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QPR-12156 update user guide and schema
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Docs/UserGuide/userguide.tex

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@@ -6135,10 +6135,15 @@ \subsection{Stress Scenario Analysis: {\tt stressconfig.xml}}\label{sec:stress}
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In case of the swaption volatility shifts, the single value given as {\tt Shift} (without the attributes {\tt expiry}
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and {\tt term}) represents a default value that is used whenever no explicit value is given for a expiry / term pair.
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UseSpreadedTermStructures: If set to true, spreaded termstructures over t0 will be used for the scenario calculation, to
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improve the alignment of the scenario sim market and t0 curves.
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\begin{longlisting}
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%\hrule\medskip
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\begin{minted}[fontsize=\scriptsize]{xml}
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<StressTesting>
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<UseSpreadedTermStructures>false</UseSpreadedTermStructures>
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<StressTest id="parallel_rates">
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<DiscountCurves>
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<DiscountCurve ccy="EUR">

xsd/stress.xsd

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<xs:complexType name="stresstesting">
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<xs:sequence>
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<xs:element type="bool" name="UseSpreadedTermStructures" minOccurs="0"/>
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<xs:element type="stresstest" name="StressTest" maxOccurs="unbounded"/>
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</xs:sequence>
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</xs:complexType>

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