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

  <xs:element name="SIMMCalibrationData">
    <xs:complexType>
      <xs:sequence>
        <xs:element type="simmCalibration" name="SIMMCalibration" maxOccurs="unbounded" />
      </xs:sequence>
    </xs:complexType>
  </xs:element>

  <xs:complexType name="simmCalibration">
    <xs:all>
      <xs:element name="VersionNames">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Name" type="xs:string" maxOccurs="unbounded" />
          </xs:sequence>
        </xs:complexType>
      </xs:element>
      <xs:element name="AdditionalFields" minOccurs="0">
        <xs:complexType>
          <xs:sequence>
            <xs:any processContents="lax" minOccurs="0" maxOccurs="unbounded"/>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
      <xs:element type="interestRate" name="InterestRate" />
      <xs:element type="creditQualifying" name="CreditQualifying" />
      <xs:element type="creditNonQualifying" name="CreditNonQualifying" />
      <xs:element type="equity" name="Equity" />
      <xs:element type="commodity" name="Commodity" />
      <xs:element type="fx" name="FX" />
      <xs:element name="RiskClassCorrelations">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Correlation" maxOccurs="unbounded" >
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal">
                    <xs:attribute name="label1" type="xs:string"/>
                    <xs:attribute name="label2" type="xs:string"/>
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
    </xs:all>
    <xs:attribute name="id" type="xs:string" />
  </xs:complexType>

  <!-- InterestRate SIMM calibration -->
  <xs:complexType name="interestRate">
    <xs:sequence>

      <!-- InterestRate risk weights -->
      <xs:element name="RiskWeights">
        <xs:complexType>
          <xs:choice maxOccurs="unbounded">
            <!-- InterestRate delta risk weights -->
            <xs:element name="Delta">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Weight" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:integer" use="required" />
                          <xs:attribute name="label1" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- InterestRate vega risk weight -->
            <xs:element name="Vega">
              <xs:complexType>
                <xs:all>
                  <xs:element name="Weight" type="xs:decimal" />
                </xs:all>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- InterestRate historical volatility ratio -->
            <xs:element name="HistoricalVolatilityRatio" maxOccurs="unbounded">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

            <!-- InterestRate Inflation risk weight -->
            <xs:element name="Inflation">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

            <!-- InterestRate XCcyBasis risk weight -->
            <xs:element name="XCcyBasis">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

            <!-- InterestRate Currency groups -->
            <xs:element name="CurrencyLists" type="currencyLists" />

          </xs:choice>
        </xs:complexType>
      </xs:element>
     
      <!-- InterestRate correlations -->
      <xs:element name="Correlations">
        <xs:complexType>
          <xs:all>
            <!-- InterestRate intra-bucket correlations -->
            <xs:element name="IntraBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:string" use="required" />
                          <xs:attribute name="label2" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

            <!-- InterestRate sub-curves correlation -->
            <xs:element name="SubCurves" type="xs:decimal" />

            <!-- InterestRate Inflation correlation -->
            <xs:element name="Inflation" type="xs:decimal" />

            <!-- InterestRate cross-currency basis correlation -->
            <xs:element name="XCcyBasis" type="xs:decimal" />

            <!-- InterestRate cross-currency basis correlation -->
            <xs:element name="Outer" type="xs:decimal" />
          </xs:all>
        </xs:complexType>
      </xs:element>

      <!-- InterestRate concentration thresholds -->
      <xs:element name="ConcentrationThresholds" type="irfxConcentrationThresholds" />

    </xs:sequence>
  </xs:complexType>

  <!-- CreditQualifying SIMM calibration -->
  <xs:complexType name="creditQualifying">
    <xs:sequence>

      <!-- CreditQualifying risk weights -->
      <xs:element name="RiskWeights">
        <xs:complexType>
          <xs:choice maxOccurs="unbounded">
            <!-- CreditQualifying delta risk weights -->
            <xs:element name="Delta">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Weight" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- CreditQualifying vega risk weights -->
            <xs:element name="Vega">
              <xs:complexType>
                <xs:all>
                  <xs:element name="Weight" type="xs:decimal" />
                </xs:all>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- CreditQualifying base correlation -->
            <xs:element name="BaseCorrelation" maxOccurs="unbounded">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

          </xs:choice>
        </xs:complexType>
      </xs:element>

      <!-- CreditQualifying correlations -->
      <xs:element name="Correlations">
        <xs:complexType>
          <xs:all>
            <!-- CreditQualifying intra-bucket correlations -->
            <xs:element name="IntraBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:string" use="required" />
                          <xs:attribute name="label2" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

            <!-- CreditQualifying inter-bucket correlations -->
            <xs:element name="InterBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:integer" use="required" />
                          <xs:attribute name="label2" type="xs:integer" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

            <!-- CreditQualifying base correlation correlation -->
            <xs:element name="BaseCorrelation" type="xs:decimal" />
          </xs:all>
        </xs:complexType>
      </xs:element>

      <!-- CreditQualifying concentration thresholds -->
      <xs:element name="ConcentrationThresholds" type="concentrationThresholds" />
    </xs:sequence>
  </xs:complexType>


  <!-- CreditNonQualifying SIMM calibration -->
  <xs:complexType name="creditNonQualifying">
    <xs:sequence>

      <!-- CreditNonQualifying risk weights -->
      <xs:element name="RiskWeights">
        <xs:complexType>
          <xs:choice maxOccurs="unbounded">
            <xs:element name="Delta">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Weight" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <xs:element name="Vega">
              <xs:complexType>
                <xs:all>
                  <xs:element name="Weight" type="xs:decimal" />
                </xs:all>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

          </xs:choice>
        </xs:complexType>
      </xs:element>

      <!-- CreditNonQualifying correlations -->
      <xs:element name="Correlations">
        <xs:complexType>
          <xs:all>
            <!-- CreditNonQualifying intra-bucket correlations -->
            <xs:element name="IntraBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:string" use="required" />
                          <xs:attribute name="label2" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

            <!-- CreditNonQualifying inter-bucket correlations -->
            <xs:element name="InterBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:integer" use="required" />
                          <xs:attribute name="label2" type="xs:integer" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>
          </xs:all>
        </xs:complexType>
      </xs:element>

      <!-- CreditNonQualifying concentration thresholds -->
      <xs:element name="ConcentrationThresholds" type="concentrationThresholds" />

    </xs:sequence>
  </xs:complexType>

  <!-- Equity SIMM calibration -->
  <xs:complexType name="equity">
    <xs:sequence>

      <!-- Equity risk weights -->
      <xs:element name="RiskWeights">
        <xs:complexType>
          <xs:choice maxOccurs="unbounded">
            <!-- Equity delta risk weights -->
            <xs:element name="Delta">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Weight" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- Equity vega risk weights -->
            <xs:element name="Vega">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Weight" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- Equity historical volatility ratio -->
            <xs:element name="HistoricalVolatilityRatio" maxOccurs="unbounded">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

          </xs:choice>
        </xs:complexType>
      </xs:element>

      <!-- Equity correlations -->
      <xs:element name="Correlations">
        <xs:complexType>
          <xs:all>
            <!-- Equity intra-bucket correlations -->
            <xs:element name="IntraBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

            <!-- Equity inter-bucket correlations -->
            <xs:element name="InterBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:integer" use="required" />
                          <xs:attribute name="label2" type="xs:integer" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

          </xs:all>
        </xs:complexType>
      </xs:element>

      <!-- Equity concentration thresholds -->
      <xs:element name="ConcentrationThresholds" type="concentrationThresholds" />

    </xs:sequence>
  </xs:complexType>

  <!-- Commodity SIMM calibration -->
  <xs:complexType name="commodity">
    <xs:sequence>

      <!-- Commodity risk weights -->
      <xs:element name="RiskWeights">
        <xs:complexType>
          <xs:choice maxOccurs="unbounded">
            <!-- Commodity delta risk weights -->
            <xs:element name="Delta">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Weight" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- Commodity vega risk weights -->
            <xs:element name="Vega">
              <xs:complexType>
                <xs:all>
                  <xs:element name="Weight" type="xs:decimal" />
                </xs:all>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- Commodity historical volatility ratio -->
            <xs:element name="HistoricalVolatilityRatio">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

          </xs:choice>
        </xs:complexType>
      </xs:element>

      <!-- Commodity correlations -->
      <xs:element name="Correlations">
        <xs:complexType>
          <xs:all>
            <!-- Commodity intra-bucket correlations -->
            <xs:element name="IntraBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:string" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

            <!-- Commodity inter-bucket correlations -->
            <xs:element name="InterBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:integer" use="required" />
                          <xs:attribute name="label2" type="xs:integer" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

          </xs:all>
        </xs:complexType>
      </xs:element>

      <!-- Commodity concentration thresholds -->
      <xs:element name="ConcentrationThresholds" type="concentrationThresholds" />

    </xs:sequence>
  </xs:complexType>

  <!-- FX SIMM calibration -->
  <xs:complexType name="fx">
    <xs:sequence>

      <!-- FX risk weights -->
      <xs:element name="RiskWeights">
        <xs:complexType>
          <xs:choice maxOccurs="unbounded">
            <!-- FX delta risk weights -->
            <xs:element name="Delta">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Weight" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="label1" type="xs:integer" use="required" />
                          <xs:attribute name="label2" type="xs:integer" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- FX vega risk weight -->
            <xs:element name="Vega">
              <xs:complexType>
                <xs:all>
                  <xs:element name="Weight" type="xs:decimal" />
                </xs:all>
                <xs:attribute name="mporDays" type="xs:integer" />
              </xs:complexType>
            </xs:element>

            <!-- FX historical volatility ratio -->
            <xs:element name="HistoricalVolatilityRatio" maxOccurs="unbounded">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

            <!-- FX Inflation risk weight -->
            <xs:element name="Inflation">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

            <!-- FX XCcyBasis risk weight -->
            <xs:element name="XCcyBasis">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal" >
                    <xs:attribute name="mporDays" type="xs:integer" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>

            <!-- FX Currency groups -->
            <xs:element name="CurrencyLists" type="currencyLists" />

          </xs:choice>
        </xs:complexType>
      </xs:element>

      <!-- FX correlations -->
      <xs:element name="Correlations">
        <xs:complexType>
          <xs:all>
            <!-- FX intra-bucket correlations -->
            <xs:element name="IntraBucket">
              <xs:complexType>
                <xs:sequence>
                  <xs:element name="Correlation" maxOccurs="unbounded">
                    <xs:complexType>
                      <xs:simpleContent>
                        <xs:extension base="xs:decimal">
                          <xs:attribute name="bucket" type="xs:integer" use="required" />
                          <xs:attribute name="label1" type="xs:integer" use="required" />
                          <xs:attribute name="label2" type="xs:integer" use="required" />
                        </xs:extension>
                      </xs:simpleContent>
                    </xs:complexType>
                  </xs:element>
                </xs:sequence>
              </xs:complexType>
            </xs:element>

            <!-- FX Volatility correlation -->
            <xs:element name="Volatility" type="xs:decimal" />

          </xs:all>
        </xs:complexType>
      </xs:element>

      <!-- FX concentration thresholds -->
      <xs:element name="ConcentrationThresholds" type="irfxConcentrationThresholds" />

    </xs:sequence>
  </xs:complexType>

  <xs:complexType name="currencyLists">
    <xs:sequence>
      <xs:element name="Currency" maxOccurs="unbounded">
        <xs:complexType>
          <xs:simpleContent>
            <xs:extension base="xs:string">
              <xs:attribute name="bucket" type="xs:integer" use="required" />
            </xs:extension>
          </xs:simpleContent>
        </xs:complexType>
      </xs:element>
    </xs:sequence>
  </xs:complexType>

  <xs:complexType name="concentrationThresholds">
    <xs:sequence>
      <xs:element name="Delta">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Threshold" maxOccurs="unbounded">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal">
                    <xs:attribute name="bucket" type="xs:string" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
      <xs:element name="Vega">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Threshold" maxOccurs="unbounded">
              <xs:complexType>
                <xs:simpleContent>
                  <xs:extension base="xs:decimal">
                    <xs:attribute name="bucket" type="xs:string" />
                  </xs:extension>
                </xs:simpleContent>
              </xs:complexType>
            </xs:element>
          </xs:sequence>
        </xs:complexType>
      </xs:element>
    </xs:sequence>
  </xs:complexType>

  <xs:complexType name="irfxConcentrationThresholds">
    <xs:complexContent>
      <xs:extension base="concentrationThresholds">
        <xs:sequence>
          <xs:element name="CurrencyLists" type="currencyLists" />
        </xs:sequence>
      </xs:extension>
    </xs:complexContent>
  </xs:complexType>

</xs:schema>