<xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml="http://www.fpml.org/2007/FpML-4-4" ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML" attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/2007/FpML-4-4" version="$Revision: 3002 $" >
    <xsd:include schemaLocation="fpml-riskdef-4-4.xsd"/>
    <xsd:include schemaLocation="fpml-cd-4-4.xsd"/>
    <xsd:complexType name="CompoundingFrequency">
        <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The frequency at which a rate is compounded.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/compounding-frequency-1-0" name="compoundingFrequencyScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="CreditCurve">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A generic credit curve definition.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructure">
                <xsd:sequence>
                    <xsd:group minOccurs="0" ref="CreditCurveCharacteristics.model"/>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="CreditCurveValuation">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A set of credit curve values, which can include pricing inputs (which are typically credit spreads), default probabilities, and recovery rates.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructureValuation">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="inputs" type="QuotedAssetSet"/>
                    <xsd:element minOccurs="0" name="defaultProbabilityCurve" type="DefaultProbabilityCurve">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of default probabilities.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:group minOccurs="0" ref="RecoveryRate.model">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A recovery rate value or curve.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="DefaultProbabilityCurve">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A set of default probabilities.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructureValuation">
                <xsd:sequence>
                    <xsd:element name="baseYieldCurve" type="PricingStructureReference">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A reference to the yield curve values used as a basis for this credit curve valuation.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="defaultProbabilities" type="TermCurve">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A collection of default probabilities.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="ForwardRateCurve">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve used to model a set of forward interest rates. Used for forecasting interest rates as part of a pricing calculation.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="assetReference" type="AssetReference">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A reference to the rate index whose forwards are modeled.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="rateCurve" type="TermCurve">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The curve of forward values.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="FxCurve">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An fx curve object., which includes pricing inputs and term structures for fx forwards.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructure">
                <xsd:sequence>
                    <xsd:group minOccurs="0" ref="FxCurveCharacteristics.model"/>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="FxCurveValuation">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A valuation of an FX curve object., which includes pricing inputs and term structures for fx forwards.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructureValuation">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="settlementCurrencyYieldCurve" type="PricingStructureReference"/>
                    <xsd:element minOccurs="0" name="forecastCurrencyYieldCurve" type="PricingStructureReference"/>
                    <xsd:element minOccurs="0" name="spotRate" type="FxRateSet"/>
                    <xsd:element minOccurs="0" name="fxForwardCurve" type="TermCurve">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of fx forward rates</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="fxForwardPointsCurve" type="TermCurve">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of fx forward point spreads.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="FxRateSet">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A collection of spot FX rates used in pricing.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="QuotedAssetSet">
                <xsd:sequence/>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="MultiDimensionalPricingData">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A pricing data set that contains a series of points with coordinates. It is a sparse matrix representation of a multi-dimensional matrix.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:group minOccurs="0" ref="QuotationCharacteristics.model">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Characteristics that apply to all quotations in the pricing structure.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
            <xsd:element maxOccurs="unbounded" name="point" type="PricingStructurePoint"/>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="ParametricAdjustment">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An adjustment used to accommodate a parameter of the input trade, e.g. the strike.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element name="name" type="xsd:normalizedString">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The name of the adjustment parameter (e.g. &quot;Volatility Skew&quot;).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="inputUnits" type="PriceQuoteUnits">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The units of the input parameter, e.g. Yield.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element maxOccurs="unbounded" name="datapoint" type="ParametricAdjustmentPoint">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The values of the adjustment parameter.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="ParametricAdjustmentPoint">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A value of the adjustment point, consisting of the x value and the corresponding y value.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element name="parameterValue" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The value of the independent variable (e.g. strike offset).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="adjustmentValue" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The value of the dependent variable, the actual adjustment amount.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="PricingStructurePoint">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A single valued point with a set of coordinates that define an arbitrary number of indentifying indexes (0 or more). Note that the collection of coordinates/coordinate references for a PricingStructurePoint must not define a given dimension (other than &quot;generic&quot;) more than once. This is to avoid ambiguity.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:group minOccurs="0" maxOccurs="unbounded" ref="PricingCoordinateOrReference.model"/>
            <xsd:group minOccurs="0" ref="UnderlyingAssetOrReference.model"/>
            <xsd:group ref="Quotation.model">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A quotation for a specific point, including anny characteristics that may be unique to that point.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>
    <xsd:complexType name="TermCurve">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve consisting only of values over a term. This is a restricted form of One Dimensional Structure.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="interpolationMethod" type="InterpolationMethod"/>
            <xsd:element minOccurs="0" name="extrapolationPermitted" type="xsd:boolean"/>
            <xsd:element maxOccurs="unbounded" name="point" type="TermPoint"/>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="TermPoint">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A value point that can have a time dimension. Allows bid, mid, ask, and spread values to be represented.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element name="term" type="TimeDimension">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The time dimension of the point (tenor and/or date)</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:group ref="BidMidAsk.model"/>
            <xsd:element minOccurs="0" name="spreadValue" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The spread value can be used in conjunction with the &quot;mid&quot; value to define the bid and the ask value.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="definition" type="AssetReference">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An optional reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to. For example, this could be a discount instrument.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>
    <xsd:complexType name="VolatilityMatrix">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A matrix of volatilities with dimension 0-3.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructureValuation">
                <xsd:sequence>
                    <xsd:element name="dataPoints" type="MultiDimensionalPricingData">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The raw volatility matrix data, expressed as a multi-dimensional array.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" maxOccurs="unbounded" name="adjustment" type="ParametricAdjustment">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An adjustment factor, such as for vol smile/skew.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="VolatilityRepresentation">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A representation of volatilities of an asset. This is a generic structure whose values can be supplied in a specific volatility matrix.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructure">
                <xsd:sequence>
                    <xsd:element name="asset" type="AnyAssetReference">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A reference to the asset whose volatility is modeled.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="YieldCurve">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A generic yield curve object, which can be valued in a variety of ways.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructure">
                <xsd:sequence>
                    <xsd:group minOccurs="0" ref="YieldCurveCharacteristics.model"/>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="YieldCurveValuation">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The values of a yield curve, including possibly inputs and outputs (dfs, forwards, zero rates).</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="PricingStructureValuation">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="inputs" type="QuotedAssetSet"/>
                    <xsd:element minOccurs="0" name="zeroCurve" type="ZeroRateCurve">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of zero rates.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" maxOccurs="unbounded" name="forwardCurve" type="ForwardRateCurve">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of forward rates.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="discountFactorCurve" type="TermCurve">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of discount factors.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="ZeroRateCurve">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve used to model a set of zero-coupon interest rates.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element name="compoundingFrequency" type="CompoundingFrequency">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The frequency at which the rates are compounded (e.g. continuously compounded).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="rateCurve" type="TermCurve">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The curve of zero-coupon values.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:element name="creditCurve" substitutionGroup="pricingStructure" type="CreditCurve"/>
    <xsd:element name="creditCurveValuation" substitutionGroup="pricingStructureValuation" type="CreditCurveValuation"/>
    <xsd:element name="fxCurve" substitutionGroup="pricingStructure" type="FxCurve"/>
    <xsd:element name="fxCurveValuation" substitutionGroup="pricingStructureValuation" type="FxCurveValuation"/>
    <xsd:element name="volatilityMatrixValuation" substitutionGroup="pricingStructureValuation" type="VolatilityMatrix"/>
    <xsd:element name="volatilityRepresentation" substitutionGroup="pricingStructure" type="VolatilityRepresentation"/>
    <xsd:element name="yieldCurve" substitutionGroup="pricingStructure" type="YieldCurve"/>
    <xsd:element name="yieldCurveValuation" substitutionGroup="pricingStructureValuation" type="YieldCurveValuation"/>
    <xsd:group name="BidMidAsk.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The bid, mid, or ask values relevant for a quote</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="bid" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A price &quot;bid&quot; by a buyer for an asset, i.e. the price a buyer is willing to pay.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="mid" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A price midway between the bid and the ask price.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="ask" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A price &quot;asked&quot; by a seller for an asset, i.e. the price at which a seller is willing to sell.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="CreditCurveCharacteristics.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The set of characterstics that describe the outputs of a credit curve.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:group ref="CreditEntity.model"/>
            <xsd:element minOccurs="0" name="creditEvents" type="CreditEvents">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The material credit event.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="seniority" type="CreditSeniority">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The level of seniority of the deliverable obligation.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="secured" type="xsd:boolean">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Whether the deliverable obligation is secured or unsecured.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="currency" type="Currency">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The currency of denomination of the deliverable obligation.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="obligations" type="Obligations">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The underlying obligations of the reference entity on which you are buying or selling protection</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="deliverableObligations" type="DeliverableObligations">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">What sort of obligation may be delivered in the event of the credit event. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="FxCurveCharacteristics.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The set of characterstics that describe the outputs of a fx curve.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the two currencies for an FX trade and the quotation relationship between the two currencies.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="RecoveryRate.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The model of the recovery rate (single value or curve).</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:element name="recoveryRate" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A single recovery rate, to be used for all terms.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="recoveryRateCurve" type="TermCurve">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of recovery rates, allowing different terms to have different recovery rates.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:group>
    <xsd:group name="UnderlyingAssetOrReference.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Include or reference an underlying asset definition.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:element ref="underlyingAsset">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to. For example, this could be a caplet or simple european swaption.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="underlyingAssetReference" type="AssetReference">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to. For example, this could be a caplet or simple european swaption.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:group>
    <xsd:group name="YieldCurveCharacteristics.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The set of characteristics that describe the outputs of a yield curve.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="algorithm" type="xsd:string"/>
            <xsd:element minOccurs="0" name="forecastRateIndex" type="ForecastRateIndex"/>
        </xsd:sequence>
    </xsd:group>
</xsd:schema>