QPR-12325 update schema

Author: pcaspers

xsd/curveconfig.xsd

@@ -120,6 +120,35 @@
     <xs:attribute type="xs:nonNegativeInteger" name="priority"/>
   </xs:complexType>
 
+  <xs:complexType name="parametricSmileConfigParameter">
+    <xs:all>
+      <xs:element type="xs:string" name="Name"/>
+      <xs:element type="xs:float" name="InitialValue"/>
+      <xs:element type="xs:boolean" name="IsFixed"/>
+    </xs:all>
+  </xs:complexType>
+
+  <xs:complexType name="parametricSmileConfigParameters">
+    <xs:sequence>
+      <xs:element type="parametricSmileConfigParameter" name="Parameter" maxOccurs="unbounded"/>
+    </xs:sequence>
+  </xs:complexType>
+
+  <xs:complexType name="parametricSmileConfigCalibration">
+    <xs:all>
+      <xs:element type="xs:integer" name="MaxCalibrationAttempts"/>
+      <xs:element type="xs:float" name="ExitEarlyErrorThreshold"/>
+      <xs:element type="xs:float" name="MaxAcceptableError"/>
+    </xs:all>
+  </xs:complexType>
+
+  <xs:complexType name="parametricSmileConfig">
+    <xs:all>
+      <xs:element type="parametricSmileConfigParameters" name="Parameters"/>
+      <xs:element type="parametricSmileConfigCalibration" name="Calibration"/>
+    </xs:all>
+  </xs:complexType>
+
   <xs:complexType name="fxSpots">
     <xs:sequence>
       <xs:element type="fxSpot" name="FXSpot" minOccurs="0" maxOccurs="unbounded"/>
@@ -246,6 +275,7 @@
       <xs:element type="dimensionType" name="Dimension" minOccurs="0"/>
       <xs:element type="volatilityType" name="VolatilityType" minOccurs="0"/>
       <xs:element type="xs:string" name="Interpolation" minOccurs="0"/>
+      <xs:element type="parametricSmileConfig" name="ParametricSmileConfiguration" minOccurs="0"/>
       <xs:element type="xs:string" name="Extrapolation" minOccurs="0"/>
       <xs:element type="xs:string" name="OutputVolatilityType" minOccurs="0"/>
       <xs:element type="dayCounter" name="DayCounter" minOccurs="0"/>
@@ -417,7 +447,8 @@
           </xs:restriction>
         </xs:simpleType>
       </xs:element>
-	  <xs:element name="InputType" minOccurs="0" maxOccurs="1">
+      <xs:element type="parametricSmileConfig" name="ParametricSmileConfiguration" minOccurs="0"/>
+      <xs:element name="InputType" minOccurs="0" maxOccurs="1">
         <xs:simpleType>
           <xs:restriction base="xs:string">
             <xs:enumeration value="TermVolatilities"/>