Merge remote-tracking branch 'gbfredrik/xsd-corrections' into gh_185_186_188

Author: pcaspers

xsd/curveconfig.xsd

@@ -1192,6 +1192,13 @@
           </xs:all>
         </xs:complexType>
       </xs:element>
+      <xs:element name="CommodityVolatilities" minOccurs="0">
+        <xs:complexType>
+          <xs:all>
+            <xs:element type="reportConfiguration" name="Report" minOccurs="0"/>
+          </xs:all>
+        </xs:complexType>
+      </xs:element>
       <xs:element name="IRSwaptionVolatilities" minOccurs="0">
         <xs:complexType>
           <xs:all>
@@ -1213,9 +1220,14 @@
     <xs:all>
       <xs:element type="bool" name="ReportOnDeltaGrid" minOccurs="0"/>
       <xs:element type="bool" name="ReportOnMoneynessGrid" minOccurs="0"/>
+      <xs:element type="bool" name="ReportOnStrikeGrid" minOccurs="0"/>
+      <xs:element type="bool" name="ReportOnStrikeSpreadGrid" minOccurs="0"/>
       <xs:element type="xs:string" name="Deltas" minOccurs="0"/>
       <xs:element type="xs:string" name="Moneyness" minOccurs="0"/>
+      <xs:element type="xs:string" name="Strikes" minOccurs="0"/>
+      <xs:element type="xs:string" name="StrikeSpreads" minOccurs="0"/>
       <xs:element type="xs:string" name="Expiries" minOccurs="0"/>
+      <xs:element type="xs:string" name="UnderlyingTenors" minOccurs="0"/>
     </xs:all>
   </xs:complexType>
 

xsd/instruments.xsd

@@ -1007,8 +1007,8 @@
         </xs:element>
         <xs:element type="xs:boolean" name="IsAveraged" minOccurs="0" maxOccurs="1"/>
         <xs:element type="xs:boolean" name="IsInArrears" minOccurs="0" maxOccurs="1"/>
-        <xs:element type="xs:integer" name="FutureMonthOffset" minOccurs="0" maxOccurs="1"/>
-        <xs:element type="xs:integer" name="DeliveryRollDays" minOccurs="0" maxOccurs="1"/>
+        <xs:element type="xs:nonNegativeInteger" name="FutureMonthOffset" minOccurs="0" maxOccurs="1"/>
+        <xs:element type="xs:nonNegativeInteger" name="DeliveryRollDays" minOccurs="0" maxOccurs="1"/>
         <xs:element type="xs:nonNegativeInteger" name="DailyExpiryOffset" minOccurs="0" maxOccurs="1"/>
         <xs:element type="xs:boolean" name="IncludePeriodEnd" minOccurs="0" maxOccurs="1"/>
         <xs:element type="xs:boolean" name="ExcludePeriodStart" minOccurs="0" maxOccurs="1"/>
@@ -1073,8 +1073,8 @@
       <xs:element type="xs:float" name="Spread" minOccurs="0" maxOccurs="1"/>
       <xs:element type="commodityQuantityFrequencyType" name="CommodityQuantityFrequency" minOccurs="0" maxOccurs="1"/>
       <xs:element type="commodityPayRelativeToType" name="CommodityPayRelativeTo" minOccurs="0" maxOccurs="1"/>
-      <xs:element type="xs:integer" name="FutureMonthOffset" minOccurs="0" maxOccurs="1"/>
-      <xs:element type="xs:integer" name="DeliveryRollDays" minOccurs="0" maxOccurs="1"/>
+      <xs:element type="xs:nonNegativeInteger" name="FutureMonthOffset" minOccurs="0" maxOccurs="1"/>
+      <xs:element type="xs:nonNegativeInteger" name="DeliveryRollDays" minOccurs="0" maxOccurs="1"/>
       <xs:element type="xs:boolean" name="IncludePeriodEnd" minOccurs="0" maxOccurs="1"/>
       <xs:element type="xs:string" name="FXIndex" minOccurs="0"/>
     </xs:all>
@@ -1100,8 +1100,8 @@
       <xs:element type="xs:float" name="Spread" minOccurs="0" maxOccurs="1"/>
       <xs:element type="commodityQuantityFrequencyType" name="CommodityQuantityFrequency" minOccurs="0" maxOccurs="1"/>
       <xs:element type="commodityPayRelativeToType" name="CommodityPayRelativeTo" minOccurs="0" maxOccurs="1"/>
-      <xs:element type="xs:integer" name="FutureMonthOffset" minOccurs="0" maxOccurs="1"/>
-      <xs:element type="xs:integer" name="DeliveryRollDays" minOccurs="0" maxOccurs="1"/>
+      <xs:element type="xs:nonNegativeInteger" name="FutureMonthOffset" minOccurs="0" maxOccurs="1"/>
+      <xs:element type="xs:nonNegativeInteger" name="DeliveryRollDays" minOccurs="0" maxOccurs="1"/>
       <xs:element type="xs:boolean" name="IncludePeriodEnd" minOccurs="0" maxOccurs="1"/>
       <xs:element type="xs:string" name="FXIndex" minOccurs="0"/>
     </xs:all>
@@ -1794,8 +1794,8 @@
       <xs:element type="xs:string" name="Exchange" minOccurs="0"/>	  
       <xs:element type="xs:float" name="Weight" minOccurs="0"/>
       <xs:element type="xs:string" name="PriceType" minOccurs="0"/>
-      <xs:element type="xs:int" name="FutureMonthOffset" minOccurs="0"/>
-      <xs:element type="xs:int" name="DeliveryRollDays" minOccurs="0"/>
+      <xs:element type="xs:nonNegativeInteger" name="FutureMonthOffset" minOccurs="0"/>
+      <xs:element type="xs:nonNegativeInteger" name="DeliveryRollDays" minOccurs="0"/>
       <xs:element type="xs:string" name="DeliveryRollCalendar" minOccurs="0"/>
       <xs:element type="xs:string" name="Interpolation" minOccurs="0"/>
       <xs:element type="xs:float" name="BidAskAdjustment" minOccurs="0"/>