaseSchedule"/>
      <xs:element type="xs:string" name="Shift" minOccurs="0"/>
      <xs:element type="calendar" name="Calendar" minOccurs="0"/>
      <xs:element type="businessDayConvention" name="Convention" minOccurs="0"/>
      <xs:element type="xs:boolean" name="RemoveFirstDate" minOccurs="0"/>
      <xs:element type="xs:boolean" name="RemoveLastDate" minOccurs="0"/>
    </xs:all>
  </xs:complexType>

  <xs:simpleType name="CurrencyHedgedIndexRebalancingStrategy">
    <xs:restriction base="xs:string">
      <xs:enumeration value="EndOfMonth"/>
    </xs:restriction>
   </xs:simpleType>

  <xs:simpleType name="CurrencyHedgedIndexRehedgingStrategy">
    <xs:restriction base="xs:string">
      <xs:enumeration value="None"/>
      <xs:enumeration value="Daily"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="mporCashFlowMode">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Unspecified"/>
      <xs:enumeration value="NonePay"/>
      <xs:enumeration value="BothPay"/>
      <xs:enumeration value="WePay"/>
      <xs:enumeration value="TheyPay"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="shiftType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Relative"/>
      <xs:enumeration value="Absolute"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="shiftScheme">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Forward"/>
      <xs:enumeration value="Backward"/>
      <xs:enumeration value="Central"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="parametricVolatilityParameterCalibration">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Fixed"/>
      <xs:enumeration value="Calibrated"/>
      <xs:enumeration value="Implied"/>
    </xs:restriction>
  </xs:simpleType>

  <xs:simpleType name="roundingType">
    <xs:restriction base="xs:string">
      <xs:enumeration value="Up"/>
      <xs:enumeration value="Down"/>
      <xs:enumeration value="Closest"/>
      <xs:enumeration value="Floor"/>
      <xs:enumeration value="Ceiling"/>
    </xs:restriction>
  </xs:simpleType>

</xs:schema>