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Sebastien Bouvardjenkins
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QPR-12497 Adding proxySurface schema to cds Volatility
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xsd/curveconfig.xsd

Lines changed: 3 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -113,9 +113,10 @@
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<xs:complexType name="proxySurface">
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<xs:all>
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<xs:element type="xs:string" name="ProxyVolatilityCurve"/>
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<xs:element type="xs:string" name="ProxyVolatilityCurve" minOccurs="0" maxOccurs="1"/>
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<xs:element type="xs:string" name="FXVolatilityCurve" minOccurs="0" maxOccurs="1"/>
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<xs:element type="xs:string" name="CorrelationCurve" minOccurs="0" maxOccurs="1"/>
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<xs:element type="xs:string" name="CDSVolatilityCurve" minOccurs="0" maxOccurs="1"/>
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</xs:all>
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<xs:attribute type="xs:nonNegativeInteger" name="priority"/>
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</xs:complexType>
@@ -345,6 +346,7 @@
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<xs:element type="constantVolatilityConfig" name="Constant"/>
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<xs:element type="volatilityCurveConfig" name="Curve"/>
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<xs:element type="volatilityStrikeSurfaceConfig" name="StrikeSurface"/>
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<xs:element type="proxySurface" name="ProxySurface"/>
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</xs:choice>
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<xs:element type="dayCounter" name="DayCounter" minOccurs="0" maxOccurs="1"/>
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<xs:element type="calendar" name="Calendar" minOccurs="0" maxOccurs="1"/>

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