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ChiKyun Kim
2025-09-09 13:59:12 +09:00
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<?xml version="1.0" encoding="UTF-8"?>
<!-- edited with XMLSpy v2010 rel. 3 (http://www.altova.com) by Michael Edward Rose (OmniMarkets) -->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xs:include schemaLocation="../xsd-core/types.xsd"/>
<xs:simpleType name="XsdAggregateType">
<xs:annotation>
<xs:documentation>Maximum, minimum, average, etc.</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="AVERAGE"/>
<xs:enumeration value="DECILE"/>
<xs:enumeration value="MAXIMUM"/>
<xs:enumeration value="MINIMUM"/>
<xs:enumeration value="TOTAL"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdAverageType">
<xs:annotation>
<xs:documentation>Arithmetic, geometric, etc.</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="ARITHMETIC"/>
<xs:enumeration value="GEOMETRIC"/>
<xs:enumeration value="HARMONIC"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdBinomialType">
<xs:annotation>
<xs:documentation>Binomial solution methods</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="ADDITIVE_EQP"/>
<xs:enumeration value="COX_ROSS_RUBINSTEIN"/>
<xs:enumeration value="JARROW_RUDD"/>
<xs:enumeration value="JOSHI4"/>
<xs:enumeration value="LEISEN_REIMER"/>
<xs:enumeration value="TIAN"/>
<xs:enumeration value="TRIGEORGIS"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdConjugateGradientType">
<xs:annotation>
<xs:documentation>Conjugate gradient solvers </xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="FLETCHER_REEVES"/>
<xs:enumeration value="POLAK_RIBIERE"/>
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<xs:simpleType name="XsdCopulaType">
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<xs:enumeration value="ARCHIMEDEAN"/>
<xs:enumeration value="DEPENDENT"/>
<xs:enumeration value="ELLIPTIC"/>
<xs:enumeration value="INDEPENDENT"/>
<xs:enumeration value="EXPONENTIAL"/>
<xs:enumeration value="MIXTURE"/>
<xs:enumeration value="RISK"/>
<xs:enumeration value="VINE"/>
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<xs:simpleType name="XsdCorrelationType">
<xs:restriction base="xs:string">
<xs:enumeration value="KENDALL"/>
<xs:enumeration value="PEARSON"/>
<xs:enumeration value="SPEARMAN"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdDifferenceType">
<xs:annotation>
<xs:documentation>Finite-difference types</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="FORWARD"/>
<xs:enumeration value="CENTRAL"/>
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</xs:simpleType>
<xs:simpleType name="XsdDistributionType">
<xs:annotation>
<xs:documentation>One- and multi-dimensional distributions</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ASYMPTOTIC"/>
<xs:enumeration value="BERNOULLI"/>
<xs:enumeration value="BETA"/>
<xs:enumeration value="BINOMIAL"/>
<xs:enumeration value="CAUCHY"/>
<xs:enumeration value="CHI_SQUARE"/>
<xs:enumeration value="COMPOUND_POISSON"/>
<xs:enumeration value="CONDITIONAL"/>
<xs:enumeration value="CONVOLUTION"/>
<xs:enumeration value="COPULA"/>
<xs:enumeration value="COPULA_DISTRIBUTION"/>
<xs:enumeration value="DISCRETE"/>
<xs:enumeration value="EMPIRICAL"/>
<xs:enumeration value="EXPONENTIAL"/>
<xs:enumeration value="EXP_POWER"/>
<xs:enumeration value="EXTREME_VALUE"/>
<xs:enumeration value="FISHER_F"/>
<xs:enumeration value="GAMMA"/>
<xs:enumeration value="GENERALIZED_INVERSE_GAUSSIAN"/>
<xs:enumeration value="GENERIC"/>
<xs:enumeration value="GUMBEL"/>
<xs:enumeration value="INVERSE_CHI_SQUARE"/>
<xs:enumeration value="INVERSE_GAMMA"/>
<xs:enumeration value="INVERSE_GAUSSIAN"/>
<xs:enumeration value="LAPLACE"/>
<xs:enumeration value="LEVY_STABLE"/>
<xs:enumeration value="LHPA_GAUSSIAN"/>
<xs:enumeration value="LOGARITHMIC"/>
<xs:enumeration value="LOGISTIC"/>
<xs:enumeration value="LOGNORMAL"/>
<xs:enumeration value="MIXTURE"/>
<xs:enumeration value="NORMAL"/>
<xs:enumeration value="NORMAL_GAMMA"/>
<xs:enumeration value="NORMAL_INVERSE_GAUSSIAN"/>
<xs:enumeration value="PARETO"/>
<xs:enumeration value="POISSON"/>
<xs:enumeration value="RAYLEIGH"/>
<xs:enumeration value="SIMPLE"/>
<xs:enumeration value="SPECIAL"/>
<xs:enumeration value="STUDENT_T"/>
<xs:enumeration value="TRIANGULAR"/>
<xs:enumeration value="TRUNCATED"/>
<xs:enumeration value="UNIFORM"/>
<xs:enumeration value="VARIANCE_GAMMA"/>
<xs:enumeration value="WEIBULL"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdEndpointType">
<xs:annotation>
<xs:documentation>Which endpoints (if any) to be included</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="BOTH"/>
<xs:enumeration value="LEFT"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="RIGHT"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdEvolveType">
<xs:annotation>
<xs:documentation>How to evaluate coefficients in MC time-step evolution</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="EULER"/>
<xs:enumeration value="EULER_END"/>
<xs:enumeration value="EXACT"/>
<xs:enumeration value="MILSTEIN"/>
<xs:enumeration value="PREDICTOR_CORRECTOR"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdExtrapolate">
<xs:annotation>
<xs:documentation>Extrapolate outside original range</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="preserve"/>
<xs:enumeration value="CONSTANT"/>
<xs:enumeration value="LINEAR"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="ZERO"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdGammaRngType">
<xs:annotation>
<xs:documentation>RNGs for gamma distribution</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="DEFAULT"/>
<xs:enumeration value="KNUTH"/>
<xs:enumeration value="MARSAGLIA_TSANG"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdInterpolateType">
<xs:annotation>
<xs:documentation>Corresponding to 'details' above</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABCD"/>
<xs:enumeration value="BACKWARD_FLAT"/>
<xs:enumeration value="BASIS_SPLINE"/>
<xs:enumeration value="CONVEX_MONOTONE"/>
<xs:enumeration value="CUBIC_SPLINE"/>
<xs:enumeration value="FORWARD_FLAT"/>
<xs:enumeration value="LINEAR"/>
<xs:enumeration value="LOGLINEAR"/>
<xs:enumeration value="SABR"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdLinearSolverType">
<xs:annotation>
<xs:documentation>LU decomp, Cholesky, etc.</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="BACKWARD"/>
<xs:enumeration value="CHOLESKY"/>
<xs:enumeration value="CONJUGATE_GRADIENT"/>
<xs:enumeration value="FORWARD"/>
<xs:enumeration value="GENERALIZED_MINIMUM_RESIDUAL"/>
<xs:enumeration value="LEAST_SQUARES"/>
<xs:enumeration value="LU_DECOMP"/>
<xs:enumeration value="QR_DECOMP"/>
<xs:enumeration value="PSEUDO_SQRT"/>
<xs:enumeration value="STABLE_BICONGUGATE_GRADIENT"/>
<xs:enumeration value="SV_DECOMP"/>
<xs:enumeration value="VANDERMONDE"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdMinLinearBasis">
<xs:annotation>
<xs:documentation>Initial LP basis</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ADVANCED"/>
<xs:enumeration value="BIXBY"/>
<xs:enumeration value="STANDARD"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdMinLinearMethod">
<xs:annotation>
<xs:documentation>Linear programming methods</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="INTERIOR"/>
<xs:enumeration value="SIMPLEX"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdMinLinearScale">
<xs:annotation>
<xs:documentation>scaling for linear programming</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="AUTOMATIC"/>
<xs:enumeration value="EQUILIBRATION"/>
<xs:enumeration value="GEOMETRIC_MEAN"/>
<xs:enumeration value="NONE"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdMomentType">
<xs:annotation>
<xs:documentation>First 4 moments</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="MEAN"/>
<xs:enumeration value="VARIANCE"/>
<xs:enumeration value="SKEWNESS"/>
<xs:enumeration value="KURTOSIS"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdNormalRngType">
<xs:annotation>
<xs:documentation>RNGs for normal distribution</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="BOX_MULLER"/>
<xs:enumeration value="DEFAULT"/>
<xs:enumeration value="RATIO"/>
<xs:enumeration value="ZIGGURAT"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdPathScheme">
<xs:annotation>
<xs:documentation>Time-step schemes for path generation</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="EULER"/>
<xs:enumeration value="MILSTEIN"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdPseudoRandomType">
<xs:annotation>
<xs:documentation>Pseudo RNG types</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ECUYER"/>
<xs:enumeration value="KNUTH"/>
<xs:enumeration value="FIBONACCI"/>
<xs:enumeration value="GERMAIN"/>
<xs:enumeration value="MERSENNE"/>
<xs:enumeration value="MINSTD"/>
<xs:enumeration value="RANLUX"/>
<xs:enumeration value="TAUSWORTHE"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdRandomType">
<xs:annotation>
<xs:documentation>Pseuo-random, quasi-random, etc</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="PSEUDO"/>
<xs:enumeration value="QUASI"/>
<xs:enumeration value="TRUE"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdQuasiRandomType">
<xs:annotation>
<xs:documentation>For low-discrepancy RNGs ... </xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="FAURE"/>
<xs:enumeration value="HALTON"/>
<xs:enumeration value="NIEDERREITER"/>
<xs:enumeration value="SOBOL"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdSalvageType">
<xs:annotation>
<xs:documentation>For pseudo square-root calculation</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="NONE"/>
<xs:enumeration value="SPECTRAL"/>
<xs:enumeration value="HYPERSPHERE"/>
<xs:enumeration value="LOWER_DIAGONAL"/>
<xs:enumeration value="HIGHAM"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdSingularValueType">
<xs:annotation>
<xs:documentation>Singular value decomposition</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="DEFAULT"/>
<xs:enumeration value="JACOBI"/>
<xs:enumeration value="MODIFIED"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdSobolDirectionIntegers">
<xs:annotation>
<xs:documentation>Sobol QRNG direction integers</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="JAECKEL"/>
<xs:enumeration value="JOE_KUO_D5"/>
<xs:enumeration value="JOE_KUO_D6"/>
<xs:enumeration value="JOE_KUO_D7"/>
<xs:enumeration value="KUO"/>
<xs:enumeration value="KUO2"/>
<xs:enumeration value="KUO3"/>
<xs:enumeration value="SOBOL_LEVITAN"/>
<xs:enumeration value="SOBOL_LEVITAN_LEMIEUX"/>
<xs:enumeration value="UNIT"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="XsdWaveletType">
<xs:annotation>
<xs:documentation>FFT and other transforms</xs:documentation>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:whiteSpace value="collapse"/>
<xs:enumeration value="BSPLINE"/>
<xs:enumeration value="DAUBECHIES"/>
<xs:enumeration value="HAAR"/>
</xs:restriction>
</xs:simpleType>
</xs:schema>

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<?xml version="1.0" encoding="UTF-8"?>
<!-- edited with XMLSpy v2010 rel. 3 (http://www.altova.com) by Michael Edward Rose (OmniMarkets) -->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xs:include schemaLocation="enums.xsd"/>
<xs:include schemaLocation="../xsd-core/value.xsd"/>
<xs:include schemaLocation="../xsd-core/matrix.xsd"/>
<xs:include schemaLocation="../xsd-core/bounds.xsd"/>
<xs:complexType name="XsdErrorBounds">
<xs:annotation>
<xs:documentation>Numerical error bounds</xs:documentation>
</xs:annotation>
<xs:sequence>
<xs:element name="absolute" type="XsdPositiveDouble" default="1.0e-4" minOccurs="0">
<xs:annotation>
<xs:documentation>Absolute error bound - must be positive</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="relative" type="XsdPositiveDouble" default="1.0e-4" minOccurs="0">
<xs:annotation>
<xs:documentation>Relative error bound - must be positive</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
<xs:complexType name="XsdSmoothnessPenalty">
<xs:annotation>
<xs:documentation>Regulates curve or surface smoothness in least-squares fitting. The penalty measures the variation or curvature of the curve or surface to be approxumated and is added to the least-squares objective function. </xs:documentation>
</xs:annotation>
<xs:sequence>
<xs:element name="variation" type="XsdNonNegativeDouble" default="0.0" minOccurs="0">
<xs:annotation>
<xs:documentation>Variation penalty. Penalizes integral of squared first derivative.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="curvature" type="XsdNonNegativeDouble" default="0.0" minOccurs="0">
<xs:annotation>
<xs:documentation>Curvature penalty. Penalizes integral of squared second derivative.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="mesh" type="XsdPositiveDouble" default="0.25" minOccurs="0">
<xs:annotation>
<xs:documentation>Required for discrete approximation. Default: 0.25</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
<xs:complexType name="XsdDoubleCompare">
<xs:sequence>
<xs:element name="exact" type="xs:double">
<xs:annotation>
<xs:documentation>Analytic value</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="approx" type="xs:double">
<xs:annotation>
<xs:documentation>Numerical approximation</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="error" type="xs:double" minOccurs="0"/>
</xs:sequence>
</xs:complexType>
<xs:complexType name="XsdDoubleVectorCompare">
<xs:sequence>
<xs:element name="exact" type="XsdDoubleVector">
<xs:annotation>
<xs:documentation>Analytic value</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="approx" type="XsdDoubleVector">
<xs:annotation>
<xs:documentation>Numerical approximation</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="error" type="XsdDoubleVector" minOccurs="0"/>
</xs:sequence>
</xs:complexType>
<xs:complexType name="XsdDoubleMatrixCompare">
<xs:sequence>
<xs:element name="exact" type="XsdDoubleMatrix">
<xs:annotation>
<xs:documentation>Analytic value</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="approx" type="XsdDoubleMatrix">
<xs:annotation>
<xs:documentation>Numerical approximation</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="error" type="XsdDoubleMatrix" minOccurs="0"/>
</xs:sequence>
</xs:complexType>
<xs:complexType name="XsdRounding">
<xs:simpleContent>
<xs:extension base="XsdPositiveDouble">
<xs:attribute name="type" type="XsdRoundType" default="NEAREST">
<xs:annotation>
<xs:documentation>Default: NEAREST</xs:documentation>
</xs:annotation>
</xs:attribute>
</xs:extension>
</xs:simpleContent>
</xs:complexType>
<xs:complexType name="XsdSymmetricDoubleMatrixCompare">
<xs:sequence>
<xs:element name="exact" type="XsdSymmetricDoubleMatrix">
<xs:annotation>
<xs:documentation>Analytic value</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="approx" type="XsdSymmetricDoubleMatrix">
<xs:annotation>
<xs:documentation>Numerical approximation</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="error" type="XsdSymmetricDoubleMatrix" minOccurs="0"/>
</xs:sequence>
</xs:complexType>
</xs:schema>