<?xml version="1.0"?>
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" attributeFormDefault="unqualified" elementFormDefault="qualified">
  <xs:complexType name="ore_script">
    <xs:all>
      <xs:element type="xs:string" name="Code"/>
      <xs:element type="xs:string" name="NPV"/>
      <xs:element name="Results" minOccurs="0">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Result" minOccurs="0" maxOccurs="unbounded">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:string">
                    <xs:attribute name="rename" type="xs:string" use="optional"/>
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
      <xs:element name="PricingEngineConfigOverwrite" minOccurs="0">
        <xs:complexType>
          <xs:all>
            <xs:element name="ModelParameters" minOccurs="0">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Parameter" minOccurs="0">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:string">
                          <xs:attribute name="name" type="xs:string"/>
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>
            <xs:element name="EngineParameters" minOccurs="0">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Parameter" minOccurs="0" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:string">
                          <xs:attribute name="name" type="xs:string"/>
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>
          </xs:all>
        </xs:complexType>
      </xs:element>
      <xs:element name="CalibrationSpec" minOccurs="0">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Calibration" minOccurs="0" maxOccurs="unbounded">
              <xs:complexType>
                <xs:sequence>
                  <xs:element type="xs:string" name="Index"/>
                  <xs:element name="Strikes">
                    <xs:complexType>
                      <xs:sequence>
                        <xs:element type="xs:string" name="Strike" maxOccurs="unbounded"/>
                      </xs:sequence>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
      <xs:element name="ScheduleCoarsening" minOccurs="0">
        <xs:complexType>
          <xs:all>
            <xs:element type="xs:string" name="EligibleSchedule" minOccurs="0"/>
          </xs:all>
        </xs:complexType>
      </xs:element>
      <xs:element name="NewSchedules" minOccurs="0">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="NewSchedule" minOccurs="0" maxOccurs="unbounded">
              <xs:complexType>
                <xs:all>
                  <xs:element type="xs:string" name="Name"/>
                  <xs:element type="xs:string" name="Operation"/>
                  <xs:element name="Schedules">
                    <xs:complexType>
                      <xs:sequence>
                        <xs:element type="xs:string" name="Schedule" maxOccurs="unbounded"/>
                      </xs:sequence>
                    </xs:complexType>
                  </xs:element>
                </xs:all>
              </xs:complexType>
            </xs:element>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
      <xs:element name="StickyCloseOutStates" minOccurs="0">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="StickyCloseOutState" minOccurs="0" maxOccurs="unbounded"/>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
      <xs:element name="ConditionalExpectation" minOccurs="0">
        <xs:complexType>
          <xs:all>
            <xs:element name="ModelStates" minOccurs="0">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="ModelState" minOccurs="0" maxOccurs="unbounded"/>
                </xs:sequence>
              </xs:complexType>
            </xs:element>
          </xs:all>
        </xs:complexType>
      </xs:element>
      <xs:element name="AmcCg" minOccurs="0">
        <xs:complexType>
          <xs:all>
            <xs:element name="Components" minOccurs="0">
              <xs:complexType>
                <xs:sequence>
                  <xs:element type="xs:string" name="Component" minOccurs="0"/>
                </xs:sequence>
              </xs:complexType>
            </xs:element>
            <xs:element name="Target" minOccurs="0">
              <xs:complexType>
                <xs:all>
                  <xs:element type="xs:string" name="Value"/>
                  <xs:element type="xs:string" name="Derivative"/>
                </xs:all>
              </xs:complexType>
            </xs:element>
          </xs:all>
        </xs:complexType>
      </xs:element>
    </xs:all>
    <xs:attribute type="xs:string" name="purpose" use="optional"/>
  </xs:complexType>
  <xs:element name="ScriptLibrary">
    <xs:complexType>
      <xs:sequence>
        <xs:element name="Script" minOccurs="0" maxOccurs="unbounded">
          <xs:complexType>
            <xs:sequence>
              <xs:element type="xs:string" name="Name"/>
              <xs:element type="xs:string" name="ProductTag" minOccurs="0"/>
              <xs:element type="ore_script" name="Script" maxOccurs="unbounded"/>
            </xs:sequence>
          </xs:complexType>
        </xs:element>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
</xs:schema>
