Skip to content

Commit 32cc10f

Browse files
pcaspersjenkins
authored andcommitted
QPR-12497 Adding proxySurface schema for cds Volatility in XSD
1 parent a65ff37 commit 32cc10f

1 file changed

Lines changed: 2 additions & 0 deletions

File tree

xsd/curveconfig.xsd

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -116,6 +116,7 @@
116116
<xs:element type="xs:string" name="ProxyVolatilityCurve"/>
117117
<xs:element type="xs:string" name="FXVolatilityCurve" minOccurs="0" maxOccurs="1"/>
118118
<xs:element type="xs:string" name="CorrelationCurve" minOccurs="0" maxOccurs="1"/>
119+
<xs:element type="xs:string" name="CDSVolatilityCurve" minOccurs="0" maxOccurs="1"/>
119120
</xs:all>
120121
<xs:attribute type="xs:nonNegativeInteger" name="priority"/>
121122
</xs:complexType>
@@ -345,6 +346,7 @@
345346
<xs:element type="constantVolatilityConfig" name="Constant"/>
346347
<xs:element type="volatilityCurveConfig" name="Curve"/>
347348
<xs:element type="volatilityStrikeSurfaceConfig" name="StrikeSurface"/>
349+
<xs:element type="proxySurface" name="ProxySurface"/>
348350
</xs:choice>
349351
<xs:element type="dayCounter" name="DayCounter" minOccurs="0" maxOccurs="1"/>
350352
<xs:element type="calendar" name="Calendar" minOccurs="0" maxOccurs="1"/>

0 commit comments

Comments
 (0)