doxygen/html/a04991_source.html

#pragma once


#include "domain_xsd.hpp"


namespace ores {

namespace ore {

namespace domain {


struct portfolio;

struct trade;

struct envelope;

struct envelope_CounterParty_t;

struct envelope_PortfolioIds_t;

struct envelope_PortfolioIds_t_PortfolioId_t;

struct envelope_AdditionalFields_t;

struct tradeActions;

struct tradeAction;

struct scheduleData;

struct scheduleData_Rules_t;

struct scheduleData_Rules_t_Tenor_t;

struct scheduleData_Dates_t;

struct scheduleData_Dates_t_Tenor_t;

struct scheduleData_Dates_t_Dates_t;

struct swapData;

struct legData;

struct legData_PaymentCalendar_t;

struct legData_Amortizations_t;

struct amortizationData;

struct amortizationData_StartDate_t;

struct amortizationData_EndDate_t;

struct amortizationData_Frequency_t;

struct legData_Notionals_t;

struct legData_Notionals_t_Notional_t;

struct fxreset;

struct fxreset_StartDate_t;

struct fxreset_FXIndex_t;

struct fxreset_FixingCalendar_t;

struct exchanges;

struct legData_PaymentDates_t;

struct legData_Indexings_t;

struct indexingData;

struct indexingData_Index_t;

struct indexingData_IndexFixingCalendar_t;

struct indexingData_FixingCalendar_t;

struct legData_SettlementData_t;

struct legData_SettlementData_t_FXIndex_t;

struct legData_SettlementData_t_FixingDate_t;

struct callableSwapData;

struct optionData;

struct optionData_LongShort_t;

struct optionData_OptionType_t;

struct optionData_PayoffType_t;

struct optionData_PayoffType2_t;

struct optionData_Style_t;

struct optionData_NoticePeriod_t;

struct optionData_NoticeCalendar_t;

struct optionData_NoticeConvention_t;

struct optionData_MidCouponExercise_t;

struct optionData_PayOffAtExpiry_t;

struct optionData_PremiumAmount_t;

struct optionData_PremiumPayDate_t;

struct premiumData;

struct premiumData_Premium_t;

struct premiumData_Premium_t_SettlementData_t;

struct premiumData_Premium_t_SettlementData_t_FXIndex_t;

struct premiumData_Premium_t_SettlementData_t_FixingDate_t;

struct optionData_ExercisePrices_t;

struct optionData_ExerciseFees_t;

struct optionData_ExerciseFees_t_ExerciseFee_t;

struct optionData_ExerciseFeeSettlementPeriod_t;

struct optionData_ExerciseFeeSettlementCalendar_t;

struct optionData_ExerciseFeeSettlementConvention_t;

struct optionExerciseData;

struct optionPaymentData;

struct optionPaymentData_Dates_t;

struct optionPaymentData_Rules_t;

struct optionData_SettlementData_t;

struct optionData_SettlementData_t_FXIndex_t;

struct optionData_SettlementData_t_FixingDate_t;

struct arcOptionData;

struct stFreeStyleLongShort;

struct stFreeStyleIndex;

struct stFreeStyleEventSchedule;

struct stFreeStyleEventScheduleBase;

struct stFreeStyleEventScheduleBase_DerivedSchedule_t;

struct stFreeStyleEventScheduleBase_DerivedSchedule_t_BaseSchedule_t;

struct stFreeStyleEventScheduleBase_DerivedSchedule_t_Shift_t;

struct stFreeStyleEventScheduleBase_DerivedSchedule_t_Calendar_t;

struct stFreeStyleEventScheduleBase_DerivedSchedule_t_Convention_t;

struct stFreeStyleNumber;

struct stFreeStyleEvent;

struct stFreeStyleCurrency;

struct swaptionData;

struct varianceSwapData;

struct varianceSwapData_LongShort_t;

struct forwardRateAgreementData;

struct forwardRateAgreementData_Index_t;

struct fxForwardData;

struct fxForwardSettlementData;

struct fxForwardSettlementData_FXIndex_t;

struct fxForwardSettlementData_Rules_t;

struct fxAverageForwardData;

struct fxAverageForwardData_FXIndex_t;

struct fxOptionData;

struct fxOptionData_FXIndex_t;

struct fxBarrierOptionData;

struct barrierData;

struct barrierData_Levels_t;

struct fxBarrierOptionData_FXIndex_t;

struct fxBarrierOptionData_FXIndexDailyLows_t;

struct fxBarrierOptionData_FXIndexDailyHighs_t;

struct fxDigitalOptionData;

struct fxKIKOBarrierOptionData;

struct fxKIKOBarrierOptionData_Barriers_t;

struct fxKIKOBarrierOptionData_FXIndex_t;

struct fxDigitalBarrierOptionData;

struct fxDigitalBarrierOptionData_FXIndex_t;

struct fxDigitalBarrierOptionData_FXIndexDailyLows_t;

struct fxDigitalBarrierOptionData_FXIndexDailyHighs_t;

struct fxTouchOptionData;

struct fxTouchOptionData_FXIndex_t;

struct fxTouchOptionData_FXIndexDailyLows_t;

struct fxTouchOptionData_FXIndexDailyHighs_t;

struct fxTouchOptionData_Calendar_t;

struct fxSwapData;

struct capFloorData;

struct legData_capfloor;

struct legData_capfloor_PaymentCalendar_t;

struct legData_capfloor_Notionals_t;

struct legData_capfloor_Notionals_t_Notional_t;

struct legData_capfloor_PaymentDates_t;

struct capFloorData_Caps_t;

struct capFloorData_Caps_t_Cap_t;

struct capFloorData_Floors_t;

struct capFloorData_Floors_t_Floor_t;

struct capFloorData_PremiumAmount_t;

struct capFloorData_PremiumPayDate_t;

struct equityFutureOptionData;

struct equityOptionData;

struct eqBarrierOptionData;

struct eqBarrierOptionData_EQIndex_t;

struct equityForwardData;

struct eqForwardSettlementData;

struct eqForwardSettlementData_FXIndex_t;

struct eqForwardSettlementData_Rules_t;

struct eqDigitalOptionData;

struct eqTouchOptionData;

struct eqTouchOptionData_EQIndex_t;

struct cliquetOptionData;

struct bondData;

struct bondData_IssuerId_t;

struct bondData_CreditCurveId_t;

struct bondData_CreditGroup_t;

struct bondData_SecurityId_t;

struct bondData_ReferenceCurveId_t;

struct bondData_IncomeCurveId_t;

struct bondData_VolatilityCurveId_t;

struct bondData_SettlementDays_t;

struct bondData_Calendar_t;

struct bondData_IssueDate_t;

struct bondData_PriceQuoteMethod_t;

struct bondData_PriceQuoteBaseValue_t;

struct bondData_BondNotional_t;

struct bondData_Payer_t;

struct bondData_SubType_t;

struct forwardBondData;

struct settlementData;

struct settlementData_ForwardMaturityDate_t;

struct settlementData_ForwardSettlementDate_t;

struct settlementData_Settlement_t;

struct settlementData_LockRateDayCounter_t;

struct settlementData_SettlementDirty_t;

struct forwardBondData_PremiumData_t;

struct forwardBondData_PremiumData_t_Amount_t;

struct forwardBondData_PremiumData_t_Date_t;

struct forwardBondData_LongInForward_t;

struct bondFutureData;

struct bondFutureData_ContractName_t;

struct bondFutureData_ContractNotional_t;

struct bondFutureData_LongShort_t;

struct bondFutureData_ContractMonth_t;

struct bondFutureData_DeliverableGrade_t;

struct bondFutureData_FairPrice_t;

struct bondFutureData_Settlement_t;

struct bondFutureData_SettlementDirty_t;

struct bondFutureData_RootDate_t;

struct bondFutureData_ExpiryBasis_t;

struct bondFutureData_SettlementBasis_t;

struct bondFutureData_ExpiryLag_t;

struct bondFutureData_SettlementLag_t;

struct bondFutureData_LastTradingDate_t;

struct bondFutureData_LastDeliveryDate_t;

struct deliveryBasket;

struct deliveryBasket_Id_t;

struct creditDefaultSwapData;

struct creditDefaultSwapData_IssuerId_t;

struct creditDefaultSwapData_ReferenceObligation_t;

struct creditDefaultSwapData_ProtectionPaymentTime_t;

struct creditDefaultSwapOptionData;

struct creditDefaultSwapOptionData_Term_t;

struct auctionSettlementInformation;

struct commodityForwardData;

struct commodityForwardData_Name_t;

struct commodityForwardData_FutureExpiryOffset_t;

struct commodityForwardData_FutureExpiryOffsetCalendar_t;

struct commForwardSettlementData;

struct commForwardSettlementData_FXIndex_t;

struct commodityOptionData;

struct commodityOptionData_Name_t;

struct commodityDigitalAveragePriceOptionData;

struct commodityDigitalAveragePriceOptionData_Name_t;

struct commodityDigitalAveragePriceOptionData_FXIndex_t;

struct commodityDigitalOptionData;

struct commodityDigitalOptionData_Name_t;

struct commoditySpreadOptionData;

struct commoditySpreadOptionStripPaymentData;

struct commoditySwapData;

struct commoditySwaptionData;

struct commodityAveragePriceOptionData;

struct commodityAveragePriceOptionData_Name_t;

struct commodityAveragePriceOptionData_FXIndex_t;

struct commodityOptionStripData;

struct callsPutsType;

struct longShortsType;

struct strikes;

struct commodityOptionStripData_PremiumAmount_t;

struct commodityOptionStripData_PremiumPayDate_t;

struct commodityOptionStripData_Style_t;

struct commodityPositionData;

struct underlying;

struct underlying_Type_t;

struct underlying_Name_t;

struct underlying_IdentifierType_t;

struct underlying_Exchange_t;

struct underlying_PriceType_t;

struct underlying_DeliveryRollCalendar_t;

struct underlying_FutureExpiryDate_t;

struct underlying_FutureContractMonth_t;

struct underlying_Interpolation_t;

struct singleUnderlyingAsianOptionData;

struct singleUnderlyingAsianOptionData_Settlement_t;

struct bondOptionData;

struct bondOptionData_Redemption_t;

struct bondOptionData_PriceType_t;

struct bondRepoData;

struct bondRepoData_RepoData_t;

struct bondTRSData;

struct totalReturnData;

struct totalReturnData_Payer_t;

struct totalReturnData_PriceType_t;

struct totalReturnData_ObservationLag_t;

struct totalReturnData_PaymentDates_t;

struct fxTermsData;

struct fxTermsData_FXIndex_t;

struct fxTermsData_FXIndexCalendar_t;

struct fundingData;

struct cdoData;

struct cdoData_Qualifier_t;

struct cdoData_ProtectionPaymentTime_t;

struct basketData;

struct nameData;

struct nameData_IssuerId_t;

struct nameData_Qualifier_t;

struct creditLinkedSwapData;

struct creditLinkedSwapData_CreditCurveId_t;

struct creditLinkedSwapData_DefaultPaymentTime_t;

struct creditLinkedSwapData_IndependentPayments_t;

struct creditLinkedSwapData_ContingentPayments_t;

struct creditLinkedSwapData_DefaultPayments_t;

struct creditLinkedSwapData_RecoveryPayments_t;

struct indexCreditDefaultSwapData;

struct indexCreditDefaultSwapData_IssuerId_t;

struct indexCreditDefaultSwapData_CreditCurveId_t;

struct indexCreditDefaultSwapData_ProtectionPaymentTime_t;

struct indexCreditDefaultSwapOptionData;

struct indexCreditDefaultSwapOptionData_IndexTerm_t;

struct multiLegOptionData;

struct ascotData;

struct convertibleBondData;

struct cbCallData;

struct cbCallData_Styles_t;

struct cbCallData_Styles_t_Style_t;

struct cbCallData_Prices_t;

struct cbCallData_Prices_t_Price_t;

struct cbCallData_PriceTypes_t;

struct cbCallData_PriceTypes_t_PriceType_t;

struct cbCallData_IncludeAccruals_t;

struct cbCallData_IncludeAccruals_t_IncludeAccrual_t;

struct cbCallData_Soft_t;

struct cbCallData_Soft_t_Soft_t;

struct cbCallData_TriggerRatios_t;

struct cbCallData_TriggerRatios_t_TriggerRatio_t;

struct cbCallData_NOfMTriggers_t;

struct cbCallData_NOfMTriggers_t_NOfMTrigger_t;

struct cbCallData_MakeWhole_t;

struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t;

struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t_StockPrices_t;

struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t_CrIncreases_t;

struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t_CrIncreases_t_CrIncrease_t;

struct cbConversionData;

struct cbConversionData_Styles_t;

struct cbConversionData_Styles_t_Style_t;

struct cbConversionData_ConversionRatios_t;

struct cbConversionData_ConversionRatios_t_ConversionRatio_t;

struct cbConversionData_FixedAmountConversion_t;

struct cbConversionData_FixedAmountConversion_t_Currency_t;

struct cbConversionData_FixedAmountConversion_t_Amounts_t;

struct cbConversionData_FixedAmountConversion_t_Amounts_t_Amount_t;

struct cbContingentConversionData;

struct cbContingentConversionData_Observations_t;

struct cbContingentConversionData_Observations_t_Observation_t;

struct cbContingentConversionData_Barriers_t;

struct cbContingentConversionData_Barriers_t_Barrier_t;

struct cbMandatoryConversionData;

struct cbMandatoryConversionData_Type_t;

struct cbPepsData;

struct cbConversionResetData;

struct cbConversionResetData_References_t;

struct cbConversionResetData_References_t_Reference_t;

struct cbConversionResetData_Thresholds_t;

struct cbConversionResetData_Thresholds_t_Threshold_t;

struct cbConversionResetData_Gearings_t;

struct cbConversionResetData_Gearings_t_Gearing_t;

struct cbConversionResetData_Floors_t;

struct cbConversionResetData_Floors_t_Floor_t;

struct cbConversionResetData_GlobalFloors_t;

struct cbConversionResetData_GlobalFloors_t_GloobalFloor_t;

struct cbConversionData_FXIndex_t;

struct cbExchangeableData;

struct cbExchangeableData_EquityCreditCurve_t;

struct cbDividendProtectionData;

struct cbDividendProtectionData_AdjustmentStyles_t;

struct cbDividendProtectionData_AdjustmentStyles_t_AdjustmentStyle_t;

struct cbDividendProtectionData_DividendTypes_t;

struct cbDividendProtectionData_DividendTypes_t_DividendType_t;

struct cbDividendProtectionData_Thresholds_t;

struct cbDividendProtectionData_Thresholds_t_Threshold_t;

struct callableBondData;

struct callableBondCallData;

struct callableBondCallData_Styles_t;

struct callableBondCallData_Styles_t_Style_t;

struct callableBondCallData_Prices_t;

struct callableBondCallData_Prices_t_Price_t;

struct callableBondCallData_PriceTypes_t;

struct callableBondCallData_PriceTypes_t_PriceType_t;

struct callableBondCallData_IncludeAccruals_t;

struct callableBondCallData_IncludeAccruals_t_IncludeAccrual_t;

struct tlockData;

struct rpaData;

struct rpaData_CreditCurveId_t;

struct rpaData_IssuerId_t;

struct rpaData_ProtectionFee_t;

struct rpaData_Underlying_t;

struct cbodata;

struct cboInvestment;

struct cboInvestment_TrancheName_t;

struct cboInvestment_StructureId_t;

struct cboStructure;

struct cboStructure_DayCounter_t;

struct cboStructure_PaymentConvention_t;

struct cboStructure_ReinvestmentEndDate_t;

struct cboStructure_FeeDayCounter_t;

struct cboBondBasketData;

struct cboBondBasketData_Trade_t;

struct cbotranches;

struct cbotranche;

struct cbotranche_Name_t;

struct bondBasketData;

struct bondBasketData_Identifier_t;

struct equityPositionData;

struct equityOptionPositionData;

struct equityOptionUnderlyingData;

struct totalReturnSwapData;

struct trsUnderlyingData;

struct trsUnderlyingData_Derivative_t;

struct trsUnderlyingData_Derivative_t_Id_t;

struct trsUnderlyingData_Derivative_t_Trade_t;

struct compositeTradeData;

struct compositeTradeData_BasketName_t;

struct compositeTradeComponents;

struct compositeTradeComponents_Trade_t;

struct pairwiseVarianceSwapData1;

struct stFreeStyleIndexVector;

struct stFreeStyleIndexVectorBase;

struct stFreeStyleIndexVectorBase_Value_t;

struct stFreeStyleNumberVector;

struct stFreeStyleNumberVectorBase;

struct pairwiseVarianceSwapData2;

struct eqOutperformanceOptionData;

struct flexiSwapData;

struct flexiSwapData_LowerNotionalBounds_t;

struct flexiSwapData_LowerNotionalBounds_t_Notional_t;

struct flexiSwapData_Prepayment_t;

struct flexiSwapData_Prepayment_t_NoticePeriod_t;

struct flexiSwapData_Prepayment_t_NoticeCalendar_t;

struct flexiSwapData_Prepayment_t_NoticeConvention_t;

struct flexiSwapData_Prepayment_t_PrepaymentOptions_t;

struct flexiSwapData_Prepayment_t_PrepaymentOptions_t_PrepaymentOption_t;

struct flexiSwapData_Prepayment_t_PrepaymentOptions_t_PrepaymentOption_t_Type_t;

struct bgSwapData;

struct bgSwapData_ReferenceSecurity_t;

struct tranches;

struct tranche;

struct tranche_Description_t;

struct tranche_SecurityId_t;

struct tranche_Notionals_t;

struct tranche_Notionals_t_Notional_t;

struct commodityRevenueOptionData;

struct stFreeStyleOptionType;

struct basketVarianceSwapData;

struct stFreeStyleBool;

struct basketVarianceSwapData2;

struct underlyings;

struct extendedAccumulatorData;

struct varianceOptionData;

struct varianceDispersionSwapData;

struct kikoVarianceSwapData;

struct stFreeStyleBarrierType;

struct corridorVarianceSwapData;

struct indexedCorridorVarianceSwapData;

struct kikoCorridorVarianceSwapData;

struct corridorVarianceDispersionSwapData;

struct koCorridorVarianceDispersionSwapData;

struct pairwiseGeometricVarianceDispersionSwapData;

struct conditionalVarianceSwap01Data;

struct conditionalVarianceSwap02Data;

struct gammaSwapData;

struct bestEntryOptionData;

struct dualEuroBinaryOptionData;

struct dualEuroBinaryOptionDoubleKOData;

struct volBarrierOptionData;

struct tarfData2;

struct tarfData2_Strikes_t;

struct tarfData2_Strikes_t_Strike_t;

struct tarfData2_SettlementLag_t;

struct tarfData2_RangeBounds_t;

struct rangeBound;

struct tarfData2_RangeBoundSet_t;

struct tarfData2_RangeBoundSet_t_RangeBounds_t;

struct tarfData2_Barriers_t;

struct accumulatorData;

struct accumulatorData_SettlementLag_t;

struct accumulatorData_RangeBounds_t;

struct accumulatorData_Barriers_t;

struct windowBarrierOptionData2;

struct basketOptionData;

struct basketOptionData_Settlement_t;

struct genericBarrierOptionData;

struct genericBarrierOptionData_SettlementLag_t;

struct genericBarrierOptionData_Barriers_t;

struct genericBarrierOptionData_TransatlanticBarrier_t;

struct rainbowOptionData;

struct rainbowOptionData_Settlement_t;

struct autocallable01Data;

struct autocallable01Data_FixingDates_t;

struct autocallable01Data_SettlementDates_t;

struct autocallable01Data_AccumulationFactors_t;

struct doubleDigitalOptionData;

struct doubleDigitalOptionData_Type1_t;

struct doubleDigitalOptionData_Type2_t;

struct doubleDigitalOptionData_Name1_t;

struct doubleDigitalOptionData_Name2_t;

struct performanceOption01Data;

struct performanceOption01Data_StrikePrices_t;

struct scriptedTradeData;

struct scriptedTradeData_ScriptName_t;

struct scriptedTradeData_ProductTag_t;

struct ore_script;

struct ore_script_Code_t;

struct ore_script_NPV_t;

struct ore_script_Results_t;

struct ore_script_Results_t_Result_t;

struct ore_script_PricingEngineConfigOverwrite_t;

struct ore_script_PricingEngineConfigOverwrite_t_ModelParameters_t;

struct ore_script_PricingEngineConfigOverwrite_t_ModelParameters_t_Parameter_t;

struct ore_script_PricingEngineConfigOverwrite_t_EngineParameters_t;

struct ore_script_PricingEngineConfigOverwrite_t_EngineParameters_t_Parameter_t;

struct ore_script_CalibrationSpec_t;

struct ore_script_CalibrationSpec_t_Calibration_t;

struct ore_script_CalibrationSpec_t_Calibration_t_Index_t;

struct ore_script_CalibrationSpec_t_Calibration_t_Strikes_t;

struct ore_script_CalibrationSpec_t_Calibration_t_Strikes_t_Strike_t;

struct ore_script_ScheduleCoarsening_t;

struct ore_script_ScheduleCoarsening_t_EligibleSchedule_t;

struct ore_script_NewSchedules_t;

struct ore_script_NewSchedules_t_NewSchedule_t;

struct ore_script_NewSchedules_t_NewSchedule_t_Name_t;

struct ore_script_NewSchedules_t_NewSchedule_t_Operation_t;

struct ore_script_NewSchedules_t_NewSchedule_t_Schedules_t;

struct ore_script_NewSchedules_t_NewSchedule_t_Schedules_t_Schedule_t;

struct ore_script_StickyCloseOutStates_t;

struct ore_script_StickyCloseOutStates_t_StickyCloseOutState_t;

struct ore_script_ConditionalExpectation_t;

struct ore_script_ConditionalExpectation_t_ModelStates_t;

struct ore_script_ConditionalExpectation_t_ModelStates_t_ModelState_t;

struct ore_script_AmcCg_t;

struct ore_script_AmcCg_t_Components_t;

struct ore_script_AmcCg_t_Components_t_Component_t;

struct ore_script_AmcCg_t_Target_t;

struct ore_script_AmcCg_t_Target_t_Value_t;

struct ore_script_AmcCg_t_Target_t_Derivative_t;

struct scriptedTradeData_Data_t;

struct scriptedTradeData_Data_t_Number_t;

struct scriptedTradeData_Data_t_Number_t_Name_t;

struct scriptedTradeData_Data_t_Number_t_Value_t;

struct scriptedTradeData_Data_t_Number_t_Values_t;

struct scriptedTradeData_Data_t_Currency_t;

struct scriptedTradeData_Data_t_Currency_t_Name_t;

struct scriptedTradeData_Data_t_Currency_t_Value_t;

struct scriptedTradeData_Data_t_Currency_t_Values_t;

struct scriptedTradeData_Data_t_Index_t;

struct scriptedTradeData_Data_t_Index_t_Name_t;

struct scriptedTradeData_Data_t_Index_t_Value_t;

struct scriptedTradeData_Data_t_Index_t_Values_t;

struct scriptedTradeData_Data_t_Index_t_Values_t_Value_t;

struct scriptedTradeData_Data_t_Event_t;

struct scriptedTradeData_Data_t_Event_t_Name_t;

struct scriptedTradeData_Data_t_Event_t_Value_t;

struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t;

struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_BaseSchedule_t;

struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Shift_t;

struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Calendar_t;

struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Convention_t;

struct scriptedTradeData_Data_t_Daycounter_t;

struct scriptedTradeData_Data_t_Daycounter_t_Name_t;

struct scriptedTradeData_Data_t_Daycounter_t_Value_t;

struct scriptedTradeData_Data_t_Daycounter_t_Values_t;

struct vanillaBasketOptionData;

struct asianBasketOptionData;

struct averageStrikeBasketOptionData;

struct lookbackCallBasketOptionData;

struct lookbackPutBasketOptionData;

struct bestOfAirbagData;

struct worstOfBasketSwapData;

struct stFreeStyleDayCounter;

struct worstOfBasketSwapData2;

struct worstOfBasketSwapData2_InitialPrices_t;

struct worstOfBasketSwapData2_KnockOutLevels_t;

struct worstOfBasketSwapData2_FixedTriggerLevels_t;

struct worstOfBasketSwapData2_FloatingIndex_t;

struct worstOfBasketSwapData2_FloatingLookback_t;

struct worstOfBasketSwapData2_FloatingRateCutoff_t;

struct worstPerformanceRainbowOption01Data;

struct worstPerformanceRainbowOption02Data;

struct worstPerformanceRainbowOption03Data;

struct worstPerformanceRainbowOption04Data;

struct worstPerformanceRainbowOption05Data;

struct worstPerformanceRainbowOption06Data;

struct worstPerformanceRainbowOption07Data;

struct bestOfAssetOrCashRainbowOptionData;

struct worstOfAssetOrCashRainbowOptionData;

struct minRainbowOptionData;

struct maxRainbowOptionData;

struct windowBarrierOptionData;

struct accumulator01Data;

struct accumulator02Data;

struct bestEntryOptionData2;

struct tarfData;

struct europeanRainbowCallSpreadOptionData;

struct rainbowCallSpreadBarrierOptionData;

struct asianRainbowCallSpreadOptionData;

struct asianIrCapFloorData;

struct forwardVolatilityAgreementData;

struct correlationSwapData;

struct assetLinkedCliquetOptionData;

struct constantMaturityVolatilitySwapData;

struct cmsCapFloorBarrierData;

struct fixedStrikeForwardStartingOptionData;

struct floatingStrikeForwardStartingOptionData;

struct forwardStartingSwaptionData;

struct flooredAverageCPIZCIISData;

struct genericBarrierOptionDataRaw;

struct stFreeStyleBarrierTypeVector;

struct stFreeStyleOptionTypeVectorBase;

struct stFreeStyleOptionTypeVectorBase_Value_t;

struct stFreeStyleCurrencyVector;

struct stFreeStyleCurrencyVectorBase;

struct movingMaxYYIISData;

struct irregularYYIISData;

struct europeanOptionBarrierData;

struct europeanOptionBarrierData_PutCall_t;

struct europeanOptionBarrierData_BarrierType_t;

struct europeanOptionBarrierData_BarrierStyle_t;

struct ladderLockInOptionData;

struct lapseHedgeSwapData;

struct knockOutSwapData;

struct LPISwapData;

struct cashPositionData;

struct strikeResettableOptionData;

struct strikeResettableOptionData2;

struct trsUnderlyingData_Trade_t;

struct trsUnderlyingData_PortfolioIndexTradeData_t;

struct trsUnderlyingData_PortfolioIndexTradeData_t_BasketName_t;

struct trsUnderlyingData_PortfolioIndexTradeData_t_IndexQuantity_t;

struct trsReturnData;

struct trsReturnData_ObservationLag_t;

struct trsReturnData_PaymentDates_t;

struct trsFundingData;

struct trsAdditionalCashflowData;

struct simulation;

struct parameters;

struct parameters_Grid_t;

struct parameters_Calendar_t;

struct parameters_Scenario_t;

struct parameters_CloseOutLag_t;

struct crossAssetModel;

struct crossAssetModel_Currencies_t;

struct crossAssetModel_Equities_t;

struct crossAssetModel_Equities_t_Equity_t;

struct crossAssetModel_InflationIndices_t;

struct crossAssetModel_InflationIndices_t_InflationIndex_t;

struct crossAssetModel_CreditNames_t;

struct crossAssetModel_CreditNames_t_CreditName_t;

struct crossAssetModel_Commodities_t;

struct crossAssetModel_Commodities_t_Commodity_t;

struct crossAssetModel_IntegrationPolicy_t;

struct crossAssetModel_InterestRateModels_t;

struct lgm;

struct lgm_Volatility_t;

struct lgm_Volatility_t_TimeGrid_t;

struct lgm_Volatility_t_InitialValue_t;

struct lgm_Reversion_t;

struct lgm_Reversion_t_TimeGrid_t;

struct lgm_Reversion_t_InitialValue_t;

struct lgm_CalibrationSwaptions_t;

struct lgm_CalibrationSwaptions_t_Expiries_t;

struct lgm_CalibrationSwaptions_t_Terms_t;

struct lgm_CalibrationSwaptions_t_Strikes_t;

struct lgm_CalibrationCapFloors_t;

struct lgm_CalibrationCapFloors_t_CapFloor_t;

struct lgm_CalibrationCapFloors_t_Expiries_t;

struct lgm_CalibrationCapFloors_t_Strikes_t;

struct lgm_CalibrationBaskets_t;

struct calibrationBasket;

struct calibrationCpiCapFloor;

struct calibrationCpiCapFloor_Maturity_t;

struct calibrationCpiCapFloor_Strike_t;

struct calibrationYoYCapFloor;

struct calibrationYoYCapFloor_Tenor_t;

struct calibrationYoYCapFloor_Strike_t;

struct calibrationYoYSwap;

struct calibrationYoYSwap_Tenor_t;

struct lgm_ParameterTransformation_t;

struct hw;

struct hw_Volatility_t;

struct hw_Volatility_t_TimeGrid_t;

struct hw_Volatility_t_InitialValue_t;

struct hw_Volatility_t_InitialValue_t_Sigma_t;

struct hw_Volatility_t_InitialValue_t_Sigma_t_Row_t;

struct hw_Reversion_t;

struct hw_Reversion_t_TimeGrid_t;

struct hw_Reversion_t_InitialValue_t;

struct hw_Reversion_t_InitialValue_t_Kappa_t;

struct hw_PCALoadings_t;

struct hw_PCALoadings_t_Loadings_t;

struct volatilityParameter;

struct volatilityParameter_TimeGrid_t;

struct volatilityParameter_InitialValue_t;

struct hw_PCASigmaRatios_t;

struct hw_CalibrationSwaptions_t;

struct hw_CalibrationSwaptions_t_Expiries_t;

struct hw_CalibrationSwaptions_t_Terms_t;

struct hw_CalibrationSwaptions_t_Strikes_t;

struct crossAssetModel_ForeignExchangeModels_t;

struct crossCurrencyLGM;

struct crossCurrencyLGM_CalibrationType_t;

struct crossCurrencyLGM_Sigma_t;

struct crossCurrencyLGM_Sigma_t_ParamType_t;

struct crossCurrencyLGM_Sigma_t_TimeGrid_t;

struct crossCurrencyLGM_Sigma_t_InitialValue_t;

struct crossCurrencyLGM_CalibrationOptions_t;

struct crossCurrencyLGM_CalibrationOptions_t_Expiries_t;

struct crossCurrencyLGM_CalibrationOptions_t_Strikes_t;

struct crossAssetModel_EquityModels_t;

struct crossAssetLGM;

struct crossAssetLGM_CalibrationType_t;

struct crossAssetLGM_Sigma_t;

struct crossAssetLGM_Sigma_t_ParamType_t;

struct crossAssetLGM_Sigma_t_TimeGrid_t;

struct crossAssetLGM_Sigma_t_InitialValue_t;

struct crossAssetLGM_CalibrationOptions_t;

struct crossAssetLGM_CalibrationOptions_t_Expiries_t;

struct crossAssetLGM_CalibrationOptions_t_Strikes_t;

struct crossAssetModel_InflationIndexModels_t;

struct jarrowYildrim;

struct jarrowYildrim_CalibrationBaskets_t;

struct jarrowYildrim_RealRate_t;

struct reversionParameter;

struct reversionParameter_TimeGrid_t;

struct reversionParameter_InitialValue_t;

struct lgmReversionTransformation;

struct jarrowYildrim_Index_t;

struct calibrationConfiguration;

struct calibrationConfiguration_Constraints_t;

struct boundaryConstraint;

struct dodgsonKainth;

struct dodgsonKainth_CalibrationBaskets_t;

struct dodgsonKainth_Reversion_t;

struct dodgsonKainth_Reversion_t_TimeGrid_t;

struct dodgsonKainth_Reversion_t_InitialValue_t;

struct dodgsonKainth_Volatility_t;

struct dodgsonKainth_Volatility_t_TimeGrid_t;

struct dodgsonKainth_Volatility_t_InitialValue_t;

struct dodgsonKainth_ParameterTransformation_t;

struct crossAssetModel_CreditModels_t;

struct crlgm;

struct crlgm_Volatility_t;

struct crlgm_Volatility_t_TimeGrid_t;

struct crlgm_Volatility_t_InitialValue_t;

struct crlgm_Reversion_t;

struct crlgm_Reversion_t_TimeGrid_t;

struct crlgm_Reversion_t_InitialValue_t;

struct crlgm_CalibrationCdsOptions_t;

struct crlgm_CalibrationCdsOptions_t_Expiries_t;

struct crlgm_CalibrationCdsOptions_t_Terms_t;

struct crlgm_CalibrationCdsOptions_t_Strikes_t;

struct crlgm_ParameterTransformation_t;

struct cir;

struct cir_CalibrationStrategy_t;

struct cir_CalibrationCdsOptions_t;

struct cir_CalibrationCdsOptions_t_Expiries_t;

struct cir_CalibrationCdsOptions_t_Terms_t;

struct cir_CalibrationCdsOptions_t_Strikes_t;

struct crossAssetModel_CommodityModels_t;

struct commoditySchwartz;

struct commoditySchwartz_CalibrationType_t;

struct commoditySchwartz_Sigma_t;

struct commoditySchwartz_Sigma_t_InitialValue_t;

struct commoditySchwartz_Kappa_t;

struct commoditySchwartz_Kappa_t_InitialValue_t;

struct commoditySchwartz_Seasonality_t;

struct commoditySchwartz_Seasonality_t_TimeGrid_t;

struct commoditySchwartz_Seasonality_t_InitialValue_t;

struct commoditySchwartz_CalibrationOptions_t;

struct commoditySchwartz_CalibrationOptions_t_Expiries_t;

struct commoditySchwartz_CalibrationOptions_t_Strikes_t;

struct crossAssetModel_CreditStates_t;

struct crossAssetModel_InstantaneousCorrelations_t;

struct crossAssetModel_InstantaneousCorrelations_t_Correlation_t;

struct market;

struct market_Currencies_t;

struct market_YieldCurves_t;

struct market_YieldCurves_t_Configuration_t;

struct market_YieldCurves_t_Configuration_t_Tenors_t;

struct market_FxRates_t;

struct market_FxRates_t_CurrencyPairs_t;

struct market_Indices_t;

struct market_SwapIndices_t;

struct market_SwapIndices_t_SwapIndex_t;

struct market_SwapIndices_t_SwapIndex_t_Name_t;

struct market_DefaultCurves_t;

struct market_DefaultCurves_t_Names_t;

struct market_DefaultCurves_t_Names_t_Name_t;

struct market_DefaultCurves_t_Tenors_t;

struct market_DefaultCurves_t_DayCounters_t;

struct market_DefaultCurves_t_DayCounters_t_DayCounter_t;

struct market_DefaultCurves_t_Calendars_t;

struct market_DefaultCurves_t_Calendars_t_Calendar_t;

struct market_Equities_t;

struct market_Equities_t_Names_t;

struct market_Equities_t_Names_t_Name_t;

struct market_Equities_t_DividendTenors_t;

struct market_SwaptionVolatilities_t;

struct market_SwaptionVolatilities_t_Keys_t;

struct market_SwaptionVolatilities_t_Keys_t_Key_t;

struct market_SwaptionVolatilities_t_Currencies_t;

struct market_SwaptionVolatilities_t_Expiries_t;

struct market_SwaptionVolatilities_t_Terms_t;

struct market_SwaptionVolatilities_t_StrikeSpreads_t;

struct market_SwaptionVolatilities_t_DayCounters_t;

struct market_SwaptionVolatilities_t_DayCounters_t_DayCounter_t;

struct market_SwaptionVolatilities_t_SmileDynamics_t;

struct market_YieldVolatilities_t;

struct market_YieldVolatilities_t_Names_t;

struct market_YieldVolatilities_t_Names_t_Name_t;

struct market_YieldVolatilities_t_Expiries_t;

struct market_YieldVolatilities_t_Terms_t;

struct market_YieldVolatilities_t_Cube_t;

struct market_YieldVolatilities_t_Cube_t_StrikeSpreads_t;

struct market_YieldVolatilities_t_DayCounters_t;

struct market_YieldVolatilities_t_DayCounters_t_DayCounter_t;

struct market_YieldVolatilities_t_SmileDynamics_t;

struct market_CapFloorVolatilities_t;

struct market_CapFloorVolatilities_t_Keys_t;

struct market_CapFloorVolatilities_t_Keys_t_Key_t;

struct market_CapFloorVolatilities_t_Currencies_t;

struct market_CapFloorVolatilities_t_Expiries_t;

struct market_CapFloorVolatilities_t_Strikes_t;

struct market_CapFloorVolatilities_t_DayCounters_t;

struct market_CapFloorVolatilities_t_DayCounters_t_DayCounter_t;

struct market_CapFloorVolatilities_t_SmileDynamics_t;

struct market_CDSVolatilities_t;

struct market_CDSVolatilities_t_Names_t;

struct market_CDSVolatilities_t_Names_t_Name_t;

struct market_CDSVolatilities_t_Expiries_t;

struct market_CDSVolatilities_t_SmileDynamics_t;

struct market_FxVolatilities_t;

struct market_FxVolatilities_t_CurrencyPairs_t;

struct market_FxVolatilities_t_Expiries_t;

struct market_FxVolatilities_t_Surface_t;

struct market_FxVolatilities_t_Surface_t_Moneyness_t;

struct market_FxVolatilities_t_Surface_t_StandardDeviations_t;

struct market_FxVolatilities_t_DayCounters_t;

struct market_FxVolatilities_t_DayCounters_t_DayCounter_t;

struct market_FxVolatilities_t_SmileDynamics_t;

struct market_EquityVolatilities_t;

struct market_EquityVolatilities_t_Names_t;

struct market_EquityVolatilities_t_Names_t_Name_t;

struct market_EquityVolatilities_t_Expiries_t;

struct market_EquityVolatilities_t_Surface_t;

struct market_EquityVolatilities_t_Surface_t_Moneyness_t;

struct market_EquityVolatilities_t_Surface_t_StandardDeviations_t;

struct market_EquityVolatilities_t_DayCounters_t;

struct market_EquityVolatilities_t_DayCounters_t_DayCounter_t;

struct market_EquityVolatilities_t_SmileDynamics_t;

struct market_BenchmarkCurves_t;

struct market_BenchmarkCurves_t_BenchmarkCurve_t;

struct market_BenchmarkCurves_t_BenchmarkCurve_t_Name_t;

struct market_Securities_t;

struct market_Securities_t_Names_t;

struct market_Securities_t_Names_t_Name_t;

struct market_CPRs_t;

struct market_CPRs_t_Names_t;

struct market_CPRs_t_Names_t_Name_t;

struct market_CpiIndices_t;

struct market_CpiIndices_t_Index_t;

struct market_ZeroInflationIndexCurves_t;

struct market_ZeroInflationIndexCurves_t_Names_t;

struct market_ZeroInflationIndexCurves_t_Names_t_Name_t;

struct market_ZeroInflationIndexCurves_t_Tenors_t;

struct market_ZeroInflationIndexCurves_t_DayCounters_t;

struct market_ZeroInflationIndexCurves_t_DayCounters_t_DayCounter_t;

struct market_YYInflationIndexCurves_t;

struct market_YYInflationIndexCurves_t_Names_t;

struct market_YYInflationIndexCurves_t_Names_t_Name_t;

struct market_YYInflationIndexCurves_t_Tenors_t;

struct market_YYInflationIndexCurves_t_DayCounters_t;

struct market_YYInflationIndexCurves_t_DayCounters_t_DayCounter_t;

struct market_CPICapFloorVolatilities_t;

struct market_CPICapFloorVolatilities_t_Names_t;

struct market_CPICapFloorVolatilities_t_Names_t_Name_t;

struct market_CPICapFloorVolatilities_t_Expiries_t;

struct market_CPICapFloorVolatilities_t_Strikes_t;

struct market_CPICapFloorVolatilities_t_SmileDynamics_t;

struct market_YYCapFloorVolatilities_t;

struct market_YYCapFloorVolatilities_t_Names_t;

struct market_YYCapFloorVolatilities_t_Names_t_Name_t;

struct market_YYCapFloorVolatilities_t_Expiries_t;

struct market_YYCapFloorVolatilities_t_Strikes_t;

struct market_YYCapFloorVolatilities_t_SmileDynamics_t;

struct market_Commodities_t;

struct market_Commodities_t_Names_t;

struct market_Commodities_t_Names_t_Name_t;

struct market_Commodities_t_Tenors_t;

struct market_Commodities_t_DayCounters_t;

struct market_Commodities_t_DayCounters_t_DayCounter_t;

struct market_CommodityVolatilities_t;

struct market_CommodityVolatilities_t_Names_t;

struct market_CommodityVolatilities_t_Names_t_Name_t;

struct market_CommodityVolatilities_t_Names_t_Name_t_Expiries_t;

struct market_CommodityVolatilities_t_Names_t_Name_t_Moneyness_t;

struct market_CommodityVolatilities_t_DayCounter_t;

struct market_CommodityVolatilities_t_SmileDynamics_t;

struct market_AggregationScenarioDataCurrencies_t;

struct market_AggregationScenarioDataIndices_t;

struct market_AggregationScenarioDataCreditStates_t;

struct market_AggregationScenarioDataSurvivalWeights_t;

struct market_AggregationScenarioDataSurvivalWeights_t_Name_t;

struct market_BaseCorrelations_t;

struct market_BaseCorrelations_t_IndexNames_t;

struct market_BaseCorrelations_t_IndexNames_t_IndexName_t;

struct market_BaseCorrelations_t_Terms_t;

struct market_BaseCorrelations_t_DetachmentPoints_t;

struct market_BaseCorrelations_t_DayCounters_t;

struct market_BaseCorrelations_t_DayCounters_t_DayCounter_t;

struct market_Correlations_t;

struct market_Correlations_t_Pairs_t;

struct market_Correlations_t_Pairs_t_Pair_t;

struct market_Correlations_t_Expiries_t;

struct market_CreditStates_t;

struct market_CreditStates_t_NumberOfFactors_t;

struct curveAlgebra;

struct curveAlgebraCurve;

struct curveAlgebraCurve_Key_t;

struct curveAlgebraCurveOperation;

struct curveAlgebraCurveOperation_Type_t;

struct curveAlgebraCurveOperation_Arguments_t;

struct curveAlgebraCurveOperation_Arguments_t_Argument_t;

struct creditsimulation;

struct transitionmatrices;

struct transitionmatrix;

struct transitionmatrix_Name_t;

struct transitionmatrix_Data_t;

struct entities;

struct entity;

struct entity_Name_t;

struct entity_FactorLoadings_t;

struct entity_TransitionMatrix_t;

struct creditsimulation_NettingSetIds_t;

struct risk;

struct risk_Evaluation_t;

struct risk_CreditMode_t;

struct risk_LoanExposureMode_t;

struct curveconfiguration;

struct globalReportConfiguration;

struct globalReportConfiguration_FXVolatilities_t;

struct reportConfiguration;

struct reportConfiguration_Deltas_t;

struct reportConfiguration_Moneyness_t;

struct reportConfiguration_Strikes_t;

struct reportConfiguration_StrikeSpreads_t;

struct reportConfiguration_Expiries_t;

struct reportConfiguration_PillarDates_t;

struct reportConfiguration_UnderlyingTenors_t;

struct reportConfiguration_ContinuationExpiry_t;

struct globalReportConfiguration_EquityVolatilities_t;

struct globalReportConfiguration_CommodityVolatilities_t;

struct globalReportConfiguration_IRSwaptionVolatilities_t;

struct globalReportConfiguration_IRCapFloorVolatilities_t;

struct globalReportConfiguration_YieldCurves_t;

struct yieldCurveReport;

struct yieldCurveReport_PillarDates_t;

struct globalReportConfiguration_InflationCapFloorVolatilities_t;

struct fxSpots;

struct fxSpot;

struct fxSpot_CurveId_t;

struct fxSpot_CurveDescription_t;

struct fxVolatilities;

struct fxVolatility;

struct fxVolatility_CurveId_t;

struct fxVolatility_CurveDescription_t;

struct fxVolatility_Deltas_t;

struct fxVolatility_SmileDelta_t;

struct fxVolatility_Conventions_t;

struct fxVolatility_Expiries_t;

struct fxVolatility_FXSpotID_t;

struct fxVolatility_FXForeignCurveID_t;

struct fxVolatility_FXDomesticCurveID_t;

struct fxVolatility_FXIndexTag_t;

struct fxVolatility_BaseVolatility1_t;

struct fxVolatility_BaseVolatility2_t;

struct fxVolatility_TimeInterpolation_t;

struct fxVolatility_TimeWeighting_t;

struct swaptionVolatilities;

struct swaptionVolatility;

struct swaptionVolatility_CurveId_t;

struct swaptionVolatility_CurveDescription_t;

struct swaptionVolatility_ProxyConfig_t;

struct swaptionVolatility_ProxyConfig_t_Source_t;

struct swaptionVolatility_ProxyConfig_t_Source_t_CurveId_t;

struct swaptionVolatility_ProxyConfig_t_Source_t_ShortSwapIndexBase_t;

struct swaptionVolatility_ProxyConfig_t_Source_t_SwapIndexBase_t;

struct swaptionVolatility_ProxyConfig_t_Target_t;

struct swaptionVolatility_ProxyConfig_t_Target_t_ShortSwapIndexBase_t;

struct swaptionVolatility_ProxyConfig_t_Target_t_SwapIndexBase_t;

struct swaptionVolatility_Interpolation_t;

struct parametricSmileConfig;

struct parametricSmileConfigParameters;

struct parametricSmileConfigParameter;

struct parametricSmileConfigParameter_Name_t;

struct parametricSmileConfigParameter_InitialValue_t;

struct parametricSmileConfigCalibration;

struct swaptionVolatility_Extrapolation_t;

struct swaptionVolatility_OutputVolatilityType_t;

struct swaptionVolatility_ModelShift_t;

struct swaptionVolatility_OutputShift_t;

struct swaptionVolatility_OptionTenors_t;

struct swaptionVolatility_SwapTenors_t;

struct swaptionVolatility_ShortSwapIndexBase_t;

struct swaptionVolatility_SwapIndexBase_t;

struct swaptionVolatility_SmileOptionTenors_t;

struct swaptionVolatility_SmileSwapTenors_t;

struct swaptionVolatility_SmileSpreads_t;

struct swaptionVolatility_QuoteTag_t;

struct yieldVolatilities;

struct yieldVolatility;

struct yieldVolatility_CurveId_t;

struct yieldVolatility_CurveDescription_t;

struct yieldVolatility_Qualifier_t;

struct yieldVolatility_OptionTenors_t;

struct yieldVolatility_BondTenors_t;

struct capFloorVolatilities;

struct capFloorVolatility;

struct capFloorVolatility_CurveId_t;

struct capFloorVolatility_CurveDescription_t;

struct capFloorVolatility_ProxyConfig_t;

struct capFloorVolatility_ProxyConfig_t_Source_t;

struct capFloorVolatility_ProxyConfig_t_Source_t_CurveId_t;

struct capFloorVolatility_ProxyConfig_t_Source_t_Index_t;

struct capFloorVolatility_ProxyConfig_t_Source_t_RateComputationPeriod_t;

struct capFloorVolatility_ProxyConfig_t_Target_t;

struct capFloorVolatility_ProxyConfig_t_Target_t_Index_t;

struct capFloorVolatility_ProxyConfig_t_Target_t_RateComputationPeriod_t;

struct capFloorVolatility_Tenors_t;

struct capFloorVolatility_Strikes_t;

struct capFloorVolatility_RateComputationPeriod_t;

struct capFloorVolatility_DiscountCurve_t;

struct capFloorVolatility_AtmTenors_t;

struct bootstrapConfigType;

struct cdsVolatilities;

struct cdsVolatility;

struct cdsVolatility_CurveId_t;

struct cdsVolatility_CurveDescription_t;

struct cdsVolatility_Terms_t;

struct cdsVolatility_Terms_t_Term_t;

struct cdsVolatility_Terms_t_Term_t_Label_t;

struct cdsVolatility_Terms_t_Term_t_Curve_t;

struct cdsVolatility_Expiries_t;

struct constantVolatilityConfig;

struct constantVolatilityConfig_QuoteType_t;

struct constantVolatilityConfig_VolatilityType_t;

struct constantVolatilityConfig_ExerciseType_t;

struct constantVolatilityConfig_Quote_t;

struct volatilityCurveConfig;

struct volatilityCurveConfig_QuoteType_t;

struct volatilityCurveConfig_VolatilityType_t;

struct volatilityCurveConfig_ExerciseType_t;

struct quoteType;

struct quoteType_Quote_t;

struct volatilityStrikeSurfaceConfig;

struct volatilityStrikeSurfaceConfig_QuoteType_t;

struct volatilityStrikeSurfaceConfig_VolatilityType_t;

struct volatilityStrikeSurfaceConfig_ExerciseType_t;

struct volatilityStrikeSurfaceConfig_Strikes_t;

struct volatilityStrikeSurfaceConfig_Expiries_t;

struct proxySurface;

struct proxySurface_ProxyVolatilityCurve_t;

struct proxySurface_FXVolatilityCurve_t;

struct proxySurface_CorrelationCurve_t;

struct proxySurface_CDSVolatilityCurve_t;

struct cdsVolatility_StrikeType_t;

struct cdsVolatility_QuoteName_t;

struct defaultCurves;

struct defaultCurve;

struct defaultCurve_CurveId_t;

struct defaultCurve_CurveDescription_t;

struct defaultCurve_Configurations_t;

struct defaultCurve_Configurations_t_Configuration_t;

struct defaultCurve_Configurations_t_Configuration_t_DiscountCurve_t;

struct defaultCurve_Configurations_t_Configuration_t_RecoveryRate_t;

struct defaultCurve_Configurations_t_Configuration_t_BenchmarkCurve_t;

struct defaultCurve_Configurations_t_Configuration_t_SourceCurve_t;

struct defaultCurve_Configurations_t_Configuration_t_Pillars_t;

struct defaultCurve_Configurations_t_Configuration_t_SourceCurves_t;

struct defaultCurve_Configurations_t_Configuration_t_SourceCurves_t_SourceCurve_t;

struct defaultCurve_Configurations_t_Configuration_t_SwitchDates_t;

struct defaultCurve_Configurations_t_Configuration_t_SwitchDates_t_SwitchDate_t;

struct defaultCurve_Configurations_t_Configuration_t_InitialState_t;

struct defaultCurve_Configurations_t_Configuration_t_States_t;

struct defaultCurve_Configurations_t_Configuration_t_Conventions_t;

struct defaultCurve_Configurations_t_Configuration_t_IndexTerm_t;

struct defaultCurve_DiscountCurve_t;

struct defaultCurve_RecoveryRate_t;

struct defaultCurve_BenchmarkCurve_t;

struct defaultCurve_SourceCurve_t;

struct defaultCurve_Pillars_t;

struct defaultCurve_SourceCurves_t;

struct defaultCurve_SourceCurves_t_SourceCurve_t;

struct defaultCurve_SwitchDates_t;

struct defaultCurve_SwitchDates_t_SwitchDate_t;

struct defaultCurve_Conventions_t;

struct defaultCurve_IndexTerm_t;

struct defaultCurve_InitialState_t;

struct defaultCurve_States_t;

struct yieldCurves;

struct yieldCurve;

struct yieldCurve_CurveId_t;

struct yieldCurve_CurveDescription_t;

struct yieldCurve_DiscountCurve_t;

struct segmentsType;

struct directSegmentType;

struct directSegmentType_Conventions_t;

struct directSegmentType_PillarChoice_t;

struct simpleSegmentType;

struct simpleSegmentType_Conventions_t;

struct simpleSegmentType_PillarChoice_t;

struct simpleSegmentType_ProjectionCurve_t;

struct aoisSegmentType;

struct aoisSegmentType_Type_t;

struct compositeQuoteType;

struct compositeQuoteType_CompositeQuote_t;

struct compositeQuoteType_CompositeQuote_t_SpreadQuote_t;

struct compositeQuoteType_CompositeQuote_t_RateQuote_t;

struct aoisSegmentType_Conventions_t;

struct aoisSegmentType_PillarChoice_t;

struct aoisSegmentType_ProjectionCurve_t;

struct tenorBasisSegmentType;

struct tenorBasisSegmentType_Conventions_t;

struct tenorBasisSegmentType_PillarChoice_t;

struct tenorBasisSegmentType_ProjectionCurvePay_t;

struct tenorBasisSegmentType_ProjectionCurveReceive_t;

struct tenorBasisSegmentType_ProjectionCurveLong_t;

struct tenorBasisSegmentType_ProjectionCurveShort_t;

struct crossCurrencySegmentType;

struct crossCurrencySegmentType_Conventions_t;

struct crossCurrencySegmentType_PillarChoice_t;

struct crossCurrencySegmentType_DiscountCurve_t;

struct crossCurrencySegmentType_SpotRate_t;

struct crossCurrencySegmentType_ProjectionCurveDomestic_t;

struct crossCurrencySegmentType_ProjectionCurveForeign_t;

struct zeroSpreadType;

struct zeroSpreadType_Conventions_t;

struct zeroSpreadType_ReferenceCurve_t;

struct zeroSpreadType_PillarChoice_t;

struct discountRatioType;

struct discountRatioType_PillarChoice_t;

struct discountRatioType_Conventions_t;

struct discountRatioCurveElement;

struct fittedBondType;

struct fittedBondType_Type_t;

struct fittedBondType_PillarChoice_t;

struct fittedBondType_IborIndexCurves_t;

struct fittedBondType_IborIndexCurves_t_IborIndexCurve_t;

struct BondYieldShiftedType;

struct BondYieldShiftedType_Type_t;

struct BondYieldShiftedType_ReferenceCurve_t;

struct BondYieldShiftedType_IborIndexCurves_t;

struct BondYieldShiftedType_IborIndexCurves_t_IborIndexCurve_t;

struct BondYieldShiftedType_Conventions_t;

struct weightedAverageType;

struct weightedAverageType_Type_t;

struct weightedAverageType_ReferenceCurve1_t;

struct weightedAverageType_ReferenceCurve2_t;

struct yieldPlusDefaultType;

struct yieldPlusDefaultType_Type_t;

struct yieldPlusDefaultType_ReferenceCurve_t;

struct yieldPlusDefaultType_DefaultCurves_t;

struct yieldPlusDefaultType_DefaultCurves_t_DefaultCurve_t;

struct yieldPlusDefaultType_Weights_t;

struct iborFallbackType;

struct iborFallbackType_Type_t;

struct iborFallbackType_RfrCurve_t;

struct iborFallbackType_PillarChoice_t;

struct inflationCurves;

struct inflationCurve;

struct inflationCurve_CurveId_t;

struct inflationCurve_CurveDescription_t;

struct inflationCurve_NominalTermStructure_t;

struct inflationCurve_Conventions_t;

struct inflSegmentsType;

struct inlfSegmentType;

struct inlfSegmentType_Conventions_t;

struct inflationCurve_Lag_t;

struct inflationCurve_BaseRate_t;

struct seasonalityType;

struct factorType;

struct factorType_Factor_t;

struct inflationCurve_InterpolationVariable_t;

struct inflationCurve_InterpolationMethod_t;

struct inflationCapFloorVolatlities;

struct inflationCapFloorVolatility;

struct inflationCapFloorVolatility_CurveId_t;

struct inflationCapFloorVolatility_CurveDescription_t;

struct inflationCapFloorVolatility_QuoteType_t;

struct inflationCapFloorVolatility_Tenors_t;

struct inflationCapFloorVolatility_CapStrikes_t;

struct inflationCapFloorVolatility_FloorStrikes_t;

struct inflationCapFloorVolatility_Strikes_t;

struct inflationCapFloorVolatility_Index_t;

struct inflationCapFloorVolatility_IndexCurve_t;

struct inflationCapFloorVolatility_ObservationLag_t;

struct inflationCapFloorVolatility_YieldTermStructure_t;

struct inflationCapFloorVolatility_QuoteIndex_t;

struct inflationCapFloorVolatility_Conventions_t;

struct equityCurves;

struct equityCurve;

struct equityCurve_CurveId_t;

struct equityCurve_CurveDescription_t;

struct equityCurve_ForecastingCurve_t;

struct equityCurve_SpotQuote_t;

struct dividendInterpolation;

struct equityVolatilities;

struct equityVolatility;

struct equityVolatility_CurveId_t;

struct equityVolatility_CurveDescription_t;

struct equityVolatility_EquityId_t;

struct equityVolatility_Expiries_t;

struct equityVolatility_Strikes_t;

struct volatilityConfig;

struct volatilityMoneynessSurfaceConfig;

struct volatilityMoneynessSurfaceConfig_QuoteType_t;

struct volatilityMoneynessSurfaceConfig_VolatilityType_t;

struct volatilityMoneynessSurfaceConfig_ExerciseType_t;

struct volatilityMoneynessSurfaceConfig_MoneynessLevels_t;

struct volatilityMoneynessSurfaceConfig_Expiries_t;

struct volatilityDeltaSurfaceConfig;

struct volatilityDeltaSurfaceConfig_QuoteType_t;

struct volatilityDeltaSurfaceConfig_VolatilityType_t;

struct volatilityDeltaSurfaceConfig_ExerciseType_t;

struct volatilityDeltaSurfaceConfig_PutDeltas_t;

struct volatilityDeltaSurfaceConfig_CallDeltas_t;

struct volatilityDeltaSurfaceConfig_Expiries_t;

struct volatilityApoFutureSurfaceConfig;

struct volatilityApoFutureSurfaceConfig_QuoteType_t;

struct volatilityApoFutureSurfaceConfig_VolatilityType_t;

struct volatilityApoFutureSurfaceConfig_MoneynessLevels_t;

struct volatilityApoFutureSurfaceConfig_VolatilityId_t;

struct volatilityApoFutureSurfaceConfig_PriceCurveId_t;

struct volatilityApoFutureSurfaceConfig_FutureConventions_t;

struct volatilityApoFutureSurfaceConfig_MaxTenor_t;

struct oneDimSolverConfigType;

struct minMaxType;

struct securities;

struct security;

struct security_CurveId_t;

struct security_CurveDescription_t;

struct security_SpreadQuote_t;

struct security_RecoveryRateQuote_t;

struct security_CPRQuote_t;

struct security_PriceQuote_t;

struct security_ConversionFactor_t;

struct baseCorrelations;

struct baseCorrelation;

struct baseCorrelation_CurveId_t;

struct baseCorrelation_CurveDescription_t;

struct baseCorrelation_Terms_t;

struct baseCorrelation_DetachmentPoints_t;

struct baseCorrelation_QuoteName_t;

struct baseCorrelation_IndexTerm_t;

struct baseCorrelation_IndexSpread_t;

struct baseCorrelation_Currency_t;

struct baseCorrelation_RecoveryGrid_t;

struct baseCorrelation_RecoveryGrid_t_Grid_t;

struct baseCorrelation_RecoveryProbabilities_t;

struct baseCorrelation_RecoveryProbabilities_t_Probabilities_t;

struct baseCorrelation_QuoteTypes_t;

struct baseCorrelation_QuoteTypes_t_QuoteType_t;

struct simCommodityCurves;

struct simCommodityCurve;

struct simCommodityCurve_CurveId_t;

struct simCommodityCurve_CurveDescription_t;

struct simCommodityCurve_BasePriceCurve_t;

struct simCommodityCurve_BaseYieldCurve_t;

struct simCommodityCurve_YieldCurve_t;

struct simCommodityCurve_SpotQuote_t;

struct simCommodityCurve_Conventions_t;

struct commodityBasisConfig;

struct commodityBasisConfig_BasePriceCurve_t;

struct commodityBasisConfig_BasePriceConventions_t;

struct commodityBasisConfig_BasisConventions_t;

struct priceSegmentsType;

struct priceSegmentType;

struct priceSegmentType_Conventions_t;

struct priceSegmentType_PeakPriceCurveId_t;

struct priceSegmentType_PeakPriceCalendar_t;

struct offPeakDailyType;

struct commodityVolatilities;

struct commodityVolatility;

struct commodityVolatility_CurveId_t;

struct commodityVolatility_CurveDescription_t;

struct commodityVolatility_FutureConventions_t;

struct commodityVolatility_OptionExpiryRollDays_t;

struct commodityVolatility_PriceCurveId_t;

struct commodityVolatility_YieldCurveId_t;

struct correlations;

struct correlation;

struct correlation_CurveId_t;

struct correlation_CurveDescription_t;

struct correlation_Index1_t;

struct correlation_Index2_t;

struct correlation_Conventions_t;

struct correlation_SwaptionVolatility_t;

struct correlation_DiscountCurve_t;

struct correlation_OptionTenors_t;

struct conventions;

struct zeroType;

struct zeroType_Id_t;

struct zeroType_TenorCalendar_t;

struct zeroType_SpotCalendar_t;

struct cdsConventionsType;

struct cdsConventionsType_Id_t;

struct cdsConventionsType_Calendar_t;

struct depositType;

struct depositType_Id_t;

struct depositType_Index_t;

struct depositType_Calendar_t;

struct futureType;

struct futureType_Id_t;

struct futureType_Index_t;

struct futureType_Calendar_t;

struct fraType;

struct fraType_Id_t;

struct fraType_Index_t;

struct oisType;

struct oisType_Id_t;

struct oisType_Index_t;

struct oisType_FixedCalendar_t;

struct oisType_PaymentCalendar_t;

struct swapType;

struct swapType_Id_t;

struct swapType_FixedCalendar_t;

struct swapType_Index_t;

struct averageOISType;

struct averageOISType_Id_t;

struct averageOISType_FixedTenor_t;

struct averageOISType_FixedCalendar_t;

struct averageOISType_Index_t;

struct averageOISType_OnTenor_t;

struct averageOISType_RateCutoff_t;

struct tenorBasisSwapType;

struct tenorBasisSwapType_Id_t;

struct tenorBasisSwapType_PayIndex_t;

struct tenorBasisSwapType_ReceiveIndex_t;

struct tenorBasisSwapType_LongIndex_t;

struct tenorBasisSwapType_ShortIndex_t;

struct tenorBasisTwoSwapType;

struct tenorBasisTwoSwapType_Id_t;

struct tenorBasisTwoSwapType_Calendar_t;

struct tenorBasisTwoSwapType_LongIndex_t;

struct tenorBasisTwoSwapType_ShortIndex_t;

struct bmaBasisSwapType;

struct bmaBasisSwapType_Id_t;

struct bmaBasisSwapType_Index_t;

struct bmaBasisSwapType_BMAIndex_t;

struct bmaBasisSwapType_BMAPaymentCalendar_t;

struct bmaBasisSwapType_IndexPaymentCalendar_t;

struct fxType;

struct fxType_Id_t;

struct fxType_AdvanceCalendar_t;

struct crossCurrencyBasisType;

struct crossCurrencyBasisType_Id_t;

struct crossCurrencyBasisType_SettlementCalendar_t;

struct crossCurrencyBasisType_FlatIndex_t;

struct crossCurrencyBasisType_SpreadIndex_t;

struct crossCurrencyBasisType_FlatTenor_t;

struct crossCurrencyBasisType_SpreadTenor_t;

struct crossCurrencyBasisType_SpreadLookback_t;

struct crossCurrencyBasisType_FlatLookback_t;

struct crossCurrencyFixFloatType;

struct crossCurrencyFixFloatType_Id_t;

struct crossCurrencyFixFloatType_SettlementCalendar_t;

struct crossCurrencyFixFloatType_Index_t;

struct iborIndexType;

struct iborIndexType_Id_t;

struct iborIndexType_FixingCalendar_t;

struct overnightIndexType;

struct overnightIndexType_Id_t;

struct overnightIndexType_FixingCalendar_t;

struct swapIndexType;

struct swapIndexType_Id_t;

struct swapIndexType_Conventions_t;

struct swapIndexType_FixingCalendar_t;

struct inflationswapType;

struct inflationswapType_Id_t;

struct inflationswapType_FixCalendar_t;

struct inflationswapType_Index_t;

struct inflationswapType_ObservationLag_t;

struct inflationswapType_InflationCalendar_t;

struct inflationswapType_StartDelay_t;

struct cmsSpreadOptionType;

struct cmsSpreadOptionType_Id_t;

struct cmsSpreadOptionType_ForwardStart_t;

struct cmsSpreadOptionType_SpotDays_t;

struct cmsSpreadOptionType_SwapTenor_t;

struct cmsSpreadOptionType_Calendar_t;

struct commodityForwardType;

struct commodityForwardType_Id_t;

struct commodityForwardType_AdvanceCalendar_t;

struct commodityFutureType;

struct commodityFutureType_Id_t;

struct commodityFutureType_AnchorDay_t;

struct nthWeekdayType;

struct commodityFutureType_Calendar_t;

struct commodityFutureType_ExpiryCalendar_t;

struct prohibitedExpiriesType;

struct prohibitedExpiriesType_Dates_t;

struct prohibitedExpiriesType_Dates_t_Date_t;

struct commodityFutureType_ValidContractMonths_t;

struct continuationMappingsType;

struct continuationMappingType;

struct averagingDataType;

struct averagingDataType_CommodityName_t;

struct averagingDataType_PricingCalendar_t;

struct averagingDataType_Conventions_t;

struct offPeakPowerIndexDataType;

struct offPeakPowerIndexDataType_OffPeakIndex_t;

struct offPeakPowerIndexDataType_PeakIndex_t;

struct offPeakPowerIndexDataType_PeakCalendar_t;

struct commodityFutureType_IndexName_t;

struct commodityFutureType_SavingsTime_t;

struct commodityFutureType_BalanceOfTheMonthPricingCalendar_t;

struct commodityFutureType_OptionUnderlyingFutureConvention_t;

struct fxOption;

struct fxOption_Id_t;

struct fxOption_FXConventionID_t;

struct fxOption_AtmType_t;

struct fxOption_DeltaType_t;

struct fxOption_SwitchTenor_t;

struct fxOption_LongTermAtmType_t;

struct fxOption_LongTermDeltaType_t;

struct fxOption_RiskReversalInFavorOf_t;

struct fxOption_ButterflyStyle_t;

struct fxOptionTimeWeighting;

struct fxOptionTimeWeighting_Id_t;

struct fxOptionTimeWeighting_WeekdayWeights_t;

struct fxOptionTimeWeighting_TradingCenters_t;

struct fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t;

struct fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t_Name_t;

struct fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t_Calendar_t;

struct fxOptionTimeWeighting_Events_t;

struct fxOptionTimeWeighting_Events_t_Event_t;

struct fxOptionTimeWeighting_Events_t_Event_t_Description_t;

struct zeroInflationIndexType;

struct zeroInflationIndexType_Id_t;

struct zeroInflationIndexType_RegionName_t;

struct zeroInflationIndexType_RegionCode_t;

struct zeroInflationIndexType_AvailabilityLag_t;

struct bondYield;

struct bondYield_Id_t;

struct bondYield_Compounding_t;

struct bondYield_PriceType_t;

struct collateralBalances;

struct collateralBalances_CollateralBalance_t;

struct nettingsetdefinitions;

struct nettingsetdefinitions_NettingSet_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_Index_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_IndependentAmount_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t_CallFrequency_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t_PostFrequency_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginPeriodOfRisk_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_EligibleCollaterals_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_EligibleCollaterals_t_Currencies_t;

struct nettingsetdefinitions_NettingSet_t_CSADetails_t_NonExemptIMRegulations_t;

struct pricingengines;

struct product;

struct product_Model_t;

struct product_ModelParameters_t;

struct parameter;

struct product_Engine_t;

struct product_EngineParameters_t;

struct globalParameters;

struct todaysmarket;

struct configurationType;

struct configurationType_YieldCurvesId_t;

struct configurationType_DiscountingCurvesId_t;

struct configurationType_IndexForwardingCurvesId_t;

struct configurationType_SwapIndexCurvesId_t;

struct configurationType_ZeroInflationIndexCurvesId_t;

struct configurationType_ZeroInflationCapFloorVolatilitiesId_t;

struct configurationType_YYInflationIndexCurvesId_t;

struct configurationType_FxSpotsId_t;

struct configurationType_BaseCorrelationsId_t;

struct configurationType_FxVolatilitiesId_t;

struct configurationType_SwaptionVolatilitiesId_t;

struct configurationType_YieldVolatilitiesId_t;

struct configurationType_CapFloorVolatilitiesId_t;

struct configurationType_CDSVolatilitiesId_t;

struct configurationType_DefaultCurvesId_t;

struct configurationType_YYInflationCapFloorVolatilitiesId_t;

struct configurationType_EquityCurvesId_t;

struct configurationType_EquityVolatilitiesId_t;

struct configurationType_SecuritiesId_t;

struct configurationType_CommodityCurvesId_t;

struct configurationType_CommodityVolatilitiesId_t;

struct configurationType_CorrelationsId_t;

struct yieldCurvesType;

struct yieldCurvesType_YieldCurve_t;

struct discountCurvesType;

struct discountCurvesType_DiscountingCurve_t;

struct indexForwardingCurvesType;

struct indexForwardingCurvesType_Index_t;

struct swapIndexCurvesType;

struct swapIndexCurvesType_SwapIndex_t;

struct zeroInflationIndexCurvesType;

struct zeroInflationIndexCurvesType_ZeroInflationIndexCurve_t;

struct yyInflationIndexCurvesType;

struct yyInflationIndexCurvesType_YYInflationIndexCurve_t;

struct fxSpotsType;

struct fxSpotsType_FxSpot_t;

struct fxVolatilitiesType;

struct fxVolatilitiesType_FxVolatility_t;

struct swaptionVolatilitiesType;

struct swaptionVolatilitiesType_SwaptionVolatility_t;

struct yieldVolatilitiesType;

struct yieldVolatilitiesType_YieldVolatility_t;

struct capFloorVolatilitiesType;

struct capFloorVolatilitiesType_CapFloorVolatility_t;

struct cdsVolatilitiesType;

struct cdsVolatilitiesType_CDSVolatility_t;

struct defaultCurvesType;

struct defaultCurvesType_DefaultCurve_t;

struct yyInflationCapFloorVolatilitiesType;

struct yyInflationCapFloorVolatilitiesType_YYInflationCapFloorVolatility_t;

struct zeroInflationCapFloorVolatilitiesType;

struct zeroInflationCapFloorVolatilitiesType_ZeroInflationCapFloorVolatility_t;

struct equityCurvesType;

struct equityCurvesType_EquityCurve_t;

struct equityVolatilitiesType;

struct equityVolatilitiesType_EquityVolatility_t;

struct securitiesType;

struct securitiesType_Security_t;

struct baseCorrelationsType;

struct baseCorrelationsType_BaseCorrelation_t;

struct commodityCurvesType;

struct commodityCurvesType_CommodityCurve_t;

struct commodityVolatilitiesType;

struct commodityVolatilitiesType_CommodityVolatility_t;

struct correlationsType;

struct correlationsType_Correlation_t;

struct sensitivityanalysis;

struct parExcludes;

struct parExcludes_Type_t;

struct sensitivityanalysis_ParSensiRemoveFixing_t;

struct discountcurves;

struct discountcurve;

struct shiftTypeEntry;

struct shiftSizeEntry;

struct discountcurve_Shifts_t;

struct shiftSchemeEntry;

struct discountcurve_ShiftTenors_t;

struct parconversion;

struct parconversion_Instruments_t;

struct parconversion_DiscountCurve_t;

struct parconversion_RateComputationPeriod_t;

struct parconversion_Conventions_t;

struct parconversion_Conventions_t_Convention_t;

struct indexcurves;

struct indexcurve;

struct indexcurve_Shifts_t;

struct indexcurve_ShiftTenors_t;

struct yieldcurves;

struct yieldcurve;

struct yieldcurve_CurveType_t;

struct yieldcurve_Shifts_t;

struct yieldcurve_ShiftTenors_t;

struct fxspots;

struct fxspot;

struct fxspot_Shifts_t;

struct fxvolatilities;

struct fxvolatility;

struct fxvolatility_Shifts_t;

struct fxvolatility_ShiftExpiries_t;

struct fxvolatility_ShiftStrikes_t;

struct swaptionvolatilities;

struct swaptionvolatility;

struct swaptionvolatility_Shifts_t;

struct swaptionvolatility_Shifts_t_Shift_t;

struct swaptionvolatility_ShiftExpiries_t;

struct swaptionvolatility_ShiftStrikes_t;

struct swaptionvolatility_ShiftTerms_t;

struct yieldvolatilities;

struct yieldvolatility;

struct yieldvolatility_Shifts_t;

struct yieldvolatility_Shifts_t_Shift_t;

struct yieldvolatility_ShiftExpiries_t;

struct yieldvolatility_ShiftTerms_t;

struct capfloorvolatilities;

struct capfloorvolatility;

struct capfloorvolatility_Shifts_t;

struct capfloorvolatility_ShiftExpiries_t;

struct capfloorvolatility_ShiftStrikes_t;

struct cdsvolatilities;

struct cdsvolatility;

struct cdsvolatility_Shifts_t;

struct cdsvolatility_ShiftExpiries_t;

struct creditcurves;

struct creditcurve;

struct creditcurve_Shifts_t;

struct creditcurve_ShiftTenors_t;

struct equityspots;

struct equityspot;

struct equityspot_Shifts_t;

struct equityvolatilities;

struct equityvolatility;

struct equityvolatility_Shifts_t;

struct equityvolatility_ShiftExpiries_t;

struct equityvolatility_ShiftStrikes_t;

struct zeroinflationindexcurves;

struct zeroinflationindexcurve;

struct zeroinflationindexcurve_Shifts_t;

struct zeroinflationindexcurve_ShiftTenors_t;

struct yyinflationindexcurves;

struct yyinflationindexcurve;

struct yyinflationindexcurve_Shifts_t;

struct yyinflationindexcurve_ShiftTenors_t;

struct cpicapfloorvolatilities;

struct cpicapfloorvolatility;

struct cpicapfloorvolatility_Shifts_t;

struct cpicapfloorvolatility_ShiftExpiries_t;

struct cpicapfloorvolatility_ShiftStrikes_t;

struct yycapfloorvolatilities;

struct yycapfloorvolatility;

struct yycapfloorvolatility_Shifts_t;

struct yycapfloorvolatility_ShiftExpiries_t;

struct yycapfloorvolatility_ShiftStrikes_t;

struct dividendyields;

struct dividendyield;

struct dividendyield_Shifts_t;

struct dividendyield_ShiftTenors_t;

struct basecorrelations;

struct basecorrelation;

struct basecorrelation_Shifts_t;

struct basecorrelation_ShiftLossLevels_t;

struct basecorrelation_ShiftTerms_t;

struct securityspreads;

struct securityspread;

struct securityspread_Shifts_t;

struct commodityCurves;

struct commodityCurve;

struct commodityCurve_Shifts_t;

struct commodityCurve_ShiftTenors_t;

struct commodityvolatilities;

struct commodityvolatility;

struct commodityvolatility_Shifts_t;

struct commodityvolatility_ShiftExpiries_t;

struct commodityvolatility_ShiftStrikes_t;

struct correlationcurves;

struct correlationcurve;

struct correlationcurve_Shifts_t;

struct correlationcurve_ShiftExpiries_t;

struct correlationcurve_ShiftStrikes_t;

struct crossgammafilter;

struct crossgammafilter_Pair_t;

struct setRiskFactorKeyTypes;

struct stresstesting;

struct stresstest;

struct stresstestparshifts;

struct stressfxvolatilities;

struct stressfxvolatility;

struct stressfxvolatility_Shifts_t;

struct stressfxvolatility_ShiftExpiries_t;

struct stressfxvolatility_WeightedShifts_t;

struct stressfxvolatility_WeightedShifts_t_WeightingSchema_t;

struct stressfxvolatility_WeightedShifts_t_Shift_t;

struct stressfxvolatility_WeightedShifts_t_Tenor_t;

struct stressfxvolatility_WeightedShifts_t_ShiftWeights_t;

struct stressfxvolatility_WeightedShifts_t_WeightTenors_t;

struct stresscapfloorvolatilities;

struct stresscapfloorvolatility;

struct stresscapfloorvolatility_Shifts_t;

struct stresscapfloorvolatility_Shifts_t_Shift_t;

struct stresscapfloorvolatility_ShiftExpiries_t;

struct stresscapfloorvolatility_ShiftStrikes_t;

struct stresscommoditycurves;

struct stresscommoditycurve;

struct stresscommoditycurve_Shifts_t;

struct stresscommoditycurve_ShiftTenors_t;

struct stresscommodityvolatilities;

struct stresscommodityvolatility;

struct stresscommodityvolatility_Shifts_t;

struct stresscommodityvolatility_ShiftExpiries_t;

struct stresscommodityvolatility_ShiftMoneyness_t;

struct recoveryrates;

struct recoveryrate;

struct recoveryrate_Shifts_t;

struct survivalprobabilities;

struct survivalprobability;

struct survivalprobability_Shifts_t;

struct survivalprobability_ShiftTenors_t;

struct ore;

struct parameterListType;

struct parameterListType_Parameter_t;

struct analyticsType;

struct analyticsType_Analytic_t;

struct calendaradjustment;

struct newcalendar;

struct Dates;

struct currencyConfig;

struct currencyDefinition;

struct currencyDefinition_Name_t;

struct currencyDefinition_ISOCode_t;

struct currencyDefinition_MinorUnitCodes_t;

struct currencyDefinition_Symbol_t;

struct currencyDefinition_FractionSymbol_t;

struct currencyDefinition_CurrencyType_t;

struct counterpartyInformation;

struct counterparties;

struct counterparty;

struct counterparty_CounterpartyId_t;

struct counterPartyCorrelations;

struct counterPartyCorrelations_Correlation_t;


struct portfolio

{

    xsd::vector<domain::trade> Trade;

};


enum class oreTradeType

{

    CompositeTrade,

    ConvertibleBond,

    CallableBond,

    Ascot,

    TotalReturnSwap,

    ContractForDifference,

    CBO,

    EquityPosition,

    EquityOptionPosition,

    BondPosition,

    MultiLegOption,

    IndexCreditDefaultSwap,

    IndexCreditDefaultSwapOption,

    SyntheticCDO,

    BondOption,

    BondTRS,

    BondRepo,

    CreditLinkedSwap,

    CrossCurrencySwap,

    InflationSwap,

    Swap,

    Swaption,

    ForwardRateAgreement,

    FxAverageForward,

    FxForward,

    FxOption,

    FxAsianOption,

    FxBarrierOption,

    FxDoubleBarrierOption,

    FxSwap,

    FxDigitalOption,

    FxEuropeanBarrierOption,

    FxKIKOBarrierOption,

    FxTouchOption,

    FxDoubleTouchOption,

    FxDigitalBarrierOption,

    FxVarianceSwap,

    CapFloor,

    EquityOption,

    EquityFutureOption,

    EquityAsianOption,

    EquityBarrierOption,

    EquityDoubleBarrierOption,

    EquityEuropeanBarrierOption,

    EquityTouchOption,

    EquityDoubleTouchOption,

    EquityDigitalOption,

    EquityForward,

    EquitySwap,

    EquityVarianceSwap,

    EquityCliquetOption,

    CommodityForward,

    CommodityOption,

    CommodityDigitalAveragePriceOption,

    CommodityDigitalOption,

    CommodityAsianOption,

    CommoditySwap,

    CommoditySwaption,

    CommoditySpreadOption,

    CommodityAveragePriceOption,

    CommodityOptionStrip,

    CommodityPosition,

    CommodityVarianceSwap,

    Bond,

    ForwardBond,

    BondFuture,

    CreditDefaultSwap,

    CreditDefaultSwapOption,

    Failed,

    FlexiSwap,

    BalanceGuaranteedSwap,

    CallableSwap,

    EquityOutperformanceOption,

    EquityPairwiseVarianceSwap,

    FxPairwiseVarianceSwap,

    CommodityPairwiseVarianceSwap,

    ScriptedTrade,

    EquityBasketVarianceSwap,

    FxBasketVarianceSwap,

    CommodityBasketVarianceSwap,

    RiskParticipationAgreement,

    Autocallable_01,

    DoubleDigitalOption,

    EuropeanOptionBarrier,

    PerformanceOption_01,

    FxTaRF,

    EquityTaRF,

    CommodityTaRF,

    FxWorstOfBasketSwap,

    EquityWorstOfBasketSwap,

    CommodityWorstOfBasketSwap,

    EquityBestEntryOption,

    FxBestEntryOption,

    CommodityBestEntryOption,

    FxAccumulator,

    EquityAccumulator,

    CommodityAccumulator,

    FxWindowBarrierOption,

    EquityWindowBarrierOption,

    CommodityWindowBarrierOption,

    FxGenericBarrierOption,

    EquityGenericBarrierOption,

    CommodityGenericBarrierOption,

    FxBasketOption,

    EquityBasketOption,

    CommodityBasketOption,

    FxRainbowOption,

    EquityRainbowOption,

    CommodityRainbowOption,

    KnockOutSwap,

    CashPosition,

    CommodityStrikeResettableOption,

    FxStrikeResettableOption,

    EquityStrikeResettableOption,

};


std::string to_string(oreTradeType);


struct trade

{

    xsd::string id;

    domain::oreTradeType TradeType;

    xsd::optional<domain::envelope> Envelope;

    xsd::optional<domain::tradeActions> TradeActions;

    xsd::optional<domain::swapData> CrossCurrencySwapData;

    xsd::optional<domain::swapData> InflationSwapData;

    xsd::optional<domain::swapData> SwapData;

    xsd::optional<domain::swapData> EquitySwapData;

    xsd::optional<domain::callableSwapData> CallableSwapData;

    xsd::optional<domain::arcOptionData> ArcOptionData;

    xsd::optional<domain::swaptionData> SwaptionData;

    xsd::optional<domain::varianceSwapData> VarianceSwapData;

    xsd::optional<domain::varianceSwapData> EquityVarianceSwapData;

    xsd::optional<domain::varianceSwapData> FxVarianceSwapData;

    xsd::optional<domain::varianceSwapData> CommodityVarianceSwapData;

    xsd::optional<domain::forwardRateAgreementData> ForwardRateAgreementData;

    xsd::optional<domain::fxForwardData> FxForwardData;

    xsd::optional<domain::fxAverageForwardData> FxAverageForwardData;

    xsd::optional<domain::fxOptionData> FxOptionData;

    xsd::optional<domain::fxBarrierOptionData> FxBarrierOptionData;

    xsd::optional<domain::fxBarrierOptionData> FxDoubleBarrierOptionData;

    xsd::optional<domain::fxDigitalOptionData> FxDigitalOptionData;

    xsd::optional<domain::fxBarrierOptionData> FxEuropeanBarrierOptionData;

    xsd::optional<domain::fxKIKOBarrierOptionData> FxKIKOBarrierOptionData;

    xsd::optional<domain::fxDigitalBarrierOptionData> FxDigitalBarrierOptionData;

    xsd::optional<domain::fxTouchOptionData> FxTouchOptionData;

    xsd::optional<domain::fxTouchOptionData> FxDoubleTouchOptionData;

    xsd::optional<domain::fxSwapData> FxSwapData;

    xsd::optional<domain::capFloorData> CapFloorData;

    xsd::optional<domain::equityFutureOptionData> EquityFutureOptionData;

    xsd::optional<domain::equityOptionData> EquityOptionData;

    xsd::optional<domain::eqBarrierOptionData> EquityBarrierOptionData;

    xsd::optional<domain::eqBarrierOptionData> EquityDoubleBarrierOptionData;

    xsd::optional<domain::equityForwardData> EquityForwardData;

    xsd::optional<domain::eqBarrierOptionData> EquityEuropeanBarrierOptionData;

    xsd::optional<domain::eqDigitalOptionData> EquityDigitalOptionData;

    xsd::optional<domain::eqTouchOptionData> EquityDoubleTouchOptionData;

    xsd::optional<domain::eqTouchOptionData> EquityTouchOptionData;

    xsd::optional<domain::cliquetOptionData> EquityCliquetOptionData;

    xsd::optional<domain::bondData> BondData;

    xsd::optional<domain::forwardBondData> ForwardBondData;

    xsd::optional<domain::bondFutureData> BondFutureData;

    xsd::optional<domain::creditDefaultSwapData> CreditDefaultSwapData;

    xsd::optional<domain::creditDefaultSwapOptionData> CreditDefaultSwapOptionData;

    xsd::optional<domain::commodityForwardData> CommodityForwardData;

    xsd::optional<domain::commodityOptionData> CommodityOptionData;

    xsd::optional<domain::commodityDigitalAveragePriceOptionData> CommodityDigitalAveragePriceOptionData;

    xsd::optional<domain::commodityDigitalOptionData> CommodityDigitalOptionData;

    xsd::optional<domain::commoditySpreadOptionData> CommoditySpreadOptionData;

    xsd::optional<domain::commoditySwapData> CommoditySwapData;

    xsd::optional<domain::commoditySwaptionData> CommoditySwaptionData;

    xsd::optional<domain::commodityAveragePriceOptionData> CommodityAveragePriceOptionData;

    xsd::optional<domain::commodityOptionStripData> CommodityOptionStripData;

    xsd::optional<domain::commodityPositionData> CommodityPositionData;

    xsd::optional<domain::singleUnderlyingAsianOptionData> EquityAsianOptionData;

    xsd::optional<domain::singleUnderlyingAsianOptionData> FxAsianOptionData;

    xsd::optional<domain::singleUnderlyingAsianOptionData> CommodityAsianOptionData;

    xsd::optional<domain::bondOptionData> BondOptionData;

    xsd::optional<domain::bondRepoData> BondRepoData;

    xsd::optional<domain::bondTRSData> BondTRSData;

    xsd::optional<domain::cdoData> CdoData;

    xsd::optional<domain::creditLinkedSwapData> CreditLinkedSwapData;

    xsd::optional<domain::indexCreditDefaultSwapData> IndexCreditDefaultSwapData;

    xsd::optional<domain::indexCreditDefaultSwapOptionData> IndexCreditDefaultSwapOptionData;

    xsd::optional<domain::multiLegOptionData> MultiLegOptionData;

    xsd::optional<domain::ascotData> AscotData;

    xsd::optional<domain::convertibleBondData> ConvertibleBondData;

    xsd::optional<domain::callableBondData> CallableBondData;

    xsd::optional<domain::tlockData> TreasuryLockData;

    xsd::optional<domain::rpaData> RiskParticipationAgreementData;

    xsd::optional<domain::cbodata> CBOData;

    xsd::optional<domain::bondBasketData> BondBasketData;

    xsd::optional<domain::equityPositionData> EquityPositionData;

    xsd::optional<domain::equityOptionPositionData> EquityOptionPositionData;

    xsd::optional<domain::totalReturnSwapData> TotalReturnSwapData;

    xsd::optional<domain::totalReturnSwapData> ContractForDifferenceData;

    xsd::optional<domain::compositeTradeData> CompositeTradeData;

    xsd::optional<domain::pairwiseVarianceSwapData1> PairwiseVarianceSwapData;

    xsd::optional<domain::pairwiseVarianceSwapData2> EquityPairwiseVarianceSwapData;

    xsd::optional<domain::pairwiseVarianceSwapData2> FxPairwiseVarianceSwapData;

    xsd::optional<domain::eqOutperformanceOptionData> EquityOutperformanceOptionData;

    xsd::optional<domain::flexiSwapData> FlexiSwapData;

    xsd::optional<domain::bgSwapData> BalanceGuaranteedSwapData;

    xsd::optional<domain::commodityRevenueOptionData> CommodityRevenueOptionData;

    xsd::optional<domain::basketVarianceSwapData> BasketVarianceSwapData;

    xsd::optional<domain::basketVarianceSwapData2> EquityBasketVarianceSwapData;

    xsd::optional<domain::basketVarianceSwapData2> FxBasketVarianceSwapData;

    xsd::optional<domain::basketVarianceSwapData2> CommodityBasketVarianceSwapData;

    xsd::optional<domain::extendedAccumulatorData> ExtendedAccumulatorData;

    xsd::optional<domain::varianceOptionData> VarianceOptionData;

    xsd::optional<domain::varianceDispersionSwapData> VarianceDispersionSwapData;

    xsd::optional<domain::kikoVarianceSwapData> KIKOVarianceSwapData;

    xsd::optional<domain::corridorVarianceSwapData> CorridorVarianceSwapData;

    xsd::optional<domain::indexedCorridorVarianceSwapData> IndexedCorridorVarianceSwapData;

    xsd::optional<domain::kikoCorridorVarianceSwapData> KIKOCorridorVarianceSwapData;

    xsd::optional<domain::corridorVarianceDispersionSwapData> CorridorVarianceDispersionSwapData;

    xsd::optional<domain::koCorridorVarianceDispersionSwapData> KOCorridorVarianceDispersionSwapData;

    xsd::optional<domain::pairwiseGeometricVarianceDispersionSwapData> PairwiseGeometricVarianceDispersionSwapData;

    xsd::optional<domain::conditionalVarianceSwap01Data> ConditionalVarianceSwap01Data;

    xsd::optional<domain::conditionalVarianceSwap02Data> ConditionalVarianceSwap02Data;

    xsd::optional<domain::gammaSwapData> GammaSwapData;

    xsd::optional<domain::bestEntryOptionData> BestEntryOptionData;

    xsd::optional<domain::dualEuroBinaryOptionData> DualEuroBinaryOptionData;

    xsd::optional<domain::dualEuroBinaryOptionDoubleKOData> DualEuroBinaryOptionDoubleKOData;

    xsd::optional<domain::volBarrierOptionData> VolatilityBarrierOptionData;

    xsd::optional<domain::tarfData2> FxTaRFData;

    xsd::optional<domain::tarfData2> EquityTaRFData;

    xsd::optional<domain::tarfData2> CommodityTaRFData;

    xsd::optional<domain::accumulatorData> FxAccumulatorData;

    xsd::optional<domain::accumulatorData> EquityAccumulatorData;

    xsd::optional<domain::accumulatorData> CommodityAccumulatorData;

    xsd::optional<domain::windowBarrierOptionData2> FxWindowBarrierOptionData;

    xsd::optional<domain::windowBarrierOptionData2> EquityWindowBarrierOptionData;

    xsd::optional<domain::windowBarrierOptionData2> CommodityWindowBarierOptionData;

    xsd::optional<domain::basketOptionData> EquityBasketOptionData;

    xsd::optional<domain::basketOptionData> FxBasketOptionData;

    xsd::optional<domain::basketOptionData> CommodityBasketOptionData;

    xsd::optional<domain::genericBarrierOptionData> FxGenericBarrierOptionData;

    xsd::optional<domain::genericBarrierOptionData> EquityGenericBarrierOptionData;

    xsd::optional<domain::genericBarrierOptionData> CommodityGenericBarrierOptionData;

    xsd::optional<domain::rainbowOptionData> EquityRainbowOptionData;

    xsd::optional<domain::rainbowOptionData> FxRainbowOptionData;

    xsd::optional<domain::rainbowOptionData> CommodityRainbowOptionData;

    xsd::optional<domain::autocallable01Data> Autocallable01Data;

    xsd::optional<domain::doubleDigitalOptionData> DoubleDigitalOptionData;

    xsd::optional<domain::performanceOption01Data> PerformanceOption01Data;

    xsd::optional<domain::scriptedTradeData> ScriptedTradeData;

    xsd::optional<domain::vanillaBasketOptionData> VanillaBasketOptionData;

    xsd::optional<domain::asianBasketOptionData> AsianBasketOptionData;

    xsd::optional<domain::averageStrikeBasketOptionData> AverageStrikeBasketOptionData;

    xsd::optional<domain::lookbackCallBasketOptionData> LookbackCallBasketOptionData;

    xsd::optional<domain::lookbackPutBasketOptionData> LookbackPutBasketOptionData;

    xsd::optional<domain::bestOfAirbagData> BestOfAirbagData;

    xsd::optional<domain::worstOfBasketSwapData> WorstOfBasketSwapData;

    xsd::optional<domain::worstOfBasketSwapData2> FxWorstOfBasketSwapData;

    xsd::optional<domain::worstOfBasketSwapData2> EquityWorstOfBasketSwapData;

    xsd::optional<domain::worstOfBasketSwapData2> CommodityWorstOfBasketSwapData;

    xsd::optional<domain::worstPerformanceRainbowOption01Data> WorstPerformanceRainbowOption01Data;

    xsd::optional<domain::worstPerformanceRainbowOption02Data> WorstPerformanceRainbowOption02Data;

    xsd::optional<domain::worstPerformanceRainbowOption03Data> WorstPerformanceRainbowOption03Data;

    xsd::optional<domain::worstPerformanceRainbowOption04Data> WorstPerformanceRainbowOption04Data;

    xsd::optional<domain::worstPerformanceRainbowOption05Data> WorstPerformanceRainbowOption05Data;

    xsd::optional<domain::worstPerformanceRainbowOption06Data> WorstPerformanceRainbowOption06Data;

    xsd::optional<domain::worstPerformanceRainbowOption07Data> WorstPerformanceRainbowOption07Data;

    xsd::optional<domain::bestOfAssetOrCashRainbowOptionData> BestOfAssetOrCashRainbowOptionData;

    xsd::optional<domain::worstOfAssetOrCashRainbowOptionData> WorstOfAssetOrCashRainbowOptionData;

    xsd::optional<domain::minRainbowOptionData> MinRainbowOptionData;

    xsd::optional<domain::maxRainbowOptionData> MaxRainbowOptionData;

    xsd::optional<domain::windowBarrierOptionData> WindowBarrierOptionData;

    xsd::optional<domain::accumulator01Data> Accumulator01Data;

    xsd::optional<domain::accumulator02Data> Accumulator02Data;

    xsd::optional<domain::bestEntryOptionData2> EquityBestEntryOptionData;

    xsd::optional<domain::bestEntryOptionData2> FxBestEntryOptionData;

    xsd::optional<domain::bestEntryOptionData2> CommodityBestEntryOptionData;

    xsd::optional<domain::tarfData> TaRFData;

    xsd::optional<domain::europeanRainbowCallSpreadOptionData> EuropeanRainbowCallSpreadOptionData;

    xsd::optional<domain::rainbowCallSpreadBarrierOptionData> RainbowCallSpreadBarrierOptionData;

    xsd::optional<domain::asianRainbowCallSpreadOptionData> AsianRainbowCallSpreadOptionData;

    xsd::optional<domain::asianIrCapFloorData> AsianIrCapFloorData;

    xsd::optional<domain::forwardVolatilityAgreementData> ForwardVolatilityAgreementData;

    xsd::optional<domain::correlationSwapData> CorrelationSwapData;

    xsd::optional<domain::assetLinkedCliquetOptionData> AssetLinkedCliquetOptionData;

    xsd::optional<domain::constantMaturityVolatilitySwapData> ConstantMaturityVolatilitySwapData;

    xsd::optional<domain::cmsCapFloorBarrierData> CMSCapFloorBarrierData;

    xsd::optional<domain::fixedStrikeForwardStartingOptionData> FixedStrikeForwardStartingOptionData;

    xsd::optional<domain::floatingStrikeForwardStartingOptionData> FloatingStrikeForwardStartingOptionData;

    xsd::optional<domain::forwardStartingSwaptionData> ForwardStartingSwaptionData;

    xsd::optional<domain::flooredAverageCPIZCIISData> FlooredAverageCPIZCIISData;

    xsd::optional<domain::genericBarrierOptionDataRaw> GenericBarrierOptionData;

    xsd::optional<domain::movingMaxYYIISData> MovingMaxYYIISData;

    xsd::optional<domain::irregularYYIISData> IrregularYYIISData;

    xsd::optional<domain::europeanOptionBarrierData> EuropeanOptionBarrierData;

    xsd::optional<domain::ladderLockInOptionData> LadderLockInOptionData;

    xsd::optional<domain::lapseHedgeSwapData> LapseHedgeSwapData;

    xsd::optional<domain::knockOutSwapData> KnockOutSwapData;

    xsd::optional<domain::LPISwapData> LPISwapData;

    xsd::optional<domain::cashPositionData> CashPositionData;

    xsd::optional<domain::strikeResettableOptionData> StrikeResettableOptionData;

    xsd::optional<domain::strikeResettableOptionData2> EquityStrikeResettableOptionData;

    xsd::optional<domain::strikeResettableOptionData2> FxStrikeResettableOptionData;

    xsd::optional<domain::strikeResettableOptionData2> CommodityStrikeResettableOptionData;

};


struct simulation

{

    xsd::optional<domain::parameters> Parameters;

    xsd::optional<domain::crossAssetModel> CrossAssetModel;

    xsd::optional<domain::market> Market;

};


enum class currencyCode

{

    AED,

    AFN,

    ALL,

    AMD,

    ANG,

    AOA,

    ARS,

    AUD,

    AWG,

    AZN,

    BAM,

    BBD,

    BDT,

    BGN,

    BHD,

    BIF,

    BMD,

    BND,

    BOB,

    BOV,

    BRL,

    BSD,

    BTN,

    BWP,

    BYN,

    BZD,

    CAD,

    CDF,

    CHE,

    CHF,

    CHW,

    CLF,

    CLP,

    CNH,

    CNT,

    CNY,

    COP,

    COU,

    CRC,

    CUC,

    CUP,

    CVE,

    CYP,

    CZK,

    DJF,

    DKK,

    DOP,

    DZD,

    EGP,

    ERN,

    ETB,

    EUR,

    FJD,

    FKP,

    GBP,

    GEL,

    GGP,

    GHS,

    GIP,

    GMD,

    GNF,

    GTQ,

    GYD,

    HKD,

    HNL,

    HRK,

    HTG,

    HUF,

    IDR,

    ILS,

    IMP,

    INR,

    IQD,

    IRR,

    ISK,

    JEP,

    JMD,

    JOD,

    JPY,

    KES,

    KGS,

    KHR,

    KID,

    KMF,

    KPW,

    KRW,

    KWD,

    KYD,

    KZT,

    LAK,

    LBP,

    LKR,

    LRD,

    LSL,

    LTL,

    LVL,

    LYD,

    MAD,

    MDL,

    MGA,

    MKD,

    MMK,

    MNT,

    MOP,

    MRU,

    MUR,

    MVR,

    MWK,

    MXN,

    MXV,

    MYR,

    MZN,

    NAD,

    NGN,

    NIO,

    NOK,

    NPR,

    NZD,

    OMR,

    PAB,

    PEN,

    PGK,

    PHP,

    PKR,

    PLN,

    PYG,

    QAR,

    RON,

    RSD,

    RUB,

    RWF,

    SAR,

    SBD,

    SCR,

    SDG,

    SEK,

    SGD,

    SHP,

    SLL,

    SKK,

    SOS,

    SRD,

    SSP,

    STN,

    SVC,

    SYP,

    SZL,

    THB,

    TJS,

    TMT,

    TND,

    TOP,

    TRY,

    TTD,

    TWD,

    TZS,

    UAH,

    UGX,

    USD,

    USN,

    UYI,

    UYU,

    UYW,

    UZS,

    VES,

    VND,

    VUV,

    WST,

    XAF,

    XAG,

    XAU,

    XCD,

    XOF,

    XPD,

    XPF,

    XPT,

    XSU,

    XUA,

    YER,

    ZAR,

    ZMW,

    ZWL,

    XBT,

    BTC,

    ETH,

    ETC,

    BCH,

    XRP,

    LTC,

    ZUR,

    ZUG,

};


std::string to_string(currencyCode);


struct crossAssetModel_Currencies_t

{

    xsd::vector<domain::currencyCode> Currency;

};


enum class measureType

{

    LGM,

    BA,

    _,

};


std::string to_string(measureType);


enum class discretizationType

{

    Exact,

    Euler,

};


std::string to_string(discretizationType);


enum class salvagingAlgoType

{

    None,

    Spectral,

    Hypersphere,

    LowerDiagonal,

    Higham,

};


std::string to_string(salvagingAlgoType);


enum class bool_

{

    Y,

    YES,

    TRUE_,

    True,

    true_,

    _1,

    N,

    NO,

    FALSE_,

    False,

    false_,

    _0,

    _,

};


std::string to_string(bool_);


struct crossAssetModel_InterestRateModels_t

{

    xsd::vector<domain::lgm> LGM;

    xsd::vector<domain::hw> HWModel;

};


struct crossAssetModel

{

    domain::currencyCode DomesticCcy;

    domain::crossAssetModel_Currencies_t Currencies;

    xsd::optional<domain::crossAssetModel_Equities_t> Equities;

    xsd::optional<domain::crossAssetModel_InflationIndices_t> InflationIndices;

    xsd::optional<domain::crossAssetModel_CreditNames_t> CreditNames;

    xsd::optional<domain::crossAssetModel_Commodities_t> Commodities;

    float BootstrapTolerance;

    xsd::optional<domain::measureType> Measure;

    xsd::optional<domain::discretizationType> Discretization;

    xsd::optional<domain::salvagingAlgoType> SalvagingAlgorithm;

    xsd::optional<domain::crossAssetModel_IntegrationPolicy_t> IntegrationPolicy;

    xsd::optional<domain::bool_> PiecewiseIntegration;

    domain::crossAssetModel_InterestRateModels_t InterestRateModels;

    xsd::optional<domain::crossAssetModel_ForeignExchangeModels_t> ForeignExchangeModels;

    xsd::optional<domain::crossAssetModel_EquityModels_t> EquityModels;

    xsd::optional<domain::crossAssetModel_InflationIndexModels_t> InflationIndexModels;

    xsd::optional<domain::crossAssetModel_CreditModels_t> CreditModels;

    xsd::optional<domain::crossAssetModel_CommodityModels_t> CommodityModels;

    xsd::optional<domain::crossAssetModel_CreditStates_t> CreditStates;

    xsd::optional<domain::crossAssetModel_InstantaneousCorrelations_t> InstantaneousCorrelations;

};


struct transitionmatrices

{

    xsd::vector<domain::transitionmatrix> TransitionMatrix;

};


struct entities

{

    xsd::vector<domain::entity> Entity;

};


struct creditsimulation_NettingSetIds_t : xsd::string

{

};


struct risk_Evaluation_t : xsd::string

{

};


struct risk_CreditMode_t : xsd::string

{

};


struct risk_LoanExposureMode_t : xsd::string

{

};


struct risk

{

    domain::bool_ Market;

    domain::bool_ Credit;

    domain::bool_ ZeroMarketPnl;

    domain::risk_Evaluation_t Evaluation;

    domain::bool_ DoubleDefault;

    int64_t Seed;

    int64_t Paths;

    domain::risk_CreditMode_t CreditMode;

    domain::risk_LoanExposureMode_t LoanExposureMode;

};


struct creditsimulation

{

    domain::transitionmatrices TransitionMatrices;

    domain::entities Entities;

    domain::creditsimulation_NettingSetIds_t NettingSetIds;

    domain::risk Risk;

};


struct curveconfiguration

{

    xsd::optional<domain::globalReportConfiguration> ReportConfiguration;

    xsd::optional<domain::fxSpots> FXSpots;

    xsd::optional<domain::fxVolatilities> FXVolatilities;

    xsd::optional<domain::swaptionVolatilities> SwaptionVolatilities;

    xsd::optional<domain::yieldVolatilities> YieldVolatilities;

    xsd::optional<domain::capFloorVolatilities> CapFloorVolatilities;

    xsd::optional<domain::cdsVolatilities> CDSVolatilities;

    xsd::optional<domain::defaultCurves> DefaultCurves;

    xsd::optional<domain::yieldCurves> YieldCurves;

    xsd::optional<domain::inflationCurves> InflationCurves;

    xsd::optional<domain::inflationCapFloorVolatlities> InflationCapFloorVolatilities;

    xsd::optional<domain::equityCurves> EquityCurves;

    xsd::optional<domain::equityVolatilities> EquityVolatilities;

    xsd::optional<domain::securities> Securities;

    xsd::optional<domain::baseCorrelations> BaseCorrelations;

    xsd::optional<domain::simCommodityCurves> CommodityCurves;

    xsd::optional<domain::commodityVolatilities> CommodityVolatilities;

    xsd::optional<domain::correlations> Correlations;

};


struct conventions

{

    xsd::vector<domain::zeroType> Zero;

    xsd::vector<domain::cdsConventionsType> CDS;

    xsd::vector<domain::depositType> Deposit;

    xsd::vector<domain::futureType> Future;

    xsd::vector<domain::fraType> FRA;

    xsd::vector<domain::oisType> OIS;

    xsd::vector<domain::swapType> Swap;

    xsd::vector<domain::averageOISType> AverageOIS;

    xsd::vector<domain::tenorBasisSwapType> TenorBasisSwap;

    xsd::vector<domain::tenorBasisTwoSwapType> TenorBasisTwoSwap;

    xsd::vector<domain::bmaBasisSwapType> BMABasisSwap;

    xsd::vector<domain::fxType> FX;

    xsd::vector<domain::crossCurrencyBasisType> CrossCurrencyBasis;

    xsd::vector<domain::crossCurrencyFixFloatType> CrossCurrencyFixFloat;

    xsd::vector<domain::iborIndexType> IborIndex;

    xsd::vector<domain::overnightIndexType> OvernightIndex;

    xsd::vector<domain::swapIndexType> SwapIndex;

    xsd::vector<domain::inflationswapType> InflationSwap;

    xsd::vector<domain::cmsSpreadOptionType> CmsSpreadOption;

    xsd::vector<domain::commodityForwardType> CommodityForward;

    xsd::vector<domain::commodityFutureType> CommodityFuture;

    xsd::vector<domain::fxOption> FxOption;

    xsd::vector<domain::fxOptionTimeWeighting> FxOptionTimeWeighting;

    xsd::vector<domain::zeroInflationIndexType> ZeroInflationIndex;

    xsd::vector<domain::bondYield> BondYield;

};


struct collateralBalances

{

    xsd::vector<domain::collateralBalances_CollateralBalance_t> CollateralBalance;

};


struct nettingsetdefinitions

{

    xsd::vector<domain::nettingsetdefinitions_NettingSet_t> NettingSet;

};


struct pricingengines

{

    xsd::vector<domain::product> Product;

    xsd::optional<domain::globalParameters> GlobalParameters;

};


struct todaysmarket

{

    xsd::vector<domain::configurationType> Configuration;

    xsd::vector<domain::yieldCurvesType> YieldCurves;

    xsd::vector<domain::discountCurvesType> DiscountingCurves;

    xsd::vector<domain::indexForwardingCurvesType> IndexForwardingCurves;

    xsd::vector<domain::swapIndexCurvesType> SwapIndexCurves;

    xsd::vector<domain::zeroInflationIndexCurvesType> ZeroInflationIndexCurves;

    xsd::vector<domain::yyInflationIndexCurvesType> YYInflationIndexCurves;

    xsd::vector<domain::fxSpotsType> FxSpots;

    xsd::vector<domain::fxVolatilitiesType> FxVolatilities;

    xsd::vector<domain::swaptionVolatilitiesType> SwaptionVolatilities;

    xsd::vector<domain::yieldVolatilitiesType> YieldVolatilities;

    xsd::vector<domain::capFloorVolatilitiesType> CapFloorVolatilities;

    xsd::vector<domain::cdsVolatilitiesType> CDSVolatilities;

    xsd::vector<domain::defaultCurvesType> DefaultCurves;

    xsd::vector<domain::yyInflationCapFloorVolatilitiesType> YYInflationCapFloorVolatilities;

    xsd::vector<domain::zeroInflationCapFloorVolatilitiesType> ZeroInflationCapFloorVolatilities;

    xsd::vector<domain::equityCurvesType> EquityCurves;

    xsd::vector<domain::equityVolatilitiesType> EquityVolatilities;

    xsd::vector<domain::securitiesType> Securities;

    xsd::vector<domain::baseCorrelationsType> BaseCorrelations;

    xsd::vector<domain::commodityCurvesType> CommodityCurves;

    xsd::vector<domain::commodityVolatilitiesType> CommodityVolatilities;

    xsd::vector<domain::correlationsType> Correlations;

};


enum class parConversionMatrixRegularisation

{

    Silent,

    Warning,

    Disable,

};


std::string to_string(parConversionMatrixRegularisation);


struct discountcurves

{

    xsd::vector<domain::discountcurve> DiscountCurve;

};


struct sensitivityanalysis

{

    xsd::optional<domain::parExcludes> ParConversionExcludes;

    xsd::optional<domain::sensitivityanalysis_ParSensiRemoveFixing_t> ParSensiRemoveFixing;

    xsd::optional<domain::parConversionMatrixRegularisation> ParConversionMatrixRegularisation;

    xsd::optional<bool> ParConversion;

    domain::discountcurves DiscountCurves;

    xsd::optional<domain::indexcurves> IndexCurves;

    xsd::optional<domain::yieldcurves> YieldCurves;

    xsd::optional<domain::fxspots> FxSpots;

    xsd::optional<domain::fxvolatilities> FxVolatilities;

    xsd::optional<domain::swaptionvolatilities> SwaptionVolatilities;

    xsd::optional<domain::yieldvolatilities> YieldVolatilities;

    xsd::optional<domain::capfloorvolatilities> CapFloorVolatilities;

    xsd::optional<domain::cdsvolatilities> CDSVolatilities;

    xsd::optional<domain::creditcurves> CreditCurves;

    xsd::optional<domain::equityspots> EquitySpots;

    xsd::optional<domain::equityvolatilities> EquityVolatilities;

    xsd::optional<domain::zeroinflationindexcurves> ZeroInflationIndexCurves;

    xsd::optional<domain::yyinflationindexcurves> YYInflationIndexCurves;

    xsd::optional<domain::cpicapfloorvolatilities> CPICapFloorVolatilities;

    xsd::optional<domain::yycapfloorvolatilities> YYCapFloorVolatilities;

    xsd::optional<domain::dividendyields> DividendYieldCurves;

    xsd::optional<domain::basecorrelations> BaseCorrelations;

    xsd::optional<domain::securityspreads> SecuritySpreads;

    xsd::optional<domain::commodityCurves> CommodityCurves;

    xsd::optional<domain::commodityvolatilities> CommodityVolatilities;

    xsd::optional<domain::correlationcurves> Correlations;

    xsd::optional<domain::crossgammafilter> CrossGammaFilter;

    xsd::optional<domain::bool_> ComputeGamma;

    xsd::optional<domain::bool_> UseSpreadedTermStructures;

    xsd::optional<domain::setRiskFactorKeyTypes> TwoSidedDeltaKeyTypes;

};


struct stresstesting

{

    xsd::optional<domain::bool_> UseSpreadedTermStructures;

    xsd::vector<domain::stresstest> StressTest;

};


struct parameterListType

{

    xsd::vector<domain::parameterListType_Parameter_t> Parameter;

};


struct analyticsType

{

    xsd::vector<domain::analyticsType_Analytic_t> Analytic;

};


struct ore

{

    domain::parameterListType Setup;

    xsd::optional<domain::parameterListType> Logging;

    xsd::optional<domain::parameterListType> Markets;

    domain::analyticsType Analytics;

};


struct calendaradjustment

{

    xsd::vector<domain::newcalendar> Calendar;

};


struct currencyConfig

{

    xsd::vector<domain::currencyDefinition> Currency;

};


struct currencyDefinition_Name_t : xsd::string

{

};


struct currencyDefinition_ISOCode_t : xsd::string

{

};


struct currencyDefinition_Symbol_t : xsd::string

{

};


struct currencyDefinition_FractionSymbol_t : xsd::string

{

};


enum class roundingType

{

    Up,

    Down,

    Closest,

    Floor,

    Ceiling,

};


std::string to_string(roundingType);


struct currencyDefinition

{

    domain::currencyDefinition_Name_t Name;

    domain::currencyDefinition_ISOCode_t ISOCode;

    xsd::optional<domain::currencyDefinition_MinorUnitCodes_t> MinorUnitCodes;

    xsd::optional<int64_t> NumericCode;

    domain::currencyDefinition_Symbol_t Symbol;

    domain::currencyDefinition_FractionSymbol_t FractionSymbol;

    int64_t FractionsPerUnit;

    domain::roundingType RoundingType;

    int64_t RoundingPrecision;

    xsd::optional<domain::currencyDefinition_CurrencyType_t> CurrencyType;

};


struct counterpartyInformation

{

    xsd::optional<domain::counterparties> Counterparties;

    xsd::optional<domain::counterPartyCorrelations> Correlations;

};


struct envelope

{

    xsd::optional<domain::envelope_CounterParty_t> CounterParty;

    xsd::optional<domain::envelope_PortfolioIds_t> PortfolioIds;

    xsd::optional<domain::envelope_AdditionalFields_t> AdditionalFields;

};


struct tradeActions

{

    xsd::vector<domain::tradeAction> TradeAction;

};


enum class settlementType

{

    Physical,

    Cash,

};


std::string to_string(settlementType);


struct swapData

{

    xsd::optional<bool> RoundNettedFloatingLegs;

    xsd::optional<uint64_t> NettingPrecision;

    xsd::optional<domain::settlementType> Settlement;

    xsd::vector<domain::legData> LegData;

};


struct callableSwapData

{

    xsd::optional<domain::optionData> OptionData;

    xsd::vector<domain::legData> LegData;

};


enum class type_t

{

    currency,

};


std::string to_string(type_t);


struct stFreeStyleLongShort : xsd::string

{

    xsd::optional<domain::type_t> type;

};


struct stFreeStyleIndex : xsd::string

{

    xsd::optional<domain::type_t> type;

};


struct stFreeStyleEventScheduleBase

{

    xsd::optional<domain::scheduleData> ScheduleData;

    xsd::optional<domain::stFreeStyleEventScheduleBase_DerivedSchedule_t> DerivedSchedule;

};


struct stFreeStyleEventSchedule : domain::stFreeStyleEventScheduleBase

{

    xsd::optional<domain::type_t> type;

};


struct stFreeStyleNumber : xsd::base<float>

{

    xsd::optional<domain::type_t> type;

};


typedef xsd::string date;


struct stFreeStyleEvent : domain::date

{

    xsd::optional<domain::type_t> type;

};


struct stFreeStyleCurrency : xsd::base<domain::currencyCode>

{

    xsd::optional<domain::type_t> type;

};


struct arcOptionData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleNumber StrikeFactor;

    domain::stFreeStyleNumber BarrierFactor;

    domain::stFreeStyleNumber CapRate;

    domain::stFreeStyleNumber Offset;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEvent SettlementDate;

};


struct swaptionData

{

    xsd::optional<domain::optionData> OptionData;

    xsd::vector<domain::legData> LegData;

};


struct varianceSwapData_LongShort_t : xsd::string

{

};


typedef xsd::string calendar;


enum class momentType

{

    Variance,

    Volatility,

};


std::string to_string(momentType);


struct varianceSwapData

{

    domain::date StartDate;

    domain::date EndDate;

    domain::currencyCode Currency;

    domain::varianceSwapData_LongShort_t LongShort;

    float Strike;

    float Notional;

    domain::calendar Calendar;

    xsd::optional<domain::momentType> MomentType;

    xsd::optional<bool> AddPastDividends;

};


struct forwardRateAgreementData_Index_t : xsd::string

{

};


enum class longShort

{

    Long,

    Short,

};


std::string to_string(longShort);


struct forwardRateAgreementData

{

    domain::date StartDate;

    domain::date EndDate;

    domain::currencyCode Currency;

    domain::forwardRateAgreementData_Index_t Index;

    domain::longShort LongShort;

    float Strike;

    float Notional;

};


struct fxForwardData

{

    domain::date ValueDate;

    domain::currencyCode BoughtCurrency;

    float BoughtAmount;

    domain::currencyCode SoldCurrency;

    float SoldAmount;

    xsd::optional<domain::settlementType> Settlement;

    xsd::optional<domain::fxForwardSettlementData> SettlementData;

};


struct scheduleData

{

    xsd::vector<domain::scheduleData_Rules_t> Rules;

    xsd::vector<domain::scheduleData_Dates_t> Dates;

};


struct fxAverageForwardData_FXIndex_t : xsd::string

{

};


struct fxAverageForwardData

{

    domain::date PaymentDate;

    domain::scheduleData ObservationDates;

    domain::bool_ FixedPayer;

    float ReferenceNotional;

    domain::currencyCode ReferenceCurrency;

    float SettlementNotional;

    domain::currencyCode SettlementCurrency;

    xsd::optional<domain::settlementType> Settlement;

    domain::fxAverageForwardData_FXIndex_t FXIndex;

};


struct optionData_LongShort_t : xsd::string

{

};


enum class settlementMethod

{

    PhysicalOTC,

    PhysicalCleared,

    CollateralizedCashPrice,

    ParYieldCurve,

};


std::string to_string(settlementMethod);


typedef xsd::string premiumCurrencyCode;


struct optionData

{

    domain::optionData_LongShort_t LongShort;

    xsd::optional<domain::optionData_OptionType_t> OptionType;

    xsd::optional<domain::optionData_PayoffType_t> PayoffType;

    xsd::optional<domain::optionData_PayoffType2_t> PayoffType2;

    xsd::optional<domain::optionData_Style_t> Style;

    xsd::optional<domain::optionData_NoticePeriod_t> NoticePeriod;

    xsd::optional<domain::optionData_NoticeCalendar_t> NoticeCalendar;

    xsd::optional<domain::optionData_NoticeConvention_t> NoticeConvention;

    xsd::optional<domain::optionData_MidCouponExercise_t> MidCouponExercise;

    xsd::optional<domain::settlementType> Settlement;

    xsd::optional<domain::settlementMethod> SettlementMethod;

    xsd::optional<domain::optionData_PayOffAtExpiry_t> PayOffAtExpiry;

    xsd::optional<domain::optionData_PremiumAmount_t> PremiumAmount;

    xsd::optional<domain::premiumCurrencyCode> PremiumCurrency;

    xsd::optional<domain::optionData_PremiumPayDate_t> PremiumPayDate;

    xsd::optional<domain::premiumData> Premiums;

    xsd::optional<domain::optionData_ExercisePrices_t> ExercisePrices;

    xsd::optional<domain::optionData_ExerciseFees_t> ExerciseFees;

    xsd::optional<domain::optionData_ExerciseFeeSettlementPeriod_t> ExerciseFeeSettlementPeriod;

    xsd::optional<domain::optionData_ExerciseFeeSettlementCalendar_t> ExerciseFeeSettlementCalendar;

    xsd::optional<domain::optionData_ExerciseFeeSettlementConvention_t> ExerciseFeeSettlementConvention;

    xsd::optional<domain::bool_> AutomaticExercise;

    xsd::optional<domain::optionExerciseData> ExerciseData;

    xsd::optional<domain::optionPaymentData> PaymentData;

    xsd::optional<domain::optionData_SettlementData_t> SettlementData;

};


struct fxOptionData

{

    domain::optionData OptionData;

    domain::currencyCode BoughtCurrency;

    float BoughtAmount;

    domain::currencyCode SoldCurrency;

    xsd::optional<float> SoldAmount;

    xsd::optional<float> Delta;

    xsd::optional<domain::fxOptionData_FXIndex_t> FXIndex;

};


struct fxBarrierOptionData

{

    xsd::vector<domain::optionData> OptionData;

    xsd::vector<domain::barrierData> BarrierData;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::fxBarrierOptionData_FXIndex_t> FXIndex;

    xsd::optional<domain::fxBarrierOptionData_FXIndexDailyLows_t> FXIndexDailyLows;

    xsd::optional<domain::fxBarrierOptionData_FXIndexDailyHighs_t> FXIndexDailyHighs;

    domain::currencyCode BoughtCurrency;

    float BoughtAmount;

    domain::currencyCode SoldCurrency;

    float SoldAmount;

};


struct fxDigitalOptionData

{

    xsd::vector<domain::optionData> OptionData;

    float Strike;

    xsd::optional<domain::currencyCode> PayoffCurrency;

    float PayoffAmount;

    domain::currencyCode ForeignCurrency;

    domain::currencyCode DomesticCurrency;

};


struct fxKIKOBarrierOptionData_Barriers_t

{

    xsd::vector<domain::barrierData> BarrierData;

};


struct fxKIKOBarrierOptionData

{

    domain::optionData OptionData;

    domain::fxKIKOBarrierOptionData_Barriers_t Barriers;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::fxKIKOBarrierOptionData_FXIndex_t> FXIndex;

    domain::currencyCode BoughtCurrency;

    float BoughtAmount;

    domain::currencyCode SoldCurrency;

    float SoldAmount;

};


struct fxDigitalBarrierOptionData

{

    xsd::vector<domain::optionData> OptionData;

    xsd::vector<domain::barrierData> BarrierData;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::fxDigitalBarrierOptionData_FXIndex_t> FXIndex;

    xsd::optional<domain::fxDigitalBarrierOptionData_FXIndexDailyLows_t> FXIndexDailyLows;

    xsd::optional<domain::fxDigitalBarrierOptionData_FXIndexDailyHighs_t> FXIndexDailyHighs;

    float Strike;

    float PayoffAmount;

    xsd::optional<domain::currencyCode> PayoffCurrency;

    domain::currencyCode ForeignCurrency;

    domain::currencyCode DomesticCurrency;

};


struct fxTouchOptionData

{

    xsd::vector<domain::optionData> OptionData;

    xsd::vector<domain::barrierData> BarrierData;

    domain::currencyCode ForeignCurrency;

    domain::currencyCode DomesticCurrency;

    domain::currencyCode PayoffCurrency;

    float PayoffAmount;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::fxTouchOptionData_FXIndex_t> FXIndex;

    xsd::optional<domain::fxTouchOptionData_FXIndexDailyLows_t> FXIndexDailyLows;

    xsd::optional<domain::fxTouchOptionData_FXIndexDailyHighs_t> FXIndexDailyHighs;

    xsd::optional<domain::fxTouchOptionData_Calendar_t> Calendar;

};


struct fxSwapData

{

    domain::date NearDate;

    domain::currencyCode NearBoughtCurrency;

    float NearBoughtAmount;

    domain::currencyCode NearSoldCurrency;

    float NearSoldAmount;

    domain::date FarDate;

    float FarBoughtAmount;

    float FarSoldAmount;

    xsd::optional<domain::settlementType> Settlement;

};


enum class legType

{

    Fixed,

    Floating,

    CPI,

    YY,

    CMS,

    CMB,

    DigitalCMS,

    CMSSpread,

    DigitalCMSSpread,

    Cashflow,

    Equity,

    FormulaBased,

    ZeroCouponFixed,

    CommodityFixed,

    CommodityFloating,

    EquityMargin,

    DurationAdjustedCMS,

};


std::string to_string(legType);


enum class dayCounter

{

    A360,

    Actual_360,

    ACT_360,

    Act_360,

    A360__Incl_Last_,

    Actual_360__Incl_Last_,

    ACT_360__Incl_Last_,

    A365,

    A365F,

    Actual_365__Fixed_,

    Actual_365__fixed_,

    ACT_365_FIXED,

    ACT_365,

    ACT_365L,

    Act_365,

    Act_365L,

    Act_365__Canadian_Bond_,

    T360,

    _30_360,

    _30_360_US,

    _30_360__US_,

    _30_360_NASD,

    _30U_360,

    _30US_360,

    _30_360__Bond_Basis_,

    ACT_nACT,

    _30E_360__Eurobond_Basis_,

    _30_360_AIBD__Euro_,

    _30E_360_ICMA,

    _30E_360_ICMA_2,

    _30E_360,

    _30E_360E,

    _30E_360_ISDA,

    _30E_360_ISDA_2,

    _30_360_German,

    _30_360__German_,

    _30_360_Italian,

    _30_360__Italian_,

    ActActISDA,

    ACT_ACT_ISDA,

    Actual_Actual__ISDA_,

    ActualActual__ISDA_,

    ACT_ACT,

    Act_Act,

    ACT29,

    ACT,

    ActActISMA,

    Actual_Actual__ISMA_,

    ActualActual__ISMA_,

    ACT_ACT_ISMA,

    ActActICMA,

    Actual_Actual__ICMA_,

    ActualActual__ICMA_,

    ACT_ACT_ICMA,

    ActActAFB,

    ACT_ACT_AFB,

    Actual_Actual__AFB_,

    _1_1,

    BUS_252,

    Business_252,

    Actual_365__No_Leap_,

    Act_365__NL_,

    NL_365,

    Actual_365__JGB_,

    Simple,

    Year,

    A364,

    Actual_364,

    Act_364,

    ACT_364,

    Month,

};


std::string to_string(dayCounter);


enum class businessDayConvention

{

    F,

    Following,

    FOLLOWING,

    MF,

    ModifiedFollowing,

    Modified_Following,

    MODIFIEDF,

    MODFOLLOWING,

    P,

    Preceding,

    PRECEDING,

    MP,

    ModifiedPreceding,

    Modified_Preceding,

    MODIFIEDP,

    U,

    Unadjusted,

    INDIFF,

    HMMF,

    HalfMonthModifiedFollowing,

    HalfMonthMF,

    Half_Month_Modified_Following,

    HALFMONTHMF,

    NEAREST,

    NONE,

    NotApplicable,

    _,

};


std::string to_string(businessDayConvention);


typedef xsd::string paymentLag;


struct legData_capfloor_Notionals_t

{

    xsd::vector<domain::legData_capfloor_Notionals_t_Notional_t> Notional;

    xsd::vector<domain::fxreset> FXReset;

    xsd::vector<domain::exchanges> Exchanges;

};


struct legData_capfloor

{

    xsd::optional<bool> Payer;

    domain::legType LegType;

    domain::currencyCode Currency;

    domain::dayCounter DayCounter;

    xsd::optional<domain::businessDayConvention> PaymentConvention;

    xsd::optional<domain::paymentLag> PaymentLag;

    xsd::optional<domain::legData_capfloor_PaymentCalendar_t> PaymentCalendar;

    domain::legData_capfloor_Notionals_t Notionals;

    domain::scheduleData ScheduleData;

    xsd::optional<domain::legData_capfloor_PaymentDates_t> PaymentDates;

};


struct capFloorData

{

    domain::longShort LongShort;

    domain::legData_capfloor LegData;

    xsd::optional<domain::capFloorData_Caps_t> Caps;

    xsd::optional<domain::capFloorData_Floors_t> Floors;

    xsd::optional<domain::capFloorData_PremiumAmount_t> PremiumAmount;

    xsd::optional<domain::premiumCurrencyCode> PremiumCurrency;

    xsd::optional<domain::capFloorData_PremiumPayDate_t> PremiumPayDate;

    xsd::optional<domain::premiumData> Premiums;

};


struct equityFutureOptionData

{

    domain::optionData OptionData;

    domain::currencyCode Currency;

    float Strike;

    float Quantity;

    xsd::optional<domain::date> FutureExpiryDate;

};


typedef xsd::string extendedCurrencyCode;


struct equityOptionData

{

    domain::optionData OptionData;

    domain::extendedCurrencyCode Currency;

    xsd::optional<domain::extendedCurrencyCode> StrikeCurrency;

    float Quantity;

};


enum class barrierType

{

    UpAndOut,

    UpAndIn,

    DownAndOut,

    DownAndIn,

    KnockIn,

    KnockOut,

    CumulatedProfitCap,

    CumulatedProfitCapPoints,

    FixingCap,

    FixingFloor,

};


std::string to_string(barrierType);


enum class barrierCompare

{

    _0,

    _1,

    _2,

};


std::string to_string(barrierCompare);


enum class barrierStyle

{

    American,

    European,

};


std::string to_string(barrierStyle);


struct barrierData_Levels_t

{

    xsd::vector<float> Level;

};


enum class barrierData_RebatePayTime_t

{

    atHit,

    atExpiry,

};


std::string to_string(barrierData_RebatePayTime_t);


struct barrierData

{

    domain::barrierType Type;

    xsd::optional<domain::barrierCompare> StrictComparison;

    xsd::optional<domain::barrierStyle> Style;

    domain::barrierData_Levels_t Levels;

    xsd::optional<float> Rebate;

    xsd::optional<domain::currencyCode> RebateCurrency;

    xsd::optional<domain::barrierData_RebatePayTime_t> RebatePayTime;

    xsd::optional<domain::bool_> OverrideTriggered;

};


struct eqBarrierOptionData

{

    domain::optionData OptionData;

    domain::barrierData BarrierData;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::eqBarrierOptionData_EQIndex_t> EQIndex;

    domain::currencyCode Currency;

    float Quantity;

};


struct equityForwardData

{

    domain::longShort LongShort;

    domain::date Maturity;

    domain::extendedCurrencyCode Currency;

    float Strike;

    xsd::optional<domain::extendedCurrencyCode> StrikeCurrency;

    float Quantity;

    xsd::optional<domain::eqForwardSettlementData> SettlementData;

};


struct eqDigitalOptionData

{

    domain::optionData OptionData;

    float Strike;

    xsd::optional<domain::currencyCode> PayoffCurrency;

    float PayoffAmount;

    float Quantity;

};


struct eqTouchOptionData

{

    domain::optionData OptionData;

    domain::barrierData BarrierData;

    domain::currencyCode PayoffCurrency;

    float PayoffAmount;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::eqTouchOptionData_EQIndex_t> EQIndex;

};


enum class optionType

{

    Call,

    Put,

};


std::string to_string(optionType);


struct cliquetOptionData

{

    domain::currencyCode Currency;

    float Notional;

    domain::longShort LongShort;

    domain::optionType OptionType;

    float Moneyness;

    xsd::optional<float> LocalCap;

    xsd::optional<float> LocalFloor;

    xsd::optional<float> GlobalCap;

    xsd::optional<float> GlobalFloor;

    domain::scheduleData ScheduleData;

    xsd::optional<int64_t> SettlementDays;

    xsd::optional<float> Premium;

    xsd::optional<domain::date> PremiumPaymentDate;

    xsd::optional<domain::currencyCode> PremiumCurrency;

};


struct bondData_SecurityId_t : xsd::string

{

};


enum class bondPriceType

{

    Clean,

    Dirty,

};


std::string to_string(bondPriceType);


struct bondData

{

    xsd::optional<domain::bondData_IssuerId_t> IssuerId;

    xsd::optional<domain::bondData_CreditCurveId_t> CreditCurveId;

    xsd::optional<domain::bondData_CreditGroup_t> CreditGroup;

    domain::bondData_SecurityId_t SecurityId;

    xsd::optional<domain::bondData_ReferenceCurveId_t> ReferenceCurveId;

    xsd::optional<domain::bondData_IncomeCurveId_t> IncomeCurveId;

    xsd::optional<domain::bondData_VolatilityCurveId_t> VolatilityCurveId;

    xsd::optional<domain::bondData_SettlementDays_t> SettlementDays;

    xsd::optional<domain::bondData_Calendar_t> Calendar;

    xsd::optional<domain::bondData_IssueDate_t> IssueDate;

    xsd::optional<domain::bondData_PriceQuoteMethod_t> PriceQuoteMethod;

    xsd::optional<domain::bondData_PriceQuoteBaseValue_t> PriceQuoteBaseValue;

    xsd::optional<domain::bondData_BondNotional_t> BondNotional;

    xsd::optional<domain::bondPriceType> PriceType;

    xsd::optional<domain::bondData_Payer_t> Payer;

    xsd::vector<domain::legData> LegData;

    xsd::optional<domain::bool_> CreditRisk;

    xsd::optional<domain::bondData_SubType_t> SubType;

};


struct settlementData_ForwardMaturityDate_t : xsd::string

{

};


struct settlementData

{

    domain::settlementData_ForwardMaturityDate_t ForwardMaturityDate;

    xsd::optional<domain::settlementData_ForwardSettlementDate_t> ForwardSettlementDate;

    xsd::optional<domain::settlementData_Settlement_t> Settlement;

    xsd::optional<float> Amount;

    xsd::optional<float> LockRate;

    xsd::optional<float> dv01;

    xsd::optional<domain::settlementData_LockRateDayCounter_t> LockRateDayCounter;

    xsd::optional<domain::settlementData_SettlementDirty_t> SettlementDirty;

};


struct forwardBondData_LongInForward_t : xsd::string

{

};


struct forwardBondData

{

    domain::bondData BondData;

    domain::settlementData SettlementData;

    xsd::optional<domain::forwardBondData_PremiumData_t> PremiumData;

    domain::forwardBondData_LongInForward_t LongInForward;

    xsd::optional<bool> KnockOut;

};


struct bondFutureData_ContractName_t : xsd::string

{

};


struct bondFutureData_ContractNotional_t : xsd::string

{

};


struct bondFutureData_LongShort_t : xsd::string

{

};


struct bondFutureData

{

    domain::bondFutureData_ContractName_t ContractName;

    domain::bondFutureData_ContractNotional_t ContractNotional;

    domain::bondFutureData_LongShort_t LongShort;

    xsd::optional<domain::currencyCode> Currency;

    xsd::optional<domain::bondFutureData_ContractMonth_t> ContractMonth;

    xsd::optional<domain::bondFutureData_DeliverableGrade_t> DeliverableGrade;

    xsd::optional<domain::bondFutureData_FairPrice_t> FairPrice;

    xsd::optional<domain::bondFutureData_Settlement_t> Settlement;

    xsd::optional<domain::bondFutureData_SettlementDirty_t> SettlementDirty;

    xsd::optional<domain::bondFutureData_RootDate_t> RootDate;

    xsd::optional<domain::bondFutureData_ExpiryBasis_t> ExpiryBasis;

    xsd::optional<domain::bondFutureData_SettlementBasis_t> SettlementBasis;

    xsd::optional<domain::bondFutureData_ExpiryLag_t> ExpiryLag;

    xsd::optional<domain::bondFutureData_SettlementLag_t> SettlementLag;

    xsd::optional<domain::bondFutureData_LastTradingDate_t> LastTradingDate;

    xsd::optional<domain::bondFutureData_LastDeliveryDate_t> LastDeliveryDate;

    xsd::optional<domain::deliveryBasket> DeliveryBasket;

};


struct legData

{

    bool Payer;

    domain::legType LegType;

    xsd::optional<domain::extendedCurrencyCode> Currency;

    xsd::optional<domain::businessDayConvention> PaymentConvention;

    xsd::optional<domain::paymentLag> PaymentLag;

    xsd::optional<int64_t> NotionalPaymentLag;

    xsd::optional<domain::legData_PaymentCalendar_t> PaymentCalendar;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::legData_Amortizations_t> Amortizations;

    xsd::optional<domain::legData_Notionals_t> Notionals;

    xsd::optional<domain::scheduleData> ScheduleData;

    xsd::optional<domain::legData_PaymentDates_t> PaymentDates;

    xsd::optional<domain::legData_Indexings_t> Indexings;

    xsd::optional<domain::dayCounter> LastPeriodDayCounter;

    xsd::optional<bool> StrictNotionalDates;

    xsd::optional<domain::scheduleData> PaymentSchedule;

    xsd::optional<domain::legData_SettlementData_t> SettlementData;

};


struct creditDefaultSwapData

{

    xsd::optional<domain::creditDefaultSwapData_IssuerId_t> IssuerId;

    xsd::optional<domain::creditDefaultSwapData_ReferenceObligation_t> ReferenceObligation;

    xsd::optional<domain::bool_> SettlesAccrual;

    xsd::optional<domain::bool_> RebatesAccrual;

    xsd::optional<domain::bool_> PaysAtDefaultTime;

    xsd::optional<domain::creditDefaultSwapData_ProtectionPaymentTime_t> ProtectionPaymentTime;

    xsd::optional<domain::date> ProtectionStart;

    xsd::optional<domain::date> UpfrontDate;

    xsd::optional<float> UpfrontFee;

    xsd::optional<float> FixedRecoveryRate;

    domain::legData LegData;

    xsd::optional<domain::date> TradeDate;

    xsd::optional<uint64_t> CashSettlementDays;

};


enum class creditDefaultSwapOptionData_StrikeType_t

{

    Spread,

};


std::string to_string(creditDefaultSwapOptionData_StrikeType_t);


struct creditDefaultSwapOptionData

{

    domain::optionData OptionData;

    domain::creditDefaultSwapData CreditDefaultSwapData;

    xsd::optional<float> Strike;

    xsd::optional<domain::creditDefaultSwapOptionData_StrikeType_t> StrikeType;

    xsd::optional<domain::bool_> KnockOut;

    xsd::optional<domain::creditDefaultSwapOptionData_Term_t> Term;

    xsd::optional<domain::auctionSettlementInformation> AuctionSettlementInformation;

};


struct commodityForwardData_Name_t : xsd::string

{

};


struct commodityForwardData

{

    domain::longShort Position;

    domain::date Maturity;

    domain::commodityForwardData_Name_t Name;

    domain::currencyCode Currency;

    float Strike;

    float Quantity;

    xsd::optional<domain::bool_> IsFuturePrice;

    xsd::optional<domain::date> FutureExpiryDate;

    xsd::optional<domain::commodityForwardData_FutureExpiryOffset_t> FutureExpiryOffset;

    xsd::optional<domain::commodityForwardData_FutureExpiryOffsetCalendar_t> FutureExpiryOffsetCalendar;

    xsd::optional<domain::bool_> PhysicallySettled;

    xsd::optional<domain::date> PaymentDate;

    xsd::optional<domain::commForwardSettlementData> SettlementData;

};


struct commodityOptionData_Name_t : xsd::string

{

};


struct commodityOptionData

{

    domain::optionData OptionData;

    domain::commodityOptionData_Name_t Name;

    domain::currencyCode Currency;

    float Strike;

    float Quantity;

    xsd::optional<domain::bool_> IsFuturePrice;

    xsd::optional<domain::date> FutureExpiryDate;

};


struct commodityDigitalAveragePriceOptionData_Name_t : xsd::string

{

};


enum class priceType

{

    Spot,

    FutureSettlement,

};


std::string to_string(priceType);


typedef double positiveDecimal;


enum class commodityQuantityFrequencyType

{

    PerCalculationPeriod,

    PerCalendarDay,

    PerPricingDay,

    PerHour,

    PerHourAndCalendarDay,

};


std::string to_string(commodityQuantityFrequencyType);


enum class commodityPayRelativeToType

{

    CalculationPeriodStartDate,

    CalculationPeriodEndDate,

    FutureExpiryDate,

    TerminationDate,

};


std::string to_string(commodityPayRelativeToType);


struct commodityDigitalAveragePriceOptionData

{

    domain::optionData OptionData;

    xsd::optional<domain::barrierData> BarrierData;

    domain::commodityDigitalAveragePriceOptionData_Name_t Name;

    domain::currencyCode Currency;

    float DigitalCashPayoff;

    float Strike;

    domain::priceType PriceType;

    domain::date StartDate;

    domain::date EndDate;

    domain::calendar PaymentCalendar;

    domain::paymentLag PaymentLag;

    domain::businessDayConvention PaymentConvention;

    domain::calendar PricingCalendar;

    xsd::optional<domain::date> PaymentDate;

    xsd::optional<domain::positiveDecimal> Gearing;

    xsd::optional<float> Spread;

    xsd::optional<domain::commodityQuantityFrequencyType> CommodityQuantityFrequency;

    xsd::optional<domain::commodityPayRelativeToType> CommodityPayRelativeTo;

    xsd::optional<int64_t> FutureMonthOffset;

    xsd::optional<uint64_t> DeliveryRollDays;

    xsd::optional<bool> IncludePeriodEnd;

    xsd::optional<domain::commodityDigitalAveragePriceOptionData_FXIndex_t> FXIndex;

};


struct commodityDigitalOptionData_Name_t : xsd::string

{

};


struct commodityDigitalOptionData

{

    domain::optionData OptionData;

    domain::commodityDigitalOptionData_Name_t Name;

    domain::currencyCode Currency;

    float Strike;

    float Payoff;

    xsd::optional<domain::bool_> IsFuturePrice;

    xsd::optional<domain::date> FutureExpiryDate;

};


struct commoditySpreadOptionData

{

    xsd::vector<domain::legData> LegData;

    domain::optionData OptionData;

    double SpreadStrike;

    xsd::optional<domain::commoditySpreadOptionStripPaymentData> OptionStripPaymentDates;

};


struct commoditySwapData

{

    xsd::optional<bool> RoundNettedFloatingLegs;

    xsd::optional<uint64_t> NettingPrecision;

    xsd::vector<domain::legData> LegData;

};


struct commoditySwaptionData

{

    domain::optionData OptionData;

    xsd::vector<domain::legData> LegData;

};


struct commodityAveragePriceOptionData_Name_t : xsd::string

{

};


struct commodityAveragePriceOptionData

{

    domain::optionData OptionData;

    xsd::optional<domain::barrierData> BarrierData;

    domain::commodityAveragePriceOptionData_Name_t Name;

    domain::currencyCode Currency;

    float Quantity;

    float Strike;

    domain::priceType PriceType;

    domain::date StartDate;

    domain::date EndDate;

    domain::calendar PaymentCalendar;

    domain::paymentLag PaymentLag;

    domain::businessDayConvention PaymentConvention;

    domain::calendar PricingCalendar;

    xsd::optional<domain::date> PaymentDate;

    xsd::optional<domain::positiveDecimal> Gearing;

    xsd::optional<float> Spread;

    xsd::optional<domain::commodityQuantityFrequencyType> CommodityQuantityFrequency;

    xsd::optional<domain::commodityPayRelativeToType> CommodityPayRelativeTo;

    xsd::optional<int64_t> FutureMonthOffset;

    xsd::optional<uint64_t> DeliveryRollDays;

    xsd::optional<bool> IncludePeriodEnd;

    xsd::optional<domain::commodityAveragePriceOptionData_FXIndex_t> FXIndex;

};


struct commodityOptionStripData

{

    domain::legData LegData;

    xsd::optional<domain::callsPutsType> Calls;

    xsd::optional<domain::callsPutsType> Puts;

    xsd::optional<domain::commodityOptionStripData_PremiumAmount_t> PremiumAmount;

    xsd::optional<domain::premiumCurrencyCode> PremiumCurrency;

    xsd::optional<domain::commodityOptionStripData_PremiumPayDate_t> PremiumPayDate;

    xsd::optional<domain::premiumData> Premiums;

    xsd::optional<domain::commodityOptionStripData_Style_t> Style;

    xsd::optional<domain::settlementType> Settlement;

    xsd::optional<bool> IsDigital;

    xsd::optional<double> PayoffPerUnit;

};


struct commodityPositionData

{

    float Quantity;

    xsd::vector<domain::underlying> Underlying;

};


struct singleUnderlyingAsianOptionData

{

    domain::currencyCode Currency;

    float Quantity;

    xsd::optional<domain::underlying> Underlying;

    domain::optionData OptionData;

    xsd::optional<domain::singleUnderlyingAsianOptionData_Settlement_t> Settlement;

    xsd::optional<domain::scheduleData> ObservationDates;

};


struct bondOptionData

{

    domain::optionData OptionData;

    xsd::optional<domain::bondOptionData_Redemption_t> Redemption;

    xsd::optional<domain::bondOptionData_PriceType_t> PriceType;

    xsd::optional<domain::bool_> KnocksOut;

    domain::bondData BondData;

};


struct bondRepoData_RepoData_t

{

    domain::legData LegData;

};


struct bondRepoData

{

    domain::bondData BondData;

    domain::bondRepoData_RepoData_t RepoData;

};


struct totalReturnData_Payer_t : xsd::string

{

};


struct totalReturnData_PriceType_t : xsd::string

{

};


enum class trsFxConversion

{

    Start,

    End,

};


std::string to_string(trsFxConversion);


struct totalReturnData

{

    domain::totalReturnData_Payer_t Payer;

    xsd::optional<float> InitialPrice;

    domain::totalReturnData_PriceType_t PriceType;

    xsd::optional<domain::totalReturnData_ObservationLag_t> ObservationLag;

    xsd::optional<domain::businessDayConvention> ObservationConvention;

    xsd::optional<domain::calendar> ObservationCalendar;

    xsd::optional<domain::paymentLag> PaymentLag;

    xsd::optional<domain::businessDayConvention> PaymentConvention;

    xsd::optional<domain::calendar> PaymentCalendar;

    xsd::optional<domain::totalReturnData_PaymentDates_t> PaymentDates;

    xsd::optional<domain::trsFxConversion> FXConversion;

    xsd::optional<domain::fxTermsData> FXTerms;

    domain::scheduleData ScheduleData;

    xsd::optional<bool> PayBondCashFlowsImmediately;

};


struct fundingData

{

    domain::legData LegData;

};


struct bondTRSData

{

    domain::bondData BondData;

    domain::totalReturnData TotalReturnData;

    domain::fundingData FundingData;

};


struct cdoData_Qualifier_t : xsd::string

{

};


typedef xsd::string emptyFloat;


struct cdoData

{

    domain::cdoData_Qualifier_t Qualifier;

    domain::date ProtectionStart;

    xsd::optional<domain::date> UpfrontDate;

    xsd::optional<domain::emptyFloat> UpfrontFee;

    xsd::optional<domain::bool_> SettlesAccrual;

    xsd::optional<domain::bool_> RebatesAccrual;

    xsd::optional<domain::bool_> PaysAtDefaultTime;

    xsd::optional<domain::cdoData_ProtectionPaymentTime_t> ProtectionPaymentTime;

    xsd::optional<float> FixedRecoveryRate;

    float AttachmentPoint;

    float DetachmentPoint;

    domain::legData LegData;

    xsd::optional<domain::basketData> BasketData;

};


struct creditLinkedSwapData_CreditCurveId_t : xsd::string

{

};


struct creditLinkedSwapData

{

    domain::creditLinkedSwapData_CreditCurveId_t CreditCurveId;

    xsd::optional<domain::bool_> SettlesAccrual;

    xsd::optional<float> FixedRecoveryRate;

    xsd::optional<domain::creditLinkedSwapData_DefaultPaymentTime_t> DefaultPaymentTime;

    xsd::optional<domain::creditLinkedSwapData_IndependentPayments_t> IndependentPayments;

    xsd::optional<domain::creditLinkedSwapData_ContingentPayments_t> ContingentPayments;

    xsd::optional<domain::creditLinkedSwapData_DefaultPayments_t> DefaultPayments;

    xsd::optional<domain::creditLinkedSwapData_RecoveryPayments_t> RecoveryPayments;

};


struct indexCreditDefaultSwapData_CreditCurveId_t : xsd::string

{

};


struct indexCreditDefaultSwapData

{

    xsd::optional<domain::indexCreditDefaultSwapData_IssuerId_t> IssuerId;

    domain::indexCreditDefaultSwapData_CreditCurveId_t CreditCurveId;

    xsd::optional<domain::bool_> SettlesAccrual;

    xsd::optional<domain::bool_> RebatesAccrual;

    xsd::optional<domain::bool_> PaysAtDefaultTime;

    xsd::optional<domain::indexCreditDefaultSwapData_ProtectionPaymentTime_t> ProtectionPaymentTime;

    xsd::optional<domain::date> ProtectionStart;

    xsd::optional<domain::date> UpfrontDate;

    xsd::optional<float> UpfrontFee;

    domain::legData LegData;

    xsd::optional<domain::date> TradeDate;

    xsd::optional<uint64_t> CashSettlementDays;

    xsd::optional<domain::basketData> BasketData;

};


enum class cdsOptionstrikeType

{

    Spread,

    Price,

};


std::string to_string(cdsOptionstrikeType);


struct indexCreditDefaultSwapOptionData

{

    xsd::optional<float> Strike;

    xsd::optional<domain::bool_> KnockOut;

    xsd::optional<domain::indexCreditDefaultSwapOptionData_IndexTerm_t> IndexTerm;

    xsd::optional<domain::cdsOptionstrikeType> StrikeType;

    xsd::optional<domain::date> TradeDate;

    xsd::optional<domain::date> FrontEndProtectionStartDate;

    domain::optionData OptionData;

    domain::indexCreditDefaultSwapData IndexCreditDefaultSwapData;

};


struct multiLegOptionData

{

    xsd::vector<domain::optionData> OptionData;

    xsd::vector<domain::legData> LegData;

};


struct convertibleBondData

{

    domain::bondData BondData;

    xsd::optional<domain::cbCallData> CallData;

    xsd::optional<domain::cbCallData> PutData;

    xsd::optional<domain::cbConversionData> ConversionData;

    xsd::optional<domain::cbDividendProtectionData> DividendProtectionData;

    xsd::optional<domain::bool_> Detachable;

};


struct ascotData

{

    domain::convertibleBondData ConvertibleBondData;

    domain::optionData OptionData;

    domain::fundingData ReferenceSwapData;

};


struct callableBondData

{

    domain::bondData BondData;

    xsd::optional<domain::callableBondCallData> CallData;

    xsd::optional<domain::callableBondCallData> PutData;

};


struct tlockData

{

    domain::bool_ Payer;

    domain::bondData BondData;

    float ReferenceRate;

    xsd::optional<domain::dayCounter> DayCounter;

    domain::date TerminationDate;

    xsd::optional<int64_t> PaymentGap;

    domain::calendar PaymentCalendar;

};


struct rpaData_CreditCurveId_t : xsd::string

{

};


struct rpaData_ProtectionFee_t

{

    xsd::vector<domain::legData> LegData;

};


struct rpaData_Underlying_t

{

    xsd::optional<domain::optionData> OptionData;

    xsd::optional<bool> NakedOption;

    xsd::vector<domain::legData> LegData;

    xsd::optional<domain::tlockData> TreasuryLockData;

};


struct rpaData

{

    float ParticipationRate;

    domain::date ProtectionStart;

    domain::date ProtectionEnd;

    domain::rpaData_CreditCurveId_t CreditCurveId;

    xsd::optional<domain::rpaData_IssuerId_t> IssuerId;

    xsd::optional<bool> SettlesAccrual;

    xsd::optional<float> FixedRecoveryRate;

    domain::rpaData_ProtectionFee_t ProtectionFee;

    domain::rpaData_Underlying_t Underlying;

};


struct cboInvestment_TrancheName_t : xsd::string

{

};


struct cboInvestment_StructureId_t : xsd::string

{

};


struct cboInvestment

{

    domain::cboInvestment_TrancheName_t TrancheName;

    float Notional;

    domain::cboInvestment_StructureId_t StructureId;

};


struct cbodata

{

    domain::cboInvestment CBOInvestment;

    xsd::optional<domain::cboStructure> CBOStructure;

};


struct bondBasketData

{

    xsd::optional<float> Quantity;

    xsd::optional<domain::bondBasketData_Identifier_t> Identifier;

    xsd::vector<domain::underlying> Underlying;

};


struct equityPositionData

{

    float Quantity;

    xsd::vector<domain::underlying> Underlying;

};


struct equityOptionPositionData

{

    float Quantity;

    xsd::vector<domain::equityOptionUnderlyingData> Underlying;

};


struct trsUnderlyingData

{

    xsd::vector<domain::trsUnderlyingData_Derivative_t> Derivative;

    xsd::vector<domain::trsUnderlyingData_Trade_t> Trade;

    xsd::vector<domain::trsUnderlyingData_PortfolioIndexTradeData_t> PortfolioIndexTradeData;

};


struct trsReturnData

{

    bool Payer;

    domain::currencyCode Currency;

    domain::scheduleData ScheduleData;

    xsd::optional<domain::trsReturnData_ObservationLag_t> ObservationLag;

    xsd::optional<domain::businessDayConvention> ObservationConvention;

    xsd::optional<domain::calendar> ObservationCalendar;

    xsd::optional<domain::paymentLag> PaymentLag;

    xsd::optional<domain::businessDayConvention> PaymentConvention;

    xsd::optional<domain::calendar> PaymentCalendar;

    xsd::optional<domain::trsReturnData_PaymentDates_t> PaymentDates;

    xsd::optional<float> InitialPrice;

    xsd::optional<domain::extendedCurrencyCode> InitialPriceCurrency;

    xsd::optional<domain::fxTermsData> FXTerms;

    xsd::optional<bool> PayUnderlyingCashFlowsImmediately;

};


struct totalReturnSwapData

{

    domain::trsUnderlyingData UnderlyingData;

    domain::trsReturnData ReturnData;

    xsd::optional<domain::trsFundingData> FundingData;

    xsd::optional<domain::trsAdditionalCashflowData> AdditionalCashflowData;

};


enum class notionalCalculation

{

    _,

    Sum,

    Mean,

    Average,

    First,

    Last,

    Min,

    Max,

    Override,

};


std::string to_string(notionalCalculation);


struct compositeTradeData

{

    domain::currencyCode Currency;

    xsd::optional<domain::notionalCalculation> NotionalCalculation;

    xsd::optional<float> NotionalOverride;

    xsd::optional<bool> PortfolioBasket;

    xsd::optional<domain::compositeTradeData_BasketName_t> BasketName;

    xsd::optional<double> IndexQuantity;

    xsd::optional<domain::compositeTradeComponents> Components;

};


struct stFreeStyleIndexVectorBase

{

    xsd::vector<domain::stFreeStyleIndexVectorBase_Value_t> Value;

};


struct stFreeStyleIndexVector : domain::stFreeStyleIndexVectorBase

{

    xsd::optional<domain::type_t> type;

};


struct stFreeStyleNumberVectorBase

{

    xsd::vector<float> Value;

};


struct stFreeStyleNumberVector : domain::stFreeStyleNumberVectorBase

{

    xsd::optional<domain::type_t> type;

};


struct pairwiseVarianceSwapData1

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector UnderlyingStrikes;

    domain::stFreeStyleNumberVector UnderlyingNotionals;

    domain::stFreeStyleNumber BasketNotional;

    domain::stFreeStyleNumber BasketStrike;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    xsd::optional<domain::stFreeStyleEventSchedule> LaggedValuationSchedule;

    xsd::optional<domain::stFreeStyleNumber> AccrualLag;

    xsd::optional<domain::stFreeStyleNumber> PayoffLimit;

    xsd::optional<domain::stFreeStyleNumber> Cap;

    xsd::optional<domain::stFreeStyleNumber> Floor;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct pairwiseVarianceSwapData2

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector UnderlyingStrikes;

    domain::stFreeStyleNumberVector UnderlyingNotionals;

    domain::stFreeStyleNumber BasketNotional;

    domain::stFreeStyleNumber BasketStrike;

    domain::scheduleData ValuationSchedule;

    xsd::optional<domain::scheduleData> LaggedValuationSchedule;

    xsd::optional<domain::stFreeStyleNumber> AccrualLag;

    xsd::optional<domain::stFreeStyleNumber> PayoffLimit;

    xsd::optional<domain::stFreeStyleNumber> Cap;

    xsd::optional<domain::stFreeStyleNumber> Floor;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct underlying_Type_t : xsd::string

{

};


struct underlying_Name_t : xsd::string

{

};


struct underlying

{

    domain::underlying_Type_t Type;

    domain::underlying_Name_t Name;

    xsd::optional<domain::underlying_IdentifierType_t> IdentifierType;

    xsd::optional<domain::currencyCode> Currency;

    xsd::optional<domain::underlying_Exchange_t> Exchange;

    xsd::optional<float> Weight;

    xsd::optional<domain::underlying_PriceType_t> PriceType;

    xsd::optional<uint64_t> FutureMonthOffset;

    xsd::optional<uint64_t> DeliveryRollDays;

    xsd::optional<domain::underlying_DeliveryRollCalendar_t> DeliveryRollCalendar;

    xsd::optional<domain::underlying_FutureExpiryDate_t> FutureExpiryDate;

    xsd::optional<domain::underlying_FutureContractMonth_t> FutureContractMonth;

    xsd::optional<domain::underlying_Interpolation_t> Interpolation;

    xsd::optional<float> BidAskAdjustment;

};


struct eqOutperformanceOptionData

{

    domain::optionData OptionData;

    domain::currencyCode Currency;

    float Notional;

    domain::underlying Underlying1;

    domain::underlying Underlying2;

    float InitialPrice1;

    float InitialPrice2;

    float StrikeReturn;

    xsd::optional<float> KnockInPrice;

    xsd::optional<float> KnockOutPrice;

    xsd::optional<domain::currencyCode> InitialPriceCurrency1;

    xsd::optional<domain::fxTermsData> InitialPriceFXTerms1;

    xsd::optional<domain::currencyCode> InitialPriceCurrency2;

    xsd::optional<domain::fxTermsData> InitialPriceFXTerms2;

};


struct flexiSwapData

{

    xsd::optional<domain::flexiSwapData_LowerNotionalBounds_t> LowerNotionalBounds;

    xsd::optional<domain::flexiSwapData_Prepayment_t> Prepayment;

    domain::longShort OptionLongShort;

    xsd::vector<domain::legData> LegData;

};


struct bgSwapData_ReferenceSecurity_t : xsd::string

{

};


struct tranches

{

    xsd::vector<domain::tranche> Tranche;

    domain::scheduleData ScheduleData;

};


struct bgSwapData

{

    domain::bgSwapData_ReferenceSecurity_t ReferenceSecurity;

    domain::tranches Tranches;

    xsd::vector<domain::legData> LegData;

};


struct stFreeStyleOptionType : xsd::string

{

    xsd::optional<domain::type_t> type;

};


struct commodityRevenueOptionData

{

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleEventSchedule ValuationDates;

    domain::stFreeStyleEventSchedule SettlementSchedule;

    domain::stFreeStyleNumber TrueUp;

    domain::stFreeStyleEventSchedule MonthlySchedule;

    domain::stFreeStyleNumberVector MonthlyBaseloadCapacity;

    domain::stFreeStyleNumberVector MonthlyDuctFiredCapacity;

    domain::stFreeStyleNumberVector MonthlyBaseloadHeatRate;

    domain::stFreeStyleNumberVector MonthlyDuctFiredHeatRate;

    domain::stFreeStyleNumberVector VOM;

    domain::stFreeStyleNumber HoursPerDay;

    domain::stFreeStyleIndex GasIndex;

    domain::stFreeStyleIndex EnergyIndex;

    domain::stFreeStyleCurrency PayCcy;

};


struct stFreeStyleBool : xsd::base<bool>

{

    xsd::optional<domain::type_t> type;

};


struct basketVarianceSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleBool SquaredPayoff;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct underlyings

{

    xsd::vector<domain::underlying> Underlying;

};


struct basketVarianceSwapData2

{

    domain::longShort LongShort;

    float Strike;

    float Notional;

    domain::underlyings Underlyings;

    domain::scheduleData ValuationSchedule;

    bool SquaredPayoff;

    xsd::optional<float> Cap;

    xsd::optional<float> Floor;

    domain::date SettlementDate;

    domain::currencyCode Currency;

};


struct extendedAccumulatorData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber FixingAmount;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber ExtensionTrigger;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleCurrency PayCurrency;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleEventSchedule ObservationSettlementDates;

    domain::stFreeStyleEventSchedule ConditionalObservationDates;

    domain::stFreeStyleEventSchedule ConditionalSettlementDates;

    domain::stFreeStyleEvent ExtensionDecisionDate;

};


struct varianceOptionData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleNumber PremiumAmount;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber VarianceReference;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleBool SquaredPayoff;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct varianceDispersionSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings1;

    domain::stFreeStyleNumberVector Weights1;

    domain::stFreeStyleNumberVector Strikes1;

    domain::stFreeStyleNumberVector Spreads1;

    domain::stFreeStyleNumberVector Notionals1;

    domain::stFreeStyleNumberVector Caps1;

    domain::stFreeStyleNumberVector Floors1;

    domain::stFreeStyleIndexVector Underlyings2;

    domain::stFreeStyleNumberVector Weights2;

    domain::stFreeStyleNumberVector Strikes2;

    domain::stFreeStyleNumberVector Spreads2;

    domain::stFreeStyleNumberVector Notionals2;

    domain::stFreeStyleNumberVector Caps2;

    domain::stFreeStyleNumberVector Floors2;

    domain::stFreeStyleBool DividendAdjustment;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct stFreeStyleBarrierType : xsd::string

{

    xsd::optional<domain::type_t> type;

};


struct kikoVarianceSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleBool SquaredPayoff;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct corridorVarianceSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleBool SquaredPayoff;

    domain::stFreeStyleNumber UpperBarrierLevel;

    domain::stFreeStyleNumber LowerBarrierLevel;

    domain::stFreeStyleBool CountBothObservations;

    domain::stFreeStyleBool AccrualAdjustment;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct indexedCorridorVarianceSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleIndex CorridorIndex;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleBool SquaredPayoff;

    domain::stFreeStyleNumber UpperBarrierLevel;

    domain::stFreeStyleNumber LowerBarrierLevel;

    domain::stFreeStyleBool AccrualAdjustment;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct kikoCorridorVarianceSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleNumber CorridorUpperBarrierLevel;

    domain::stFreeStyleNumber CorridorLowerBarrierLevel;

    domain::stFreeStyleBarrierType KIKOBarrierType;

    domain::stFreeStyleNumber KIKOBarrierLevel;

    domain::stFreeStyleBool CountBothObservations;

    domain::stFreeStyleBool AccrualAdjustment;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleEventSchedule SettlementSchedule;

    domain::stFreeStyleCurrency PayCcy;

};


struct corridorVarianceDispersionSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleIndexVector Underlyings1;

    domain::stFreeStyleNumberVector Strikes1;

    domain::stFreeStyleNumberVector Spreads1;

    domain::stFreeStyleNumberVector Notionals1;

    domain::stFreeStyleNumberVector Caps1;

    domain::stFreeStyleNumberVector Floors1;

    domain::stFreeStyleIndexVector Underlyings2;

    domain::stFreeStyleNumberVector Strikes2;

    domain::stFreeStyleNumberVector Spreads2;

    domain::stFreeStyleNumberVector Notionals2;

    domain::stFreeStyleNumberVector Caps2;

    domain::stFreeStyleNumberVector Floors2;

    domain::stFreeStyleNumberVector UpperBarrierLevels;

    domain::stFreeStyleNumberVector LowerBarrierLevels;

    domain::stFreeStyleBool CountBothObservations;

    domain::stFreeStyleBool AccrualAdjustment;

    domain::stFreeStyleBool DividendAdjustment;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct koCorridorVarianceDispersionSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleIndexVector Underlyings1;

    domain::stFreeStyleNumberVector Strikes1;

    domain::stFreeStyleNumberVector Spreads1;

    domain::stFreeStyleNumberVector Notionals1;

    domain::stFreeStyleNumberVector Caps1;

    domain::stFreeStyleNumberVector Floors1;

    domain::stFreeStyleIndexVector Underlyings2;

    domain::stFreeStyleNumberVector Strikes2;

    domain::stFreeStyleNumberVector Spreads2;

    domain::stFreeStyleNumberVector Notionals2;

    domain::stFreeStyleNumberVector Caps2;

    domain::stFreeStyleNumberVector Floors2;

    domain::stFreeStyleNumberVector CorridorUpperBarrierLevels;

    domain::stFreeStyleNumberVector CorridorLowerBarrierLevels;

    domain::stFreeStyleNumberVector KOUpperBarrierLevels;

    domain::stFreeStyleNumberVector KOLowerBarrierLevels;

    domain::stFreeStyleBool CountBothObservations;

    domain::stFreeStyleBool AccrualAdjustment;

    domain::stFreeStyleBool DividendAdjustment;

    domain::stFreeStyleEventSchedule KnockOutSchedule;

    domain::stFreeStyleEvent VarianceAccrualStartDate;

    domain::stFreeStyleEventSchedule SettlementSchedule;

    domain::stFreeStyleCurrency PayCcy;

};


struct pairwiseGeometricVarianceDispersionSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber PairCount;

    domain::stFreeStyleNumber BasketCount;

    domain::stFreeStyleNumberVector Notionals;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector StrikesVS;

    domain::stFreeStyleNumberVector StrikesBVS;

    domain::stFreeStyleNumberVector BasketWeights;

    domain::stFreeStyleNumberVector VarianceWeights;

    domain::stFreeStyleNumber Lag;

    domain::stFreeStyleNumber CapAmountMultiplier;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleBool DividendAdjustment;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct conditionalVarianceSwap01Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleBool SquaredPayoff;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleBool CountBothObservations;

    domain::stFreeStyleBool AccrualAdjustment;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct conditionalVarianceSwap02Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber VarianceReference;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleBool SquaredPayoff;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleBool CountBothObservations;

    domain::stFreeStyleBool AccrualAdjustment;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct gammaSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    xsd::optional<domain::stFreeStyleEventSchedule> SettlementSchedule;

    domain::stFreeStyleCurrency PayCcy;

};


struct bestEntryOptionData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Multiplier;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber TriggerLevel;

    domain::stFreeStyleNumber ResetMinimum;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleEvent ExpiryDate;

    domain::stFreeStyleEvent StrikeDate;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule StrikeObservationDates;

    domain::stFreeStyleCurrency Currency;

};


struct dualEuroBinaryOptionData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule VolSchedule;

    domain::stFreeStyleNumber VolBarrierLevel;

    domain::stFreeStyleBarrierType VolBarrierType;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleEvent BarrierDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleNumber SettlementAmount;

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct dualEuroBinaryOptionDoubleKOData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleNumber VolBarrierLevel;

    domain::stFreeStyleEvent VolBarrierDate;

    domain::stFreeStyleNumber SpotBarrierLevel;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleNumber SettlementAmount;

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct volBarrierOptionData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber CallNotional;

    domain::stFreeStyleNumber PutNotional;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule ValuationSchedule;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleCurrency CallCcy;

    domain::stFreeStyleCurrency PutCcy;

};


struct tarfData2_Barriers_t

{

    xsd::vector<domain::barrierData> BarrierData;

};


struct tarfData2

{

    domain::currencyCode Currency;

    float FixingAmount;

    xsd::optional<float> TargetAmount;

    xsd::optional<float> TargetPoints;

    xsd::optional<float> Strike;

    xsd::optional<domain::tarfData2_Strikes_t> Strikes;

    domain::underlying Underlying;

    domain::scheduleData ScheduleData;

    xsd::optional<domain::tarfData2_SettlementLag_t> SettlementLag;

    xsd::optional<domain::calendar> SettlementCalendar;

    xsd::optional<domain::businessDayConvention> SettlementConvention;

    domain::optionData OptionData;

    xsd::optional<domain::tarfData2_RangeBounds_t> RangeBounds;

    xsd::optional<domain::tarfData2_RangeBoundSet_t> RangeBoundSet;

    domain::tarfData2_Barriers_t Barriers;

};


struct accumulatorData_RangeBounds_t

{

    xsd::vector<domain::rangeBound> RangeBound;

};


struct accumulatorData

{

    domain::currencyCode Currency;

    float FixingAmount;

    xsd::optional<bool> DailyFixingAmount;

    xsd::optional<float> Strike;

    domain::underlying Underlying;

    domain::optionData OptionData;

    xsd::optional<domain::date> StartDate;

    domain::scheduleData ObservationDates;

    xsd::optional<domain::scheduleData> PricingDates;

    xsd::optional<domain::scheduleData> SettlementDates;

    xsd::optional<domain::accumulatorData_SettlementLag_t> SettlementLag;

    xsd::optional<domain::calendar> SettlementCalendar;

    xsd::optional<domain::businessDayConvention> SettlementConvention;

    xsd::optional<bool> NakedOption;

    xsd::optional<bool> KnockOutSettlementAtPeriodEnd;

    xsd::optional<bool> KnockOutFixingAtKOSettlement;

    xsd::optional<domain::underlying> FxIndex;

    domain::accumulatorData_RangeBounds_t RangeBounds;

    xsd::optional<domain::accumulatorData_Barriers_t> Barriers;

};


struct windowBarrierOptionData2

{

    domain::currencyCode Currency;

    float FixingAmount;

    domain::underlying Underlying;

    domain::optionData OptionData;

    domain::date StartDate;

    domain::date EndDate;

    domain::barrierData BarrierData;

};


struct basketOptionData

{

    domain::currencyCode Currency;

    float Notional;

    xsd::optional<float> Strike;

    domain::underlyings Underlyings;

    domain::optionData OptionData;

    xsd::optional<domain::basketOptionData_Settlement_t> Settlement;

    xsd::optional<domain::scheduleData> ObservationDates;

};


enum class genericBarrierOptionData_Barriers_t_KikoType_t

{

    KoAlways,

    KoBeforeKi,

    KoAfterKi,

};


std::string to_string(genericBarrierOptionData_Barriers_t_KikoType_t);


struct genericBarrierOptionData_Barriers_t

{

    xsd::optional<domain::scheduleData> ScheduleData;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::date> EndDate;

    xsd::vector<domain::barrierData> BarrierData;

    xsd::optional<domain::genericBarrierOptionData_Barriers_t_KikoType_t> KikoType;

};


struct genericBarrierOptionData

{

    domain::currencyCode PayCurrency;

    domain::optionData OptionData;

    xsd::optional<domain::date> SettlementDate;

    xsd::optional<domain::genericBarrierOptionData_SettlementLag_t> SettlementLag;

    xsd::optional<domain::calendar> SettlementCalendar;

    xsd::optional<domain::businessDayConvention> SettlementConvention;

    xsd::optional<float> Quantity;

    xsd::optional<float> Strike;

    xsd::optional<float> Amount;

    domain::genericBarrierOptionData_Barriers_t Barriers;

    xsd::optional<domain::genericBarrierOptionData_TransatlanticBarrier_t> TransatlanticBarrier;

};


struct rainbowOptionData

{

    domain::currencyCode Currency;

    float Notional;

    float Strike;

    domain::underlyings Underlyings;

    domain::optionData OptionData;

    xsd::optional<domain::rainbowOptionData_Settlement_t> Settlement;

};


struct autocallable01Data_FixingDates_t

{

    domain::scheduleData ScheduleData;

};


struct autocallable01Data_SettlementDates_t

{

    domain::scheduleData ScheduleData;

};


struct autocallable01Data_AccumulationFactors_t

{

    xsd::vector<float> Factor;

};


struct autocallable01Data

{

    float NotionalAmount;

    float DeterminationLevel;

    float TriggerLevel;

    domain::underlying Underlying;

    domain::longShort Position;

    domain::currencyCode PayCcy;

    domain::autocallable01Data_FixingDates_t FixingDates;

    domain::autocallable01Data_SettlementDates_t SettlementDates;

    domain::autocallable01Data_AccumulationFactors_t AccumulationFactors;

    float Cap;

};


struct doubleDigitalOptionData_Type1_t : xsd::string

{

};


struct doubleDigitalOptionData_Type2_t : xsd::string

{

};


struct doubleDigitalOptionData

{

    domain::date Expiry;

    domain::date Settlement;

    float BinaryPayout;

    float BinaryLevel1;

    float BinaryLevel2;

    xsd::optional<float> BinaryLevelUpper1;

    xsd::optional<float> BinaryLevelUpper2;

    domain::doubleDigitalOptionData_Type1_t Type1;

    domain::doubleDigitalOptionData_Type2_t Type2;

    domain::longShort Position;

    xsd::optional<domain::underlying> Underlying1;

    xsd::optional<domain::underlying> Underlying2;

    xsd::optional<domain::underlying> Underlying3;

    xsd::optional<domain::underlying> Underlying4;

    xsd::optional<domain::doubleDigitalOptionData_Name1_t> Name1;

    xsd::optional<domain::doubleDigitalOptionData_Name2_t> Name2;

    domain::currencyCode PayCcy;

};


struct performanceOption01Data_StrikePrices_t

{

    xsd::vector<float> StrikePrice;

};


struct performanceOption01Data

{

    float NotionalAmount;

    float ParticipationRate;

    domain::date ValuationDate;

    domain::date SettlementDate;

    domain::underlyings Underlyings;

    domain::performanceOption01Data_StrikePrices_t StrikePrices;

    float Strike;

    xsd::optional<domain::bool_> StrikeIncluded;

    domain::longShort Position;

    domain::currencyCode PayCcy;

};


struct scriptedTradeData_Data_t

{

    xsd::vector<domain::scriptedTradeData_Data_t_Number_t> Number;

    xsd::vector<domain::scriptedTradeData_Data_t_Currency_t> Currency;

    xsd::vector<domain::scriptedTradeData_Data_t_Index_t> Index;

    xsd::vector<domain::scriptedTradeData_Data_t_Event_t> Event;

    xsd::vector<domain::scriptedTradeData_Data_t_Daycounter_t> Daycounter;

};


struct scriptedTradeData

{

    xsd::optional<domain::scriptedTradeData_ScriptName_t> ScriptName;

    xsd::optional<domain::scriptedTradeData_ProductTag_t> ProductTag;

    xsd::optional<domain::ore_script> Script;

    domain::scriptedTradeData_Data_t Data;

};


struct vanillaBasketOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct asianBasketOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct averageStrikeBasketOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct lookbackCallBasketOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct lookbackPutBasketOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct bestOfAirbagData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumberVector StrikePrices;

    domain::stFreeStyleNumber BonusCoupon;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleEventSchedule ObservationSchedule;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct stFreeStyleDayCounter : xsd::string

{

    xsd::optional<domain::type_t> type;

};


struct worstOfBasketSwapData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber InitialFixedRate;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleEventSchedule DeterminationDates;

    domain::stFreeStyleEventSchedule SettlementDates;

    domain::stFreeStyleNumberVector KnockOutLevels;

    domain::stFreeStyleNumberVector CouponTriggerLevels;

    domain::stFreeStyleNumber KnockInLevel;

    domain::stFreeStyleNumber CouponRate;

    domain::stFreeStyleBool AccumulatingCoupons;

    domain::stFreeStyleIndex FloatingIndex;

    domain::stFreeStyleNumber FloatingSpread;

    domain::stFreeStyleDayCounter FloatingDayCountFraction;

    domain::stFreeStyleEventSchedule FixingSchedule;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstOfBasketSwapData2_InitialPrices_t

{

    xsd::vector<float> InitialPrice;

};


struct worstOfBasketSwapData2_KnockOutLevels_t

{

    xsd::vector<float> KnockOutLevel;

};


struct worstOfBasketSwapData2_FixedTriggerLevels_t

{

    xsd::vector<float> FixedTriggerLevel;

};


struct worstOfBasketSwapData2_FloatingIndex_t : xsd::string

{

};


struct worstOfBasketSwapData2

{

    domain::longShort LongShort;

    domain::currencyCode Currency;

    float Quantity;

    xsd::optional<float> InitialFixedRate;

    xsd::optional<domain::date> InitialFixedPayDate;

    domain::underlyings Underlyings;

    domain::worstOfBasketSwapData2_InitialPrices_t InitialPrices;

    xsd::optional<domain::date> KnockInPayDate;

    domain::scheduleData FloatingPeriodSchedule;

    xsd::optional<domain::scheduleData> FloatingFixingSchedule;

    xsd::optional<domain::scheduleData> FixedDeterminationSchedule;

    domain::scheduleData FloatingPayDates;

    xsd::optional<domain::scheduleData> FixedPayDates;

    xsd::optional<domain::scheduleData> KnockOutDeterminationSchedule;

    xsd::optional<domain::scheduleData> FixedAccrualSchedule;

    domain::worstOfBasketSwapData2_KnockOutLevels_t KnockOutLevels;

    xsd::optional<bool> BermudanKnockIn;

    domain::worstOfBasketSwapData2_FixedTriggerLevels_t FixedTriggerLevels;

    xsd::optional<float> KnockInLevel;

    xsd::optional<domain::scheduleData> KnockInDeterminationSchedule;

    float FixedRate;

    xsd::optional<bool> AccumulatingFixedCoupons;

    xsd::optional<bool> AccruingFixedCoupons;

    domain::worstOfBasketSwapData2_FloatingIndex_t FloatingIndex;

    xsd::optional<float> FloatingSpread;

    xsd::optional<domain::worstOfBasketSwapData2_FloatingLookback_t> FloatingLookback;

    xsd::optional<domain::worstOfBasketSwapData2_FloatingRateCutoff_t> FloatingRateCutoff;

    domain::dayCounter FloatingDayCountFraction;

    xsd::optional<bool> IsAveraged;

    xsd::optional<bool> IncludeSpread;

    xsd::optional<float> Strike;

};


struct worstPerformanceRainbowOption01Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber PayoffMultiplier;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstPerformanceRainbowOption02Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber PayoffMultiplier;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstPerformanceRainbowOption03Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber PayoffMultiplier;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleBool BermudanBarrier;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleEventSchedule BarrierSchedule;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstPerformanceRainbowOption04Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber PayoffMultiplier;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleBool BermudanBarrier;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleEventSchedule BarrierSchedule;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstPerformanceRainbowOption05Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstPerformanceRainbowOption06Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumberVector StrikePrices;

    domain::stFreeStyleNumberVector BarrierLevels;

    domain::stFreeStyleNumberVector KnockInPrices;

    domain::stFreeStyleNumber BonusCoupon;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleEventSchedule ObservationSchedule;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstPerformanceRainbowOption07Data

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumber FixedRateI;

    domain::stFreeStyleNumber FixedRateII;

    domain::stFreeStyleDayCounter DayCountFraction;

    domain::stFreeStyleNumberVector StrikePrices;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumberVector TriggerLevels;

    domain::stFreeStyleEventSchedule DeterminationDates;

    domain::stFreeStyleEventSchedule ObservationSchedule;

    domain::stFreeStyleEvent ObservationDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct bestOfAssetOrCashRainbowOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct worstOfAssetOrCashRainbowOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct minRainbowOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct maxRainbowOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleCurrency PayCcy;

};


struct windowBarrierOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleEvent StartDate;

    domain::stFreeStyleEvent EndDate;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEvent PremiumPayDate;

    domain::stFreeStyleNumber PremiumAmount;

    domain::stFreeStyleCurrency PremiumCcy;

};


struct accumulator01Data

{

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber FixingAmount;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEvent StartDate;

    domain::stFreeStyleEventSchedule FixingDates;

    domain::stFreeStyleEventSchedule SettlementDates;

    domain::stFreeStyleNumberVector RangeUpperBounds;

    domain::stFreeStyleNumberVector RangeLowerBounds;

    domain::stFreeStyleNumberVector RangeLeverages;

    domain::stFreeStyleNumber KnockOutLevel;

    domain::stFreeStyleBarrierType KnockOutType;

    domain::stFreeStyleBool AmericanKO;

    domain::stFreeStyleNumber GuaranteedFixings;

};


struct accumulator02Data

{

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber FixingAmount;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleEventSchedule KnockOutSettlementDates;

    domain::stFreeStyleEventSchedule ObservationPeriodEndDates;

    domain::stFreeStyleEventSchedule SettlementDates;

    domain::stFreeStyleNumberVector RangeUpperBounds;

    domain::stFreeStyleNumberVector RangeLowerBounds;

    domain::stFreeStyleNumberVector RangeLeverages;

    domain::stFreeStyleNumber DefaultRange;

    domain::stFreeStyleNumber KnockOutLevel;

    domain::stFreeStyleBarrierType KnockOutType;

    domain::stFreeStyleEvent GuaranteedPeriodEndDate;

};


struct bestEntryOptionData2

{

    domain::longShort LongShort;

    domain::currencyCode Currency;

    float Notional;

    float Multiplier;

    float Cap;

    float Strike;

    float TriggerLevel;

    float ResetMinimum;

    float Premium;

    domain::date ExpiryDate;

    domain::date StrikeDate;

    domain::date PremiumDate;

    domain::date SettlementDate;

    domain::scheduleData StrikeObservationDates;

    domain::underlying Underlying;

};


struct tarfData

{

    domain::stFreeStyleNumber FixingAmount;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEventSchedule FixingDates;

    domain::stFreeStyleEventSchedule SettlementDates;

    domain::stFreeStyleNumberVector RangeUpperBounds;

    domain::stFreeStyleNumberVector RangeLowerBounds;

    domain::stFreeStyleNumberVector RangeLeverages;

    domain::stFreeStyleNumberVector RangeStrikes;

    domain::stFreeStyleNumber KnockOutProfitAmount;

    domain::stFreeStyleNumber KnockOutProfitEvents;

    domain::stFreeStyleNumber TargetAmount;

    domain::stFreeStyleNumber TargetType;

};


struct europeanRainbowCallSpreadOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialStrikes;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleCurrency PayCcy;

};


struct rainbowCallSpreadBarrierOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialPrices;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleNumber Gearing;

    domain::stFreeStyleBool BermudanBarrier;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleEventSchedule BarrierSchedule;

    domain::stFreeStyleCurrency PayCcy;

};


struct asianRainbowCallSpreadOptionData

{

    domain::stFreeStyleEvent Expiry;

    domain::stFreeStyleEventSchedule AveragingDates;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleNumberVector InitialStrikes;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleCurrency PayCcy;

};


struct asianIrCapFloorData

{

    domain::stFreeStyleNumber NotionalAmount;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleDayCounter FixingLagDc;

    domain::stFreeStyleNumber MinFixingLag;

    domain::stFreeStyleNumber MaxFixingLag;

    domain::stFreeStyleOptionType OptionType;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Gearing;

    domain::stFreeStyleNumber Spread;

    domain::stFreeStyleDayCounter DayCountFraction;

    domain::stFreeStyleNumber FixedAmount;

    domain::stFreeStyleEvent FixedAmountPayDate;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEventSchedule AccrualSchedule;

    domain::stFreeStyleEventSchedule FixingSchedule;

};


struct forwardVolatilityAgreementData

{

    domain::stFreeStyleEvent FvaDate;

    domain::stFreeStyleEvent OptionExpiry;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber ImpliedVolStrike;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEvent SettlementDate;

};


struct correlationSwapData

{

    domain::stFreeStyleNumber Amount;

    domain::stFreeStyleNumber FixedRate;

    domain::stFreeStyleBool FixedRatePayer;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleEventSchedule DeterminationDates;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct assetLinkedCliquetOptionData

{

    domain::stFreeStyleNumber Nominal;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleCurrency PayCurrency;

    domain::stFreeStyleEventSchedule ValuationDates;

    domain::stFreeStyleEventSchedule PaymentDates;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleIndexVector FXConversions;

    domain::stFreeStyleNumberVector Weights;

    domain::stFreeStyleIndex LinkedUnderlying;

    domain::stFreeStyleNumber PayStrike;

    domain::stFreeStyleNumber RecStrike;

};


struct constantMaturityVolatilitySwapData

{

    domain::stFreeStyleNumber NotionalAmount;

    domain::stFreeStyleIndexVector Underlyings;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleDayCounter DayCountFraction;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleEvent Settlement;

    domain::stFreeStyleEventSchedule ResetSchedule;

};


struct cmsCapFloorBarrierData

{

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber PremiumAmount;

    domain::stFreeStyleCurrency PremiumCurrency;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleEvent OptionExpiry;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleOptionType OptionType;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleIndexVector CMSUnderlyings;

    domain::stFreeStyleNumber Gearing;

    domain::stFreeStyleNumber Spread;

    domain::stFreeStyleIndex BarrierUnderlying;

    domain::stFreeStyleNumber BarrierLevel;

    domain::stFreeStyleBarrierType BarrierType;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency SettlementCurrency;

};


struct fixedStrikeForwardStartingOptionData

{

    domain::stFreeStyleEvent ForwardDate;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleEvent OptionExpiry;

    domain::stFreeStyleDayCounter DayCountFraction;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleNumber UnderlyingDrift;

    domain::stFreeStyleNumber DiscountRate;

    domain::stFreeStyleNumber ImpliedVolatility;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency SettlementCurrency;

};


struct floatingStrikeForwardStartingOptionData

{

    domain::stFreeStyleEvent ForwardDate;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleEvent OptionExpiry;

    domain::stFreeStyleNumber PremiumAmount;

    domain::stFreeStyleCurrency PremiumCurrency;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency SettlementCurrency;

};


struct forwardStartingSwaptionData

{

    domain::stFreeStyleEvent DeterminationDate;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber SwaptionType;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleNumber PremiumAmount;

    domain::stFreeStyleCurrency PremiumCurrency;

    domain::stFreeStyleEvent OptionExpiry;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleCurrency PayCcy;

    domain::stFreeStyleDayCounter FixedDayCountFraction;

    domain::stFreeStyleEventSchedule FixedSchedule;

    domain::stFreeStyleDayCounter FloatingDayCountFraction;

    domain::stFreeStyleEventSchedule FloatingSchedule;

    domain::stFreeStyleEventSchedule FixingSchedule;

};


struct flooredAverageCPIZCIISData

{

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleCurrency PayCurrency;

    domain::stFreeStyleDayCounter FixedDayCounter;

    domain::stFreeStyleNumber FixedRate;

    domain::stFreeStyleEventSchedule FixedLegSchedule;

    domain::stFreeStyleBool PayFixLeg;

    domain::stFreeStyleDayCounter FloatDayCounter;

    domain::stFreeStyleIndex CPIIndex;

    domain::stFreeStyleEventSchedule FloatLegSchedule;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleNumber BaseCPI;

    domain::stFreeStyleEventSchedule ObservationSchedule;

    domain::stFreeStyleEventSchedule FixingSchedule;

};


struct stFreeStyleOptionTypeVectorBase

{

    xsd::vector<domain::stFreeStyleOptionTypeVectorBase_Value_t> Value;

};


struct stFreeStyleBarrierTypeVector : domain::stFreeStyleOptionTypeVectorBase

{

    xsd::optional<domain::type_t> type;

};


struct stFreeStyleCurrencyVectorBase

{

    xsd::vector<domain::currencyCode> Value;

};


struct stFreeStyleCurrencyVector : domain::stFreeStyleCurrencyVectorBase

{

    xsd::optional<domain::type_t> type;

};


struct genericBarrierOptionDataRaw

{

    domain::stFreeStyleNumber PayoffType;

    domain::stFreeStyleBarrierType TransatlanticBarrierType;

    domain::stFreeStyleNumber TransatlanticBarrierLevel;

    domain::stFreeStyleNumber TransatlanticBarrierRebate;

    domain::stFreeStyleCurrency TransatlanticBarrierRebateCurrency;

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber Amount;

    domain::stFreeStyleCurrency PayCurrency;

    domain::stFreeStyleEvent ExpiryDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEventSchedule BarrierMonitoringDates;

    domain::stFreeStyleBarrierTypeVector BarrierTypes;

    domain::stFreeStyleNumberVector BarrierLevels;

    domain::stFreeStyleNumberVector BarrierRebates;

    domain::stFreeStyleCurrencyVector BarrierRebateCurrencies;

    domain::stFreeStyleNumberVector BarrierRebatePayTimes;

    domain::stFreeStyleNumber BarrierRebate;

    domain::stFreeStyleCurrency BarrierRebateCurrency;

    domain::stFreeStyleNumber KikoType;

};


struct movingMaxYYIISData

{

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleCurrency PayCurrency;

    domain::stFreeStyleDayCounter IborLegDayCounter;

    domain::stFreeStyleNumber IborSpread;

    domain::stFreeStyleIndex IborIndex;

    domain::stFreeStyleBool PayIborLeg;

    domain::stFreeStyleEventSchedule IborLegSchedule;

    domain::stFreeStyleEventSchedule IborLegFixingSchedule;

    domain::stFreeStyleDayCounter InflationLeg1_DayCounter;

    domain::stFreeStyleIndex InflationLeg1_CPI;

    domain::stFreeStyleEventSchedule InflationLeg1_Schedule;

    domain::stFreeStyleEventSchedule InflationLeg1_FixingSchedule;

    domain::stFreeStyleNumber InflationLeg1_Gearing;

    domain::stFreeStyleNumber InflationLeg1_Floor;

    domain::stFreeStyleNumber InflationLeg1_InitialCPI;

    domain::stFreeStyleBool InflationLeg1_SubtractNotional;

    domain::stFreeStyleDayCounter InflationLeg2_DayCounter;

    domain::stFreeStyleIndex InflationLeg2_CPI;

    domain::stFreeStyleEventSchedule InflationLeg2_Schedule;

    domain::stFreeStyleEventSchedule InflationLeg2_FixingSchedule;

    domain::stFreeStyleNumber InflationLeg2_Gearing;

    domain::stFreeStyleNumber InflationLeg2_Floor;

    domain::stFreeStyleNumber InflationLeg2_InitialCPI;

    domain::stFreeStyleBool InflationLeg2_SubtractNotional;

};


struct irregularYYIISData

{

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleCurrency PayCurrency;

    domain::stFreeStyleDayCounter IborLegDayCounter;

    domain::stFreeStyleNumber IborSpread;

    domain::stFreeStyleIndex IborIndex;

    domain::stFreeStyleBool PayIborLeg;

    domain::stFreeStyleEventSchedule IborLegSchedule;

    domain::stFreeStyleEventSchedule IborLegFixingSchedule;

    domain::stFreeStyleDayCounter InflationLeg1_DayCounter;

    domain::stFreeStyleIndex InflationLeg1_CPI;

    domain::stFreeStyleEventSchedule InflationLeg1_Schedule;

    domain::stFreeStyleEventSchedule InflationLeg1_FixingSchedule;

    domain::stFreeStyleNumber InflationLeg1_Gearing;

    domain::stFreeStyleNumber InflationLeg1_Floor;

    domain::stFreeStyleNumber InflationLeg1_InitialCPI;

    domain::stFreeStyleBool InflationLeg1_SubtractNotional;

    domain::stFreeStyleDayCounter InflationLeg2_DayCounter;

    domain::stFreeStyleIndex InflationLeg2_CPI;

    domain::stFreeStyleEventSchedule InflationLeg2_Schedule;

    domain::stFreeStyleEventSchedule InflationLeg2_FixingSchedule;

    domain::stFreeStyleNumber InflationLeg2_Gearing;

    domain::stFreeStyleNumber InflationLeg2_Floor;

    domain::stFreeStyleNumber InflationLeg2_InitialCPI;

    domain::stFreeStyleBool InflationLeg2_SubtractNotional;

};


struct europeanOptionBarrierData_PutCall_t : xsd::string

{

};


struct europeanOptionBarrierData_BarrierType_t : xsd::string

{

};


struct europeanOptionBarrierData_BarrierStyle_t : xsd::string

{

};


struct europeanOptionBarrierData

{

    float Quantity;

    domain::europeanOptionBarrierData_PutCall_t PutCall;

    domain::longShort LongShort;

    float Strike;

    float PremiumAmount;

    domain::currencyCode PremiumCurrency;

    domain::date PremiumDate;

    xsd::optional<domain::premiumData> Premiums;

    domain::date OptionExpiry;

    domain::underlying OptionUnderlying;

    domain::underlying BarrierUnderlying;

    float BarrierLevel;

    domain::europeanOptionBarrierData_BarrierType_t BarrierType;

    domain::europeanOptionBarrierData_BarrierStyle_t BarrierStyle;

    xsd::optional<domain::scheduleData> BarrierSchedule;

    domain::date SettlementDate;

    domain::currencyCode PayCcy;

};


struct ladderLockInOptionData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleOptionType PutCall;

    domain::stFreeStyleNumber PremiumAmount;

    domain::stFreeStyleEvent PremiumDate;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleNumberVector LockInLevels;

    domain::stFreeStyleEventSchedule ObservationSchedule;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleCurrency PayCcy;

};


struct lapseHedgeSwapData

{

    domain::stFreeStyleBool Payer;

    domain::stFreeStyleNumber Notional;

    domain::stFreeStyleNumber LapseHedgePercentage;

    domain::stFreeStyleNumberVector deltaN;

    domain::stFreeStyleCurrency SettlementCurrency;

    domain::stFreeStyleDayCounter Paydaycounter;

    domain::stFreeStyleNumber IRS;

    domain::stFreeStyleNumber IRSSpread;

    domain::stFreeStyleNumber Tau;

    domain::stFreeStyleNumber Fee;

    domain::stFreeStyleNumberVector IMS;

    domain::stFreeStyleNumberVector PHFV;

    domain::stFreeStyleNumberVector Penalty;

    domain::stFreeStyleNumberVector ExitPrice;

    domain::stFreeStyleNumberVector ExitFee;

    domain::stFreeStyleNumber InitialExchangeFee;

    domain::stFreeStyleEventSchedule InitialExchangeDate;

    domain::stFreeStyleEventSchedule ValuationDates;

    domain::stFreeStyleEventSchedule PaymentDates;

    domain::stFreeStyleEventSchedule ExerciseDates;

};


struct knockOutSwapData

{

    domain::barrierData BarrierData;

    domain::date BarrierStartDate;

    xsd::vector<domain::legData> LegData;

};


struct LPISwapData

{

    domain::stFreeStyleCurrency PayCurrency;

    domain::stFreeStyleBool PayFixLeg;

    domain::stFreeStyleDayCounter FixedDayCounter;

    domain::stFreeStyleNumber ZeroCouponRate;

    domain::stFreeStyleEventSchedule FixedLegSchedule;

    domain::stFreeStyleNumberVector FixedLegNotionals;

    domain::stFreeStyleIndex CPIIndex;

    domain::stFreeStyleEventSchedule FloatLegSchedule;

    domain::stFreeStyleEvent FloatLegFirstPaymentDate;

    domain::stFreeStyleNumberVector FloatLegNotional;

    domain::stFreeStyleNumber Floor;

    domain::stFreeStyleNumber Cap;

    domain::stFreeStyleEventSchedule FixingSchedule;

};


struct cashPositionData

{

    domain::extendedCurrencyCode Currency;

    float Amount;

};


struct strikeResettableOptionData

{

    domain::stFreeStyleLongShort LongShort;

    domain::stFreeStyleOptionType OptionType;

    domain::stFreeStyleCurrency Currency;

    domain::stFreeStyleNumber Strike;

    domain::stFreeStyleNumber ResetStrike;

    domain::stFreeStyleNumber Quantity;

    domain::stFreeStyleNumber TriggerType;

    domain::stFreeStyleNumber TriggerPrice;

    domain::stFreeStyleIndex Underlying;

    domain::stFreeStyleEvent ExpiryDate;

    domain::stFreeStyleEvent SettlementDate;

    domain::stFreeStyleEventSchedule ObservationDates;

    domain::stFreeStyleNumber Premium;

    domain::stFreeStyleEvent PremiumDate;

};


enum class strikeResettableOptionData2_TriggerType_t

{

    Up,

    Down,

};


std::string to_string(strikeResettableOptionData2_TriggerType_t);


struct strikeResettableOptionData2

{

    domain::longShort LongShort;

    domain::optionType OptionType;

    domain::currencyCode Currency;

    float Strike;

    float ResetStrike;

    float Quantity;

    domain::strikeResettableOptionData2_TriggerType_t TriggerType;

    float TriggerPrice;

    domain::underlying Underlying;

    domain::date ExpiryDate;

    domain::date SettlementDate;

    float Premium;

    domain::date PremiumDate;

    domain::scheduleData ObservationDates;

};


struct parameters_Grid_t : xsd::string

{

};


struct parameters_Calendar_t : xsd::string

{

};


enum class sequenceType

{

    MersenneTwister,

    MersenneTwisterAntithetic,

    Sobol,

    SobolBrownianBridge,

    Burley2020SobolBrownianBridge,

};


std::string to_string(sequenceType);


enum class SobolBrownianGeneratorOrdering

{

    Factors,

    Steps,

    Diagonal,

};


std::string to_string(SobolBrownianGeneratorOrdering);


enum class SobolRsgDirectionIntegers

{

    Unit,

    Jaeckel,

    SobolLevitan,

    SobolLevitanLemieux,

    JoeKuoD5,

    JoeKuoD6,

    JoeKuoD7,

    Kuo,

    Kuo2,

    Kuo3,

};


std::string to_string(SobolRsgDirectionIntegers);


enum class mporMode

{

    ActualDate,

    StickyDate,

};


std::string to_string(mporMode);


struct parameters

{

    domain::parameters_Grid_t Grid;

    domain::parameters_Calendar_t Calendar;

    xsd::optional<domain::dayCounter> DayCounter;

    domain::sequenceType Sequence;

    xsd::optional<domain::parameters_Scenario_t> Scenario;

    xsd::optional<domain::discretizationType> Discretization;

    int64_t Seed;

    uint64_t Samples;

    xsd::optional<domain::SobolBrownianGeneratorOrdering> Ordering;

    xsd::optional<domain::SobolRsgDirectionIntegers> DirectionIntegers;

    xsd::optional<domain::parameters_CloseOutLag_t> CloseOutLag;

    xsd::optional<domain::mporMode> MporMode;

    xsd::optional<int64_t> TimeStepsPerYear;

};


struct market_Currencies_t

{

    xsd::vector<domain::currencyCode> Currency;

};


struct market_YieldCurves_t

{

    xsd::vector<domain::market_YieldCurves_t_Configuration_t> Configuration;

};


struct market

{

    domain::currencyCode BaseCurrency;

    domain::market_Currencies_t Currencies;

    domain::market_YieldCurves_t YieldCurves;

    xsd::optional<domain::market_FxRates_t> FxRates;

    xsd::optional<domain::market_Indices_t> Indices;

    xsd::optional<domain::market_SwapIndices_t> SwapIndices;

    xsd::optional<domain::market_DefaultCurves_t> DefaultCurves;

    xsd::optional<domain::market_Equities_t> Equities;

    xsd::optional<domain::market_SwaptionVolatilities_t> SwaptionVolatilities;

    xsd::optional<domain::market_YieldVolatilities_t> YieldVolatilities;

    xsd::optional<domain::market_CapFloorVolatilities_t> CapFloorVolatilities;

    xsd::optional<domain::market_CDSVolatilities_t> CDSVolatilities;

    xsd::optional<domain::market_FxVolatilities_t> FxVolatilities;

    xsd::optional<domain::market_EquityVolatilities_t> EquityVolatilities;

    xsd::optional<domain::market_BenchmarkCurves_t> BenchmarkCurves;

    xsd::optional<domain::market_Securities_t> Securities;

    xsd::optional<domain::market_CPRs_t> CPRs;

    xsd::optional<domain::market_CpiIndices_t> CpiIndices;

    xsd::optional<domain::market_ZeroInflationIndexCurves_t> ZeroInflationIndexCurves;

    xsd::optional<domain::market_YYInflationIndexCurves_t> YYInflationIndexCurves;

    xsd::optional<domain::market_CPICapFloorVolatilities_t> CPICapFloorVolatilities;

    xsd::optional<domain::market_YYCapFloorVolatilities_t> YYCapFloorVolatilities;

    xsd::optional<domain::market_Commodities_t> Commodities;

    xsd::optional<domain::market_CommodityVolatilities_t> CommodityVolatilities;

    xsd::optional<domain::market_AggregationScenarioDataCurrencies_t> AggregationScenarioDataCurrencies;

    xsd::optional<domain::market_AggregationScenarioDataIndices_t> AggregationScenarioDataIndices;

    xsd::optional<domain::market_AggregationScenarioDataCreditStates_t> AggregationScenarioDataCreditStates;

    xsd::optional<domain::market_AggregationScenarioDataSurvivalWeights_t> AggregationScenarioDataSurvivalWeights;

    xsd::optional<domain::market_BaseCorrelations_t> BaseCorrelations;

    xsd::optional<domain::market_Correlations_t> Correlations;

    xsd::optional<domain::market_CreditStates_t> CreditStates;

    xsd::optional<domain::curveAlgebra> CurveAlgebra;

};


struct crossAssetModel_Equities_t

{

    xsd::vector<domain::crossAssetModel_Equities_t_Equity_t> Equity;

};


struct crossAssetModel_InflationIndices_t

{

    xsd::vector<domain::crossAssetModel_InflationIndices_t_InflationIndex_t> InflationIndex;

};


struct crossAssetModel_CreditNames_t

{

    xsd::vector<domain::crossAssetModel_CreditNames_t_CreditName_t> CreditName;

};


struct crossAssetModel_Commodities_t

{

    xsd::vector<domain::crossAssetModel_Commodities_t_Commodity_t> Commodity;

};


struct crossAssetModel_IntegrationPolicy_t : xsd::string

{

};


typedef xsd::string currencyCodeWithDefault;


enum class calibrationTypeType

{

    Bootstrap,

    BestFit,

    None,

    StatisticalWithRiskNeutralVolatility,

};


std::string to_string(calibrationTypeType);


enum class volatilityTypeType

{

    Hagan,

    HullWhite,

};


std::string to_string(volatilityTypeType);


enum class paramTypeType

{

    Constant,

    Piecewise,

};


std::string to_string(paramTypeType);


struct lgm_Volatility_t_TimeGrid_t : xsd::string

{

};


struct lgm_Volatility_t_InitialValue_t : xsd::string

{

};


struct lgm_Volatility_t

{

    domain::bool_ Calibrate;

    domain::volatilityTypeType VolatilityType;

    domain::paramTypeType ParamType;

    domain::lgm_Volatility_t_TimeGrid_t TimeGrid;

    domain::lgm_Volatility_t_InitialValue_t InitialValue;

};


enum class reversionTypeType

{

    Hagan,

    HullWhite,

};


std::string to_string(reversionTypeType);


struct lgm_Reversion_t_TimeGrid_t : xsd::string

{

};


struct lgm_Reversion_t_InitialValue_t : xsd::string

{

};


struct lgm_Reversion_t

{

    domain::bool_ Calibrate;

    domain::reversionTypeType ReversionType;

    domain::paramTypeType ParamType;

    domain::lgm_Reversion_t_TimeGrid_t TimeGrid;

    domain::lgm_Reversion_t_InitialValue_t InitialValue;

};


struct lgm_ParameterTransformation_t

{

    float ShiftHorizon;

    float Scaling;

};


enum class floatSpreadMappingType

{

    NextCoupon,

    ProRata,

    Simple,

};


std::string to_string(floatSpreadMappingType);


struct lgm

{

    xsd::optional<domain::currencyCodeWithDefault> ccy;

    xsd::optional<xsd::string> index;

    xsd::optional<xsd::string> key;

    xsd::optional<domain::currencyCode> Currency;

    domain::calibrationTypeType CalibrationType;

    domain::lgm_Volatility_t Volatility;

    domain::lgm_Reversion_t Reversion;

    xsd::optional<domain::lgm_CalibrationSwaptions_t> CalibrationSwaptions;

    xsd::optional<domain::lgm_CalibrationCapFloors_t> CalibrationCapFloors;

    xsd::optional<domain::lgm_CalibrationBaskets_t> CalibrationBaskets;

    domain::lgm_ParameterTransformation_t ParameterTransformation;

    xsd::optional<domain::floatSpreadMappingType> FloatSpreadMapping;

};


struct hw_Reversion_t_TimeGrid_t : xsd::string

{

};


struct hw_Reversion_t_InitialValue_t

{

    xsd::vector<domain::hw_Reversion_t_InitialValue_t_Kappa_t> Kappa;

};


struct hw_Reversion_t

{

    domain::bool_ Calibrate;

    xsd::optional<domain::reversionTypeType> ReversionType;

    domain::paramTypeType ParamType;

    domain::hw_Reversion_t_TimeGrid_t TimeGrid;

    domain::hw_Reversion_t_InitialValue_t InitialValue;

};


struct hw

{

    xsd::optional<domain::currencyCodeWithDefault> ccy;

    xsd::optional<xsd::string> index;

    xsd::optional<xsd::string> key;

    xsd::optional<domain::currencyCode> Currency;

    domain::calibrationTypeType CalibrationType;

    xsd::optional<domain::hw_Volatility_t> Volatility;

    domain::hw_Reversion_t Reversion;

    xsd::optional<domain::hw_PCALoadings_t> PCALoadings;

    xsd::optional<domain::volatilityParameter> PCASigma0;

    xsd::optional<domain::hw_PCASigmaRatios_t> PCASigmaRatios;

    xsd::optional<domain::hw_CalibrationSwaptions_t> CalibrationSwaptions;

};


struct crossAssetModel_ForeignExchangeModels_t

{

    xsd::vector<domain::crossCurrencyLGM> CrossCcyLGM;

};


struct crossAssetModel_EquityModels_t

{

    xsd::vector<domain::crossAssetLGM> CrossAssetLGM;

};


struct crossAssetModel_InflationIndexModels_t

{

    xsd::vector<domain::lgm> LGM;

    xsd::vector<domain::jarrowYildrim> JarrowYildirim;

    xsd::vector<domain::dodgsonKainth> DodgsonKainth;

};


struct crossAssetModel_CreditModels_t

{

    xsd::vector<domain::crlgm> LGM;

    xsd::vector<domain::cir> CIR;

};


struct crossAssetModel_CommodityModels_t

{

    xsd::vector<domain::commoditySchwartz> CommoditySchwartz;

};


struct crossAssetModel_CreditStates_t

{

    int64_t NumberOfFactors;

};


struct crossAssetModel_InstantaneousCorrelations_t

{

    xsd::vector<domain::crossAssetModel_InstantaneousCorrelations_t_Correlation_t> Correlation;

};


struct transitionmatrix_Name_t : xsd::string

{

};


struct transitionmatrix_Data_t : xsd::string

{

    xsd::optional<xsd::string> t0;

    xsd::optional<xsd::string> t1;

};


struct transitionmatrix

{

    domain::transitionmatrix_Name_t Name;

    domain::transitionmatrix_Data_t Data;

};


struct entity_Name_t : xsd::string

{

};


struct entity_FactorLoadings_t : xsd::string

{

};


struct entity_TransitionMatrix_t : xsd::string

{

};


struct entity

{

    domain::entity_Name_t Name;

    domain::entity_FactorLoadings_t FactorLoadings;

    domain::entity_TransitionMatrix_t TransitionMatrix;

    int64_t InitialState;

};


struct globalReportConfiguration

{

    xsd::optional<domain::globalReportConfiguration_FXVolatilities_t> FXVolatilities;

    xsd::optional<domain::globalReportConfiguration_EquityVolatilities_t> EquityVolatilities;

    xsd::optional<domain::globalReportConfiguration_CommodityVolatilities_t> CommodityVolatilities;

    xsd::optional<domain::globalReportConfiguration_IRSwaptionVolatilities_t> IRSwaptionVolatilities;

    xsd::optional<domain::globalReportConfiguration_IRCapFloorVolatilities_t> IRCapFloorVolatilities;

    xsd::optional<domain::globalReportConfiguration_YieldCurves_t> YieldCurves;

    xsd::optional<domain::globalReportConfiguration_InflationCapFloorVolatilities_t> InflationCapFloorVolatilities;

};


struct fxSpots

{

    xsd::vector<domain::fxSpot> FXSpot;

};


struct fxVolatilities

{

    xsd::vector<domain::fxVolatility> FXVolatility;

};


struct swaptionVolatilities

{

    xsd::vector<domain::swaptionVolatility> SwaptionVolatility;

};


struct yieldVolatilities

{

    xsd::vector<domain::yieldVolatility> YieldVolatility;

};


struct capFloorVolatilities

{

    xsd::vector<domain::capFloorVolatility> CapFloorVolatility;

};


struct cdsVolatilities

{

    xsd::vector<domain::cdsVolatility> CDSVolatility;

};


struct defaultCurves

{

    xsd::vector<domain::defaultCurve> DefaultCurve;

};


struct yieldCurves

{

    xsd::vector<domain::yieldCurve> YieldCurve;

};


struct inflationCurves

{

    xsd::vector<domain::inflationCurve> InflationCurve;

};


struct inflationCapFloorVolatlities

{

    xsd::vector<domain::inflationCapFloorVolatility> InflationCapFloorVolatility;

};


struct equityCurves

{

    xsd::vector<domain::equityCurve> EquityCurve;

};


struct equityVolatilities

{

    xsd::vector<domain::equityVolatility> EquityVolatility;

};


struct securities

{

    xsd::vector<domain::security> Security;

};


struct baseCorrelations

{

    xsd::vector<domain::baseCorrelation> BaseCorrelation;

};


struct simCommodityCurves

{

    xsd::vector<domain::simCommodityCurve> CommodityCurve;

};


struct commodityVolatilities

{

    xsd::vector<domain::commodityVolatility> CommodityVolatility;

};


struct correlations

{

    xsd::vector<domain::correlation> Correlation;

};


struct zeroType_Id_t : xsd::string

{

};


enum class compounding

{

    Simple,

    Compounded,

    Continuous,

    SimpleThenCompounded,

    _,

};


std::string to_string(compounding);


enum class frequencyType

{

    Z,

    Once,

    A,

    Annual,

    S,

    Semiannual,

    Q,

    Quarterly,

    B,

    Bimonthly,

    M,

    Monthly,

    L,

    Lunarmonth,

    W,

    Weekly,

    D,

    Daily,

};


std::string to_string(frequencyType);


struct zeroType

{

    domain::zeroType_Id_t Id;

    domain::bool_ TenorBased;

    domain::dayCounter DayCounter;

    xsd::optional<domain::compounding> Compounding;

    xsd::optional<domain::frequencyType> CompoundingFrequency;

    xsd::optional<domain::zeroType_TenorCalendar_t> TenorCalendar;

    xsd::optional<int64_t> SpotLag;

    xsd::optional<domain::zeroType_SpotCalendar_t> SpotCalendar;

    xsd::optional<domain::businessDayConvention> RollConvention;

    xsd::optional<domain::bool_> EOM;

};


struct cdsConventionsType_Id_t : xsd::string

{

};


struct cdsConventionsType_Calendar_t : xsd::string

{

};


enum class dateRule

{

    Backward,

    Forward,

    Zero,

    ThirdWednesday,

    Twentieth,

    TwentiethIMM,

    OldCDS,

    CDS,

    CDS2015,

    ThirdThursday,

    ThirdFriday,

    MondayAfterThirdFriday,

    TuesdayAfterThirdFriday,

    LastWednesday,

    EveryThursday,

    _,

};


std::string to_string(dateRule);


struct cdsConventionsType

{

    domain::cdsConventionsType_Id_t Id;

    int64_t SettlementDays;

    domain::cdsConventionsType_Calendar_t Calendar;

    domain::frequencyType Frequency;

    domain::businessDayConvention PaymentConvention;

    domain::dateRule Rule;

    domain::dayCounter DayCounter;

    xsd::optional<uint64_t> UpfrontSettlementDays;

    domain::bool_ SettlesAccrual;

    domain::bool_ PaysAtDefaultTime;

    xsd::optional<domain::dayCounter> LastPeriodDayCounter;

};


struct depositType_Id_t : xsd::string

{

};


struct depositType

{

    domain::depositType_Id_t Id;

    domain::bool_ IndexBased;

    xsd::optional<domain::depositType_Index_t> Index;

    xsd::optional<domain::depositType_Calendar_t> Calendar;

    xsd::optional<domain::businessDayConvention> Convention;

    xsd::optional<domain::bool_> EOM;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<uint64_t> SettlementDays;

};


struct futureType_Id_t : xsd::string

{

};


struct futureType_Index_t : xsd::string

{

};


enum class futureDateGenerationRule

{

    IMM,

    FirstDayOfMonth,

    SecondThursday,

};


std::string to_string(futureDateGenerationRule);


enum class overnightIndexFutureNettingType

{

    Averaging,

    Compounding,

};


std::string to_string(overnightIndexFutureNettingType);


struct futureType

{

    domain::futureType_Id_t Id;

    domain::futureType_Index_t Index;

    xsd::optional<domain::futureDateGenerationRule> DateGenerationRule;

    xsd::optional<domain::overnightIndexFutureNettingType> OvernightIndexFutureNettingType;

    xsd::optional<domain::futureType_Calendar_t> Calendar;

};


struct fraType_Id_t : xsd::string

{

};


struct fraType_Index_t : xsd::string

{

};


struct fraType

{

    domain::fraType_Id_t Id;

    domain::fraType_Index_t Index;

};


struct oisType_Id_t : xsd::string

{

};


struct oisType_Index_t : xsd::string

{

};


struct oisType

{

    domain::oisType_Id_t Id;

    int64_t SpotLag;

    domain::oisType_Index_t Index;

    domain::dayCounter FixedDayCounter;

    xsd::optional<domain::oisType_FixedCalendar_t> FixedCalendar;

    xsd::optional<int64_t> PaymentLag;

    xsd::optional<domain::bool_> EOM;

    xsd::optional<domain::frequencyType> FixedFrequency;

    xsd::optional<domain::businessDayConvention> FixedConvention;

    xsd::optional<domain::businessDayConvention> FixedPaymentConvention;

    xsd::optional<domain::dateRule> Rule;

    xsd::optional<domain::oisType_PaymentCalendar_t> PaymentCalendar;

    xsd::optional<int64_t> RateCutoff;

};


struct swapType_Id_t : xsd::string

{

};


struct swapType_Index_t : xsd::string

{

};


enum class subPeriodsCouponType

{

    Compounding,

    Averaging,

};


std::string to_string(subPeriodsCouponType);


struct swapType

{

    domain::swapType_Id_t Id;

    xsd::optional<domain::swapType_FixedCalendar_t> FixedCalendar;

    domain::frequencyType FixedFrequency;

    xsd::optional<domain::businessDayConvention> FixedConvention;

    domain::dayCounter FixedDayCounter;

    domain::swapType_Index_t Index;

    xsd::optional<domain::frequencyType> FloatFrequency;

    xsd::optional<domain::subPeriodsCouponType> SubPeriodsCouponType;

};


struct averageOISType_Id_t : xsd::string

{

};


struct averageOISType_FixedTenor_t : xsd::string

{

};


struct averageOISType_FixedCalendar_t : xsd::string

{

};


struct averageOISType_Index_t : xsd::string

{

};


struct averageOISType_OnTenor_t : xsd::string

{

};


struct averageOISType_RateCutoff_t : xsd::string

{

};


struct averageOISType

{

    domain::averageOISType_Id_t Id;

    int64_t SpotLag;

    domain::averageOISType_FixedTenor_t FixedTenor;

    domain::dayCounter FixedDayCounter;

    domain::averageOISType_FixedCalendar_t FixedCalendar;

    domain::businessDayConvention FixedConvention;

    domain::businessDayConvention FixedPaymentConvention;

    xsd::optional<domain::frequencyType> FixedFrequency;

    domain::averageOISType_Index_t Index;

    domain::averageOISType_OnTenor_t OnTenor;

    domain::averageOISType_RateCutoff_t RateCutoff;

};


struct tenorBasisSwapType_Id_t : xsd::string

{

};


typedef xsd::string period;


struct tenorBasisSwapType

{

    domain::tenorBasisSwapType_Id_t Id;

    xsd::optional<domain::tenorBasisSwapType_PayIndex_t> PayIndex;

    xsd::optional<domain::period> PayFrequency;

    xsd::optional<domain::tenorBasisSwapType_ReceiveIndex_t> ReceiveIndex;

    xsd::optional<domain::period> ReceiveFrequency;

    xsd::optional<domain::bool_> SpreadOnRec;

    xsd::optional<domain::bool_> IncludeSpread;

    xsd::optional<domain::subPeriodsCouponType> SubPeriodsCouponType;

    xsd::optional<domain::tenorBasisSwapType_LongIndex_t> LongIndex;

    xsd::optional<domain::period> LongPayTenor;

    xsd::optional<domain::tenorBasisSwapType_ShortIndex_t> ShortIndex;

    xsd::optional<domain::period> ShortPayTenor;

    xsd::optional<domain::bool_> SpreadOnShort;

};


struct tenorBasisTwoSwapType_Id_t : xsd::string

{

};


struct tenorBasisTwoSwapType_Calendar_t : xsd::string

{

};


struct tenorBasisTwoSwapType_LongIndex_t : xsd::string

{

};


struct tenorBasisTwoSwapType_ShortIndex_t : xsd::string

{

};


struct tenorBasisTwoSwapType

{

    domain::tenorBasisTwoSwapType_Id_t Id;

    domain::tenorBasisTwoSwapType_Calendar_t Calendar;

    domain::frequencyType LongFixedFrequency;

    domain::businessDayConvention LongFixedConvention;

    domain::dayCounter LongFixedDayCounter;

    domain::tenorBasisTwoSwapType_LongIndex_t LongIndex;

    domain::frequencyType ShortFixedFrequency;

    domain::businessDayConvention ShortFixedConvention;

    domain::dayCounter ShortFixedDayCounter;

    domain::tenorBasisTwoSwapType_ShortIndex_t ShortIndex;

    xsd::optional<domain::bool_> LongMinusShort;

};


struct bmaBasisSwapType_Id_t : xsd::string

{

};


struct bmaBasisSwapType_Index_t : xsd::string

{

};


struct bmaBasisSwapType_BMAIndex_t : xsd::string

{

};


struct bmaBasisSwapType

{

    domain::bmaBasisSwapType_Id_t Id;

    domain::bmaBasisSwapType_Index_t Index;

    domain::bmaBasisSwapType_BMAIndex_t BMAIndex;

    xsd::optional<domain::bmaBasisSwapType_BMAPaymentCalendar_t> BMAPaymentCalendar;

    xsd::optional<domain::businessDayConvention> BMAPaymentConvention;

    xsd::optional<int64_t> BMAPaymentLag;

    xsd::optional<domain::bmaBasisSwapType_IndexPaymentCalendar_t> IndexPaymentCalendar;

    xsd::optional<domain::businessDayConvention> IndexPaymentConvention;

    xsd::optional<int64_t> IndexPaymentLag;

    xsd::optional<int64_t> IndexSettlementDays;

    xsd::optional<domain::period> IndexPaymentPeriod;

    xsd::optional<int64_t> OvernightLockoutDays;

};


struct fxType_Id_t : xsd::string

{

};


struct fxType

{

    domain::fxType_Id_t Id;

    int64_t SpotDays;

    domain::currencyCode SourceCurrency;

    domain::currencyCode TargetCurrency;

    double PointsFactor;

    xsd::optional<domain::fxType_AdvanceCalendar_t> AdvanceCalendar;

    xsd::optional<domain::bool_> SpotRelative;

    xsd::optional<domain::bool_> EOM;

    xsd::optional<domain::businessDayConvention> Convention;

};


struct crossCurrencyBasisType_Id_t : xsd::string

{

};


struct crossCurrencyBasisType_FlatIndex_t : xsd::string

{

};


struct crossCurrencyBasisType_SpreadIndex_t : xsd::string

{

};


struct crossCurrencyBasisType

{

    domain::crossCurrencyBasisType_Id_t Id;

    int64_t SettlementDays;

    xsd::optional<domain::crossCurrencyBasisType_SettlementCalendar_t> SettlementCalendar;

    domain::businessDayConvention RollConvention;

    domain::crossCurrencyBasisType_FlatIndex_t FlatIndex;

    domain::crossCurrencyBasisType_SpreadIndex_t SpreadIndex;

    xsd::optional<domain::bool_> EOM;

    xsd::optional<domain::bool_> IsResettable;

    xsd::optional<domain::bool_> FlatIndexIsResettable;

    xsd::optional<domain::crossCurrencyBasisType_FlatTenor_t> FlatTenor;

    xsd::optional<domain::crossCurrencyBasisType_SpreadTenor_t> SpreadTenor;

    xsd::optional<int64_t> SpreadPaymentLag;

    xsd::optional<int64_t> FlatPaymentLag;

    xsd::optional<domain::bool_> SpreadIncludeSpread;

    xsd::optional<domain::crossCurrencyBasisType_SpreadLookback_t> SpreadLookback;

    xsd::optional<int64_t> SpreadFixingDays;

    xsd::optional<int64_t> SpreadRateCutoff;

    xsd::optional<domain::bool_> SpreadIsAveraged;

    xsd::optional<domain::bool_> FlatIncludeSpread;

    xsd::optional<domain::crossCurrencyBasisType_FlatLookback_t> FlatLookback;

    xsd::optional<int64_t> FlatFixingDays;

    xsd::optional<int64_t> FlatRateCutoff;

    xsd::optional<domain::bool_> FlatIsAveraged;

};


struct crossCurrencyFixFloatType_Id_t : xsd::string

{

};


struct crossCurrencyFixFloatType_SettlementCalendar_t : xsd::string

{

};


struct crossCurrencyFixFloatType_Index_t : xsd::string

{

};


struct crossCurrencyFixFloatType

{

    domain::crossCurrencyFixFloatType_Id_t Id;

    int64_t SettlementDays;

    domain::crossCurrencyFixFloatType_SettlementCalendar_t SettlementCalendar;

    domain::businessDayConvention SettlementConvention;

    domain::currencyCode FixedCurrency;

    domain::frequencyType FixedFrequency;

    domain::businessDayConvention FixedConvention;

    domain::dayCounter FixedDayCounter;

    domain::crossCurrencyFixFloatType_Index_t Index;

    xsd::optional<domain::bool_> EOM;

    xsd::optional<domain::bool_> IsResettable;

    xsd::optional<domain::bool_> FloatIndexIsResettable;

};


struct iborIndexType_Id_t : xsd::string

{

};


struct iborIndexType_FixingCalendar_t : xsd::string

{

};


struct iborIndexType

{

    domain::iborIndexType_Id_t Id;

    domain::iborIndexType_FixingCalendar_t FixingCalendar;

    domain::dayCounter DayCounter;

    int64_t SettlementDays;

    domain::businessDayConvention BusinessDayConvention;

    domain::bool_ EndOfMonth;

};


struct overnightIndexType_Id_t : xsd::string

{

};


struct overnightIndexType_FixingCalendar_t : xsd::string

{

};


struct overnightIndexType

{

    domain::overnightIndexType_Id_t Id;

    domain::overnightIndexType_FixingCalendar_t FixingCalendar;

    domain::dayCounter DayCounter;

    int64_t SettlementDays;

};


struct swapIndexType_Id_t : xsd::string

{

};


struct swapIndexType_Conventions_t : xsd::string

{

};


struct swapIndexType

{

    domain::swapIndexType_Id_t Id;

    domain::swapIndexType_Conventions_t Conventions;

    xsd::optional<domain::swapIndexType_FixingCalendar_t> FixingCalendar;

};


struct inflationswapType_Id_t : xsd::string

{

};


struct inflationswapType_FixCalendar_t : xsd::string

{

};


struct inflationswapType_Index_t : xsd::string

{

};


struct inflationswapType_ObservationLag_t : xsd::string

{

};


struct inflationswapType_InflationCalendar_t : xsd::string

{

};


enum class publicationRoll

{

    None,

    OnPublicationDate,

    AfterPublicationDate,

};


std::string to_string(publicationRoll);


struct inflationswapType

{

    domain::inflationswapType_Id_t Id;

    domain::inflationswapType_FixCalendar_t FixCalendar;

    domain::businessDayConvention FixConvention;

    domain::dayCounter DayCounter;

    domain::inflationswapType_Index_t Index;

    domain::bool_ Interpolated;

    domain::inflationswapType_ObservationLag_t ObservationLag;

    domain::bool_ AdjustInflationObservationDates;

    domain::inflationswapType_InflationCalendar_t InflationCalendar;

    domain::businessDayConvention InflationConvention;

    xsd::optional<domain::publicationRoll> PublicationRoll;

    xsd::optional<domain::scheduleData> PublicationSchedule;

    xsd::optional<domain::inflationswapType_StartDelay_t> StartDelay;

    xsd::optional<domain::businessDayConvention> StartDelayConvention;

};


struct cmsSpreadOptionType_Id_t : xsd::string

{

};


struct cmsSpreadOptionType_ForwardStart_t : xsd::string

{

};


struct cmsSpreadOptionType_SpotDays_t : xsd::string

{

};


struct cmsSpreadOptionType_SwapTenor_t : xsd::string

{

};


struct cmsSpreadOptionType_Calendar_t : xsd::string

{

};


struct cmsSpreadOptionType

{

    domain::cmsSpreadOptionType_Id_t Id;

    domain::cmsSpreadOptionType_ForwardStart_t ForwardStart;

    domain::cmsSpreadOptionType_SpotDays_t SpotDays;

    domain::cmsSpreadOptionType_SwapTenor_t SwapTenor;

    int64_t FixingDays;

    domain::cmsSpreadOptionType_Calendar_t Calendar;

    domain::dayCounter DayCounter;

    domain::businessDayConvention RollConvention;

};


struct commodityForwardType_Id_t : xsd::string

{

};


struct commodityForwardType

{

    domain::commodityForwardType_Id_t Id;

    xsd::optional<int64_t> SpotDays;

    xsd::optional<double> PointsFactor;

    xsd::optional<domain::commodityForwardType_AdvanceCalendar_t> AdvanceCalendar;

    xsd::optional<domain::bool_> SpotRelative;

    xsd::optional<domain::businessDayConvention> BusinessDayConvention;

    xsd::optional<domain::bool_> Outright;

};


struct commodityFutureType_Id_t : xsd::string

{

};


struct commodityFutureType_Calendar_t : xsd::string

{

};


enum class monthType

{

    Jan,

    Feb,

    Mar,

    Apr,

    May,

    Jun,

    Jul,

    Aug,

    Sep,

    Oct,

    Nov,

    Dec,

};


std::string to_string(monthType);


typedef int64_t dayOfMonth;


enum class weekdayType

{

    Mon,

    Tue,

    Wed,

    Thu,

    Fri,

    Sat,

    Sun,

};


std::string to_string(weekdayType);


struct commodityFutureType

{

    domain::commodityFutureType_Id_t Id;

    xsd::optional<domain::commodityFutureType_AnchorDay_t> AnchorDay;

    domain::frequencyType ContractFrequency;

    domain::commodityFutureType_Calendar_t Calendar;

    xsd::optional<domain::commodityFutureType_ExpiryCalendar_t> ExpiryCalendar;

    xsd::optional<int64_t> ExpiryMonthLag;

    xsd::optional<domain::monthType> OneContractMonth;

    xsd::optional<int64_t> OffsetDays;

    xsd::optional<domain::businessDayConvention> BusinessDayConvention;

    xsd::optional<domain::bool_> AdjustBeforeOffset;

    xsd::optional<domain::bool_> IsAveraging;

    xsd::optional<domain::prohibitedExpiriesType> ProhibitedExpiries;

    xsd::optional<domain::commodityFutureType_ValidContractMonths_t> ValidContractMonths;

    xsd::optional<int64_t> OptionExpiryMonthLag;

    xsd::optional<domain::frequencyType> OptionContractFrequency;

    xsd::optional<uint64_t> OptionExpiryOffset;

    xsd::optional<uint64_t> OptionCalendarDaysBefore;

    xsd::optional<uint64_t> OptionMinBusinessDaysBefore;

    xsd::optional<domain::dayOfMonth> OptionExpiryDay;

    xsd::optional<domain::nthWeekdayType> OptionNthWeekday;

    xsd::optional<domain::weekdayType> OptionExpiryLastWeekdayOfMonth;

    xsd::optional<domain::weekdayType> OptionExpiryWeeklyDayOfTheWeek;

    xsd::optional<domain::businessDayConvention> OptionBusinessDayConvention;

    xsd::optional<domain::continuationMappingsType> FutureContinuationMappings;

    xsd::optional<domain::continuationMappingsType> OptionContinuationMappings;

    xsd::optional<domain::averagingDataType> AveragingData;

    xsd::optional<uint64_t> HoursPerDay;

    xsd::optional<domain::offPeakPowerIndexDataType> OffPeakPowerIndexData;

    xsd::optional<domain::commodityFutureType_IndexName_t> IndexName;

    xsd::optional<domain::commodityFutureType_SavingsTime_t> SavingsTime;

    xsd::optional<domain::bool_> BalanceOfTheMonth;

    xsd::optional<domain::commodityFutureType_BalanceOfTheMonthPricingCalendar_t> BalanceOfTheMonthPricingCalendar;

    xsd::optional<domain::commodityFutureType_OptionUnderlyingFutureConvention_t> OptionUnderlyingFutureConvention;

};


struct fxOption_Id_t : xsd::string

{

};


struct fxOption_AtmType_t : xsd::string

{

};


struct fxOption_DeltaType_t : xsd::string

{

};


struct fxOption

{

    domain::fxOption_Id_t Id;

    xsd::optional<domain::fxOption_FXConventionID_t> FXConventionID;

    domain::fxOption_AtmType_t AtmType;

    domain::fxOption_DeltaType_t DeltaType;

    xsd::optional<domain::fxOption_SwitchTenor_t> SwitchTenor;

    xsd::optional<domain::fxOption_LongTermAtmType_t> LongTermAtmType;

    xsd::optional<domain::fxOption_LongTermDeltaType_t> LongTermDeltaType;

    xsd::optional<domain::fxOption_RiskReversalInFavorOf_t> RiskReversalInFavorOf;

    xsd::optional<domain::fxOption_ButterflyStyle_t> ButterflyStyle;

};


struct fxOptionTimeWeighting_Id_t : xsd::string

{

};


struct fxOptionTimeWeighting_WeekdayWeights_t

{

    float Monday;

    float Tuesday;

    float Wednesday;

    float Thursday;

    float Friday;

    float Saturday;

    float Sunday;

};


struct fxOptionTimeWeighting

{

    domain::fxOptionTimeWeighting_Id_t Id;

    domain::fxOptionTimeWeighting_WeekdayWeights_t WeekdayWeights;

    xsd::optional<domain::fxOptionTimeWeighting_TradingCenters_t> TradingCenters;

    xsd::optional<domain::fxOptionTimeWeighting_Events_t> Events;

};


struct zeroInflationIndexType_Id_t : xsd::string

{

};


struct zeroInflationIndexType_RegionName_t : xsd::string

{

};


struct zeroInflationIndexType_RegionCode_t : xsd::string

{

};


struct zeroInflationIndexType_AvailabilityLag_t : xsd::string

{

};


struct zeroInflationIndexType

{

    domain::zeroInflationIndexType_Id_t Id;

    domain::zeroInflationIndexType_RegionName_t RegionName;

    domain::zeroInflationIndexType_RegionCode_t RegionCode;

    domain::bool_ Revised;

    domain::frequencyType Frequency;

    domain::zeroInflationIndexType_AvailabilityLag_t AvailabilityLag;

    domain::currencyCode Currency;

};


struct bondYield_Id_t : xsd::string

{

};


struct bondYield_Compounding_t : xsd::string

{

};


struct bondYield

{

    domain::bondYield_Id_t Id;

    domain::bondYield_Compounding_t Compounding;

    xsd::optional<domain::frequencyType> Frequency;

    xsd::optional<domain::bondYield_PriceType_t> PriceType;

    xsd::optional<float> Accuracy;

    xsd::optional<int64_t> MaxEvaluations;

    xsd::optional<float> Guess;

};


struct collateralBalances_CollateralBalance_t

{

    xsd::optional<domain::currencyCode> Currency;

    xsd::optional<double> InitialMargin;

    xsd::optional<double> VariationMargin;

};


struct nettingsetdefinitions_NettingSet_t

{

    xsd::optional<bool> ActiveCSAFlag;

    xsd::optional<domain::nettingsetdefinitions_NettingSet_t_CSADetails_t> CSADetails;

    xsd::optional<double> RiskWeight;

};


struct product_Model_t : xsd::string

{

};


struct product_ModelParameters_t

{

    xsd::vector<domain::parameter> Parameter;

};


struct product_Engine_t : xsd::string

{

};


struct product_EngineParameters_t

{

    xsd::vector<domain::parameter> Parameter;

};


struct product

{

    xsd::string type;

    domain::product_Model_t Model;

    domain::product_ModelParameters_t ModelParameters;

    domain::product_Engine_t Engine;

    domain::product_EngineParameters_t EngineParameters;

};


struct globalParameters

{

    xsd::vector<domain::parameter> Parameter;

};


struct configurationType

{

    xsd::string id;

    xsd::optional<domain::configurationType_YieldCurvesId_t> YieldCurvesId;

    xsd::optional<domain::configurationType_DiscountingCurvesId_t> DiscountingCurvesId;

    xsd::optional<domain::configurationType_IndexForwardingCurvesId_t> IndexForwardingCurvesId;

    xsd::optional<domain::configurationType_SwapIndexCurvesId_t> SwapIndexCurvesId;

    xsd::optional<domain::configurationType_ZeroInflationIndexCurvesId_t> ZeroInflationIndexCurvesId;

    xsd::optional<domain::configurationType_ZeroInflationCapFloorVolatilitiesId_t> ZeroInflationCapFloorVolatilitiesId;

    xsd::optional<domain::configurationType_YYInflationIndexCurvesId_t> YYInflationIndexCurvesId;

    xsd::optional<domain::configurationType_FxSpotsId_t> FxSpotsId;

    xsd::optional<domain::configurationType_BaseCorrelationsId_t> BaseCorrelationsId;

    xsd::optional<domain::configurationType_FxVolatilitiesId_t> FxVolatilitiesId;

    xsd::optional<domain::configurationType_SwaptionVolatilitiesId_t> SwaptionVolatilitiesId;

    xsd::optional<domain::configurationType_YieldVolatilitiesId_t> YieldVolatilitiesId;

    xsd::optional<domain::configurationType_CapFloorVolatilitiesId_t> CapFloorVolatilitiesId;

    xsd::optional<domain::configurationType_CDSVolatilitiesId_t> CDSVolatilitiesId;

    xsd::optional<domain::configurationType_DefaultCurvesId_t> DefaultCurvesId;

    xsd::optional<domain::configurationType_YYInflationCapFloorVolatilitiesId_t> YYInflationCapFloorVolatilitiesId;

    xsd::optional<domain::configurationType_EquityCurvesId_t> EquityCurvesId;

    xsd::optional<domain::configurationType_EquityVolatilitiesId_t> EquityVolatilitiesId;

    xsd::optional<domain::configurationType_SecuritiesId_t> SecuritiesId;

    xsd::optional<domain::configurationType_CommodityCurvesId_t> CommodityCurvesId;

    xsd::optional<domain::configurationType_CommodityVolatilitiesId_t> CommodityVolatilitiesId;

    xsd::optional<domain::configurationType_CorrelationsId_t> CorrelationsId;

};


struct yieldCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::yieldCurvesType_YieldCurve_t> YieldCurve;

};


struct discountCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::discountCurvesType_DiscountingCurve_t> DiscountingCurve;

};


struct indexForwardingCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::indexForwardingCurvesType_Index_t> Index;

};


struct swapIndexCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::swapIndexCurvesType_SwapIndex_t> SwapIndex;

};


struct zeroInflationIndexCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::zeroInflationIndexCurvesType_ZeroInflationIndexCurve_t> ZeroInflationIndexCurve;

};


struct yyInflationIndexCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::yyInflationIndexCurvesType_YYInflationIndexCurve_t> YYInflationIndexCurve;

};


struct fxSpotsType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::fxSpotsType_FxSpot_t> FxSpot;

};


struct fxVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::fxVolatilitiesType_FxVolatility_t> FxVolatility;

};


struct swaptionVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::swaptionVolatilitiesType_SwaptionVolatility_t> SwaptionVolatility;

};


struct yieldVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::yieldVolatilitiesType_YieldVolatility_t> YieldVolatility;

};


struct capFloorVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::capFloorVolatilitiesType_CapFloorVolatility_t> CapFloorVolatility;

};


struct cdsVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::cdsVolatilitiesType_CDSVolatility_t> CDSVolatility;

};


struct defaultCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::defaultCurvesType_DefaultCurve_t> DefaultCurve;

};


struct yyInflationCapFloorVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::yyInflationCapFloorVolatilitiesType_YYInflationCapFloorVolatility_t> YYInflationCapFloorVolatility;

};


struct zeroInflationCapFloorVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::zeroInflationCapFloorVolatilitiesType_ZeroInflationCapFloorVolatility_t> ZeroInflationCapFloorVolatility;

};


struct equityCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::equityCurvesType_EquityCurve_t> EquityCurve;

};


struct equityVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::equityVolatilitiesType_EquityVolatility_t> EquityVolatility;

};


struct securitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::securitiesType_Security_t> Security;

};


struct baseCorrelationsType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::baseCorrelationsType_BaseCorrelation_t> BaseCorrelation;

};


struct commodityCurvesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::commodityCurvesType_CommodityCurve_t> CommodityCurve;

};


struct commodityVolatilitiesType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::commodityVolatilitiesType_CommodityVolatility_t> CommodityVolatility;

};


struct correlationsType

{

    xsd::optional<xsd::string> id;

    xsd::vector<domain::correlationsType_Correlation_t> Correlation;

};


struct parExcludes

{

    xsd::vector<domain::parExcludes_Type_t> Type;

};


struct sensitivityanalysis_ParSensiRemoveFixing_t : xsd::string

{

};


struct discountcurve_ShiftTenors_t : xsd::string

{

};


struct discountcurve

{

    domain::currencyCode ccy;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::discountcurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::discountcurve_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct indexcurves

{

    xsd::vector<domain::indexcurve> IndexCurve;

};


struct yieldcurves

{

    xsd::vector<domain::yieldcurve> YieldCurve;

};


struct fxspots

{

    xsd::vector<domain::fxspot> FxSpot;

};


struct fxvolatilities

{

    xsd::vector<domain::fxvolatility> FxVolatility;

};


struct swaptionvolatilities

{

    xsd::vector<domain::swaptionvolatility> SwaptionVolatility;

};


struct yieldvolatilities

{

    xsd::vector<domain::yieldvolatility> YieldVolatility;

};


struct capfloorvolatilities

{

    xsd::vector<domain::capfloorvolatility> CapFloorVolatility;

};


struct cdsvolatilities

{

    xsd::vector<domain::cdsvolatility> CDSVolatility;

};


struct creditcurves

{

    xsd::vector<domain::creditcurve> CreditCurve;

};


struct equityspots

{

    xsd::vector<domain::equityspot> EquitySpot;

};


struct equityvolatilities

{

    xsd::vector<domain::equityvolatility> EquityVolatility;

};


struct zeroinflationindexcurves

{

    xsd::vector<domain::zeroinflationindexcurve> ZeroInflationIndexCurve;

};


struct yyinflationindexcurves

{

    xsd::vector<domain::yyinflationindexcurve> YYInflationIndexCurve;

};


struct cpicapfloorvolatilities

{

    xsd::vector<domain::cpicapfloorvolatility> CPICapFloorVolatility;

};


struct yycapfloorvolatilities

{

    xsd::vector<domain::yycapfloorvolatility> YYCapFloorVolatility;

};


struct dividendyields

{

    xsd::vector<domain::dividendyield> DividendYieldCurve;

};


struct basecorrelations

{

    xsd::vector<domain::basecorrelation> BaseCorrelation;

};


struct securityspreads

{

    xsd::vector<domain::securityspread> SecuritySpread;

};


struct commodityCurves

{

    xsd::vector<domain::commodityCurve> CommodityCurve;

};


struct commodityvolatilities

{

    xsd::vector<domain::commodityvolatility> CommodityVolatility;

};


struct correlationcurves

{

    xsd::vector<domain::correlationcurve> Correlation;

};


struct crossgammafilter

{

    xsd::vector<domain::crossgammafilter_Pair_t> Pair;

};


enum class riskFactorKeyType

{

    DiscountCurve,

    YieldCurve,

    IndexCurve,

    SwaptionVolatility,

    YieldVolatility,

    OptionletVolatility,

    FXSpot,

    FXVolatility,

    EquitySpot,

    EquityVolatility,

    DividendYield,

    SurvivalProbability,

    RecoveryRate,

    CDSVolatility,

    BaseCorrelation,

    CPIIndex,

    ZeroInflationCurve,

    YoYInflationCurve,

    YoYInflationCapFloorVolatility,

    ZeroInflationCapFloorVolatility,

    CommodityCurve,

    CommodityVolatility,

    SecuritySpread,

    Correlation,

    CPR,

};


std::string to_string(riskFactorKeyType);


struct setRiskFactorKeyTypes

{

    domain::riskFactorKeyType RiskFactorKeyType;

};


struct stresstest

{

    xsd::string id;

    xsd::optional<domain::stresstestparshifts> ParShifts;

    xsd::optional<domain::discountcurves> DiscountCurves;

    xsd::optional<domain::indexcurves> IndexCurves;

    xsd::optional<domain::yieldcurves> YieldCurves;

    xsd::optional<domain::fxspots> FxSpots;

    xsd::optional<domain::stressfxvolatilities> FxVolatilities;

    xsd::optional<domain::swaptionvolatilities> SwaptionVolatilities;

    xsd::optional<domain::stresscapfloorvolatilities> CapFloorVolatilities;

    xsd::optional<domain::equityspots> EquitySpots;

    xsd::optional<domain::equityvolatilities> EquityVolatilities;

    xsd::optional<domain::stresscommoditycurves> CommodityCurves;

    xsd::optional<domain::stresscommodityvolatilities> CommodityVolatilities;

    xsd::optional<domain::securityspreads> SecuritySpreads;

    xsd::optional<domain::recoveryrates> RecoveryRates;

    xsd::optional<domain::survivalprobabilities> SurvivalProbabilities;

};


struct parameterListType_Parameter_t : xsd::string

{

    xsd::string name;

};


struct analyticsType_Analytic_t : domain::parameterListType

{

    xsd::optional<xsd::string> type;

};


struct newcalendar

{

    xsd::string name;

    xsd::optional<domain::calendar> BaseCalendar;

    xsd::optional<domain::Dates> AdditionalHolidays;

    xsd::optional<domain::Dates> AdditionalBusinessDays;

};


struct currencyDefinition_MinorUnitCodes_t : xsd::string

{

};


struct currencyDefinition_CurrencyType_t : xsd::string

{

};


struct counterparties

{

    xsd::vector<domain::counterparty> Counterparty;

};


struct counterPartyCorrelations

{

    xsd::vector<domain::counterPartyCorrelations_Correlation_t> Correlation;

};


struct envelope_CounterParty_t : xsd::string

{

};


struct envelope_PortfolioIds_t

{

    xsd::vector<domain::envelope_PortfolioIds_t_PortfolioId_t> PortfolioId;

};


struct envelope_AdditionalFields_t

{

};


enum class tradeActionType

{

    Break,

    Termination,

    Conversion,

};


std::string to_string(tradeActionType);


enum class tradeActionOwner

{

    Mutual,

    Sold,

    Bought,

};


std::string to_string(tradeActionOwner);


struct tradeAction

{

    domain::tradeActionType Type;

    domain::tradeActionOwner Owner;

    domain::scheduleData Schedule;

};


struct stFreeStyleEventScheduleBase_DerivedSchedule_t_BaseSchedule_t : xsd::string

{

};


struct stFreeStyleEventScheduleBase_DerivedSchedule_t_Shift_t : xsd::string

{

};


struct stFreeStyleEventScheduleBase_DerivedSchedule_t_Calendar_t : xsd::string

{

};


struct stFreeStyleEventScheduleBase_DerivedSchedule_t_Convention_t : xsd::string

{

};


struct stFreeStyleEventScheduleBase_DerivedSchedule_t

{

    domain::stFreeStyleEventScheduleBase_DerivedSchedule_t_BaseSchedule_t BaseSchedule;

    domain::stFreeStyleEventScheduleBase_DerivedSchedule_t_Shift_t Shift;

    domain::stFreeStyleEventScheduleBase_DerivedSchedule_t_Calendar_t Calendar;

    domain::stFreeStyleEventScheduleBase_DerivedSchedule_t_Convention_t Convention;

};


struct fxForwardSettlementData

{

    xsd::optional<domain::currencyCode> Currency;

    xsd::optional<domain::fxForwardSettlementData_FXIndex_t> FXIndex;

    xsd::optional<domain::date> Date;

    xsd::optional<domain::fxForwardSettlementData_Rules_t> Rules;

};


struct scheduleData_Rules_t_Tenor_t : xsd::string

{

};


struct scheduleData_Rules_t

{

    domain::date StartDate;

    xsd::optional<domain::date> EndDate;

    xsd::optional<domain::bool_> AdjustEndDateToPreviousMonthEnd;

    domain::scheduleData_Rules_t_Tenor_t Tenor;

    xsd::optional<domain::calendar> Calendar;

    domain::businessDayConvention Convention;

    xsd::optional<domain::businessDayConvention> TermConvention;

    xsd::optional<domain::dateRule> Rule;

    xsd::optional<domain::bool_> EndOfMonth;

    xsd::optional<domain::businessDayConvention> EndOfMonthConvention;

    xsd::optional<domain::date> FirstDate;

    xsd::optional<domain::date> LastDate;

    xsd::optional<bool> RemoveFirstDate;

    xsd::optional<bool> RemoveLastDate;

};


struct scheduleData_Dates_t_Dates_t

{

    xsd::vector<domain::date> Date;

};


struct scheduleData_Dates_t

{

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::businessDayConvention> Convention;

    xsd::optional<domain::scheduleData_Dates_t_Tenor_t> Tenor;

    xsd::optional<domain::bool_> EndOfMonth;

    xsd::optional<domain::bool_> IncludeDuplicateDates;

    domain::scheduleData_Dates_t_Dates_t Dates;

};


struct optionData_OptionType_t : xsd::string

{

};


struct optionData_PayoffType_t : xsd::string

{

};


struct optionData_PayoffType2_t : xsd::string

{

};


struct optionData_Style_t : xsd::string

{

};


struct optionData_NoticePeriod_t : xsd::string

{

};


struct optionData_NoticeCalendar_t : xsd::string

{

};


struct optionData_NoticeConvention_t : xsd::string

{

};


struct optionData_MidCouponExercise_t : xsd::string

{

};


struct optionData_PayOffAtExpiry_t : xsd::string

{

};


struct optionData_PremiumAmount_t : xsd::string

{

};


struct optionData_PremiumPayDate_t : xsd::string

{

};


struct premiumData

{

    xsd::vector<domain::premiumData_Premium_t> Premium;

};


struct optionData_ExercisePrices_t : xsd::string

{

};


struct optionData_ExerciseFees_t

{

    xsd::vector<domain::optionData_ExerciseFees_t_ExerciseFee_t> ExerciseFee;

};


struct optionData_ExerciseFeeSettlementPeriod_t : xsd::string

{

};


struct optionData_ExerciseFeeSettlementCalendar_t : xsd::string

{

};


struct optionData_ExerciseFeeSettlementConvention_t : xsd::string

{

};


struct optionExerciseData

{

    domain::date Date;

    xsd::optional<double> Price;

};


struct optionPaymentData

{

    xsd::optional<domain::optionPaymentData_Dates_t> Dates;

    xsd::optional<domain::optionPaymentData_Rules_t> Rules;

};


struct optionData_SettlementData_t_FXIndex_t : xsd::string

{

};


struct optionData_SettlementData_t

{

    domain::currencyCode PayCurrency;

    domain::optionData_SettlementData_t_FXIndex_t FXIndex;

    xsd::optional<domain::optionData_SettlementData_t_FixingDate_t> FixingDate;

};


struct fxOptionData_FXIndex_t : xsd::string

{

};


struct fxBarrierOptionData_FXIndex_t : xsd::string

{

};


struct fxBarrierOptionData_FXIndexDailyLows_t : xsd::string

{

};


struct fxBarrierOptionData_FXIndexDailyHighs_t : xsd::string

{

};


struct fxKIKOBarrierOptionData_FXIndex_t : xsd::string

{

};


struct fxDigitalBarrierOptionData_FXIndex_t : xsd::string

{

};


struct fxDigitalBarrierOptionData_FXIndexDailyLows_t : xsd::string

{

};


struct fxDigitalBarrierOptionData_FXIndexDailyHighs_t : xsd::string

{

};


struct fxTouchOptionData_FXIndex_t : xsd::string

{

};


struct fxTouchOptionData_FXIndexDailyLows_t : xsd::string

{

};


struct fxTouchOptionData_FXIndexDailyHighs_t : xsd::string

{

};


struct fxTouchOptionData_Calendar_t : xsd::string

{

};


struct legData_capfloor_PaymentCalendar_t : xsd::string

{

};


struct legData_capfloor_Notionals_t_Notional_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct fxreset_FXIndex_t : xsd::string

{

};


struct fxreset

{

    domain::currencyCode ForeignCurrency;

    xsd::optional<domain::fxreset_StartDate_t> StartDate;

    xsd::optional<double> ForeignAmount;

    domain::fxreset_FXIndex_t FXIndex;

    xsd::optional<int64_t> FixingDays;

    xsd::optional<domain::fxreset_FixingCalendar_t> FixingCalendar;

};


struct exchanges

{

    xsd::optional<domain::bool_> NotionalInitialExchange;

    xsd::optional<domain::bool_> NotionalFinalExchange;

    xsd::optional<domain::bool_> NotionalAmortizingExchange;

};


struct legData_capfloor_PaymentDates_t

{

    xsd::vector<domain::date> PaymentDate;

};


struct capFloorData_Caps_t

{

    xsd::vector<domain::capFloorData_Caps_t_Cap_t> Cap;

};


struct capFloorData_Floors_t

{

    xsd::vector<domain::capFloorData_Floors_t_Floor_t> Floor;

};


struct capFloorData_PremiumAmount_t : xsd::string

{

};


struct capFloorData_PremiumPayDate_t : xsd::string

{

};


struct eqBarrierOptionData_EQIndex_t : xsd::string

{

};


struct eqForwardSettlementData

{

    xsd::optional<domain::eqForwardSettlementData_FXIndex_t> FXIndex;

    xsd::optional<domain::date> Date;

    xsd::optional<domain::eqForwardSettlementData_Rules_t> Rules;

};


struct eqTouchOptionData_EQIndex_t : xsd::string

{

};


struct bondData_IssuerId_t : xsd::string

{

};


struct bondData_CreditCurveId_t : xsd::string

{

};


struct bondData_CreditGroup_t : xsd::string

{

};


struct bondData_ReferenceCurveId_t : xsd::string

{

};


struct bondData_IncomeCurveId_t : xsd::string

{

};


struct bondData_VolatilityCurveId_t : xsd::string

{

};


struct bondData_SettlementDays_t : xsd::string

{

};


struct bondData_Calendar_t : xsd::string

{

};


struct bondData_IssueDate_t : xsd::string

{

};


struct bondData_PriceQuoteMethod_t : xsd::string

{

};


struct bondData_PriceQuoteBaseValue_t : xsd::string

{

};


struct bondData_BondNotional_t : xsd::string

{

};


struct bondData_Payer_t : xsd::string

{

};


struct bondData_SubType_t : xsd::string

{

};


struct settlementData_ForwardSettlementDate_t : xsd::string

{

};


struct settlementData_Settlement_t : xsd::string

{

};


struct settlementData_LockRateDayCounter_t : xsd::string

{

};


struct settlementData_SettlementDirty_t : xsd::string

{

};


struct forwardBondData_PremiumData_t_Amount_t : xsd::string

{

};


struct forwardBondData_PremiumData_t_Date_t : xsd::string

{

};


struct forwardBondData_PremiumData_t

{

    domain::forwardBondData_PremiumData_t_Amount_t Amount;

    domain::forwardBondData_PremiumData_t_Date_t Date;

};


struct bondFutureData_ContractMonth_t : xsd::string

{

};


struct bondFutureData_DeliverableGrade_t : xsd::string

{

};


struct bondFutureData_FairPrice_t : xsd::string

{

};


struct bondFutureData_Settlement_t : xsd::string

{

};


struct bondFutureData_SettlementDirty_t : xsd::string

{

};


struct bondFutureData_RootDate_t : xsd::string

{

};


struct bondFutureData_ExpiryBasis_t : xsd::string

{

};


struct bondFutureData_SettlementBasis_t : xsd::string

{

};


struct bondFutureData_ExpiryLag_t : xsd::string

{

};


struct bondFutureData_SettlementLag_t : xsd::string

{

};


struct bondFutureData_LastTradingDate_t : xsd::string

{

};


struct bondFutureData_LastDeliveryDate_t : xsd::string

{

};


struct deliveryBasket

{

    xsd::vector<domain::deliveryBasket_Id_t> Id;

};


struct creditDefaultSwapData_IssuerId_t : xsd::string

{

};


struct creditDefaultSwapData_ReferenceObligation_t : xsd::string

{

};


struct creditDefaultSwapData_ProtectionPaymentTime_t : xsd::string

{

};


struct legData_PaymentCalendar_t : xsd::string

{

};


struct legData_Amortizations_t

{

    xsd::vector<domain::amortizationData> AmortizationData;

};


struct legData_Notionals_t

{

    xsd::vector<domain::legData_Notionals_t_Notional_t> Notional;

    xsd::vector<domain::fxreset> FXReset;

    xsd::vector<domain::exchanges> Exchanges;

};


struct legData_PaymentDates_t

{

    xsd::vector<domain::date> PaymentDate;

};


struct legData_Indexings_t

{

    xsd::optional<bool> FromAssetLeg;

    xsd::vector<domain::indexingData> Indexing;

};


struct legData_SettlementData_t_FXIndex_t : xsd::string

{

};


struct legData_SettlementData_t

{

    domain::legData_SettlementData_t_FXIndex_t FXIndex;

    xsd::optional<domain::legData_SettlementData_t_FixingDate_t> FixingDate;

};


struct creditDefaultSwapOptionData_Term_t : xsd::string

{

};


struct auctionSettlementInformation

{

    domain::date AuctionSettlementDate;

    float AuctionFinalPrice;

};


struct commodityForwardData_FutureExpiryOffset_t : xsd::string

{

};


struct commodityForwardData_FutureExpiryOffsetCalendar_t : xsd::string

{

};


struct commForwardSettlementData_FXIndex_t : xsd::string

{

};


struct commForwardSettlementData

{

    domain::currencyCode PayCurrency;

    domain::commForwardSettlementData_FXIndex_t FXIndex;

    domain::date FixingDate;

};


struct commodityDigitalAveragePriceOptionData_FXIndex_t : xsd::string

{

};


struct commoditySpreadOptionStripPaymentData

{

    domain::scheduleData OptionStripDefinition;

    int64_t PaymentLag;

    domain::businessDayConvention PaymentConvention;

    domain::calendar PaymentCalendar;

};


struct commodityAveragePriceOptionData_FXIndex_t : xsd::string

{

};


struct callsPutsType

{

    xsd::optional<domain::longShortsType> LongShorts;

    xsd::optional<domain::strikes> Strikes;

    xsd::optional<domain::barrierData> BarrierData;

};


struct commodityOptionStripData_PremiumAmount_t : xsd::string

{

};


struct commodityOptionStripData_PremiumPayDate_t : xsd::string

{

};


struct commodityOptionStripData_Style_t : xsd::string

{

};


struct singleUnderlyingAsianOptionData_Settlement_t : xsd::string

{

};


struct bondOptionData_Redemption_t : xsd::string

{

};


struct bondOptionData_PriceType_t : xsd::string

{

};


struct totalReturnData_ObservationLag_t : xsd::string

{

};


struct totalReturnData_PaymentDates_t

{

    xsd::vector<domain::date> PaymentDate;

};


struct fxTermsData

{

    xsd::vector<domain::fxTermsData_FXIndex_t> FXIndex;

    xsd::optional<int64_t> FXIndexFixingDays;

    xsd::optional<domain::fxTermsData_FXIndexCalendar_t> FXIndexCalendar;

    xsd::optional<bool> ApplyFXIndexFixingDays;

};


struct cdoData_ProtectionPaymentTime_t : xsd::string

{

};


struct basketData

{

    xsd::vector<domain::nameData> Name;

};


struct creditLinkedSwapData_DefaultPaymentTime_t : xsd::string

{

};


struct creditLinkedSwapData_IndependentPayments_t

{

    xsd::vector<domain::legData> LegData;

};


struct creditLinkedSwapData_ContingentPayments_t

{

    xsd::vector<domain::legData> LegData;

};


struct creditLinkedSwapData_DefaultPayments_t

{

    xsd::vector<domain::legData> LegData;

};


struct creditLinkedSwapData_RecoveryPayments_t

{

    xsd::vector<domain::legData> LegData;

};


struct indexCreditDefaultSwapData_IssuerId_t : xsd::string

{

};


struct indexCreditDefaultSwapData_ProtectionPaymentTime_t : xsd::string

{

};


struct indexCreditDefaultSwapOptionData_IndexTerm_t : xsd::string

{

};


struct cbCallData_Styles_t

{

    xsd::vector<domain::cbCallData_Styles_t_Style_t> Style;

};


struct cbCallData_Prices_t

{

    xsd::vector<domain::cbCallData_Prices_t_Price_t> Price;

};


struct cbCallData_PriceTypes_t

{

    xsd::vector<domain::cbCallData_PriceTypes_t_PriceType_t> PriceType;

};


struct cbCallData_IncludeAccruals_t

{

    xsd::vector<domain::cbCallData_IncludeAccruals_t_IncludeAccrual_t> IncludeAccrual;

};


struct cbCallData

{

    domain::scheduleData ScheduleData;

    domain::cbCallData_Styles_t Styles;

    domain::cbCallData_Prices_t Prices;

    domain::cbCallData_PriceTypes_t PriceTypes;

    domain::cbCallData_IncludeAccruals_t IncludeAccruals;

    xsd::optional<domain::cbCallData_Soft_t> Soft;

    xsd::optional<domain::cbCallData_TriggerRatios_t> TriggerRatios;

    xsd::optional<domain::cbCallData_NOfMTriggers_t> NOfMTriggers;

    xsd::optional<domain::cbCallData_MakeWhole_t> MakeWhole;

};


struct cbConversionData

{

    xsd::optional<domain::scheduleData> ScheduleData;

    xsd::optional<domain::cbConversionData_Styles_t> Styles;

    xsd::optional<domain::cbConversionData_ConversionRatios_t> ConversionRatios;

    xsd::optional<domain::cbConversionData_FixedAmountConversion_t> FixedAmountConversion;

    xsd::optional<domain::cbContingentConversionData> ContingentConversion;

    xsd::optional<domain::cbMandatoryConversionData> MandatoryConversion;

    xsd::optional<domain::cbConversionResetData> ConversionResets;

    xsd::optional<domain::underlying> Underlying;

    xsd::optional<domain::cbConversionData_FXIndex_t> FXIndex;

    xsd::optional<domain::calendar> FXIndexCalendar;

    xsd::optional<int64_t> FXIndexFixingDays;

    xsd::optional<domain::cbExchangeableData> Exchangeable;

};


struct cbDividendProtectionData_AdjustmentStyles_t

{

    xsd::vector<domain::cbDividendProtectionData_AdjustmentStyles_t_AdjustmentStyle_t> AdjustmentStyle;

};


struct cbDividendProtectionData_DividendTypes_t

{

    xsd::vector<domain::cbDividendProtectionData_DividendTypes_t_DividendType_t> DividendType;

};


struct cbDividendProtectionData_Thresholds_t

{

    xsd::vector<domain::cbDividendProtectionData_Thresholds_t_Threshold_t> Threshold;

};


struct cbDividendProtectionData

{

    domain::scheduleData ScheduleData;

    domain::cbDividendProtectionData_AdjustmentStyles_t AdjustmentStyles;

    domain::cbDividendProtectionData_DividendTypes_t DividendTypes;

    domain::cbDividendProtectionData_Thresholds_t Thresholds;

};


struct callableBondCallData_Styles_t

{

    xsd::vector<domain::callableBondCallData_Styles_t_Style_t> Style;

};


struct callableBondCallData_Prices_t

{

    xsd::vector<domain::callableBondCallData_Prices_t_Price_t> Price;

};


struct callableBondCallData_PriceTypes_t

{

    xsd::vector<domain::callableBondCallData_PriceTypes_t_PriceType_t> PriceType;

};


struct callableBondCallData_IncludeAccruals_t

{

    xsd::vector<domain::callableBondCallData_IncludeAccruals_t_IncludeAccrual_t> IncludeAccrual;

};


struct callableBondCallData

{

    domain::scheduleData ScheduleData;

    domain::callableBondCallData_Styles_t Styles;

    domain::callableBondCallData_Prices_t Prices;

    domain::callableBondCallData_PriceTypes_t PriceTypes;

    domain::callableBondCallData_IncludeAccruals_t IncludeAccruals;

};


struct rpaData_IssuerId_t : xsd::string

{

};


struct cboStructure_DayCounter_t : xsd::string

{

};


struct cboStructure_PaymentConvention_t : xsd::string

{

};


struct cboStructure_FeeDayCounter_t : xsd::string

{

};


struct cboBondBasketData

{

    xsd::vector<domain::cboBondBasketData_Trade_t> Trade;

};


struct cbotranches

{

    xsd::vector<domain::cbotranche> Tranche;

};


struct cboStructure

{

    domain::cboStructure_DayCounter_t DayCounter;

    domain::cboStructure_PaymentConvention_t PaymentConvention;

    domain::currencyCode Currency;

    xsd::optional<domain::cboStructure_ReinvestmentEndDate_t> ReinvestmentEndDate;

    float SeniorFee;

    domain::cboStructure_FeeDayCounter_t FeeDayCounter;

    float SubordinatedFee;

    float EquityKicker;

    domain::cboBondBasketData BondBasketData;

    domain::cbotranches CBOTranches;

    domain::scheduleData ScheduleData;

};


struct bondBasketData_Identifier_t : xsd::string

{

};


struct equityOptionUnderlyingData

{

    domain::underlying Underlying;

    domain::optionData OptionData;

    float Strike;

};


struct trsUnderlyingData_Derivative_t_Id_t : xsd::string

{

};


struct trsUnderlyingData_Derivative_t_Trade_t

{

    xsd::optional<xsd::string> id;

    domain::oreTradeType TradeType;

    xsd::optional<domain::envelope> Envelope;

    domain::swapData CrossCurrencySwapData;

    domain::swapData InflationSwapData;

    domain::swapData SwapData;

    domain::swapData EquitySwapData;

    domain::callableSwapData CallableSwapData;

    domain::arcOptionData ArcOptionData;

    domain::swaptionData SwaptionData;

    domain::varianceSwapData VarianceSwapData;

    domain::varianceSwapData EquityVarianceSwapData;

    domain::varianceSwapData FxVarianceSwapData;

    domain::varianceSwapData CommodityVarianceSwapData;

    domain::forwardRateAgreementData ForwardRateAgreementData;

    domain::fxForwardData FxForwardData;

    domain::fxAverageForwardData FxAverageForwardData;

    domain::fxOptionData FxOptionData;

    domain::fxBarrierOptionData FxBarrierOptionData;

    domain::fxBarrierOptionData FxDoubleBarrierOptionData;

    domain::fxDigitalOptionData FxDigitalOptionData;

    domain::fxBarrierOptionData FxEuropeanBarrierOptionData;

    domain::fxKIKOBarrierOptionData FxKIKOBarrierOptionData;

    domain::fxDigitalBarrierOptionData FxDigitalBarrierOptionData;

    domain::fxTouchOptionData FxTouchOptionData;

    domain::fxTouchOptionData FxDoubleTouchOptionData;

    domain::fxSwapData FxSwapData;

    domain::capFloorData CapFloorData;

    domain::equityFutureOptionData EquityFutureOptionData;

    domain::equityOptionData EquityOptionData;

    domain::eqBarrierOptionData EquityBarrierOptionData;

    domain::eqBarrierOptionData EquityDoubleBarrierOptionData;

    domain::equityForwardData EquityForwardData;

    domain::eqBarrierOptionData EquityEuropeanBarrierOptionData;

    domain::eqDigitalOptionData EquityDigitalOptionData;

    domain::eqTouchOptionData EquityDoubleTouchOptionData;

    domain::eqTouchOptionData EquityTouchOptionData;

    domain::cliquetOptionData EquityCliquetOptionData;

    domain::bondData BondData;

    domain::forwardBondData ForwardBondData;

    domain::bondFutureData BondFutureData;

    domain::creditDefaultSwapData CreditDefaultSwapData;

    domain::creditDefaultSwapOptionData CreditDefaultSwapOptionData;

    domain::commodityForwardData CommodityForwardData;

    domain::commodityOptionData CommodityOptionData;

    domain::commodityDigitalAveragePriceOptionData CommodityDigitalAveragePriceOptionData;

    domain::commodityDigitalOptionData CommodityDigitalOptionData;

    domain::commoditySpreadOptionData CommoditySpreadOptionData;

    domain::commoditySwapData CommoditySwapData;

    domain::commoditySwaptionData CommoditySwaptionData;

    domain::commodityAveragePriceOptionData CommodityAveragePriceOptionData;

    domain::commodityOptionStripData CommodityOptionStripData;

    domain::commodityPositionData CommodityPositionData;

    domain::singleUnderlyingAsianOptionData EquityAsianOptionData;

    domain::singleUnderlyingAsianOptionData FxAsianOptionData;

    domain::singleUnderlyingAsianOptionData CommodityAsianOptionData;

    domain::bondOptionData BondOptionData;

    domain::bondRepoData BondRepoData;

    domain::bondTRSData BondTRSData;

    domain::cdoData CdoData;

    domain::creditLinkedSwapData CreditLinkedSwapData;

    domain::indexCreditDefaultSwapData IndexCreditDefaultSwapData;

    domain::indexCreditDefaultSwapOptionData IndexCreditDefaultSwapOptionData;

    domain::multiLegOptionData MultiLegOptionData;

    domain::ascotData AscotData;

    domain::convertibleBondData ConvertibleBondData;

    domain::callableBondData CallableBondData;

    domain::tlockData TreasuryLockData;

    domain::rpaData RiskParticipationAgreementData;

    domain::cbodata CBOData;

    domain::bondBasketData BondBasketData;

    domain::equityPositionData EquityPositionData;

    domain::equityOptionPositionData EquityOptionPositionData;

    domain::totalReturnSwapData TotalReturnSwapData;

    domain::totalReturnSwapData ContractForDifferenceData;

    domain::compositeTradeData CompositeTradeData;

    domain::pairwiseVarianceSwapData1 PairwiseVarianceSwapData;

    domain::pairwiseVarianceSwapData2 EquityPairwiseVarianceSwapData;

    domain::pairwiseVarianceSwapData2 FxPairwiseVarianceSwapData;

    domain::eqOutperformanceOptionData EquityOutperformanceOptionData;

    domain::flexiSwapData FlexiSwapData;

    domain::bgSwapData BalanceGuaranteedSwapData;

    domain::commodityRevenueOptionData CommodityRevenueOptionData;

    domain::basketVarianceSwapData BasketVarianceSwapData;

    domain::basketVarianceSwapData2 EquityBasketVarianceSwapData;

    domain::basketVarianceSwapData2 FxBasketVarianceSwapData;

    domain::basketVarianceSwapData2 CommodityBasketVarianceSwapData;

    domain::extendedAccumulatorData ExtendedAccumulatorData;

    domain::varianceOptionData VarianceOptionData;

    domain::varianceDispersionSwapData VarianceDispersionSwapData;

    domain::kikoVarianceSwapData KIKOVarianceSwapData;

    domain::corridorVarianceSwapData CorridorVarianceSwapData;

    domain::indexedCorridorVarianceSwapData IndexedCorridorVarianceSwapData;

    domain::kikoCorridorVarianceSwapData KIKOCorridorVarianceSwapData;

    domain::corridorVarianceDispersionSwapData CorridorVarianceDispersionSwapData;

    domain::koCorridorVarianceDispersionSwapData KOCorridorVarianceDispersionSwapData;

    domain::pairwiseGeometricVarianceDispersionSwapData PairwiseGeometricVarianceDispersionSwapData;

    domain::conditionalVarianceSwap01Data ConditionalVarianceSwap01Data;

    domain::conditionalVarianceSwap02Data ConditionalVarianceSwap02Data;

    domain::gammaSwapData GammaSwapData;

    domain::bestEntryOptionData BestEntryOptionData;

    domain::dualEuroBinaryOptionData DualEuroBinaryOptionData;

    domain::dualEuroBinaryOptionDoubleKOData DualEuroBinaryOptionDoubleKOData;

    domain::volBarrierOptionData VolatilityBarrierOptionData;

    domain::tarfData2 FxTaRFData;

    domain::tarfData2 EquityTaRFData;

    domain::tarfData2 CommodityTaRFData;

    domain::accumulatorData FxAccumulatorData;

    domain::accumulatorData EquityAccumulatorData;

    domain::accumulatorData CommodityAccumulatorData;

    domain::windowBarrierOptionData2 FxWindowBarrierOptionData;

    domain::windowBarrierOptionData2 EquityWindowBarrierOptionData;

    domain::windowBarrierOptionData2 CommodityWindowBarierOptionData;

    domain::basketOptionData EquityBasketOptionData;

    domain::basketOptionData FxBasketOptionData;

    domain::basketOptionData CommodityBasketOptionData;

    domain::genericBarrierOptionData FxGenericBarrierOptionData;

    domain::genericBarrierOptionData EquityGenericBarrierOptionData;

    domain::genericBarrierOptionData CommodityGenericBarrierOptionData;

    domain::rainbowOptionData EquityRainbowOptionData;

    domain::rainbowOptionData FxRainbowOptionData;

    domain::rainbowOptionData CommodityRainbowOptionData;

    domain::autocallable01Data Autocallable01Data;

    domain::doubleDigitalOptionData DoubleDigitalOptionData;

    domain::performanceOption01Data PerformanceOption01Data;

    domain::scriptedTradeData ScriptedTradeData;

    domain::vanillaBasketOptionData VanillaBasketOptionData;

    domain::asianBasketOptionData AsianBasketOptionData;

    domain::averageStrikeBasketOptionData AverageStrikeBasketOptionData;

    domain::lookbackCallBasketOptionData LookbackCallBasketOptionData;

    domain::lookbackPutBasketOptionData LookbackPutBasketOptionData;

    domain::bestOfAirbagData BestOfAirbagData;

    domain::worstOfBasketSwapData WorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 FxWorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 EquityWorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 CommodityWorstOfBasketSwapData;

    domain::worstPerformanceRainbowOption01Data WorstPerformanceRainbowOption01Data;

    domain::worstPerformanceRainbowOption02Data WorstPerformanceRainbowOption02Data;

    domain::worstPerformanceRainbowOption03Data WorstPerformanceRainbowOption03Data;

    domain::worstPerformanceRainbowOption04Data WorstPerformanceRainbowOption04Data;

    domain::worstPerformanceRainbowOption05Data WorstPerformanceRainbowOption05Data;

    domain::worstPerformanceRainbowOption06Data WorstPerformanceRainbowOption06Data;

    domain::worstPerformanceRainbowOption07Data WorstPerformanceRainbowOption07Data;

    domain::bestOfAssetOrCashRainbowOptionData BestOfAssetOrCashRainbowOptionData;

    domain::worstOfAssetOrCashRainbowOptionData WorstOfAssetOrCashRainbowOptionData;

    domain::minRainbowOptionData MinRainbowOptionData;

    domain::maxRainbowOptionData MaxRainbowOptionData;

    domain::windowBarrierOptionData WindowBarrierOptionData;

    domain::accumulator01Data Accumulator01Data;

    domain::accumulator02Data Accumulator02Data;

    domain::bestEntryOptionData2 EquityBestEntryOptionData;

    domain::bestEntryOptionData2 FxBestEntryOptionData;

    domain::bestEntryOptionData2 CommodityBestEntryOptionData;

    domain::tarfData TaRFData;

    domain::europeanRainbowCallSpreadOptionData EuropeanRainbowCallSpreadOptionData;

    domain::rainbowCallSpreadBarrierOptionData RainbowCallSpreadBarrierOptionData;

    domain::asianRainbowCallSpreadOptionData AsianRainbowCallSpreadOptionData;

    domain::asianIrCapFloorData AsianIrCapFloorData;

    domain::forwardVolatilityAgreementData ForwardVolatilityAgreementData;

    domain::correlationSwapData CorrelationSwapData;

    domain::assetLinkedCliquetOptionData AssetLinkedCliquetOptionData;

    domain::constantMaturityVolatilitySwapData ConstantMaturityVolatilitySwapData;

    domain::cmsCapFloorBarrierData CMSCapFloorBarrierData;

    domain::fixedStrikeForwardStartingOptionData FixedStrikeForwardStartingOptionData;

    domain::floatingStrikeForwardStartingOptionData FloatingStrikeForwardStartingOptionData;

    domain::forwardStartingSwaptionData ForwardStartingSwaptionData;

    domain::flooredAverageCPIZCIISData FlooredAverageCPIZCIISData;

    domain::genericBarrierOptionDataRaw GenericBarrierOptionData;

    domain::movingMaxYYIISData MovingMaxYYIISData;

    domain::irregularYYIISData IrregularYYIISData;

    domain::europeanOptionBarrierData EuropeanOptionBarrierData;

    domain::ladderLockInOptionData LadderLockInOptionData;

    domain::lapseHedgeSwapData LapseHedgeSwapData;

    domain::knockOutSwapData KnockOutSwapData;

    domain::LPISwapData LPISwapData;

    domain::cashPositionData CashPositionData;

    domain::strikeResettableOptionData StrikeResettableOptionData;

    domain::strikeResettableOptionData2 EquityStrikeResettableOptionData;

    domain::strikeResettableOptionData2 FxStrikeResettableOptionData;

    domain::strikeResettableOptionData2 CommodityStrikeResettableOptionData;

};


struct trsUnderlyingData_Derivative_t

{

    domain::trsUnderlyingData_Derivative_t_Id_t Id;

    domain::trsUnderlyingData_Derivative_t_Trade_t Trade;

};


struct trsUnderlyingData_Trade_t

{

    xsd::optional<xsd::string> id;

    domain::oreTradeType TradeType;

    xsd::optional<domain::envelope> Envelope;

    domain::swapData CrossCurrencySwapData;

    domain::swapData InflationSwapData;

    domain::swapData SwapData;

    domain::swapData EquitySwapData;

    domain::callableSwapData CallableSwapData;

    domain::arcOptionData ArcOptionData;

    domain::swaptionData SwaptionData;

    domain::varianceSwapData VarianceSwapData;

    domain::varianceSwapData EquityVarianceSwapData;

    domain::varianceSwapData FxVarianceSwapData;

    domain::varianceSwapData CommodityVarianceSwapData;

    domain::forwardRateAgreementData ForwardRateAgreementData;

    domain::fxForwardData FxForwardData;

    domain::fxAverageForwardData FxAverageForwardData;

    domain::fxOptionData FxOptionData;

    domain::fxBarrierOptionData FxBarrierOptionData;

    domain::fxBarrierOptionData FxDoubleBarrierOptionData;

    domain::fxDigitalOptionData FxDigitalOptionData;

    domain::fxBarrierOptionData FxEuropeanBarrierOptionData;

    domain::fxKIKOBarrierOptionData FxKIKOBarrierOptionData;

    domain::fxDigitalBarrierOptionData FxDigitalBarrierOptionData;

    domain::fxTouchOptionData FxTouchOptionData;

    domain::fxTouchOptionData FxDoubleTouchOptionData;

    domain::fxSwapData FxSwapData;

    domain::capFloorData CapFloorData;

    domain::equityFutureOptionData EquityFutureOptionData;

    domain::equityOptionData EquityOptionData;

    domain::eqBarrierOptionData EquityBarrierOptionData;

    domain::eqBarrierOptionData EquityDoubleBarrierOptionData;

    domain::equityForwardData EquityForwardData;

    domain::eqBarrierOptionData EquityEuropeanBarrierOptionData;

    domain::eqDigitalOptionData EquityDigitalOptionData;

    domain::eqTouchOptionData EquityDoubleTouchOptionData;

    domain::eqTouchOptionData EquityTouchOptionData;

    domain::cliquetOptionData EquityCliquetOptionData;

    domain::bondData BondData;

    domain::forwardBondData ForwardBondData;

    domain::bondFutureData BondFutureData;

    domain::creditDefaultSwapData CreditDefaultSwapData;

    domain::creditDefaultSwapOptionData CreditDefaultSwapOptionData;

    domain::commodityForwardData CommodityForwardData;

    domain::commodityOptionData CommodityOptionData;

    domain::commodityDigitalAveragePriceOptionData CommodityDigitalAveragePriceOptionData;

    domain::commodityDigitalOptionData CommodityDigitalOptionData;

    domain::commoditySpreadOptionData CommoditySpreadOptionData;

    domain::commoditySwapData CommoditySwapData;

    domain::commoditySwaptionData CommoditySwaptionData;

    domain::commodityAveragePriceOptionData CommodityAveragePriceOptionData;

    domain::commodityOptionStripData CommodityOptionStripData;

    domain::commodityPositionData CommodityPositionData;

    domain::singleUnderlyingAsianOptionData EquityAsianOptionData;

    domain::singleUnderlyingAsianOptionData FxAsianOptionData;

    domain::singleUnderlyingAsianOptionData CommodityAsianOptionData;

    domain::bondOptionData BondOptionData;

    domain::bondRepoData BondRepoData;

    domain::bondTRSData BondTRSData;

    domain::cdoData CdoData;

    domain::creditLinkedSwapData CreditLinkedSwapData;

    domain::indexCreditDefaultSwapData IndexCreditDefaultSwapData;

    domain::indexCreditDefaultSwapOptionData IndexCreditDefaultSwapOptionData;

    domain::multiLegOptionData MultiLegOptionData;

    domain::ascotData AscotData;

    domain::convertibleBondData ConvertibleBondData;

    domain::callableBondData CallableBondData;

    domain::tlockData TreasuryLockData;

    domain::rpaData RiskParticipationAgreementData;

    domain::cbodata CBOData;

    domain::bondBasketData BondBasketData;

    domain::equityPositionData EquityPositionData;

    domain::equityOptionPositionData EquityOptionPositionData;

    domain::totalReturnSwapData TotalReturnSwapData;

    domain::totalReturnSwapData ContractForDifferenceData;

    domain::compositeTradeData CompositeTradeData;

    domain::pairwiseVarianceSwapData1 PairwiseVarianceSwapData;

    domain::pairwiseVarianceSwapData2 EquityPairwiseVarianceSwapData;

    domain::pairwiseVarianceSwapData2 FxPairwiseVarianceSwapData;

    domain::eqOutperformanceOptionData EquityOutperformanceOptionData;

    domain::flexiSwapData FlexiSwapData;

    domain::bgSwapData BalanceGuaranteedSwapData;

    domain::commodityRevenueOptionData CommodityRevenueOptionData;

    domain::basketVarianceSwapData BasketVarianceSwapData;

    domain::basketVarianceSwapData2 EquityBasketVarianceSwapData;

    domain::basketVarianceSwapData2 FxBasketVarianceSwapData;

    domain::basketVarianceSwapData2 CommodityBasketVarianceSwapData;

    domain::extendedAccumulatorData ExtendedAccumulatorData;

    domain::varianceOptionData VarianceOptionData;

    domain::varianceDispersionSwapData VarianceDispersionSwapData;

    domain::kikoVarianceSwapData KIKOVarianceSwapData;

    domain::corridorVarianceSwapData CorridorVarianceSwapData;

    domain::indexedCorridorVarianceSwapData IndexedCorridorVarianceSwapData;

    domain::kikoCorridorVarianceSwapData KIKOCorridorVarianceSwapData;

    domain::corridorVarianceDispersionSwapData CorridorVarianceDispersionSwapData;

    domain::koCorridorVarianceDispersionSwapData KOCorridorVarianceDispersionSwapData;

    domain::pairwiseGeometricVarianceDispersionSwapData PairwiseGeometricVarianceDispersionSwapData;

    domain::conditionalVarianceSwap01Data ConditionalVarianceSwap01Data;

    domain::conditionalVarianceSwap02Data ConditionalVarianceSwap02Data;

    domain::gammaSwapData GammaSwapData;

    domain::bestEntryOptionData BestEntryOptionData;

    domain::dualEuroBinaryOptionData DualEuroBinaryOptionData;

    domain::dualEuroBinaryOptionDoubleKOData DualEuroBinaryOptionDoubleKOData;

    domain::volBarrierOptionData VolatilityBarrierOptionData;

    domain::tarfData2 FxTaRFData;

    domain::tarfData2 EquityTaRFData;

    domain::tarfData2 CommodityTaRFData;

    domain::accumulatorData FxAccumulatorData;

    domain::accumulatorData EquityAccumulatorData;

    domain::accumulatorData CommodityAccumulatorData;

    domain::windowBarrierOptionData2 FxWindowBarrierOptionData;

    domain::windowBarrierOptionData2 EquityWindowBarrierOptionData;

    domain::windowBarrierOptionData2 CommodityWindowBarierOptionData;

    domain::basketOptionData EquityBasketOptionData;

    domain::basketOptionData FxBasketOptionData;

    domain::basketOptionData CommodityBasketOptionData;

    domain::genericBarrierOptionData FxGenericBarrierOptionData;

    domain::genericBarrierOptionData EquityGenericBarrierOptionData;

    domain::genericBarrierOptionData CommodityGenericBarrierOptionData;

    domain::rainbowOptionData EquityRainbowOptionData;

    domain::rainbowOptionData FxRainbowOptionData;

    domain::rainbowOptionData CommodityRainbowOptionData;

    domain::autocallable01Data Autocallable01Data;

    domain::doubleDigitalOptionData DoubleDigitalOptionData;

    domain::performanceOption01Data PerformanceOption01Data;

    domain::scriptedTradeData ScriptedTradeData;

    domain::vanillaBasketOptionData VanillaBasketOptionData;

    domain::asianBasketOptionData AsianBasketOptionData;

    domain::averageStrikeBasketOptionData AverageStrikeBasketOptionData;

    domain::lookbackCallBasketOptionData LookbackCallBasketOptionData;

    domain::lookbackPutBasketOptionData LookbackPutBasketOptionData;

    domain::bestOfAirbagData BestOfAirbagData;

    domain::worstOfBasketSwapData WorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 FxWorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 EquityWorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 CommodityWorstOfBasketSwapData;

    domain::worstPerformanceRainbowOption01Data WorstPerformanceRainbowOption01Data;

    domain::worstPerformanceRainbowOption02Data WorstPerformanceRainbowOption02Data;

    domain::worstPerformanceRainbowOption03Data WorstPerformanceRainbowOption03Data;

    domain::worstPerformanceRainbowOption04Data WorstPerformanceRainbowOption04Data;

    domain::worstPerformanceRainbowOption05Data WorstPerformanceRainbowOption05Data;

    domain::worstPerformanceRainbowOption06Data WorstPerformanceRainbowOption06Data;

    domain::worstPerformanceRainbowOption07Data WorstPerformanceRainbowOption07Data;

    domain::bestOfAssetOrCashRainbowOptionData BestOfAssetOrCashRainbowOptionData;

    domain::worstOfAssetOrCashRainbowOptionData WorstOfAssetOrCashRainbowOptionData;

    domain::minRainbowOptionData MinRainbowOptionData;

    domain::maxRainbowOptionData MaxRainbowOptionData;

    domain::windowBarrierOptionData WindowBarrierOptionData;

    domain::accumulator01Data Accumulator01Data;

    domain::accumulator02Data Accumulator02Data;

    domain::bestEntryOptionData2 EquityBestEntryOptionData;

    domain::bestEntryOptionData2 FxBestEntryOptionData;

    domain::bestEntryOptionData2 CommodityBestEntryOptionData;

    domain::tarfData TaRFData;

    domain::europeanRainbowCallSpreadOptionData EuropeanRainbowCallSpreadOptionData;

    domain::rainbowCallSpreadBarrierOptionData RainbowCallSpreadBarrierOptionData;

    domain::asianRainbowCallSpreadOptionData AsianRainbowCallSpreadOptionData;

    domain::asianIrCapFloorData AsianIrCapFloorData;

    domain::forwardVolatilityAgreementData ForwardVolatilityAgreementData;

    domain::correlationSwapData CorrelationSwapData;

    domain::assetLinkedCliquetOptionData AssetLinkedCliquetOptionData;

    domain::constantMaturityVolatilitySwapData ConstantMaturityVolatilitySwapData;

    domain::cmsCapFloorBarrierData CMSCapFloorBarrierData;

    domain::fixedStrikeForwardStartingOptionData FixedStrikeForwardStartingOptionData;

    domain::floatingStrikeForwardStartingOptionData FloatingStrikeForwardStartingOptionData;

    domain::forwardStartingSwaptionData ForwardStartingSwaptionData;

    domain::flooredAverageCPIZCIISData FlooredAverageCPIZCIISData;

    domain::genericBarrierOptionDataRaw GenericBarrierOptionData;

    domain::movingMaxYYIISData MovingMaxYYIISData;

    domain::irregularYYIISData IrregularYYIISData;

    domain::europeanOptionBarrierData EuropeanOptionBarrierData;

    domain::ladderLockInOptionData LadderLockInOptionData;

    domain::lapseHedgeSwapData LapseHedgeSwapData;

    domain::knockOutSwapData KnockOutSwapData;

    domain::LPISwapData LPISwapData;

    domain::cashPositionData CashPositionData;

    domain::strikeResettableOptionData StrikeResettableOptionData;

    domain::strikeResettableOptionData2 EquityStrikeResettableOptionData;

    domain::strikeResettableOptionData2 FxStrikeResettableOptionData;

    domain::strikeResettableOptionData2 CommodityStrikeResettableOptionData;

};


struct trsUnderlyingData_PortfolioIndexTradeData_t_BasketName_t : xsd::string

{

};


struct trsUnderlyingData_PortfolioIndexTradeData_t

{

    domain::trsUnderlyingData_PortfolioIndexTradeData_t_BasketName_t BasketName;

    xsd::optional<domain::trsUnderlyingData_PortfolioIndexTradeData_t_IndexQuantity_t> IndexQuantity;

};


struct trsReturnData_ObservationLag_t : xsd::string

{

};


struct trsReturnData_PaymentDates_t

{

    xsd::vector<domain::date> PaymentDate;

};


enum class trsNotionalType

{

    PeriodReset,

    DailyReset,

    Fixed,

};


std::string to_string(trsNotionalType);


struct trsFundingData

{

    xsd::vector<int64_t> FundingResetGracePeriod;

    xsd::vector<domain::trsNotionalType> NotionalType;

    xsd::vector<domain::legData> LegData;

};


struct trsAdditionalCashflowData

{

    domain::legData LegData;

};


struct compositeTradeData_BasketName_t : xsd::string

{

};


struct compositeTradeComponents

{

    xsd::vector<domain::compositeTradeComponents_Trade_t> Trade;

};


struct stFreeStyleIndexVectorBase_Value_t : xsd::string

{

};


struct underlying_IdentifierType_t : xsd::string

{

};


struct underlying_Exchange_t : xsd::string

{

};


struct underlying_PriceType_t : xsd::string

{

};


struct underlying_DeliveryRollCalendar_t : xsd::string

{

};


struct underlying_FutureExpiryDate_t : xsd::string

{

};


struct underlying_FutureContractMonth_t : xsd::string

{

};


struct underlying_Interpolation_t : xsd::string

{

};


struct flexiSwapData_LowerNotionalBounds_t

{

    xsd::vector<domain::flexiSwapData_LowerNotionalBounds_t_Notional_t> Notional;

};


struct flexiSwapData_Prepayment_t

{

    xsd::optional<domain::flexiSwapData_Prepayment_t_NoticePeriod_t> NoticePeriod;

    xsd::optional<domain::flexiSwapData_Prepayment_t_NoticeCalendar_t> NoticeCalendar;

    xsd::optional<domain::flexiSwapData_Prepayment_t_NoticeConvention_t> NoticeConvention;

    xsd::vector<domain::flexiSwapData_Prepayment_t_PrepaymentOptions_t> PrepaymentOptions;

};


struct tranche_SecurityId_t : xsd::string

{

};


struct tranche_Notionals_t

{

    xsd::vector<domain::tranche_Notionals_t_Notional_t> Notional;

};


struct tranche

{

    xsd::optional<domain::tranche_Description_t> Description;

    domain::tranche_SecurityId_t SecurityId;

    int64_t Seniority;

    domain::tranche_Notionals_t Notionals;

};


struct tarfData2_Strikes_t

{

    xsd::vector<domain::tarfData2_Strikes_t_Strike_t> Strike;

};


struct tarfData2_SettlementLag_t : xsd::string

{

};


struct tarfData2_RangeBounds_t

{

    xsd::vector<domain::rangeBound> RangeBound;

};


struct tarfData2_RangeBoundSet_t

{

    xsd::vector<domain::tarfData2_RangeBoundSet_t_RangeBounds_t> RangeBounds;

};


struct accumulatorData_SettlementLag_t : xsd::string

{

};


struct rangeBound

{

    xsd::optional<xsd::string> startDate;

    xsd::optional<float> RangeFrom;

    xsd::optional<float> RangeTo;

    xsd::optional<float> Leverage;

    xsd::optional<float> Strike;

    xsd::optional<float> StrikeAdjustment;

};


struct accumulatorData_Barriers_t

{

    xsd::vector<domain::barrierData> BarrierData;

};


struct basketOptionData_Settlement_t : xsd::string

{

};


struct genericBarrierOptionData_SettlementLag_t : xsd::string

{

};


struct genericBarrierOptionData_TransatlanticBarrier_t

{

    xsd::vector<domain::barrierData> BarrierData;

};


struct rainbowOptionData_Settlement_t : xsd::string

{

};


struct doubleDigitalOptionData_Name1_t : xsd::string

{

};


struct doubleDigitalOptionData_Name2_t : xsd::string

{

};


struct scriptedTradeData_ScriptName_t : xsd::string

{

};


struct scriptedTradeData_ProductTag_t : xsd::string

{

};


struct ore_script_Code_t : xsd::string

{

};


struct ore_script_NPV_t : xsd::string

{

};


struct ore_script

{

    xsd::optional<xsd::string> purpose;

    domain::ore_script_Code_t Code;

    domain::ore_script_NPV_t NPV;

    xsd::optional<domain::ore_script_Results_t> Results;

    xsd::optional<domain::ore_script_PricingEngineConfigOverwrite_t> PricingEngineConfigOverwrite;

    xsd::optional<domain::ore_script_CalibrationSpec_t> CalibrationSpec;

    xsd::optional<domain::ore_script_ScheduleCoarsening_t> ScheduleCoarsening;

    xsd::optional<domain::ore_script_NewSchedules_t> NewSchedules;

    xsd::optional<domain::ore_script_StickyCloseOutStates_t> StickyCloseOutStates;

    xsd::optional<domain::ore_script_ConditionalExpectation_t> ConditionalExpectation;

    xsd::optional<domain::ore_script_AmcCg_t> AmcCg;

};


struct scriptedTradeData_Data_t_Number_t_Name_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Number_t

{

    domain::scriptedTradeData_Data_t_Number_t_Name_t Name;

    xsd::optional<domain::scriptedTradeData_Data_t_Number_t_Value_t> Value;

    xsd::optional<domain::scriptedTradeData_Data_t_Number_t_Values_t> Values;

};


struct scriptedTradeData_Data_t_Currency_t_Name_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Currency_t

{

    domain::scriptedTradeData_Data_t_Currency_t_Name_t Name;

    xsd::optional<domain::scriptedTradeData_Data_t_Currency_t_Value_t> Value;

    xsd::optional<domain::scriptedTradeData_Data_t_Currency_t_Values_t> Values;

};


struct scriptedTradeData_Data_t_Index_t_Name_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Index_t

{

    domain::scriptedTradeData_Data_t_Index_t_Name_t Name;

    xsd::optional<domain::scriptedTradeData_Data_t_Index_t_Value_t> Value;

    xsd::optional<domain::scriptedTradeData_Data_t_Index_t_Values_t> Values;

};


struct scriptedTradeData_Data_t_Event_t_Name_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Event_t

{

    domain::scriptedTradeData_Data_t_Event_t_Name_t Name;

    xsd::optional<domain::scriptedTradeData_Data_t_Event_t_Value_t> Value;

    xsd::optional<domain::scheduleData> ScheduleData;

    xsd::optional<domain::scriptedTradeData_Data_t_Event_t_DerivedSchedule_t> DerivedSchedule;

    xsd::optional<domain::bool_> ApplyCoarsening;

};


struct scriptedTradeData_Data_t_Daycounter_t_Name_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Daycounter_t

{

    domain::scriptedTradeData_Data_t_Daycounter_t_Name_t Name;

    xsd::optional<domain::scriptedTradeData_Data_t_Daycounter_t_Value_t> Value;

    xsd::optional<domain::scriptedTradeData_Data_t_Daycounter_t_Values_t> Values;

};


struct worstOfBasketSwapData2_FloatingLookback_t : xsd::string

{

};


struct worstOfBasketSwapData2_FloatingRateCutoff_t : xsd::string

{

};


struct stFreeStyleOptionTypeVectorBase_Value_t : xsd::string

{

};


struct parameters_Scenario_t : xsd::string

{

};


struct parameters_CloseOutLag_t : xsd::string

{

};


struct market_YieldCurves_t_Configuration_t_Tenors_t : xsd::string

{

};


enum class ycInterpolation

{

    LogLinear,

    LinearZero,

};


std::string to_string(ycInterpolation);


enum class ycExtrapolation

{

    FlatFwd,

    FlatZero,

    Y,

    YES,

    TRUE_,

    True,

    true_,

    _1,

    N,

    NO,

    FALSE_,

    False,

    false_,

    _0,

    _,

};


std::string to_string(ycExtrapolation);


struct market_YieldCurves_t_Configuration_t

{

    xsd::optional<xsd::string> curve;

    domain::market_YieldCurves_t_Configuration_t_Tenors_t Tenors;

    xsd::optional<domain::ycInterpolation> Interpolation;

    xsd::optional<domain::ycExtrapolation> Extrapolation;

    xsd::optional<domain::dayCounter> DayCounter;

};


struct market_FxRates_t

{

    xsd::optional<domain::bool_> Simulate;

    xsd::optional<domain::market_FxRates_t_CurrencyPairs_t> CurrencyPairs;

};


typedef xsd::string indexNameType;


struct market_Indices_t

{

    xsd::vector<domain::indexNameType> Index;

};


struct market_SwapIndices_t

{

    xsd::vector<domain::market_SwapIndices_t_SwapIndex_t> SwapIndex;

};


struct market_DefaultCurves_t_Names_t

{

    xsd::vector<domain::market_DefaultCurves_t_Names_t_Name_t> Name;

};


struct market_DefaultCurves_t_Tenors_t : xsd::string

{

};


enum class defaultCurveExtrapolation

{

    FlatFwd,

    FlatZero,

};


std::string to_string(defaultCurveExtrapolation);


struct market_DefaultCurves_t

{

    domain::market_DefaultCurves_t_Names_t Names;

    domain::market_DefaultCurves_t_Tenors_t Tenors;

    xsd::optional<bool> SimulateSurvivalProbabilities;

    xsd::optional<bool> SimulateRecoveryRates;

    xsd::optional<domain::market_DefaultCurves_t_DayCounters_t> DayCounters;

    xsd::optional<domain::market_DefaultCurves_t_Calendars_t> Calendars;

    xsd::optional<domain::defaultCurveExtrapolation> Extrapolation;

};


struct market_Equities_t_Names_t

{

    xsd::vector<domain::market_Equities_t_Names_t_Name_t> Name;

};


struct market_Equities_t_DividendTenors_t : xsd::string

{

};


struct market_Equities_t

{

    xsd::optional<domain::bool_> SimulateEquityForecastCurve;

    xsd::optional<domain::bool_> SimulateDividendYield;

    domain::market_Equities_t_Names_t Names;

    domain::market_Equities_t_DividendTenors_t DividendTenors;

};


enum class timeDecayType

{

    ForwardVariance,

    ConstantVariance,

};


std::string to_string(timeDecayType);


struct market_SwaptionVolatilities_t_Expiries_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<xsd::string> ccy;

};


struct market_SwaptionVolatilities_t_Terms_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<xsd::string> ccy;

};


struct market_SwaptionVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::timeDecayType ReactionToTimeDecay;

    xsd::optional<domain::market_SwaptionVolatilities_t_Keys_t> Keys;

    xsd::optional<domain::market_SwaptionVolatilities_t_Currencies_t> Currencies;

    domain::market_SwaptionVolatilities_t_Expiries_t Expiries;

    domain::market_SwaptionVolatilities_t_Terms_t Terms;

    xsd::optional<bool> SimulateATMOnly;

    xsd::vector<domain::market_SwaptionVolatilities_t_StrikeSpreads_t> StrikeSpreads;

    xsd::optional<domain::market_SwaptionVolatilities_t_DayCounters_t> DayCounters;

    xsd::vector<domain::market_SwaptionVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_YieldVolatilities_t_Names_t

{

    xsd::vector<domain::market_YieldVolatilities_t_Names_t_Name_t> Name;

};


struct market_YieldVolatilities_t_Expiries_t : xsd::string

{

};


struct market_YieldVolatilities_t_Terms_t : xsd::string

{

};


struct market_YieldVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::timeDecayType ReactionToTimeDecay;

    domain::market_YieldVolatilities_t_Names_t Names;

    domain::market_YieldVolatilities_t_Expiries_t Expiries;

    domain::market_YieldVolatilities_t_Terms_t Terms;

    xsd::optional<bool> SimulateATMOnly;

    xsd::optional<domain::market_YieldVolatilities_t_Cube_t> Cube;

    xsd::optional<domain::market_YieldVolatilities_t_DayCounters_t> DayCounters;

    xsd::vector<domain::market_YieldVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_CapFloorVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::timeDecayType ReactionToTimeDecay;

    xsd::optional<domain::market_CapFloorVolatilities_t_Keys_t> Keys;

    xsd::optional<domain::market_CapFloorVolatilities_t_Currencies_t> Currencies;

    xsd::vector<domain::market_CapFloorVolatilities_t_Expiries_t> Expiries;

    xsd::vector<domain::market_CapFloorVolatilities_t_Strikes_t> Strikes;

    xsd::optional<domain::market_CapFloorVolatilities_t_DayCounters_t> DayCounters;

    xsd::optional<domain::bool_> AdjustOptionletPillars;

    xsd::optional<domain::bool_> UseCapAtm;

    xsd::vector<domain::market_CapFloorVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_CDSVolatilities_t_Names_t

{

    xsd::vector<domain::market_CDSVolatilities_t_Names_t_Name_t> Name;

};


struct market_CDSVolatilities_t_Expiries_t : xsd::string

{

};


struct market_CDSVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::timeDecayType ReactionToTimeDecay;

    domain::market_CDSVolatilities_t_Names_t Names;

    domain::market_CDSVolatilities_t_Expiries_t Expiries;

    xsd::vector<domain::market_CDSVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_FxVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    xsd::optional<domain::timeDecayType> ReactionToTimeDecay;

    xsd::optional<domain::market_FxVolatilities_t_CurrencyPairs_t> CurrencyPairs;

    xsd::vector<domain::market_FxVolatilities_t_Expiries_t> Expiries;

    xsd::optional<bool> SimulateATMOnly;

    xsd::optional<domain::market_FxVolatilities_t_Surface_t> Surface;

    xsd::optional<domain::market_FxVolatilities_t_DayCounters_t> DayCounters;

    xsd::vector<domain::market_FxVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_EquityVolatilities_t_Names_t

{

    xsd::vector<domain::market_EquityVolatilities_t_Names_t_Name_t> Name;

};


struct market_EquityVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::timeDecayType ReactionToTimeDecay;

    domain::market_EquityVolatilities_t_Names_t Names;

    xsd::vector<domain::market_EquityVolatilities_t_Expiries_t> Expiries;

    xsd::optional<bool> SimulateATMOnly;

    xsd::optional<domain::market_EquityVolatilities_t_Surface_t> Surface;

    xsd::optional<domain::market_EquityVolatilities_t_DayCounters_t> DayCounters;

    xsd::vector<domain::market_EquityVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_BenchmarkCurves_t

{

    xsd::vector<domain::market_BenchmarkCurves_t_BenchmarkCurve_t> BenchmarkCurve;

};


struct market_Securities_t

{

    xsd::optional<domain::bool_> Simulate;

    xsd::optional<domain::market_Securities_t_Names_t> Names;

};


struct market_CPRs_t

{

    xsd::optional<domain::bool_> Simulate;

    xsd::optional<domain::market_CPRs_t_Names_t> Names;

};


struct market_CpiIndices_t

{

    xsd::vector<domain::market_CpiIndices_t_Index_t> Index;

};


struct market_ZeroInflationIndexCurves_t_Names_t

{

    xsd::vector<domain::market_ZeroInflationIndexCurves_t_Names_t_Name_t> Name;

};


struct market_ZeroInflationIndexCurves_t_Tenors_t : xsd::string

{

};


struct market_ZeroInflationIndexCurves_t

{

    domain::market_ZeroInflationIndexCurves_t_Names_t Names;

    domain::market_ZeroInflationIndexCurves_t_Tenors_t Tenors;

    xsd::optional<domain::market_ZeroInflationIndexCurves_t_DayCounters_t> DayCounters;

};


struct market_YYInflationIndexCurves_t_Names_t

{

    xsd::vector<domain::market_YYInflationIndexCurves_t_Names_t_Name_t> Name;

};


struct market_YYInflationIndexCurves_t_Tenors_t : xsd::string

{

};


struct market_YYInflationIndexCurves_t

{

    domain::market_YYInflationIndexCurves_t_Names_t Names;

    domain::market_YYInflationIndexCurves_t_Tenors_t Tenors;

    xsd::optional<domain::market_YYInflationIndexCurves_t_DayCounters_t> DayCounters;

};


struct market_CPICapFloorVolatilities_t_Names_t

{

    xsd::vector<domain::market_CPICapFloorVolatilities_t_Names_t_Name_t> Name;

};


struct market_CPICapFloorVolatilities_t_Expiries_t : xsd::string

{

};


struct market_CPICapFloorVolatilities_t_Strikes_t : xsd::string

{

};


struct market_CPICapFloorVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::timeDecayType ReactionToTimeDecay;

    domain::market_CPICapFloorVolatilities_t_Names_t Names;

    domain::market_CPICapFloorVolatilities_t_Expiries_t Expiries;

    domain::market_CPICapFloorVolatilities_t_Strikes_t Strikes;

    xsd::vector<domain::market_CPICapFloorVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_YYCapFloorVolatilities_t_Names_t

{

    xsd::vector<domain::market_YYCapFloorVolatilities_t_Names_t_Name_t> Name;

};


struct market_YYCapFloorVolatilities_t_Expiries_t : xsd::string

{

};


struct market_YYCapFloorVolatilities_t_Strikes_t : xsd::string

{

};


struct market_YYCapFloorVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::timeDecayType ReactionToTimeDecay;

    domain::market_YYCapFloorVolatilities_t_Names_t Names;

    domain::market_YYCapFloorVolatilities_t_Expiries_t Expiries;

    domain::market_YYCapFloorVolatilities_t_Strikes_t Strikes;

    xsd::vector<domain::market_YYCapFloorVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_Commodities_t_Names_t

{

    xsd::vector<domain::market_Commodities_t_Names_t_Name_t> Name;

};


struct market_Commodities_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::market_Commodities_t_Names_t Names;

    xsd::vector<domain::market_Commodities_t_Tenors_t> Tenors;

    xsd::optional<domain::market_Commodities_t_DayCounters_t> DayCounters;

};


struct market_CommodityVolatilities_t_Names_t

{

    xsd::vector<domain::market_CommodityVolatilities_t_Names_t_Name_t> Name;

};


struct market_CommodityVolatilities_t

{

    xsd::optional<domain::bool_> Simulate;

    xsd::optional<bool> SimulateATMOnly;

    domain::timeDecayType ReactionToTimeDecay;

    domain::market_CommodityVolatilities_t_Names_t Names;

    xsd::optional<domain::market_CommodityVolatilities_t_DayCounter_t> DayCounter;

    xsd::vector<domain::market_CommodityVolatilities_t_SmileDynamics_t> SmileDynamics;

};


struct market_AggregationScenarioDataCurrencies_t

{

    xsd::vector<domain::currencyCode> Currency;

};


struct market_AggregationScenarioDataIndices_t

{

    xsd::vector<domain::indexNameType> Index;

};


struct market_AggregationScenarioDataCreditStates_t

{

    int64_t NumberOfFactors;

};


struct market_AggregationScenarioDataSurvivalWeights_t

{

    xsd::vector<domain::market_AggregationScenarioDataSurvivalWeights_t_Name_t> Name;

};


struct market_BaseCorrelations_t_IndexNames_t

{

    xsd::vector<domain::market_BaseCorrelations_t_IndexNames_t_IndexName_t> IndexName;

};


struct market_BaseCorrelations_t

{

    xsd::vector<domain::bool_> Simulate;

    domain::market_BaseCorrelations_t_IndexNames_t IndexNames;

    xsd::vector<domain::market_BaseCorrelations_t_Terms_t> Terms;

    xsd::vector<domain::market_BaseCorrelations_t_DetachmentPoints_t> DetachmentPoints;

    xsd::optional<domain::market_BaseCorrelations_t_DayCounters_t> DayCounters;

};


struct market_Correlations_t_Pairs_t

{

    xsd::vector<domain::market_Correlations_t_Pairs_t_Pair_t> Pair;

};


struct market_Correlations_t_Expiries_t : xsd::string

{

};


struct market_Correlations_t

{

    xsd::optional<domain::bool_> Simulate;

    domain::market_Correlations_t_Pairs_t Pairs;

    domain::market_Correlations_t_Expiries_t Expiries;

};


struct market_CreditStates_t_NumberOfFactors_t : xsd::string

{

};


struct market_CreditStates_t

{

    domain::market_CreditStates_t_NumberOfFactors_t NumberOfFactors;

};


struct curveAlgebra

{

    xsd::vector<domain::curveAlgebraCurve> Curve;

};


struct crossAssetModel_Equities_t_Equity_t : xsd::string

{

};


struct crossAssetModel_InflationIndices_t_InflationIndex_t : xsd::string

{

};


struct crossAssetModel_CreditNames_t_CreditName_t : xsd::string

{

};


struct crossAssetModel_Commodities_t_Commodity_t : xsd::string

{

};


struct lgm_CalibrationSwaptions_t_Expiries_t : xsd::string

{

};


struct lgm_CalibrationSwaptions_t_Terms_t : xsd::string

{

};


struct lgm_CalibrationSwaptions_t_Strikes_t : xsd::string

{

};


struct lgm_CalibrationSwaptions_t

{

    domain::lgm_CalibrationSwaptions_t_Expiries_t Expiries;

    domain::lgm_CalibrationSwaptions_t_Terms_t Terms;

    domain::lgm_CalibrationSwaptions_t_Strikes_t Strikes;

};


struct lgm_CalibrationCapFloors_t_CapFloor_t : xsd::string

{

};


struct lgm_CalibrationCapFloors_t_Expiries_t : xsd::string

{

};


struct lgm_CalibrationCapFloors_t_Strikes_t : xsd::string

{

};


struct lgm_CalibrationCapFloors_t

{

    domain::lgm_CalibrationCapFloors_t_CapFloor_t CapFloor;

    domain::lgm_CalibrationCapFloors_t_Expiries_t Expiries;

    domain::lgm_CalibrationCapFloors_t_Strikes_t Strikes;

};


struct lgm_CalibrationBaskets_t

{

    xsd::vector<domain::calibrationBasket> CalibrationBasket;

};


struct hw_Volatility_t_TimeGrid_t : xsd::string

{

};


struct hw_Volatility_t_InitialValue_t

{

    xsd::vector<domain::hw_Volatility_t_InitialValue_t_Sigma_t> Sigma;

};


struct hw_Volatility_t

{

    domain::bool_ Calibrate;

    xsd::optional<domain::volatilityTypeType> VolatilityType;

    domain::paramTypeType ParamType;

    domain::hw_Volatility_t_TimeGrid_t TimeGrid;

    domain::hw_Volatility_t_InitialValue_t InitialValue;

};


struct hw_Reversion_t_InitialValue_t_Kappa_t : xsd::string

{

};


struct hw_PCALoadings_t

{

    xsd::vector<domain::hw_PCALoadings_t_Loadings_t> Loadings;

};


struct volatilityParameter_InitialValue_t : xsd::string

{

};


struct volatilityParameter

{

    xsd::optional<domain::volatilityTypeType> VolatilityType;

    domain::bool_ Calibrate;

    domain::paramTypeType ParamType;

    xsd::optional<domain::volatilityParameter_TimeGrid_t> TimeGrid;

    domain::volatilityParameter_InitialValue_t InitialValue;

};


struct hw_PCASigmaRatios_t : xsd::string

{

};


struct hw_CalibrationSwaptions_t_Expiries_t : xsd::string

{

};


struct hw_CalibrationSwaptions_t_Terms_t : xsd::string

{

};


struct hw_CalibrationSwaptions_t_Strikes_t : xsd::string

{

};


struct hw_CalibrationSwaptions_t

{

    domain::hw_CalibrationSwaptions_t_Expiries_t Expiries;

    domain::hw_CalibrationSwaptions_t_Terms_t Terms;

    domain::hw_CalibrationSwaptions_t_Strikes_t Strikes;

};


struct crossCurrencyLGM_CalibrationType_t : xsd::string

{

};


struct crossCurrencyLGM_Sigma_t_ParamType_t : xsd::string

{

};


struct crossCurrencyLGM_Sigma_t_TimeGrid_t : xsd::string

{

};


struct crossCurrencyLGM_Sigma_t_InitialValue_t : xsd::string

{

};


struct crossCurrencyLGM_Sigma_t

{

    domain::bool_ Calibrate;

    domain::crossCurrencyLGM_Sigma_t_ParamType_t ParamType;

    domain::crossCurrencyLGM_Sigma_t_TimeGrid_t TimeGrid;

    domain::crossCurrencyLGM_Sigma_t_InitialValue_t InitialValue;

};


struct crossCurrencyLGM

{

    domain::currencyCodeWithDefault foreignCcy;

    domain::currencyCode DomesticCcy;

    domain::crossCurrencyLGM_CalibrationType_t CalibrationType;

    domain::crossCurrencyLGM_Sigma_t Sigma;

    xsd::optional<domain::crossCurrencyLGM_CalibrationOptions_t> CalibrationOptions;

};


struct crossAssetLGM_CalibrationType_t : xsd::string

{

};


struct crossAssetLGM_Sigma_t_ParamType_t : xsd::string

{

};


struct crossAssetLGM_Sigma_t_TimeGrid_t : xsd::string

{

};


struct crossAssetLGM_Sigma_t_InitialValue_t : xsd::string

{

};


struct crossAssetLGM_Sigma_t

{

    domain::bool_ Calibrate;

    domain::crossAssetLGM_Sigma_t_ParamType_t ParamType;

    domain::crossAssetLGM_Sigma_t_TimeGrid_t TimeGrid;

    domain::crossAssetLGM_Sigma_t_InitialValue_t InitialValue;

};


struct crossAssetLGM

{

    xsd::string name;

    domain::currencyCode Currency;

    domain::crossAssetLGM_CalibrationType_t CalibrationType;

    domain::crossAssetLGM_Sigma_t Sigma;

    xsd::optional<domain::crossAssetLGM_CalibrationOptions_t> CalibrationOptions;

};


struct reversionParameter_InitialValue_t : xsd::string

{

};


struct reversionParameter

{

    domain::reversionTypeType ReversionType;

    domain::bool_ Calibrate;

    domain::paramTypeType ParamType;

    xsd::optional<domain::reversionParameter_TimeGrid_t> TimeGrid;

    domain::reversionParameter_InitialValue_t InitialValue;

};


struct lgmReversionTransformation

{

    float ShiftHorizon;

    float Scaling;

};


struct jarrowYildrim_RealRate_t

{

    domain::volatilityParameter Volatility;

    domain::reversionParameter Reversion;

    domain::lgmReversionTransformation ParameterTransformation;

};


struct jarrowYildrim_Index_t

{

    domain::volatilityParameter Volatility;

};


struct jarrowYildrim

{

    xsd::optional<xsd::string> index;

    domain::currencyCode Currency;

    domain::calibrationTypeType CalibrationType;

    xsd::optional<domain::jarrowYildrim_CalibrationBaskets_t> CalibrationBaskets;

    domain::jarrowYildrim_RealRate_t RealRate;

    domain::jarrowYildrim_Index_t Index;

    xsd::optional<domain::calibrationConfiguration> CalibrationConfiguration;

};


struct dodgsonKainth_Reversion_t_TimeGrid_t : xsd::string

{

};


struct dodgsonKainth_Reversion_t_InitialValue_t : xsd::string

{

};


struct dodgsonKainth_Reversion_t

{

    domain::bool_ Calibrate;

    domain::reversionTypeType ReversionType;

    domain::paramTypeType ParamType;

    domain::dodgsonKainth_Reversion_t_TimeGrid_t TimeGrid;

    domain::dodgsonKainth_Reversion_t_InitialValue_t InitialValue;

};


struct dodgsonKainth_Volatility_t_TimeGrid_t : xsd::string

{

};


struct dodgsonKainth_Volatility_t_InitialValue_t : xsd::string

{

};


struct dodgsonKainth_Volatility_t

{

    domain::bool_ Calibrate;

    domain::volatilityTypeType VolatilityType;

    domain::paramTypeType ParamType;

    domain::dodgsonKainth_Volatility_t_TimeGrid_t TimeGrid;

    domain::dodgsonKainth_Volatility_t_InitialValue_t InitialValue;

};


struct dodgsonKainth_ParameterTransformation_t

{

    float ShiftHorizon;

    float Scaling;

};


struct dodgsonKainth

{

    xsd::optional<xsd::string> index;

    domain::currencyCode Currency;

    domain::calibrationTypeType CalibrationType;

    xsd::optional<domain::dodgsonKainth_CalibrationBaskets_t> CalibrationBaskets;

    domain::dodgsonKainth_Reversion_t Reversion;

    domain::dodgsonKainth_Volatility_t Volatility;

    domain::dodgsonKainth_ParameterTransformation_t ParameterTransformation;

    xsd::optional<domain::calibrationConfiguration> CalibrationConfiguration;

};


struct crlgm_Volatility_t_TimeGrid_t : xsd::string

{

};


struct crlgm_Volatility_t_InitialValue_t : xsd::string

{

};


struct crlgm_Volatility_t

{

    domain::bool_ Calibrate;

    domain::volatilityTypeType VolatilityType;

    domain::paramTypeType ParamType;

    domain::crlgm_Volatility_t_TimeGrid_t TimeGrid;

    domain::crlgm_Volatility_t_InitialValue_t InitialValue;

};


struct crlgm_Reversion_t_TimeGrid_t : xsd::string

{

};


struct crlgm_Reversion_t_InitialValue_t : xsd::string

{

};


struct crlgm_Reversion_t

{

    domain::bool_ Calibrate;

    domain::reversionTypeType ReversionType;

    domain::paramTypeType ParamType;

    domain::crlgm_Reversion_t_TimeGrid_t TimeGrid;

    domain::crlgm_Reversion_t_InitialValue_t InitialValue;

};


struct crlgm_ParameterTransformation_t

{

    float ShiftHorizon;

    float Scaling;

};


struct crlgm

{

    xsd::optional<xsd::string> name;

    xsd::optional<domain::currencyCode> Currency;

    domain::calibrationTypeType CalibrationType;

    domain::crlgm_Volatility_t Volatility;

    domain::crlgm_Reversion_t Reversion;

    xsd::optional<domain::crlgm_CalibrationCdsOptions_t> CalibrationCdsOptions;

    domain::crlgm_ParameterTransformation_t ParameterTransformation;

    xsd::optional<domain::floatSpreadMappingType> FloatSpreadMapping;

};


struct cir_CalibrationStrategy_t : xsd::string

{

};


struct cir_CalibrationCdsOptions_t_Expiries_t : xsd::string

{

};


struct cir_CalibrationCdsOptions_t_Terms_t : xsd::string

{

};


struct cir_CalibrationCdsOptions_t_Strikes_t : xsd::string

{

};


struct cir_CalibrationCdsOptions_t

{

    domain::cir_CalibrationCdsOptions_t_Expiries_t Expiries;

    domain::cir_CalibrationCdsOptions_t_Terms_t Terms;

    domain::cir_CalibrationCdsOptions_t_Strikes_t Strikes;

};


struct cir

{

    xsd::optional<domain::currencyCode> Currency;

    domain::calibrationTypeType CalibrationType;

    domain::cir_CalibrationStrategy_t CalibrationStrategy;

    float StartValue;

    float ReversionValue;

    float LongTermValue;

    float Volatility;

    domain::bool_ RelaxedFeller;

    float FellerFactor;

    float Tolerance;

    domain::cir_CalibrationCdsOptions_t CalibrationCdsOptions;

};


struct commoditySchwartz_CalibrationType_t : xsd::string

{

};


struct commoditySchwartz_Sigma_t_InitialValue_t : xsd::string

{

};


struct commoditySchwartz_Sigma_t

{

    domain::bool_ Calibrate;

    domain::commoditySchwartz_Sigma_t_InitialValue_t InitialValue;

};


struct commoditySchwartz_Kappa_t_InitialValue_t : xsd::string

{

};


struct commoditySchwartz_Kappa_t

{

    domain::bool_ Calibrate;

    domain::commoditySchwartz_Kappa_t_InitialValue_t InitialValue;

};


struct commoditySchwartz

{

    xsd::string name;

    domain::currencyCode Currency;

    domain::commoditySchwartz_CalibrationType_t CalibrationType;

    domain::commoditySchwartz_Sigma_t Sigma;

    domain::commoditySchwartz_Kappa_t Kappa;

    xsd::optional<domain::commoditySchwartz_Seasonality_t> Seasonality;

    xsd::optional<domain::commoditySchwartz_CalibrationOptions_t> CalibrationOptions;

    xsd::optional<bool> DriftFreeState;

};


typedef double correlationValue;


struct crossAssetModel_InstantaneousCorrelations_t_Correlation_t : xsd::base<domain::correlationValue>

{

    xsd::string factor1;

    xsd::string factor2;

    xsd::optional<xsd::string> index1;

    xsd::optional<xsd::string> index2;

};


struct globalReportConfiguration_FXVolatilities_t

{

    xsd::optional<domain::reportConfiguration> Report;

};


struct globalReportConfiguration_EquityVolatilities_t

{

    xsd::optional<domain::reportConfiguration> Report;

};


struct globalReportConfiguration_CommodityVolatilities_t

{

    xsd::optional<domain::reportConfiguration> Report;

};


struct globalReportConfiguration_IRSwaptionVolatilities_t

{

    xsd::optional<domain::reportConfiguration> Report;

};


struct globalReportConfiguration_IRCapFloorVolatilities_t

{

    xsd::optional<domain::reportConfiguration> Report;

};


struct globalReportConfiguration_YieldCurves_t

{

    xsd::optional<domain::yieldCurveReport> Report;

};


struct globalReportConfiguration_InflationCapFloorVolatilities_t

{

    xsd::optional<domain::reportConfiguration> Report;

};


struct fxSpot_CurveId_t : xsd::string

{

};


struct fxSpot_CurveDescription_t : xsd::string

{

};


struct fxSpot

{

    domain::fxSpot_CurveId_t CurveId;

    domain::fxSpot_CurveDescription_t CurveDescription;

};


struct fxVolatility_CurveId_t : xsd::string

{

};


struct fxVolatility_CurveDescription_t : xsd::string

{

};


enum class dimensionType

{

    ATM,

    ATMTriangulated,

    Smile,

    Constant,

};


std::string to_string(dimensionType);


enum class smileType

{

    VannaVolga,

    Delta,

    BFRR,

    Absolute,

};


std::string to_string(smileType);


enum class fxVolInterpolation

{

    _,

    VannaVolga1,

    VannaVolga2,

    Linear,

    Cubic,

};


std::string to_string(fxVolInterpolation);


enum class extrapolationType

{

    Linear,

    Flat,

    UseInterpolator,

    None,

};


std::string to_string(extrapolationType);


struct fxVolatility

{

    domain::fxVolatility_CurveId_t CurveId;

    domain::fxVolatility_CurveDescription_t CurveDescription;

    domain::dimensionType Dimension;

    xsd::optional<domain::smileType> SmileType;

    xsd::optional<domain::fxVolInterpolation> SmileInterpolation;

    xsd::optional<domain::fxVolatility_Deltas_t> Deltas;

    xsd::optional<domain::fxVolatility_SmileDelta_t> SmileDelta;

    xsd::optional<domain::fxVolatility_Conventions_t> Conventions;

    xsd::optional<domain::fxVolatility_Expiries_t> Expiries;

    xsd::optional<domain::fxVolatility_FXSpotID_t> FXSpotID;

    xsd::optional<domain::fxVolatility_FXForeignCurveID_t> FXForeignCurveID;

    xsd::optional<domain::fxVolatility_FXDomesticCurveID_t> FXDomesticCurveID;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::fxVolatility_FXIndexTag_t> FXIndexTag;

    xsd::optional<domain::fxVolatility_BaseVolatility1_t> BaseVolatility1;

    xsd::optional<domain::fxVolatility_BaseVolatility2_t> BaseVolatility2;

    xsd::optional<domain::reportConfiguration> Report;

    xsd::optional<domain::extrapolationType> SmileExtrapolation;

    xsd::optional<domain::fxVolatility_TimeInterpolation_t> TimeInterpolation;

    xsd::optional<domain::fxVolatility_TimeWeighting_t> TimeWeighting;

    xsd::optional<float> ButterflyErrorTolerance;

};


struct swaptionVolatility_CurveId_t : xsd::string

{

};


struct swaptionVolatility_CurveDescription_t : xsd::string

{

};


enum class volatilityType

{

    Normal,

    Lognormal,

    ShiftedLognormal,

};


std::string to_string(volatilityType);


struct swaptionVolatility

{

    domain::swaptionVolatility_CurveId_t CurveId;

    domain::swaptionVolatility_CurveDescription_t CurveDescription;

    xsd::optional<domain::swaptionVolatility_ProxyConfig_t> ProxyConfig;

    xsd::optional<domain::dimensionType> Dimension;

    xsd::optional<domain::volatilityType> VolatilityType;

    xsd::optional<domain::swaptionVolatility_Interpolation_t> Interpolation;

    xsd::optional<domain::parametricSmileConfig> ParametricSmileConfiguration;

    xsd::optional<domain::swaptionVolatility_Extrapolation_t> Extrapolation;

    xsd::optional<domain::swaptionVolatility_OutputVolatilityType_t> OutputVolatilityType;

    xsd::optional<domain::swaptionVolatility_ModelShift_t> ModelShift;

    xsd::optional<domain::swaptionVolatility_OutputShift_t> OutputShift;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::businessDayConvention> BusinessDayConvention;

    xsd::optional<domain::swaptionVolatility_OptionTenors_t> OptionTenors;

    xsd::optional<domain::swaptionVolatility_SwapTenors_t> SwapTenors;

    xsd::optional<domain::swaptionVolatility_ShortSwapIndexBase_t> ShortSwapIndexBase;

    xsd::optional<domain::swaptionVolatility_SwapIndexBase_t> SwapIndexBase;

    xsd::optional<domain::swaptionVolatility_SmileOptionTenors_t> SmileOptionTenors;

    xsd::optional<domain::swaptionVolatility_SmileSwapTenors_t> SmileSwapTenors;

    xsd::optional<domain::swaptionVolatility_SmileSpreads_t> SmileSpreads;

    xsd::optional<domain::swaptionVolatility_QuoteTag_t> QuoteTag;

    xsd::optional<domain::reportConfiguration> Report;

};


struct yieldVolatility_CurveId_t : xsd::string

{

};


struct yieldVolatility_CurveDescription_t : xsd::string

{

};


struct yieldVolatility_Qualifier_t : xsd::string

{

};


struct yieldVolatility_OptionTenors_t : xsd::string

{

};


struct yieldVolatility_BondTenors_t : xsd::string

{

};


struct yieldVolatility

{

    domain::yieldVolatility_CurveId_t CurveId;

    domain::yieldVolatility_CurveDescription_t CurveDescription;

    domain::yieldVolatility_Qualifier_t Qualifier;

    xsd::optional<domain::dimensionType> Dimension;

    domain::volatilityType VolatilityType;

    domain::extrapolationType Extrapolation;

    domain::dayCounter DayCounter;

    domain::calendar Calendar;

    domain::businessDayConvention BusinessDayConvention;

    domain::yieldVolatility_OptionTenors_t OptionTenors;

    domain::yieldVolatility_BondTenors_t BondTenors;

    xsd::optional<domain::reportConfiguration> Report;

};


struct capFloorVolatility_CurveId_t : xsd::string

{

};


struct capFloorVolatility_CurveDescription_t : xsd::string

{

};


enum class capFloorVolatility_InterpolationMethod_t

{

    Bilinear,

    BicubicSpline,

};


std::string to_string(capFloorVolatility_InterpolationMethod_t);


enum class capFloorVolatility_InterpolateOn_t

{

    TermVolatilities,

    OptionletVolatilities,

};


std::string to_string(capFloorVolatility_InterpolateOn_t);


enum class capFloorVolatility_TimeInterpolation_t

{

    Linear,

    LinearFlat,

    BackwardFlat,

    Cubic,

    CubicFlat,

};


std::string to_string(capFloorVolatility_TimeInterpolation_t);


enum class capFloorVolatility_StrikeInterpolation_t

{

    Linear,

    LinearFlat,

    Cubic,

    Hagan2002Lognormal,

    Hagan2002Normal,

    Hagan2002NormalZeroBeta,

    Antonov2015FreeBoundaryNormal,

    KienitzLawsonSwaynePde,

    FlochKennedy,

};


std::string to_string(capFloorVolatility_StrikeInterpolation_t);


enum class capFloorVolatility_InputType_t

{

    TermVolatilities,

    OptionletVolatilities,

};


std::string to_string(capFloorVolatility_InputType_t);


struct capFloorVolatility

{

    domain::capFloorVolatility_CurveId_t CurveId;

    domain::capFloorVolatility_CurveDescription_t CurveDescription;

    xsd::optional<domain::capFloorVolatility_ProxyConfig_t> ProxyConfig;

    xsd::optional<domain::volatilityType> VolatilityType;

    xsd::optional<domain::volatilityType> OutputVolatilityType;

    xsd::optional<float> ModelShift;

    xsd::optional<float> OutputShift;

    xsd::optional<domain::extrapolationType> Extrapolation;

    xsd::optional<domain::capFloorVolatility_InterpolationMethod_t> InterpolationMethod;

    xsd::optional<domain::bool_> IncludeAtm;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::businessDayConvention> BusinessDayConvention;

    xsd::optional<domain::capFloorVolatility_Tenors_t> Tenors;

    xsd::optional<domain::capFloorVolatility_Strikes_t> Strikes;

    xsd::optional<domain::bool_> OptionalQuotes;

    xsd::optional<domain::indexNameType> IborIndex;

    xsd::optional<domain::indexNameType> Index;

    xsd::optional<domain::capFloorVolatility_RateComputationPeriod_t> RateComputationPeriod;

    xsd::optional<int64_t> ONCapSettlementDays;

    xsd::optional<domain::capFloorVolatility_DiscountCurve_t> DiscountCurve;

    xsd::optional<domain::capFloorVolatility_AtmTenors_t> AtmTenors;

    xsd::optional<uint64_t> SettlementDays;

    xsd::optional<domain::capFloorVolatility_InterpolateOn_t> InterpolateOn;

    xsd::optional<domain::capFloorVolatility_TimeInterpolation_t> TimeInterpolation;

    xsd::optional<domain::capFloorVolatility_StrikeInterpolation_t> StrikeInterpolation;

    xsd::optional<domain::parametricSmileConfig> ParametricSmileConfiguration;

    xsd::optional<domain::capFloorVolatility_InputType_t> InputType;

    xsd::optional<domain::bool_> QuoteIncludesIndexName;

    xsd::optional<domain::bootstrapConfigType> BootstrapConfig;

    xsd::optional<domain::reportConfiguration> Report;

};


struct cdsVolatility_CurveId_t : xsd::string

{

};


struct cdsVolatility_CurveDescription_t : xsd::string

{

};


struct cdsVolatility

{

    domain::cdsVolatility_CurveId_t CurveId;

    domain::cdsVolatility_CurveDescription_t CurveDescription;

    xsd::optional<domain::cdsVolatility_Terms_t> Terms;

    xsd::optional<domain::cdsVolatility_Expiries_t> Expiries;

    xsd::optional<domain::constantVolatilityConfig> Constant;

    xsd::optional<domain::volatilityCurveConfig> Curve;

    xsd::optional<domain::volatilityStrikeSurfaceConfig> StrikeSurface;

    xsd::optional<domain::proxySurface> ProxySurface;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::cdsVolatility_StrikeType_t> StrikeType;

    xsd::optional<domain::cdsVolatility_QuoteName_t> QuoteName;

    xsd::optional<domain::positiveDecimal> StrikeFactor;

};


struct defaultCurve_CurveId_t : xsd::string

{

};


struct defaultCurve_CurveDescription_t : xsd::string

{

};


enum class defaultCurveType

{

    SpreadCDS,

    ConvSpreadCDS,

    HazardRate,

    Benchmark,

    Price,

    TransitionMatrix,

    Null,

};


std::string to_string(defaultCurveType);


struct defaultCurve

{

    domain::defaultCurve_CurveId_t CurveId;

    domain::defaultCurve_CurveDescription_t CurveDescription;

    domain::currencyCode Currency;

    xsd::optional<domain::defaultCurve_Configurations_t> Configurations;

    xsd::optional<domain::defaultCurveType> Type;

    xsd::optional<domain::defaultCurve_DiscountCurve_t> DiscountCurve;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::defaultCurve_RecoveryRate_t> RecoveryRate;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::quoteType> Quotes;

    xsd::optional<domain::defaultCurve_BenchmarkCurve_t> BenchmarkCurve;

    xsd::optional<domain::defaultCurve_SourceCurve_t> SourceCurve;

    xsd::optional<domain::defaultCurve_Pillars_t> Pillars;

    xsd::optional<double> SpotLag;

    xsd::optional<domain::defaultCurve_SourceCurves_t> SourceCurves;

    xsd::optional<domain::defaultCurve_SwitchDates_t> SwitchDates;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::defaultCurve_Conventions_t> Conventions;

    xsd::optional<domain::bool_> Extrapolation;

    xsd::optional<double> RunningSpread;

    xsd::optional<domain::defaultCurve_IndexTerm_t> IndexTerm;

    xsd::optional<domain::bool_> ImplyDefaultFromMarket;

    xsd::optional<domain::bootstrapConfigType> BootstrapConfig;

    xsd::optional<domain::bool_> AllowNegativeRates;

    xsd::optional<domain::defaultCurve_InitialState_t> InitialState;

    xsd::optional<domain::defaultCurve_States_t> States;

};


struct yieldCurve_CurveId_t : xsd::string

{

};


struct yieldCurve_CurveDescription_t : xsd::string

{

};


struct yieldCurve_DiscountCurve_t : xsd::string

{

};


struct segmentsType

{

    xsd::vector<domain::directSegmentType> Direct;

    xsd::vector<domain::simpleSegmentType> Simple;

    xsd::vector<domain::aoisSegmentType> AverageOIS;

    xsd::vector<domain::tenorBasisSegmentType> TenorBasis;

    xsd::vector<domain::crossCurrencySegmentType> CrossCurrency;

    xsd::vector<domain::zeroSpreadType> ZeroSpread;

    xsd::vector<domain::discountRatioType> DiscountRatio;

    xsd::vector<domain::fittedBondType> FittedBond;

    xsd::vector<domain::BondYieldShiftedType> BondYieldShifted;

    xsd::vector<domain::weightedAverageType> WeightedAverage;

    xsd::vector<domain::yieldPlusDefaultType> YieldPlusDefault;

    xsd::vector<domain::iborFallbackType> IborFallback;

};


enum class interpolationVariableType

{

    Zero,

    Discount,

    Forward,

};


std::string to_string(interpolationVariableType);


enum class interpolationMethodType

{

    Linear,

    Flat,

    LogLinear,

    NaturalCubic,

    FinancialCubic,

    Cubic,

    Hermite,

    Quadratic,

    LogQuadratic,

    LogNaturalCubic,

    LogFinancialCubic,

    LogCubicSpline,

    MonotonicLogCubicSpline,

    CubicSpline,

    LinearFlat,

    LogLinearFlat,

    CubicFlat,

    HermiteFlat,

    ConvexMonotone,

    DefaultLogMixedLinearCubic,

    MonotonicLogMixedLinearCubic,

    KrugerLogMixedLinearCubic,

    LogMixedLinearCubicNaturalSpline,

    ExponentialSplines,

    NelsonSiegel,

    Svensson,

    BackwardFlat,

    ForwardFlat,

};


std::string to_string(interpolationMethodType);


struct yieldCurve

{

    domain::yieldCurve_CurveId_t CurveId;

    domain::yieldCurve_CurveDescription_t CurveDescription;

    domain::currencyCode Currency;

    domain::yieldCurve_DiscountCurve_t DiscountCurve;

    domain::segmentsType Segments;

    xsd::optional<domain::interpolationVariableType> InterpolationVariable;

    xsd::optional<domain::interpolationMethodType> InterpolationMethod;

    xsd::optional<uint64_t> MixedInterpolationCutoff;

    xsd::optional<domain::dayCounter> YieldCurveDayCounter;

    xsd::optional<double> Tolerance;

    xsd::optional<domain::bool_> Extrapolation;

    xsd::optional<domain::bool_> ExcludeT0FromInterpolation;

    xsd::optional<domain::bootstrapConfigType> BootstrapConfig;

    xsd::optional<domain::yieldCurveReport> Report;

};


struct inflationCurve_CurveId_t : xsd::string

{

};


struct inflationCurve_CurveDescription_t : xsd::string

{

};


struct inflationCurve_NominalTermStructure_t : xsd::string

{

};


enum class inflationType

{

    ZC,

    YY,

};


std::string to_string(inflationType);


struct inflationCurve_Lag_t : xsd::string

{

};


struct inflationCurve

{

    domain::inflationCurve_CurveId_t CurveId;

    domain::inflationCurve_CurveDescription_t CurveDescription;

    domain::inflationCurve_NominalTermStructure_t NominalTermStructure;

    domain::inflationType Type;

    xsd::optional<domain::quoteType> Quotes;

    xsd::optional<domain::inflationCurve_Conventions_t> Conventions;

    xsd::optional<domain::inflSegmentsType> Segments;

    xsd::optional<domain::bool_> Extrapolation;

    domain::calendar Calendar;

    xsd::optional<domain::dayCounter> DayCounter;

    domain::inflationCurve_Lag_t Lag;

    domain::frequencyType Frequency;

    xsd::optional<domain::inflationCurve_BaseRate_t> BaseRate;

    xsd::optional<double> Tolerance;

    xsd::optional<domain::seasonalityType> Seasonality;

    xsd::optional<domain::bool_> UseLastFixingDate;

    xsd::optional<domain::inflationCurve_InterpolationVariable_t> InterpolationVariable;

    xsd::optional<domain::inflationCurve_InterpolationMethod_t> InterpolationMethod;

};


struct inflationCapFloorVolatility_CurveId_t : xsd::string

{

};


struct inflationCapFloorVolatility_CurveDescription_t : xsd::string

{

};


struct inflationCapFloorVolatility_QuoteType_t : xsd::string

{

};


struct inflationCapFloorVolatility_Tenors_t : xsd::string

{

};


struct inflationCapFloorVolatility_Index_t : xsd::string

{

};


struct inflationCapFloorVolatility_IndexCurve_t : xsd::string

{

};


struct inflationCapFloorVolatility_ObservationLag_t : xsd::string

{

};


struct inflationCapFloorVolatility_YieldTermStructure_t : xsd::string

{

};


struct inflationCapFloorVolatility

{

    domain::inflationCapFloorVolatility_CurveId_t CurveId;

    domain::inflationCapFloorVolatility_CurveDescription_t CurveDescription;

    domain::inflationType Type;

    domain::inflationCapFloorVolatility_QuoteType_t QuoteType;

    domain::volatilityType VolatilityType;

    domain::bool_ Extrapolation;

    domain::inflationCapFloorVolatility_Tenors_t Tenors;

    xsd::optional<uint64_t> SettlementDays;

    xsd::optional<domain::inflationCapFloorVolatility_CapStrikes_t> CapStrikes;

    xsd::optional<domain::inflationCapFloorVolatility_FloorStrikes_t> FloorStrikes;

    xsd::optional<domain::inflationCapFloorVolatility_Strikes_t> Strikes;

    domain::calendar Calendar;

    domain::dayCounter DayCounter;

    domain::businessDayConvention BusinessDayConvention;

    domain::inflationCapFloorVolatility_Index_t Index;

    domain::inflationCapFloorVolatility_IndexCurve_t IndexCurve;

    xsd::optional<domain::bool_> IndexInterpolated;

    domain::inflationCapFloorVolatility_ObservationLag_t ObservationLag;

    domain::inflationCapFloorVolatility_YieldTermStructure_t YieldTermStructure;

    xsd::optional<domain::inflationCapFloorVolatility_QuoteIndex_t> QuoteIndex;

    xsd::optional<domain::inflationCapFloorVolatility_Conventions_t> Conventions;

    xsd::optional<domain::bool_> UseLastFixingDate;

    xsd::optional<domain::reportConfiguration> Report;

    xsd::optional<domain::bootstrapConfigType> BootstrapConfig;

};


struct equityCurve_CurveId_t : xsd::string

{

};


struct equityCurve_CurveDescription_t : xsd::string

{

};


struct equityCurve_ForecastingCurve_t : xsd::string

{

};


enum class equityType

{

    ForwardPrice,

    ForwardDividendPrice,

    OptionPremium,

    DividendYield,

    NoDividends,

};


std::string to_string(equityType);


enum class exerciseStyle

{

    European,

    Bermudan,

    American,

};


std::string to_string(exerciseStyle);


struct equityCurve_SpotQuote_t : xsd::string

{

};


struct equityCurve

{

    domain::equityCurve_CurveId_t CurveId;

    domain::equityCurve_CurveDescription_t CurveDescription;

    domain::extendedCurrencyCode Currency;

    xsd::optional<domain::calendar> Calendar;

    domain::equityCurve_ForecastingCurve_t ForecastingCurve;

    domain::equityType Type;

    xsd::optional<domain::exerciseStyle> ExerciseStyle;

    domain::equityCurve_SpotQuote_t SpotQuote;

    xsd::optional<domain::quoteType> Quotes;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::dividendInterpolation> DividendInterpolation;

    xsd::optional<domain::bool_> DividendExtrapolation;

    xsd::optional<domain::bool_> Extrapolation;

};


struct equityVolatility_CurveId_t : xsd::string

{

};


struct equityVolatility_CurveDescription_t : xsd::string

{

};


struct equityVolatility

{

    domain::equityVolatility_CurveId_t CurveId;

    domain::equityVolatility_CurveDescription_t CurveDescription;

    xsd::optional<domain::equityVolatility_EquityId_t> EquityId;

    domain::extendedCurrencyCode Currency;

    xsd::optional<domain::dimensionType> Dimension;

    xsd::optional<domain::equityVolatility_Expiries_t> Expiries;

    xsd::optional<domain::equityVolatility_Strikes_t> Strikes;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::extrapolationType> TimeExtrapolation;

    xsd::optional<domain::extrapolationType> StrikeExtrapolation;

    xsd::optional<domain::volatilityConfig> VolatilityConfig;

    xsd::optional<domain::constantVolatilityConfig> Constant;

    xsd::optional<domain::volatilityCurveConfig> Curve;

    xsd::optional<domain::volatilityStrikeSurfaceConfig> StrikeSurface;

    xsd::optional<domain::volatilityMoneynessSurfaceConfig> MoneynessSurface;

    xsd::optional<domain::volatilityDeltaSurfaceConfig> DeltaSurface;

    xsd::optional<domain::proxySurface> ProxySurface;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::oneDimSolverConfigType> OneDimSolverConfig;

    xsd::optional<domain::bool_> PreferOutOfTheMoney;

    xsd::optional<domain::reportConfiguration> Report;

};


struct security_CurveId_t : xsd::string

{

};


struct security_CurveDescription_t : xsd::string

{

};


struct security

{

    domain::security_CurveId_t CurveId;

    domain::security_CurveDescription_t CurveDescription;

    xsd::optional<domain::security_SpreadQuote_t> SpreadQuote;

    xsd::optional<domain::security_RecoveryRateQuote_t> RecoveryRateQuote;

    xsd::optional<domain::security_CPRQuote_t> CPRQuote;

    xsd::optional<domain::security_PriceQuote_t> PriceQuote;

    xsd::optional<domain::security_ConversionFactor_t> ConversionFactor;

};


struct baseCorrelation_CurveId_t : xsd::string

{

};


struct baseCorrelation_CurveDescription_t : xsd::string

{

};


struct baseCorrelation_Terms_t : xsd::string

{

};


struct baseCorrelation_DetachmentPoints_t : xsd::string

{

};


struct baseCorrelation

{

    domain::baseCorrelation_CurveId_t CurveId;

    domain::baseCorrelation_CurveDescription_t CurveDescription;

    domain::baseCorrelation_Terms_t Terms;

    domain::baseCorrelation_DetachmentPoints_t DetachmentPoints;

    float SettlementDays;

    domain::calendar Calendar;

    domain::businessDayConvention BusinessDayConvention;

    domain::dayCounter DayCounter;

    xsd::optional<domain::bool_> Extrapolate;

    xsd::optional<domain::baseCorrelation_QuoteName_t> QuoteName;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::dateRule> Rule;

    xsd::optional<domain::bool_> AdjustForLosses;

    xsd::optional<domain::baseCorrelation_IndexTerm_t> IndexTerm;

    xsd::optional<domain::baseCorrelation_IndexSpread_t> IndexSpread;

    xsd::optional<domain::baseCorrelation_Currency_t> Currency;

    xsd::optional<domain::bool_> CalibrateConstituentsToIndexSpread;

    xsd::optional<domain::bool_> UseAssumedRecovery;

    xsd::optional<domain::baseCorrelation_RecoveryGrid_t> RecoveryGrid;

    xsd::optional<domain::baseCorrelation_RecoveryProbabilities_t> RecoveryProbabilities;

    xsd::optional<domain::baseCorrelation_QuoteTypes_t> QuoteTypes;

};


struct simCommodityCurve_CurveId_t : xsd::string

{

};


struct simCommodityCurve_CurveDescription_t : xsd::string

{

};


typedef domain::interpolationMethodType commodityInterpolationType;


struct simCommodityCurve

{

    domain::simCommodityCurve_CurveId_t CurveId;

    domain::simCommodityCurve_CurveDescription_t CurveDescription;

    domain::currencyCode Currency;

    xsd::optional<domain::simCommodityCurve_BasePriceCurve_t> BasePriceCurve;

    xsd::optional<domain::simCommodityCurve_BaseYieldCurve_t> BaseYieldCurve;

    xsd::optional<domain::simCommodityCurve_YieldCurve_t> YieldCurve;

    xsd::optional<domain::simCommodityCurve_SpotQuote_t> SpotQuote;

    xsd::optional<domain::quoteType> Quotes;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::commodityInterpolationType> InterpolationMethod;

    xsd::optional<domain::simCommodityCurve_Conventions_t> Conventions;

    xsd::optional<domain::commodityBasisConfig> BasisConfiguration;

    xsd::optional<domain::priceSegmentsType> PriceSegments;

    xsd::optional<domain::bool_> Extrapolation;

    xsd::optional<domain::bootstrapConfigType> BootstrapConfig;

};


struct commodityVolatility_CurveId_t : xsd::string

{

};


struct commodityVolatility_CurveDescription_t : xsd::string

{

};


enum class commVolQuoteSuffix

{

    C,

    P,

};


std::string to_string(commVolQuoteSuffix);


struct commodityVolatility

{

    domain::commodityVolatility_CurveId_t CurveId;

    domain::commodityVolatility_CurveDescription_t CurveDescription;

    domain::currencyCode Currency;

    xsd::optional<domain::volatilityConfig> VolatilityConfig;

    xsd::optional<domain::constantVolatilityConfig> Constant;

    xsd::optional<domain::volatilityCurveConfig> Curve;

    xsd::optional<domain::volatilityStrikeSurfaceConfig> StrikeSurface;

    xsd::optional<domain::volatilityMoneynessSurfaceConfig> MoneynessSurface;

    xsd::optional<domain::volatilityDeltaSurfaceConfig> DeltaSurface;

    xsd::optional<domain::volatilityApoFutureSurfaceConfig> ApoFutureSurface;

    xsd::optional<domain::proxySurface> ProxySurface;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::commodityVolatility_FutureConventions_t> FutureConventions;

    xsd::optional<domain::commodityVolatility_OptionExpiryRollDays_t> OptionExpiryRollDays;

    xsd::optional<domain::commodityVolatility_PriceCurveId_t> PriceCurveId;

    xsd::optional<domain::commodityVolatility_YieldCurveId_t> YieldCurveId;

    xsd::optional<domain::commVolQuoteSuffix> QuoteSuffix;

    xsd::optional<domain::oneDimSolverConfigType> OneDimSolverConfig;

    xsd::optional<domain::bool_> PreferOutOfTheMoney;

    xsd::optional<domain::reportConfiguration> Report;

};


struct correlation_CurveId_t : xsd::string

{

};


struct correlation_CurveDescription_t : xsd::string

{

};


enum class correlationType

{

    CMSSpread,

    Generic,

};


std::string to_string(correlationType);


enum class correlationQuoteType

{

    RATE,

    PRICE,

    NULL_,

};


std::string to_string(correlationQuoteType);


struct correlation

{

    domain::correlation_CurveId_t CurveId;

    domain::correlation_CurveDescription_t CurveDescription;

    domain::correlationType CorrelationType;

    xsd::optional<domain::correlation_Index1_t> Index1;

    xsd::optional<domain::correlation_Index2_t> Index2;

    xsd::optional<domain::correlation_Conventions_t> Conventions;

    xsd::optional<domain::correlation_SwaptionVolatility_t> SwaptionVolatility;

    xsd::optional<domain::correlation_DiscountCurve_t> DiscountCurve;

    xsd::optional<domain::currencyCode> Currency;

    xsd::optional<domain::dimensionType> Dimension;

    xsd::optional<domain::correlationQuoteType> QuoteType;

    xsd::optional<domain::bool_> Extrapolation;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::businessDayConvention> BusinessDayConvention;

    xsd::optional<domain::correlation_OptionTenors_t> OptionTenors;

};


struct zeroType_TenorCalendar_t : xsd::string

{

};


struct zeroType_SpotCalendar_t : xsd::string

{

};


struct depositType_Index_t : xsd::string

{

};


struct depositType_Calendar_t : xsd::string

{

};


struct futureType_Calendar_t : xsd::string

{

};


struct oisType_FixedCalendar_t : xsd::string

{

};


struct oisType_PaymentCalendar_t : xsd::string

{

};


struct swapType_FixedCalendar_t : xsd::string

{

};


struct tenorBasisSwapType_PayIndex_t : xsd::string

{

};


struct tenorBasisSwapType_ReceiveIndex_t : xsd::string

{

};


struct tenorBasisSwapType_LongIndex_t : xsd::string

{

};


struct tenorBasisSwapType_ShortIndex_t : xsd::string

{

};


struct bmaBasisSwapType_BMAPaymentCalendar_t : xsd::string

{

};


struct bmaBasisSwapType_IndexPaymentCalendar_t : xsd::string

{

};


struct fxType_AdvanceCalendar_t : xsd::string

{

};


struct crossCurrencyBasisType_SettlementCalendar_t : xsd::string

{

};


struct crossCurrencyBasisType_FlatTenor_t : xsd::string

{

};


struct crossCurrencyBasisType_SpreadTenor_t : xsd::string

{

};


struct crossCurrencyBasisType_SpreadLookback_t : xsd::string

{

};


struct crossCurrencyBasisType_FlatLookback_t : xsd::string

{

};


struct swapIndexType_FixingCalendar_t : xsd::string

{

};


struct inflationswapType_StartDelay_t : xsd::string

{

};


struct commodityForwardType_AdvanceCalendar_t : xsd::string

{

};


struct commodityFutureType_AnchorDay_t

{

    xsd::optional<domain::nthWeekdayType> NthWeekday;

    xsd::optional<domain::dayOfMonth> DayOfMonth;

    xsd::optional<uint64_t> CalendarDaysBefore;

    xsd::optional<domain::weekdayType> LastWeekday;

    xsd::optional<domain::weekdayType> WeeklyDayOfTheWeek;

    xsd::optional<int64_t> BusinessDaysAfter;

};


struct commodityFutureType_ExpiryCalendar_t : xsd::string

{

};


struct prohibitedExpiriesType_Dates_t

{

    xsd::vector<domain::prohibitedExpiriesType_Dates_t_Date_t> Date;

};


struct prohibitedExpiriesType

{

    domain::prohibitedExpiriesType_Dates_t Dates;

};


struct commodityFutureType_ValidContractMonths_t

{

    xsd::vector<domain::monthType> Month;

};


typedef int64_t nthWeekdayType_Nth_t;


struct nthWeekdayType

{

    domain::nthWeekdayType_Nth_t Nth;

    domain::weekdayType Weekday;

};


struct continuationMappingsType

{

    xsd::vector<domain::continuationMappingType> ContinuationMapping;

};


struct averagingDataType_CommodityName_t : xsd::string

{

};


enum class averagingDataPeriodType

{

    PreviousMonth,

    ExpiryToExpiry,

};


std::string to_string(averagingDataPeriodType);


struct averagingDataType_PricingCalendar_t : xsd::string

{

};


struct averagingDataType_Conventions_t : xsd::string

{

};


struct averagingDataType

{

    domain::averagingDataType_CommodityName_t CommodityName;

    domain::averagingDataPeriodType Period;

    domain::averagingDataType_PricingCalendar_t PricingCalendar;

    domain::averagingDataType_Conventions_t Conventions;

    xsd::optional<domain::bool_> UseBusinessDays;

    xsd::optional<uint64_t> DeliveryRollDays;

    xsd::optional<uint64_t> FutureMonthOffset;

    xsd::optional<uint64_t> DailyExpiryOffset;

};


struct offPeakPowerIndexDataType_OffPeakIndex_t : xsd::string

{

};


struct offPeakPowerIndexDataType_PeakIndex_t : xsd::string

{

};


typedef double offPeakPowerIndexDataType_OffPeakHours_t;


struct offPeakPowerIndexDataType_PeakCalendar_t : xsd::string

{

};


struct offPeakPowerIndexDataType

{

    domain::offPeakPowerIndexDataType_OffPeakIndex_t OffPeakIndex;

    domain::offPeakPowerIndexDataType_PeakIndex_t PeakIndex;

    domain::offPeakPowerIndexDataType_OffPeakHours_t OffPeakHours;

    domain::offPeakPowerIndexDataType_PeakCalendar_t PeakCalendar;

};


struct commodityFutureType_IndexName_t : xsd::string

{

};


struct commodityFutureType_SavingsTime_t : xsd::string

{

};


struct commodityFutureType_BalanceOfTheMonthPricingCalendar_t : xsd::string

{

};


struct commodityFutureType_OptionUnderlyingFutureConvention_t : xsd::string

{

};


struct fxOption_FXConventionID_t : xsd::string

{

};


struct fxOption_SwitchTenor_t : xsd::string

{

};


struct fxOption_LongTermAtmType_t : xsd::string

{

};


struct fxOption_LongTermDeltaType_t : xsd::string

{

};


struct fxOption_RiskReversalInFavorOf_t : xsd::string

{

};


struct fxOption_ButterflyStyle_t : xsd::string

{

};


struct fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t_Name_t : xsd::string

{

};


struct fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t_Calendar_t : xsd::string

{

};


struct fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t

{

    domain::fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t_Name_t Name;

    domain::fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t_Calendar_t Calendar;

    float Weight;

};


struct fxOptionTimeWeighting_TradingCenters_t

{

    domain::fxOptionTimeWeighting_TradingCenters_t_TradingCenter_t TradingCenter;

};


struct fxOptionTimeWeighting_Events_t_Event_t_Description_t : xsd::string

{

};


struct fxOptionTimeWeighting_Events_t_Event_t

{

    domain::fxOptionTimeWeighting_Events_t_Event_t_Description_t Description;

    domain::date Date;

    float Weight;

};


struct fxOptionTimeWeighting_Events_t

{

    domain::fxOptionTimeWeighting_Events_t_Event_t Event;

};


struct bondYield_PriceType_t : xsd::string

{

};


enum class csaType

{

    Bilateral,

    CallOnly,

    PostOnly,

};


std::string to_string(csaType);


typedef double non_negative_decimal;


struct nettingsetdefinitions_NettingSet_t_CSADetails_t : xsd::string

{

    xsd::optional<domain::csaType> Bilateral;

    xsd::optional<domain::currencyCode> CSACurrency;

    xsd::optional<domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_Index_t> Index;

    xsd::optional<domain::non_negative_decimal> ThresholdPay;

    xsd::optional<domain::non_negative_decimal> ThresholdReceive;

    xsd::optional<domain::non_negative_decimal> MinimumTransferAmountPay;

    xsd::optional<domain::non_negative_decimal> MinimumTransferAmountReceive;

    xsd::optional<domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_IndependentAmount_t> IndependentAmount;

    xsd::optional<domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t> MarginingFrequency;

    xsd::optional<domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginPeriodOfRisk_t> MarginPeriodOfRisk;

    xsd::optional<double> CollateralCompoundingSpreadReceive;

    xsd::optional<double> CollateralCompoundingSpreadPay;

    xsd::optional<domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_EligibleCollaterals_t> EligibleCollaterals;

    xsd::optional<bool> ApplyInitialMargin;

    xsd::optional<domain::csaType> InitialMarginType;

    xsd::optional<bool> CalculateIMAmount;

    xsd::optional<bool> CalculateVMAmount;

    xsd::optional<domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_NonExemptIMRegulations_t> NonExemptIMRegulations;

};


struct parameter : xsd::string

{

    xsd::string name;

};


struct configurationType_YieldCurvesId_t : xsd::string

{

};


struct configurationType_DiscountingCurvesId_t : xsd::string

{

};


struct configurationType_IndexForwardingCurvesId_t : xsd::string

{

};


struct configurationType_SwapIndexCurvesId_t : xsd::string

{

};


struct configurationType_ZeroInflationIndexCurvesId_t : xsd::string

{

};


struct configurationType_ZeroInflationCapFloorVolatilitiesId_t : xsd::string

{

};


struct configurationType_YYInflationIndexCurvesId_t : xsd::string

{

};


struct configurationType_FxSpotsId_t : xsd::string

{

};


struct configurationType_BaseCorrelationsId_t : xsd::string

{

};


struct configurationType_FxVolatilitiesId_t : xsd::string

{

};


struct configurationType_SwaptionVolatilitiesId_t : xsd::string

{

};


struct configurationType_YieldVolatilitiesId_t : xsd::string

{

};


struct configurationType_CapFloorVolatilitiesId_t : xsd::string

{

};


struct configurationType_CDSVolatilitiesId_t : xsd::string

{

};


struct configurationType_DefaultCurvesId_t : xsd::string

{

};


struct configurationType_YYInflationCapFloorVolatilitiesId_t : xsd::string

{

};


struct configurationType_EquityCurvesId_t : xsd::string

{

};


struct configurationType_EquityVolatilitiesId_t : xsd::string

{

};


struct configurationType_SecuritiesId_t : xsd::string

{

};


struct configurationType_CommodityCurvesId_t : xsd::string

{

};


struct configurationType_CommodityVolatilitiesId_t : xsd::string

{

};


struct configurationType_CorrelationsId_t : xsd::string

{

};


struct yieldCurvesType_YieldCurve_t : xsd::string

{

    xsd::string name;

};


struct discountCurvesType_DiscountingCurve_t : xsd::string

{

    xsd::string currency;

};


struct indexForwardingCurvesType_Index_t : xsd::string

{

    domain::indexNameType name;

};


struct swapIndexCurvesType_SwapIndex_t

{

    domain::indexNameType name;

    domain::indexNameType Discounting;

};


struct zeroInflationIndexCurvesType_ZeroInflationIndexCurve_t : xsd::string

{

    xsd::string name;

};


struct yyInflationIndexCurvesType_YYInflationIndexCurve_t : xsd::string

{

    xsd::string name;

};


typedef xsd::string currencyPair;


struct fxSpotsType_FxSpot_t : xsd::string

{

    domain::currencyPair pair;

};


struct fxVolatilitiesType_FxVolatility_t : xsd::string

{

    domain::currencyPair pair;

};


struct swaptionVolatilitiesType_SwaptionVolatility_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<domain::currencyCode> currency;

};


struct yieldVolatilitiesType_YieldVolatility_t : xsd::string

{

    xsd::string name;

};


struct capFloorVolatilitiesType_CapFloorVolatility_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<domain::currencyCode> currency;

};


struct cdsVolatilitiesType_CDSVolatility_t : xsd::string

{

    xsd::string name;

};


struct defaultCurvesType_DefaultCurve_t : xsd::string

{

    xsd::string name;

};


struct yyInflationCapFloorVolatilitiesType_YYInflationCapFloorVolatility_t : xsd::string

{

    xsd::string name;

};


struct zeroInflationCapFloorVolatilitiesType_ZeroInflationCapFloorVolatility_t : xsd::string

{

    xsd::string name;

};


struct equityCurvesType_EquityCurve_t : xsd::string

{

    xsd::string name;

};


struct equityVolatilitiesType_EquityVolatility_t : xsd::string

{

    xsd::string name;

};


struct securitiesType_Security_t : xsd::string

{

    xsd::string name;

};


struct baseCorrelationsType_BaseCorrelation_t : xsd::string

{

    xsd::string name;

};


struct commodityCurvesType_CommodityCurve_t : xsd::string

{

    xsd::string name;

};


struct commodityVolatilitiesType_CommodityVolatility_t : xsd::string

{

    xsd::string name;

};


struct correlationsType_Correlation_t : xsd::string

{

    xsd::string name;

};


struct parExcludes_Type_t : xsd::string

{

};


enum class shiftType

{

    Relative,

    Absolute,

};


std::string to_string(shiftType);


struct shiftTypeEntry : xsd::base<domain::shiftType>

{

    xsd::optional<xsd::string> key;

};


struct shiftSizeEntry : xsd::base<float>

{

    xsd::optional<xsd::string> key;

};


struct discountcurve_Shifts_t : xsd::string

{

};


enum class shiftScheme

{

    Forward,

    Backward,

    Central,

};


std::string to_string(shiftScheme);


struct shiftSchemeEntry : xsd::base<domain::shiftScheme>

{

    xsd::optional<xsd::string> key;

};


struct parconversion

{

    xsd::vector<domain::parconversion_Instruments_t> Instruments;

    xsd::vector<bool> SingleCurve;

    xsd::optional<domain::parconversion_DiscountCurve_t> DiscountCurve;

    xsd::optional<domain::currencyCode> OtherCurrency;

    xsd::optional<domain::parconversion_RateComputationPeriod_t> RateComputationPeriod;

    xsd::optional<domain::parconversion_Conventions_t> Conventions;

};


struct indexcurve_ShiftTenors_t : xsd::string

{

};


struct indexcurve

{

    domain::indexNameType index;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::indexcurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::indexcurve_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct yieldcurve_ShiftTenors_t : xsd::string

{

};


struct yieldcurve

{

    xsd::string name;

    xsd::optional<domain::yieldcurve_CurveType_t> CurveType;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::yieldcurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::yieldcurve_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct fxspot

{

    domain::currencyPair ccypair;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::fxspot_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

};


struct fxvolatility_ShiftExpiries_t : xsd::string

{

};


struct fxvolatility

{

    domain::currencyPair ccypair;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::fxvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::fxvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::fxvolatility_ShiftStrikes_t> ShiftStrikes;

};


struct swaptionvolatility_ShiftExpiries_t : xsd::string

{

};


struct swaptionvolatility_ShiftTerms_t : xsd::string

{

};


struct swaptionvolatility

{

    xsd::optional<xsd::string> key;

    xsd::optional<domain::currencyCode> ccy;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::swaptionvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::swaptionvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::swaptionvolatility_ShiftStrikes_t> ShiftStrikes;

    domain::swaptionvolatility_ShiftTerms_t ShiftTerms;

};


struct yieldvolatility_ShiftExpiries_t : xsd::string

{

};


struct yieldvolatility_ShiftTerms_t : xsd::string

{

};


struct yieldvolatility

{

    xsd::string name;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::yieldvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::yieldvolatility_ShiftExpiries_t ShiftExpiries;

    domain::yieldvolatility_ShiftTerms_t ShiftTerms;

};


struct capfloorvolatility_ShiftExpiries_t : xsd::string

{

};


struct capfloorvolatility

{

    xsd::optional<xsd::string> key;

    xsd::optional<domain::currencyCode> ccy;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::capfloorvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::capfloorvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::capfloorvolatility_ShiftStrikes_t> ShiftStrikes;

    xsd::optional<domain::indexNameType> Index;

    xsd::optional<bool> IsRelative;

    xsd::optional<domain::parconversion> ParConversion;

};


struct cdsvolatility_ShiftExpiries_t : xsd::string

{

};


struct cdsvolatility

{

    xsd::string name;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::cdsvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::cdsvolatility_ShiftExpiries_t ShiftExpiries;

};


struct creditcurve_ShiftTenors_t : xsd::string

{

};


struct creditcurve

{

    xsd::string name;

    domain::currencyCode Currency;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::creditcurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::creditcurve_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct equityspot

{

    xsd::string equity;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::equityspot_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

};


struct equityvolatility_ShiftExpiries_t : xsd::string

{

};


struct equityvolatility

{

    xsd::string equity;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::equityvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::equityvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::equityvolatility_ShiftStrikes_t> ShiftStrikes;

};


struct zeroinflationindexcurve_ShiftTenors_t : xsd::string

{

};


struct zeroinflationindexcurve

{

    xsd::string index;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::zeroinflationindexcurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::zeroinflationindexcurve_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct yyinflationindexcurve_ShiftTenors_t : xsd::string

{

};


struct yyinflationindexcurve

{

    xsd::string index;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::yyinflationindexcurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::yyinflationindexcurve_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct cpicapfloorvolatility_ShiftExpiries_t : xsd::string

{

};


struct cpicapfloorvolatility

{

    xsd::string index;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::cpicapfloorvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::cpicapfloorvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::cpicapfloorvolatility_ShiftStrikes_t> ShiftStrikes;

};


struct yycapfloorvolatility_ShiftExpiries_t : xsd::string

{

};


struct yycapfloorvolatility

{

    xsd::string index;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::yycapfloorvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::yycapfloorvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::yycapfloorvolatility_ShiftStrikes_t> ShiftStrikes;

};


struct dividendyield_ShiftTenors_t : xsd::string

{

};


struct dividendyield

{

    xsd::string equity;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::dividendyield_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::dividendyield_ShiftTenors_t ShiftTenors;

};


struct basecorrelation_ShiftLossLevels_t : xsd::string

{

};


struct basecorrelation_ShiftTerms_t : xsd::string

{

};


struct basecorrelation

{

    xsd::string indexName;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::basecorrelation_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::basecorrelation_ShiftLossLevels_t ShiftLossLevels;

    domain::basecorrelation_ShiftTerms_t ShiftTerms;

};


struct securityspread

{

    xsd::string security;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::securityspread_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

};


struct commodityCurve_ShiftTenors_t : xsd::string

{

};


struct commodityCurve

{

    xsd::string name;

    domain::currencyCode Currency;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::commodityCurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::commodityCurve_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct commodityvolatility_ShiftExpiries_t : xsd::string

{

};


struct commodityvolatility

{

    xsd::string name;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::commodityvolatility_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::commodityvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::commodityvolatility_ShiftStrikes_t> ShiftStrikes;

};


struct correlationcurve_ShiftExpiries_t : xsd::string

{

};


struct correlationcurve

{

    xsd::string index1;

    xsd::string index2;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::correlationcurve_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::correlationcurve_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::correlationcurve_ShiftStrikes_t> ShiftStrikes;

};


struct crossgammafilter_Pair_t : xsd::string

{

};


struct stresstestparshifts

{

    xsd::optional<domain::bool_> IRCurves;

    xsd::optional<domain::bool_> CapFloorVolatilities;

    xsd::optional<domain::bool_> SurvivalProbability;

};


struct stressfxvolatilities

{

    xsd::vector<domain::stressfxvolatility> FxVolatility;

};


struct stresscapfloorvolatilities

{

    xsd::vector<domain::stresscapfloorvolatility> CapFloorVolatility;

};


struct stresscommoditycurves

{

    xsd::vector<domain::stresscommoditycurve> CommodityCurve;

};


struct stresscommodityvolatilities

{

    xsd::vector<domain::stresscommodityvolatility> CommodityVolatility;

};


struct recoveryrates

{

    xsd::vector<domain::recoveryrate> RecoverRate;

};


struct survivalprobabilities

{

    xsd::vector<domain::survivalprobability> SurvivalProbability;

};


struct Dates

{

    xsd::vector<domain::date> Date;

};


struct counterparty_CounterpartyId_t : xsd::string

{

};


enum class creditQualityType

{

    HY,

    IG,

    NR,

};


std::string to_string(creditQualityType);


struct counterparty

{

    domain::counterparty_CounterpartyId_t CounterpartyId;

    xsd::optional<bool> ClearingCounterparty;

    xsd::optional<domain::creditQualityType> CreditQuality;

    xsd::optional<double> BaCvaRiskWeight;

    xsd::optional<double> SaCcrRiskWeight;

    xsd::optional<double> SaCvaRiskBucket;

};


struct counterPartyCorrelations_Correlation_t : xsd::base<domain::correlationValue>

{

    xsd::string cpty1;

    xsd::string cpty2;

};


struct envelope_PortfolioIds_t_PortfolioId_t : xsd::string

{

};


struct fxForwardSettlementData_FXIndex_t : xsd::string

{

};


struct fxForwardSettlementData_Rules_t

{

    xsd::optional<domain::paymentLag> PaymentLag;

    xsd::optional<domain::calendar> PaymentCalendar;

    xsd::optional<domain::businessDayConvention> PaymentConvention;

};


struct scheduleData_Dates_t_Tenor_t : xsd::string

{

};


struct premiumData_Premium_t

{

    float Amount;

    domain::extendedCurrencyCode Currency;

    domain::date PayDate;

    xsd::optional<domain::premiumData_Premium_t_SettlementData_t> SettlementData;

};


struct optionData_ExerciseFees_t_ExerciseFee_t : xsd::base<float>

{

    xsd::optional<xsd::string> type;

    xsd::optional<xsd::string> startDate;

};


struct optionPaymentData_Dates_t

{

    xsd::vector<domain::date> Date;

};


enum class optionPayRelativeTo

{

    Expiry,

    Exercise,

};


std::string to_string(optionPayRelativeTo);


struct optionPaymentData_Rules_t

{

    uint64_t Lag;

    domain::calendar Calendar;

    domain::businessDayConvention Convention;

    xsd::optional<domain::optionPayRelativeTo> RelativeTo;

};


struct optionData_SettlementData_t_FixingDate_t : xsd::string

{

};


struct fxreset_StartDate_t : xsd::string

{

};


struct fxreset_FixingCalendar_t : xsd::string

{

};


struct capFloorData_Caps_t_Cap_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct capFloorData_Floors_t_Floor_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct eqForwardSettlementData_FXIndex_t : xsd::string

{

};


struct eqForwardSettlementData_Rules_t

{

    xsd::optional<domain::paymentLag> PaymentLag;

    xsd::optional<domain::calendar> PaymentCalendar;

    xsd::optional<domain::businessDayConvention> PaymentConvention;

};


struct deliveryBasket_Id_t : xsd::string

{

};


enum class amortizationType

{

    FixedAmount,

    RelativeToInitialNotional,

    RelativeToPreviousNotional,

    Annuity,

    LinearToMaturity,

};


std::string to_string(amortizationType);


struct amortizationData

{

    domain::amortizationType Type;

    xsd::optional<float> Value;

    xsd::optional<domain::amortizationData_StartDate_t> StartDate;

    xsd::optional<domain::amortizationData_EndDate_t> EndDate;

    xsd::optional<domain::amortizationData_Frequency_t> Frequency;

    xsd::optional<bool> Underflow;

};


struct legData_Notionals_t_Notional_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct indexingData

{

    xsd::optional<float> Quantity;

    xsd::optional<domain::indexingData_Index_t> Index;

    xsd::optional<int64_t> IndexFixingDays;

    xsd::optional<domain::indexingData_IndexFixingCalendar_t> IndexFixingCalendar;

    xsd::optional<bool> Dirty;

    xsd::optional<bool> Relative;

    xsd::optional<bool> ConditionalOnSurvival;

    xsd::optional<float> InitialFixing;

    xsd::optional<float> InitialNotionalFixing;

    xsd::optional<domain::scheduleData> ValuationSchedule;

    xsd::optional<int64_t> FixingDays;

    xsd::optional<domain::indexingData_FixingCalendar_t> FixingCalendar;

    xsd::optional<domain::businessDayConvention> FixingConvention;

    xsd::optional<bool> IsInArrears;

};


struct legData_SettlementData_t_FixingDate_t : xsd::string

{

};


struct longShortsType

{

    xsd::vector<domain::longShort> LongShort;

};


struct strikes

{

    xsd::vector<float> Strike;

};


struct fxTermsData_FXIndex_t : xsd::string

{

};


struct fxTermsData_FXIndexCalendar_t : xsd::string

{

};


struct nameData_IssuerId_t : xsd::string

{

};


typedef double recoveryRate;


struct nameData

{

    domain::nameData_IssuerId_t IssuerId;

    xsd::optional<domain::nameData_Qualifier_t> Qualifier;

    xsd::optional<float> Notional;

    xsd::optional<float> Weight;

    xsd::optional<domain::currencyCode> Currency;

    xsd::optional<domain::non_negative_decimal> PriorNotional;

    xsd::optional<domain::non_negative_decimal> PriorWeight;

    xsd::optional<domain::recoveryRate> RecoveryRate;

    xsd::optional<domain::date> AuctionDate;

    xsd::optional<domain::date> AuctionSettlementDate;

    xsd::optional<domain::date> DefaultDate;

    xsd::optional<domain::date> EventDeterminationDate;

};


struct cbCallData_Styles_t_Style_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbCallData_Prices_t_Price_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbCallData_PriceTypes_t_PriceType_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbCallData_IncludeAccruals_t_IncludeAccrual_t : xsd::base<domain::bool_>

{

    xsd::optional<xsd::string> startDate;

};


struct cbCallData_Soft_t

{

    xsd::vector<domain::cbCallData_Soft_t_Soft_t> Soft;

};


struct cbCallData_TriggerRatios_t

{

    xsd::vector<domain::cbCallData_TriggerRatios_t_TriggerRatio_t> TriggerRatio;

};


struct cbCallData_NOfMTriggers_t

{

    xsd::vector<domain::cbCallData_NOfMTriggers_t_NOfMTrigger_t> NOfMTrigger;

};


struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t_StockPrices_t : xsd::string

{

};


struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t_CrIncreases_t

{

    xsd::vector<domain::cbCallData_MakeWhole_t_ConversionRatioIncrease_t_CrIncreases_t_CrIncrease_t> CrIncrease;

};


struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t

{

    xsd::optional<float> Cap;

    domain::cbCallData_MakeWhole_t_ConversionRatioIncrease_t_StockPrices_t StockPrices;

    domain::cbCallData_MakeWhole_t_ConversionRatioIncrease_t_CrIncreases_t CrIncreases;

};


struct cbCallData_MakeWhole_t

{

    domain::cbCallData_MakeWhole_t_ConversionRatioIncrease_t ConversionRatioIncrease;

};


struct cbConversionData_Styles_t

{

    xsd::vector<domain::cbConversionData_Styles_t_Style_t> Style;

};


struct cbConversionData_ConversionRatios_t

{

    xsd::vector<domain::cbConversionData_ConversionRatios_t_ConversionRatio_t> ConversionRatio;

};


struct cbConversionData_FixedAmountConversion_t_Currency_t : xsd::string

{

};


struct cbConversionData_FixedAmountConversion_t_Amounts_t

{

    xsd::vector<domain::cbConversionData_FixedAmountConversion_t_Amounts_t_Amount_t> Amount;

};


struct cbConversionData_FixedAmountConversion_t

{

    domain::cbConversionData_FixedAmountConversion_t_Currency_t Currency;

    domain::cbConversionData_FixedAmountConversion_t_Amounts_t Amounts;

};


struct cbContingentConversionData

{

    xsd::optional<domain::cbContingentConversionData_Observations_t> Observations;

    xsd::optional<domain::cbContingentConversionData_Barriers_t> Barriers;

};


struct cbMandatoryConversionData_Type_t : xsd::string

{

};


struct cbPepsData

{

    float UpperBarrier;

    float LowerBarrier;

    float UpperConversionRatio;

    float LowerConversionRatio;

};


struct cbMandatoryConversionData

{

    domain::date Date;

    domain::cbMandatoryConversionData_Type_t Type;

    domain::cbPepsData PepsData;

};


struct cbConversionResetData_References_t

{

    xsd::vector<domain::cbConversionResetData_References_t_Reference_t> Reference;

};


struct cbConversionResetData_Thresholds_t

{

    xsd::vector<domain::cbConversionResetData_Thresholds_t_Threshold_t> Threshold;

};


struct cbConversionResetData_Gearings_t

{

    xsd::vector<domain::cbConversionResetData_Gearings_t_Gearing_t> Gearing;

};


struct cbConversionResetData

{

    domain::scheduleData ScheduleData;

    domain::cbConversionResetData_References_t References;

    domain::cbConversionResetData_Thresholds_t Thresholds;

    domain::cbConversionResetData_Gearings_t Gearings;

    xsd::optional<domain::cbConversionResetData_Floors_t> Floors;

    xsd::optional<domain::cbConversionResetData_GlobalFloors_t> GlobalFloors;

};


struct cbConversionData_FXIndex_t : xsd::string

{

};


struct cbExchangeableData

{

    domain::bool_ IsExchangeable;

    xsd::optional<domain::cbExchangeableData_EquityCreditCurve_t> EquityCreditCurve;

    xsd::optional<domain::bool_> Secured;

};


struct cbDividendProtectionData_AdjustmentStyles_t_AdjustmentStyle_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbDividendProtectionData_DividendTypes_t_DividendType_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbDividendProtectionData_Thresholds_t_Threshold_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct callableBondCallData_Styles_t_Style_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct callableBondCallData_Prices_t_Price_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct callableBondCallData_PriceTypes_t_PriceType_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct callableBondCallData_IncludeAccruals_t_IncludeAccrual_t : xsd::base<domain::bool_>

{

    xsd::optional<xsd::string> startDate;

};


struct cboStructure_ReinvestmentEndDate_t : xsd::string

{

};


struct cboBondBasketData_Trade_t

{

    xsd::optional<xsd::string> id;

    domain::oreTradeType TradeType;

    xsd::optional<domain::envelope> Envelope;

    xsd::optional<domain::bondData> BondData;

};


struct cbotranche_Name_t : xsd::string

{

};


struct cbotranche

{

    domain::cbotranche_Name_t Name;

    float ICRatio;

    float OCRatio;

    float Notional;

};


struct trsUnderlyingData_PortfolioIndexTradeData_t_IndexQuantity_t : xsd::string

{

};


struct compositeTradeComponents_Trade_t

{

    xsd::optional<xsd::string> id;

    domain::oreTradeType TradeType;

    xsd::optional<domain::envelope> Envelope;

    domain::swapData CrossCurrencySwapData;

    domain::swapData InflationSwapData;

    domain::swapData SwapData;

    domain::swapData EquitySwapData;

    domain::callableSwapData CallableSwapData;

    domain::arcOptionData ArcOptionData;

    domain::swaptionData SwaptionData;

    domain::varianceSwapData VarianceSwapData;

    domain::varianceSwapData EquityVarianceSwapData;

    domain::varianceSwapData FxVarianceSwapData;

    domain::varianceSwapData CommodityVarianceSwapData;

    domain::forwardRateAgreementData ForwardRateAgreementData;

    domain::fxForwardData FxForwardData;

    domain::fxAverageForwardData FxAverageForwardData;

    domain::fxOptionData FxOptionData;

    domain::fxBarrierOptionData FxBarrierOptionData;

    domain::fxBarrierOptionData FxDoubleBarrierOptionData;

    domain::fxDigitalOptionData FxDigitalOptionData;

    domain::fxBarrierOptionData FxEuropeanBarrierOptionData;

    domain::fxKIKOBarrierOptionData FxKIKOBarrierOptionData;

    domain::fxDigitalBarrierOptionData FxDigitalBarrierOptionData;

    domain::fxTouchOptionData FxTouchOptionData;

    domain::fxTouchOptionData FxDoubleTouchOptionData;

    domain::fxSwapData FxSwapData;

    domain::capFloorData CapFloorData;

    domain::equityFutureOptionData EquityFutureOptionData;

    domain::equityOptionData EquityOptionData;

    domain::eqBarrierOptionData EquityBarrierOptionData;

    domain::eqBarrierOptionData EquityDoubleBarrierOptionData;

    domain::equityForwardData EquityForwardData;

    domain::eqBarrierOptionData EquityEuropeanBarrierOptionData;

    domain::eqDigitalOptionData EquityDigitalOptionData;

    domain::eqTouchOptionData EquityDoubleTouchOptionData;

    domain::eqTouchOptionData EquityTouchOptionData;

    domain::cliquetOptionData EquityCliquetOptionData;

    domain::bondData BondData;

    domain::forwardBondData ForwardBondData;

    domain::bondFutureData BondFutureData;

    domain::creditDefaultSwapData CreditDefaultSwapData;

    domain::creditDefaultSwapOptionData CreditDefaultSwapOptionData;

    domain::commodityForwardData CommodityForwardData;

    domain::commodityOptionData CommodityOptionData;

    domain::commodityDigitalAveragePriceOptionData CommodityDigitalAveragePriceOptionData;

    domain::commodityDigitalOptionData CommodityDigitalOptionData;

    domain::commoditySpreadOptionData CommoditySpreadOptionData;

    domain::commoditySwapData CommoditySwapData;

    domain::commoditySwaptionData CommoditySwaptionData;

    domain::commodityAveragePriceOptionData CommodityAveragePriceOptionData;

    domain::commodityOptionStripData CommodityOptionStripData;

    domain::commodityPositionData CommodityPositionData;

    domain::singleUnderlyingAsianOptionData EquityAsianOptionData;

    domain::singleUnderlyingAsianOptionData FxAsianOptionData;

    domain::singleUnderlyingAsianOptionData CommodityAsianOptionData;

    domain::bondOptionData BondOptionData;

    domain::bondRepoData BondRepoData;

    domain::bondTRSData BondTRSData;

    domain::cdoData CdoData;

    domain::creditLinkedSwapData CreditLinkedSwapData;

    domain::indexCreditDefaultSwapData IndexCreditDefaultSwapData;

    domain::indexCreditDefaultSwapOptionData IndexCreditDefaultSwapOptionData;

    domain::multiLegOptionData MultiLegOptionData;

    domain::ascotData AscotData;

    domain::convertibleBondData ConvertibleBondData;

    domain::callableBondData CallableBondData;

    domain::tlockData TreasuryLockData;

    domain::rpaData RiskParticipationAgreementData;

    domain::cbodata CBOData;

    domain::bondBasketData BondBasketData;

    domain::equityPositionData EquityPositionData;

    domain::equityOptionPositionData EquityOptionPositionData;

    domain::totalReturnSwapData TotalReturnSwapData;

    domain::totalReturnSwapData ContractForDifferenceData;

    domain::compositeTradeData CompositeTradeData;

    domain::pairwiseVarianceSwapData1 PairwiseVarianceSwapData;

    domain::pairwiseVarianceSwapData2 EquityPairwiseVarianceSwapData;

    domain::pairwiseVarianceSwapData2 FxPairwiseVarianceSwapData;

    domain::eqOutperformanceOptionData EquityOutperformanceOptionData;

    domain::flexiSwapData FlexiSwapData;

    domain::bgSwapData BalanceGuaranteedSwapData;

    domain::commodityRevenueOptionData CommodityRevenueOptionData;

    domain::basketVarianceSwapData BasketVarianceSwapData;

    domain::basketVarianceSwapData2 EquityBasketVarianceSwapData;

    domain::basketVarianceSwapData2 FxBasketVarianceSwapData;

    domain::basketVarianceSwapData2 CommodityBasketVarianceSwapData;

    domain::extendedAccumulatorData ExtendedAccumulatorData;

    domain::varianceOptionData VarianceOptionData;

    domain::varianceDispersionSwapData VarianceDispersionSwapData;

    domain::kikoVarianceSwapData KIKOVarianceSwapData;

    domain::corridorVarianceSwapData CorridorVarianceSwapData;

    domain::indexedCorridorVarianceSwapData IndexedCorridorVarianceSwapData;

    domain::kikoCorridorVarianceSwapData KIKOCorridorVarianceSwapData;

    domain::corridorVarianceDispersionSwapData CorridorVarianceDispersionSwapData;

    domain::koCorridorVarianceDispersionSwapData KOCorridorVarianceDispersionSwapData;

    domain::pairwiseGeometricVarianceDispersionSwapData PairwiseGeometricVarianceDispersionSwapData;

    domain::conditionalVarianceSwap01Data ConditionalVarianceSwap01Data;

    domain::conditionalVarianceSwap02Data ConditionalVarianceSwap02Data;

    domain::gammaSwapData GammaSwapData;

    domain::bestEntryOptionData BestEntryOptionData;

    domain::dualEuroBinaryOptionData DualEuroBinaryOptionData;

    domain::dualEuroBinaryOptionDoubleKOData DualEuroBinaryOptionDoubleKOData;

    domain::volBarrierOptionData VolatilityBarrierOptionData;

    domain::tarfData2 FxTaRFData;

    domain::tarfData2 EquityTaRFData;

    domain::tarfData2 CommodityTaRFData;

    domain::accumulatorData FxAccumulatorData;

    domain::accumulatorData EquityAccumulatorData;

    domain::accumulatorData CommodityAccumulatorData;

    domain::windowBarrierOptionData2 FxWindowBarrierOptionData;

    domain::windowBarrierOptionData2 EquityWindowBarrierOptionData;

    domain::windowBarrierOptionData2 CommodityWindowBarierOptionData;

    domain::basketOptionData EquityBasketOptionData;

    domain::basketOptionData FxBasketOptionData;

    domain::basketOptionData CommodityBasketOptionData;

    domain::genericBarrierOptionData FxGenericBarrierOptionData;

    domain::genericBarrierOptionData EquityGenericBarrierOptionData;

    domain::genericBarrierOptionData CommodityGenericBarrierOptionData;

    domain::rainbowOptionData EquityRainbowOptionData;

    domain::rainbowOptionData FxRainbowOptionData;

    domain::rainbowOptionData CommodityRainbowOptionData;

    domain::autocallable01Data Autocallable01Data;

    domain::doubleDigitalOptionData DoubleDigitalOptionData;

    domain::performanceOption01Data PerformanceOption01Data;

    domain::scriptedTradeData ScriptedTradeData;

    domain::vanillaBasketOptionData VanillaBasketOptionData;

    domain::asianBasketOptionData AsianBasketOptionData;

    domain::averageStrikeBasketOptionData AverageStrikeBasketOptionData;

    domain::lookbackCallBasketOptionData LookbackCallBasketOptionData;

    domain::lookbackPutBasketOptionData LookbackPutBasketOptionData;

    domain::bestOfAirbagData BestOfAirbagData;

    domain::worstOfBasketSwapData WorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 FxWorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 EquityWorstOfBasketSwapData;

    domain::worstOfBasketSwapData2 CommodityWorstOfBasketSwapData;

    domain::worstPerformanceRainbowOption01Data WorstPerformanceRainbowOption01Data;

    domain::worstPerformanceRainbowOption02Data WorstPerformanceRainbowOption02Data;

    domain::worstPerformanceRainbowOption03Data WorstPerformanceRainbowOption03Data;

    domain::worstPerformanceRainbowOption04Data WorstPerformanceRainbowOption04Data;

    domain::worstPerformanceRainbowOption05Data WorstPerformanceRainbowOption05Data;

    domain::worstPerformanceRainbowOption06Data WorstPerformanceRainbowOption06Data;

    domain::worstPerformanceRainbowOption07Data WorstPerformanceRainbowOption07Data;

    domain::bestOfAssetOrCashRainbowOptionData BestOfAssetOrCashRainbowOptionData;

    domain::worstOfAssetOrCashRainbowOptionData WorstOfAssetOrCashRainbowOptionData;

    domain::minRainbowOptionData MinRainbowOptionData;

    domain::maxRainbowOptionData MaxRainbowOptionData;

    domain::windowBarrierOptionData WindowBarrierOptionData;

    domain::accumulator01Data Accumulator01Data;

    domain::accumulator02Data Accumulator02Data;

    domain::bestEntryOptionData2 EquityBestEntryOptionData;

    domain::bestEntryOptionData2 FxBestEntryOptionData;

    domain::bestEntryOptionData2 CommodityBestEntryOptionData;

    domain::tarfData TaRFData;

    domain::europeanRainbowCallSpreadOptionData EuropeanRainbowCallSpreadOptionData;

    domain::rainbowCallSpreadBarrierOptionData RainbowCallSpreadBarrierOptionData;

    domain::asianRainbowCallSpreadOptionData AsianRainbowCallSpreadOptionData;

    domain::asianIrCapFloorData AsianIrCapFloorData;

    domain::forwardVolatilityAgreementData ForwardVolatilityAgreementData;

    domain::correlationSwapData CorrelationSwapData;

    domain::assetLinkedCliquetOptionData AssetLinkedCliquetOptionData;

    domain::constantMaturityVolatilitySwapData ConstantMaturityVolatilitySwapData;

    domain::cmsCapFloorBarrierData CMSCapFloorBarrierData;

    domain::fixedStrikeForwardStartingOptionData FixedStrikeForwardStartingOptionData;

    domain::floatingStrikeForwardStartingOptionData FloatingStrikeForwardStartingOptionData;

    domain::forwardStartingSwaptionData ForwardStartingSwaptionData;

    domain::flooredAverageCPIZCIISData FlooredAverageCPIZCIISData;

    domain::genericBarrierOptionDataRaw GenericBarrierOptionData;

    domain::movingMaxYYIISData MovingMaxYYIISData;

    domain::irregularYYIISData IrregularYYIISData;

    domain::europeanOptionBarrierData EuropeanOptionBarrierData;

    domain::ladderLockInOptionData LadderLockInOptionData;

    domain::lapseHedgeSwapData LapseHedgeSwapData;

    domain::knockOutSwapData KnockOutSwapData;

    domain::LPISwapData LPISwapData;

    domain::cashPositionData CashPositionData;

    domain::strikeResettableOptionData StrikeResettableOptionData;

    domain::strikeResettableOptionData2 EquityStrikeResettableOptionData;

    domain::strikeResettableOptionData2 FxStrikeResettableOptionData;

    domain::strikeResettableOptionData2 CommodityStrikeResettableOptionData;

};


struct flexiSwapData_LowerNotionalBounds_t_Notional_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct flexiSwapData_Prepayment_t_NoticePeriod_t : xsd::string

{

};


struct flexiSwapData_Prepayment_t_NoticeCalendar_t : xsd::string

{

};


struct flexiSwapData_Prepayment_t_NoticeConvention_t : xsd::string

{

};


struct flexiSwapData_Prepayment_t_PrepaymentOptions_t

{

    xsd::vector<domain::flexiSwapData_Prepayment_t_PrepaymentOptions_t_PrepaymentOption_t> PrepaymentOption;

};


struct tranche_Description_t : xsd::string

{

};


struct tranche_Notionals_t_Notional_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct tarfData2_Strikes_t_Strike_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct tarfData2_RangeBoundSet_t_RangeBounds_t

{

    xsd::optional<xsd::string> startDate;

    xsd::vector<domain::rangeBound> RangeBound;

};


struct ore_script_Results_t

{

    xsd::vector<domain::ore_script_Results_t_Result_t> Result;

};


struct ore_script_PricingEngineConfigOverwrite_t

{

    xsd::optional<domain::ore_script_PricingEngineConfigOverwrite_t_ModelParameters_t> ModelParameters;

    xsd::optional<domain::ore_script_PricingEngineConfigOverwrite_t_EngineParameters_t> EngineParameters;

};


struct ore_script_CalibrationSpec_t

{

    xsd::vector<domain::ore_script_CalibrationSpec_t_Calibration_t> Calibration;

};


struct ore_script_ScheduleCoarsening_t

{

    xsd::optional<domain::ore_script_ScheduleCoarsening_t_EligibleSchedule_t> EligibleSchedule;

};


struct ore_script_NewSchedules_t

{

    xsd::vector<domain::ore_script_NewSchedules_t_NewSchedule_t> NewSchedule;

};


struct ore_script_StickyCloseOutStates_t

{

    xsd::vector<domain::ore_script_StickyCloseOutStates_t_StickyCloseOutState_t> StickyCloseOutState;

};


struct ore_script_ConditionalExpectation_t

{

    xsd::optional<domain::ore_script_ConditionalExpectation_t_ModelStates_t> ModelStates;

};


struct ore_script_AmcCg_t

{

    xsd::optional<domain::ore_script_AmcCg_t_Components_t> Components;

    xsd::optional<domain::ore_script_AmcCg_t_Target_t> Target;

};


struct scriptedTradeData_Data_t_Number_t_Value_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Number_t_Values_t

{

    xsd::vector<float> Value;

};


struct scriptedTradeData_Data_t_Currency_t_Value_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Currency_t_Values_t

{

    xsd::vector<domain::currencyCode> Value;

};


struct scriptedTradeData_Data_t_Index_t_Value_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Index_t_Values_t

{

    xsd::vector<domain::scriptedTradeData_Data_t_Index_t_Values_t_Value_t> Value;

};


struct scriptedTradeData_Data_t_Event_t_Value_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_BaseSchedule_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Shift_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Calendar_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Convention_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Event_t_DerivedSchedule_t

{

    domain::scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_BaseSchedule_t BaseSchedule;

    domain::scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Shift_t Shift;

    domain::scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Calendar_t Calendar;

    domain::scriptedTradeData_Data_t_Event_t_DerivedSchedule_t_Convention_t Convention;

};


struct scriptedTradeData_Data_t_Daycounter_t_Value_t : xsd::string

{

};


struct scriptedTradeData_Data_t_Daycounter_t_Values_t

{

    xsd::vector<domain::dayCounter> Value;

};


struct market_FxRates_t_CurrencyPairs_t

{

    xsd::vector<domain::currencyPair> CurrencyPair;

};


struct market_SwapIndices_t_SwapIndex_t_Name_t : xsd::string

{

};


struct market_SwapIndices_t_SwapIndex_t

{

    domain::market_SwapIndices_t_SwapIndex_t_Name_t Name;

    xsd::optional<domain::indexNameType> ForwardingIndex;

    domain::indexNameType DiscountingIndex;

};


struct market_DefaultCurves_t_Names_t_Name_t : xsd::string

{

};


struct market_DefaultCurves_t_DayCounters_t

{

    xsd::vector<domain::market_DefaultCurves_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_DefaultCurves_t_Calendars_t

{

    xsd::vector<domain::market_DefaultCurves_t_Calendars_t_Calendar_t> Calendar;

};


struct market_Equities_t_Names_t_Name_t : xsd::string

{

};


struct market_SwaptionVolatilities_t_Keys_t

{

    xsd::vector<domain::market_SwaptionVolatilities_t_Keys_t_Key_t> Key;

};


struct market_SwaptionVolatilities_t_Currencies_t

{

    xsd::vector<domain::currencyCode> Currency;

};


struct market_SwaptionVolatilities_t_StrikeSpreads_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<xsd::string> ccy;

};


struct market_SwaptionVolatilities_t_DayCounters_t

{

    xsd::vector<domain::market_SwaptionVolatilities_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_SwaptionVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_YieldVolatilities_t_Names_t_Name_t : xsd::string

{

};


struct market_YieldVolatilities_t_Cube_t

{

    xsd::optional<domain::market_YieldVolatilities_t_Cube_t_StrikeSpreads_t> StrikeSpreads;

};


struct market_YieldVolatilities_t_DayCounters_t

{

    xsd::vector<domain::market_YieldVolatilities_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_YieldVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_CapFloorVolatilities_t_Keys_t

{

    xsd::vector<domain::market_CapFloorVolatilities_t_Keys_t_Key_t> Key;

};


struct market_CapFloorVolatilities_t_Currencies_t

{

    xsd::vector<domain::currencyCode> Currency;

};


struct market_CapFloorVolatilities_t_Expiries_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<xsd::string> ccy;

};


struct market_CapFloorVolatilities_t_Strikes_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<xsd::string> ccy;

};


struct market_CapFloorVolatilities_t_DayCounters_t

{

    xsd::vector<domain::market_CapFloorVolatilities_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_CapFloorVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_CDSVolatilities_t_Names_t_Name_t : xsd::string

{

};


struct market_CDSVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_FxVolatilities_t_CurrencyPairs_t

{

    xsd::vector<domain::currencyPair> CurrencyPair;

};


struct market_FxVolatilities_t_Expiries_t : xsd::string

{

    xsd::optional<xsd::string> ccyPair;

};


struct market_FxVolatilities_t_Surface_t

{

    xsd::vector<domain::market_FxVolatilities_t_Surface_t_Moneyness_t> Moneyness;

    xsd::vector<domain::market_FxVolatilities_t_Surface_t_StandardDeviations_t> StandardDeviations;

};


struct market_FxVolatilities_t_DayCounters_t

{

    xsd::vector<domain::market_FxVolatilities_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_FxVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_EquityVolatilities_t_Names_t_Name_t : xsd::string

{

};


struct market_EquityVolatilities_t_Expiries_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_EquityVolatilities_t_Surface_t

{

    xsd::vector<domain::market_EquityVolatilities_t_Surface_t_Moneyness_t> Moneyness;

    xsd::vector<domain::market_EquityVolatilities_t_Surface_t_StandardDeviations_t> StandardDeviations;

};


struct market_EquityVolatilities_t_DayCounters_t

{

    xsd::vector<domain::market_EquityVolatilities_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_EquityVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_BenchmarkCurves_t_BenchmarkCurve_t_Name_t : xsd::string

{

};


struct market_BenchmarkCurves_t_BenchmarkCurve_t

{

    domain::currencyCode Currency;

    domain::market_BenchmarkCurves_t_BenchmarkCurve_t_Name_t Name;

};


struct market_Securities_t_Names_t

{

    xsd::vector<domain::market_Securities_t_Names_t_Name_t> Name;

};


struct market_CPRs_t_Names_t

{

    xsd::vector<domain::market_CPRs_t_Names_t_Name_t> Name;

};


struct market_CpiIndices_t_Index_t : xsd::string

{

};


struct market_ZeroInflationIndexCurves_t_Names_t_Name_t : xsd::string

{

};


struct market_ZeroInflationIndexCurves_t_DayCounters_t

{

    xsd::vector<domain::market_ZeroInflationIndexCurves_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_YYInflationIndexCurves_t_Names_t_Name_t : xsd::string

{

};


struct market_YYInflationIndexCurves_t_DayCounters_t

{

    xsd::vector<domain::market_YYInflationIndexCurves_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_CPICapFloorVolatilities_t_Names_t_Name_t : xsd::string

{

};


struct market_CPICapFloorVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_YYCapFloorVolatilities_t_Names_t_Name_t : xsd::string

{

};


struct market_YYCapFloorVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_Commodities_t_Names_t_Name_t : xsd::string

{

};


struct market_Commodities_t_Tenors_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_Commodities_t_DayCounters_t

{

    xsd::vector<domain::market_Commodities_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_CommodityVolatilities_t_Names_t_Name_t_Expiries_t : xsd::string

{

};


struct market_CommodityVolatilities_t_Names_t_Name_t

{

    xsd::optional<xsd::string> id;

    domain::market_CommodityVolatilities_t_Names_t_Name_t_Expiries_t Expiries;

    xsd::optional<domain::market_CommodityVolatilities_t_Names_t_Name_t_Moneyness_t> Moneyness;

};


struct market_CommodityVolatilities_t_DayCounter_t : xsd::string

{

};


struct market_CommodityVolatilities_t_SmileDynamics_t : xsd::string

{

    xsd::optional<xsd::string> key;

};


struct market_AggregationScenarioDataSurvivalWeights_t_Name_t : xsd::string

{

};


struct market_BaseCorrelations_t_IndexNames_t_IndexName_t : xsd::string

{

};


struct market_BaseCorrelations_t_Terms_t : xsd::string

{

};


struct market_BaseCorrelations_t_DetachmentPoints_t : xsd::string

{

};


struct market_BaseCorrelations_t_DayCounters_t

{

    xsd::vector<domain::market_BaseCorrelations_t_DayCounters_t_DayCounter_t> DayCounter;

};


struct market_Correlations_t_Pairs_t_Pair_t : xsd::string

{

};


struct curveAlgebraCurve_Key_t : xsd::string

{

};


struct curveAlgebraCurveOperation_Type_t : xsd::string

{

};


struct curveAlgebraCurveOperation

{

    domain::curveAlgebraCurveOperation_Type_t Type;

    xsd::optional<domain::curveAlgebraCurveOperation_Arguments_t> Arguments;

};


struct curveAlgebraCurve

{

    domain::curveAlgebraCurve_Key_t Key;

    domain::curveAlgebraCurveOperation Operation;

};


struct calibrationBasket

{

    xsd::optional<xsd::string> parameter;

    xsd::vector<domain::calibrationCpiCapFloor> CpiCapFloor;

    xsd::vector<domain::calibrationYoYCapFloor> YoYCapFloor;

    xsd::vector<domain::calibrationYoYSwap> YoYSwap;

};


struct hw_Volatility_t_InitialValue_t_Sigma_t

{

    xsd::vector<domain::hw_Volatility_t_InitialValue_t_Sigma_t_Row_t> Row;

};


struct hw_PCALoadings_t_Loadings_t : xsd::string

{

};


struct volatilityParameter_TimeGrid_t : xsd::string

{

};


struct crossCurrencyLGM_CalibrationOptions_t

{

    xsd::optional<domain::crossCurrencyLGM_CalibrationOptions_t_Expiries_t> Expiries;

    xsd::optional<domain::crossCurrencyLGM_CalibrationOptions_t_Strikes_t> Strikes;

};


struct crossAssetLGM_CalibrationOptions_t_Expiries_t : xsd::string

{

};


struct crossAssetLGM_CalibrationOptions_t_Strikes_t : xsd::string

{

};


struct crossAssetLGM_CalibrationOptions_t

{

    domain::crossAssetLGM_CalibrationOptions_t_Expiries_t Expiries;

    domain::crossAssetLGM_CalibrationOptions_t_Strikes_t Strikes;

};


struct jarrowYildrim_CalibrationBaskets_t

{

    xsd::vector<domain::calibrationBasket> CalibrationBasket;

};


struct reversionParameter_TimeGrid_t : xsd::string

{

};


struct calibrationConfiguration

{

    xsd::optional<domain::positiveDecimal> RmseTolerance;

    xsd::optional<uint64_t> MaxIterations;

    xsd::optional<domain::calibrationConfiguration_Constraints_t> Constraints;

};


struct dodgsonKainth_CalibrationBaskets_t

{

    xsd::vector<domain::calibrationBasket> CalibrationBasket;

};


struct crlgm_CalibrationCdsOptions_t_Expiries_t : xsd::string

{

};


struct crlgm_CalibrationCdsOptions_t_Terms_t : xsd::string

{

};


struct crlgm_CalibrationCdsOptions_t_Strikes_t : xsd::string

{

};


struct crlgm_CalibrationCdsOptions_t

{

    domain::crlgm_CalibrationCdsOptions_t_Expiries_t Expiries;

    domain::crlgm_CalibrationCdsOptions_t_Terms_t Terms;

    domain::crlgm_CalibrationCdsOptions_t_Strikes_t Strikes;

};


struct commoditySchwartz_Seasonality_t

{

    xsd::optional<domain::bool_> Calibrate;

    xsd::optional<domain::paramTypeType> ParamType;

    xsd::optional<domain::commoditySchwartz_Seasonality_t_TimeGrid_t> TimeGrid;

    xsd::optional<domain::commoditySchwartz_Seasonality_t_InitialValue_t> InitialValue;

};


struct commoditySchwartz_CalibrationOptions_t_Expiries_t : xsd::string

{

};


struct commoditySchwartz_CalibrationOptions_t_Strikes_t : xsd::string

{

};


struct commoditySchwartz_CalibrationOptions_t

{

    domain::commoditySchwartz_CalibrationOptions_t_Expiries_t Expiries;

    domain::commoditySchwartz_CalibrationOptions_t_Strikes_t Strikes;

};


struct reportConfiguration

{

    xsd::optional<domain::bool_> ReportOnDeltaGrid;

    xsd::optional<domain::bool_> ReportOnMoneynessGrid;

    xsd::optional<domain::bool_> ReportOnStrikeGrid;

    xsd::optional<domain::bool_> ReportOnStrikeSpreadGrid;

    xsd::optional<domain::reportConfiguration_Deltas_t> Deltas;

    xsd::optional<domain::reportConfiguration_Moneyness_t> Moneyness;

    xsd::optional<domain::reportConfiguration_Strikes_t> Strikes;

    xsd::optional<domain::reportConfiguration_StrikeSpreads_t> StrikeSpreads;

    xsd::optional<domain::reportConfiguration_Expiries_t> Expiries;

    xsd::optional<domain::reportConfiguration_PillarDates_t> PillarDates;

    xsd::optional<domain::reportConfiguration_UnderlyingTenors_t> UnderlyingTenors;

    xsd::optional<domain::reportConfiguration_ContinuationExpiry_t> ContinuationExpiry;

};


struct yieldCurveReport

{

    xsd::optional<domain::yieldCurveReport_PillarDates_t> PillarDates;

};


struct fxVolatility_Deltas_t : xsd::string

{

};


struct fxVolatility_SmileDelta_t : xsd::string

{

};


struct fxVolatility_Conventions_t : xsd::string

{

};


struct fxVolatility_Expiries_t : xsd::string

{

};


struct fxVolatility_FXSpotID_t : xsd::string

{

};


struct fxVolatility_FXForeignCurveID_t : xsd::string

{

};


struct fxVolatility_FXDomesticCurveID_t : xsd::string

{

};


struct fxVolatility_FXIndexTag_t : xsd::string

{

};


struct fxVolatility_BaseVolatility1_t : xsd::string

{

};


struct fxVolatility_BaseVolatility2_t : xsd::string

{

};


struct fxVolatility_TimeInterpolation_t : xsd::string

{

};


struct fxVolatility_TimeWeighting_t : xsd::string

{

};


struct swaptionVolatility_ProxyConfig_t_Source_t_CurveId_t : xsd::string

{

};


struct swaptionVolatility_ProxyConfig_t_Source_t_ShortSwapIndexBase_t : xsd::string

{

};


struct swaptionVolatility_ProxyConfig_t_Source_t_SwapIndexBase_t : xsd::string

{

};


struct swaptionVolatility_ProxyConfig_t_Source_t

{

    domain::swaptionVolatility_ProxyConfig_t_Source_t_CurveId_t CurveId;

    domain::swaptionVolatility_ProxyConfig_t_Source_t_ShortSwapIndexBase_t ShortSwapIndexBase;

    domain::swaptionVolatility_ProxyConfig_t_Source_t_SwapIndexBase_t SwapIndexBase;

};


struct swaptionVolatility_ProxyConfig_t_Target_t_ShortSwapIndexBase_t : xsd::string

{

};


struct swaptionVolatility_ProxyConfig_t_Target_t_SwapIndexBase_t : xsd::string

{

};


struct swaptionVolatility_ProxyConfig_t_Target_t

{

    domain::swaptionVolatility_ProxyConfig_t_Target_t_ShortSwapIndexBase_t ShortSwapIndexBase;

    domain::swaptionVolatility_ProxyConfig_t_Target_t_SwapIndexBase_t SwapIndexBase;

};


struct swaptionVolatility_ProxyConfig_t

{

    domain::swaptionVolatility_ProxyConfig_t_Source_t Source;

    domain::swaptionVolatility_ProxyConfig_t_Target_t Target;

};


struct swaptionVolatility_Interpolation_t : xsd::string

{

};


struct parametricSmileConfigParameters

{

    xsd::vector<domain::parametricSmileConfigParameter> Parameter;

};


struct parametricSmileConfigCalibration

{

    int64_t MaxCalibrationAttempts;

    float ExitEarlyErrorThreshold;

    float MaxAcceptableError;

};


struct parametricSmileConfig

{

    domain::parametricSmileConfigParameters Parameters;

    domain::parametricSmileConfigCalibration Calibration;

};


struct swaptionVolatility_Extrapolation_t : xsd::string

{

};


struct swaptionVolatility_OutputVolatilityType_t : xsd::string

{

};


struct swaptionVolatility_ModelShift_t : xsd::string

{

};


struct swaptionVolatility_OutputShift_t : xsd::string

{

};


struct swaptionVolatility_OptionTenors_t : xsd::string

{

};


struct swaptionVolatility_SwapTenors_t : xsd::string

{

};


struct swaptionVolatility_ShortSwapIndexBase_t : xsd::string

{

};


struct swaptionVolatility_SwapIndexBase_t : xsd::string

{

};


struct swaptionVolatility_SmileOptionTenors_t : xsd::string

{

};


struct swaptionVolatility_SmileSwapTenors_t : xsd::string

{

};


struct swaptionVolatility_SmileSpreads_t : xsd::string

{

};


struct swaptionVolatility_QuoteTag_t : xsd::string

{

};


struct capFloorVolatility_ProxyConfig_t_Source_t_CurveId_t : xsd::string

{

};


struct capFloorVolatility_ProxyConfig_t_Source_t_Index_t : xsd::string

{

};


struct capFloorVolatility_ProxyConfig_t_Source_t

{

    domain::capFloorVolatility_ProxyConfig_t_Source_t_CurveId_t CurveId;

    domain::capFloorVolatility_ProxyConfig_t_Source_t_Index_t Index;

    xsd::optional<domain::capFloorVolatility_ProxyConfig_t_Source_t_RateComputationPeriod_t> RateComputationPeriod;

};


struct capFloorVolatility_ProxyConfig_t_Target_t_Index_t : xsd::string

{

};


struct capFloorVolatility_ProxyConfig_t_Target_t

{

    domain::capFloorVolatility_ProxyConfig_t_Target_t_Index_t Index;

    xsd::optional<domain::capFloorVolatility_ProxyConfig_t_Target_t_RateComputationPeriod_t> RateComputationPeriod;

    xsd::optional<int64_t> ONCapSettlementDays;

};


struct capFloorVolatility_ProxyConfig_t

{

    domain::capFloorVolatility_ProxyConfig_t_Source_t Source;

    domain::capFloorVolatility_ProxyConfig_t_Target_t Target;

    xsd::optional<double> ScalingFactor;

};


struct capFloorVolatility_Tenors_t : xsd::string

{

};


struct capFloorVolatility_Strikes_t : xsd::string

{

};


struct capFloorVolatility_RateComputationPeriod_t : xsd::string

{

};


struct capFloorVolatility_DiscountCurve_t : xsd::string

{

};


struct capFloorVolatility_AtmTenors_t : xsd::string

{

};


struct bootstrapConfigType

{

    xsd::optional<double> Accuracy;

    xsd::optional<double> GlobalAccuracy;

    xsd::optional<bool> DontThrow;

    xsd::optional<uint64_t> MaxAttempts;

    xsd::optional<double> MaxFactor;

    xsd::optional<double> MinFactor;

    xsd::optional<uint64_t> DontThrowSteps;

    xsd::optional<bool> Global;

};


struct cdsVolatility_Terms_t

{

    xsd::vector<domain::cdsVolatility_Terms_t_Term_t> Term;

};


struct cdsVolatility_Expiries_t : xsd::string

{

};


struct constantVolatilityConfig_Quote_t : xsd::string

{

};


struct constantVolatilityConfig

{

    xsd::optional<uint64_t> priority;

    xsd::optional<domain::constantVolatilityConfig_QuoteType_t> QuoteType;

    xsd::optional<domain::constantVolatilityConfig_VolatilityType_t> VolatilityType;

    xsd::optional<domain::constantVolatilityConfig_ExerciseType_t> ExerciseType;

    domain::constantVolatilityConfig_Quote_t Quote;

    xsd::optional<domain::calendar> Calendar;

};


struct quoteType

{

    xsd::vector<domain::quoteType_Quote_t> Quote;

};


struct volatilityCurveConfig

{

    xsd::optional<uint64_t> priority;

    xsd::optional<domain::volatilityCurveConfig_QuoteType_t> QuoteType;

    xsd::optional<domain::volatilityCurveConfig_VolatilityType_t> VolatilityType;

    xsd::optional<domain::volatilityCurveConfig_ExerciseType_t> ExerciseType;

    domain::quoteType Quotes;

    domain::interpolationMethodType Interpolation;

    domain::extrapolationType Extrapolation;

    xsd::optional<bool> EnforceMontoneVariance;

    xsd::optional<domain::calendar> Calendar;

};


struct volatilityStrikeSurfaceConfig_Strikes_t : xsd::string

{

};


struct volatilityStrikeSurfaceConfig_Expiries_t : xsd::string

{

};


struct volatilityStrikeSurfaceConfig

{

    xsd::optional<uint64_t> priority;

    xsd::optional<domain::volatilityStrikeSurfaceConfig_QuoteType_t> QuoteType;

    xsd::optional<domain::volatilityStrikeSurfaceConfig_VolatilityType_t> VolatilityType;

    xsd::optional<domain::volatilityStrikeSurfaceConfig_ExerciseType_t> ExerciseType;

    domain::volatilityStrikeSurfaceConfig_Strikes_t Strikes;

    domain::volatilityStrikeSurfaceConfig_Expiries_t Expiries;

    domain::interpolationMethodType TimeInterpolation;

    domain::interpolationMethodType StrikeInterpolation;

    domain::bool_ Extrapolation;

    domain::extrapolationType TimeExtrapolation;

    xsd::optional<domain::bool_> TimeExtrapolationVariance;

    domain::extrapolationType StrikeExtrapolation;

    xsd::optional<domain::calendar> Calendar;

};


struct proxySurface_ProxyVolatilityCurve_t : xsd::string

{

};


struct proxySurface

{

    xsd::optional<uint64_t> priority;

    domain::proxySurface_ProxyVolatilityCurve_t ProxyVolatilityCurve;

    xsd::optional<domain::proxySurface_FXVolatilityCurve_t> FXVolatilityCurve;

    xsd::optional<domain::proxySurface_CorrelationCurve_t> CorrelationCurve;

    xsd::optional<domain::proxySurface_CDSVolatilityCurve_t> CDSVolatilityCurve;

};


struct cdsVolatility_StrikeType_t : xsd::string

{

};


struct cdsVolatility_QuoteName_t : xsd::string

{

};


struct defaultCurve_Configurations_t

{

    xsd::vector<domain::defaultCurve_Configurations_t_Configuration_t> Configuration;

};


struct defaultCurve_DiscountCurve_t : xsd::string

{

};


struct defaultCurve_RecoveryRate_t : xsd::string

{

};


struct defaultCurve_BenchmarkCurve_t : xsd::string

{

};


struct defaultCurve_SourceCurve_t : xsd::string

{

};


struct defaultCurve_Pillars_t : xsd::string

{

};


struct defaultCurve_SourceCurves_t

{

    xsd::vector<domain::defaultCurve_SourceCurves_t_SourceCurve_t> SourceCurve;

};


struct defaultCurve_SwitchDates_t

{

    xsd::vector<domain::defaultCurve_SwitchDates_t_SwitchDate_t> SwitchDate;

};


struct defaultCurve_Conventions_t : xsd::string

{

};


struct defaultCurve_IndexTerm_t : xsd::string

{

};


struct defaultCurve_InitialState_t : xsd::string

{

};


struct defaultCurve_States_t : xsd::string

{

};


enum class directSegmentTypeType

{

    Zero,

    Discount,

};


std::string to_string(directSegmentTypeType);


struct directSegmentType

{

    domain::directSegmentTypeType Type;

    domain::quoteType Quotes;

    xsd::optional<domain::directSegmentType_Conventions_t> Conventions;

    xsd::optional<domain::directSegmentType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

};


enum class simpleSegmentTypeType

{

    Deposit,

    FRA,

    Future,

    OIS,

    Swap,

    BMA_Basis_Swap,

};


std::string to_string(simpleSegmentTypeType);


struct simpleSegmentType_Conventions_t : xsd::string

{

};


struct simpleSegmentType

{

    domain::simpleSegmentTypeType Type;

    domain::quoteType Quotes;

    domain::simpleSegmentType_Conventions_t Conventions;

    xsd::optional<domain::simpleSegmentType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

    xsd::optional<domain::simpleSegmentType_ProjectionCurve_t> ProjectionCurve;

};


struct aoisSegmentType_Type_t : xsd::string

{

};


struct compositeQuoteType

{

    xsd::vector<domain::compositeQuoteType_CompositeQuote_t> CompositeQuote;

};


struct aoisSegmentType_Conventions_t : xsd::string

{

};


struct aoisSegmentType

{

    domain::aoisSegmentType_Type_t Type;

    domain::compositeQuoteType Quotes;

    domain::aoisSegmentType_Conventions_t Conventions;

    xsd::optional<domain::aoisSegmentType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

    xsd::optional<domain::aoisSegmentType_ProjectionCurve_t> ProjectionCurve;

};


enum class tenorBasisSegmentTypeType

{

    Tenor_Basis_Swap,

    Tenor_Basis_Two_Swaps,

};


std::string to_string(tenorBasisSegmentTypeType);


struct tenorBasisSegmentType_Conventions_t : xsd::string

{

};


struct tenorBasisSegmentType

{

    domain::tenorBasisSegmentTypeType Type;

    domain::quoteType Quotes;

    domain::tenorBasisSegmentType_Conventions_t Conventions;

    xsd::optional<domain::tenorBasisSegmentType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

    xsd::optional<domain::tenorBasisSegmentType_ProjectionCurvePay_t> ProjectionCurvePay;

    xsd::optional<domain::tenorBasisSegmentType_ProjectionCurveReceive_t> ProjectionCurveReceive;

    xsd::optional<domain::tenorBasisSegmentType_ProjectionCurveLong_t> ProjectionCurveLong;

    xsd::optional<domain::tenorBasisSegmentType_ProjectionCurveShort_t> ProjectionCurveShort;

};


enum class crossCurrencySegmentTypeType

{

    Cross_Currency_Basis_Swap,

    Cross_Currency_Fix_Float_Swap,

    FX_Forward,

};


std::string to_string(crossCurrencySegmentTypeType);


struct crossCurrencySegmentType_Conventions_t : xsd::string

{

};


struct crossCurrencySegmentType_DiscountCurve_t : xsd::string

{

};


struct crossCurrencySegmentType_SpotRate_t : xsd::string

{

};


struct crossCurrencySegmentType

{

    domain::crossCurrencySegmentTypeType Type;

    domain::quoteType Quotes;

    domain::crossCurrencySegmentType_Conventions_t Conventions;

    xsd::optional<domain::crossCurrencySegmentType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

    domain::crossCurrencySegmentType_DiscountCurve_t DiscountCurve;

    domain::crossCurrencySegmentType_SpotRate_t SpotRate;

    xsd::optional<domain::crossCurrencySegmentType_ProjectionCurveDomestic_t> ProjectionCurveDomestic;

    xsd::optional<domain::crossCurrencySegmentType_ProjectionCurveForeign_t> ProjectionCurveForeign;

};


enum class zeroSpreadSegmentTypeType

{

    Zero_Spread,

};


std::string to_string(zeroSpreadSegmentTypeType);


struct zeroSpreadType_Conventions_t : xsd::string

{

};


struct zeroSpreadType_ReferenceCurve_t : xsd::string

{

};


struct zeroSpreadType

{

    domain::zeroSpreadSegmentTypeType Type;

    domain::quoteType Quotes;

    domain::zeroSpreadType_Conventions_t Conventions;

    domain::zeroSpreadType_ReferenceCurve_t ReferenceCurve;

    xsd::optional<domain::zeroSpreadType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

};


enum class discountRatioTypeType

{

    Discount_Ratio,

};


std::string to_string(discountRatioTypeType);


struct discountRatioCurveElement : xsd::string

{

    xsd::string currency;

};


struct discountRatioType

{

    domain::discountRatioTypeType Type;

    xsd::optional<domain::discountRatioType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

    xsd::optional<domain::discountRatioType_Conventions_t> Conventions;

    domain::discountRatioCurveElement BaseCurve;

    domain::discountRatioCurveElement NumeratorCurve;

    domain::discountRatioCurveElement DenominatorCurve;

};


struct fittedBondType_Type_t : xsd::string

{

};


struct fittedBondType

{

    domain::fittedBondType_Type_t Type;

    domain::quoteType Quotes;

    xsd::optional<domain::fittedBondType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

    xsd::optional<domain::fittedBondType_IborIndexCurves_t> IborIndexCurves;

    xsd::optional<bool> ExtrapolateFlat;

};


struct BondYieldShiftedType_Type_t : xsd::string

{

};


struct BondYieldShiftedType_ReferenceCurve_t : xsd::string

{

};


struct BondYieldShiftedType_Conventions_t : xsd::string

{

};


struct BondYieldShiftedType

{

    domain::BondYieldShiftedType_Type_t Type;

    domain::BondYieldShiftedType_ReferenceCurve_t ReferenceCurve;

    domain::quoteType Quotes;

    xsd::optional<domain::BondYieldShiftedType_IborIndexCurves_t> IborIndexCurves;

    domain::BondYieldShiftedType_Conventions_t Conventions;

    xsd::optional<bool> ExtrapolateFlat;

};


struct weightedAverageType_Type_t : xsd::string

{

};


struct weightedAverageType_ReferenceCurve1_t : xsd::string

{

};


struct weightedAverageType_ReferenceCurve2_t : xsd::string

{

};


struct weightedAverageType

{

    domain::weightedAverageType_Type_t Type;

    domain::weightedAverageType_ReferenceCurve1_t ReferenceCurve1;

    domain::weightedAverageType_ReferenceCurve2_t ReferenceCurve2;

    float Weight1;

    float Weight2;

};


struct yieldPlusDefaultType_Type_t : xsd::string

{

};


struct yieldPlusDefaultType_ReferenceCurve_t : xsd::string

{

};


struct yieldPlusDefaultType_DefaultCurves_t_DefaultCurve_t : xsd::string

{

};


struct yieldPlusDefaultType_DefaultCurves_t

{

    domain::yieldPlusDefaultType_DefaultCurves_t_DefaultCurve_t DefaultCurve;

};


struct yieldPlusDefaultType_Weights_t

{

    float Weight;

};


struct yieldPlusDefaultType

{

    domain::yieldPlusDefaultType_Type_t Type;

    domain::yieldPlusDefaultType_ReferenceCurve_t ReferenceCurve;

    domain::yieldPlusDefaultType_DefaultCurves_t DefaultCurves;

    domain::yieldPlusDefaultType_Weights_t Weights;

};


struct iborFallbackType_Type_t : xsd::string

{

};


struct iborFallbackType_RfrCurve_t : xsd::string

{

};


struct iborFallbackType

{

    domain::iborFallbackType_Type_t Type;

    domain::indexNameType IborIndex;

    domain::iborFallbackType_RfrCurve_t RfrCurve;

    xsd::optional<domain::indexNameType> RfrIndex;

    xsd::optional<float> Spread;

    xsd::optional<domain::iborFallbackType_PillarChoice_t> PillarChoice;

    xsd::optional<uint64_t> Priority;

    xsd::optional<uint64_t> MinDistance;

};


struct inflationCurve_Conventions_t : xsd::string

{

};


struct inflSegmentsType

{

    xsd::vector<domain::inlfSegmentType> Segment;

};


struct inflationCurve_BaseRate_t : xsd::string

{

};


struct factorType

{

    xsd::vector<domain::factorType_Factor_t> Factor;

};


struct seasonalityType

{

    domain::date BaseDate;

    domain::frequencyType Frequency;

    domain::factorType Factors;

};


struct inflationCurve_InterpolationVariable_t : xsd::string

{

};


struct inflationCurve_InterpolationMethod_t : xsd::string

{

};


struct inflationCapFloorVolatility_CapStrikes_t : xsd::string

{

};


struct inflationCapFloorVolatility_FloorStrikes_t : xsd::string

{

};


struct inflationCapFloorVolatility_Strikes_t : xsd::string

{

};


struct inflationCapFloorVolatility_QuoteIndex_t : xsd::string

{

};


struct inflationCapFloorVolatility_Conventions_t : xsd::string

{

};


struct dividendInterpolation

{

    xsd::optional<domain::interpolationVariableType> InterpolationVariable;

    xsd::optional<domain::interpolationMethodType> InterpolationMethod;

};


struct equityVolatility_EquityId_t : xsd::string

{

};


struct equityVolatility_Expiries_t : xsd::string

{

};


struct equityVolatility_Strikes_t : xsd::string

{

};


struct volatilityConfig

{

    xsd::optional<domain::constantVolatilityConfig> Constant;

    xsd::optional<domain::volatilityCurveConfig> Curve;

    xsd::optional<domain::volatilityStrikeSurfaceConfig> StrikeSurface;

    xsd::optional<domain::volatilityMoneynessSurfaceConfig> MoneynessSurface;

    xsd::optional<domain::volatilityDeltaSurfaceConfig> DeltaSurface;

    xsd::optional<domain::volatilityApoFutureSurfaceConfig> ApoFutureSurface;

    xsd::optional<domain::proxySurface> ProxySurface;

};


enum class strikeMoneynessType

{

    Spot,

    Fwd,

};


std::string to_string(strikeMoneynessType);


struct volatilityMoneynessSurfaceConfig_MoneynessLevels_t : xsd::string

{

};


struct volatilityMoneynessSurfaceConfig_Expiries_t : xsd::string

{

};


struct volatilityMoneynessSurfaceConfig

{

    xsd::optional<uint64_t> priority;

    xsd::optional<domain::volatilityMoneynessSurfaceConfig_QuoteType_t> QuoteType;

    xsd::optional<domain::volatilityMoneynessSurfaceConfig_VolatilityType_t> VolatilityType;

    xsd::optional<domain::volatilityMoneynessSurfaceConfig_ExerciseType_t> ExerciseType;

    domain::strikeMoneynessType MoneynessType;

    domain::volatilityMoneynessSurfaceConfig_MoneynessLevels_t MoneynessLevels;

    domain::volatilityMoneynessSurfaceConfig_Expiries_t Expiries;

    domain::interpolationMethodType TimeInterpolation;

    domain::interpolationMethodType StrikeInterpolation;

    domain::bool_ Extrapolation;

    domain::extrapolationType TimeExtrapolation;

    xsd::optional<domain::bool_> TimeExtrapolationVariance;

    domain::extrapolationType StrikeExtrapolation;

    xsd::optional<domain::bool_> FuturePriceCorrection;

    xsd::optional<domain::calendar> Calendar;

};


enum class strikeDeltaType

{

    Spot,

    Fwd,

    PaSpot,

    PaFwd,

};


std::string to_string(strikeDeltaType);


enum class strikeAtmType

{

    AtmSpot,

    AtmFwd,

    AtmDeltaNeutral,

    AtmVegaMax,

    AtmGammaMax,

    AtmPutCall50,

};


std::string to_string(strikeAtmType);


struct volatilityDeltaSurfaceConfig_PutDeltas_t : xsd::string

{

};


struct volatilityDeltaSurfaceConfig_CallDeltas_t : xsd::string

{

};


struct volatilityDeltaSurfaceConfig_Expiries_t : xsd::string

{

};


struct volatilityDeltaSurfaceConfig

{

    xsd::optional<uint64_t> priority;

    xsd::optional<domain::volatilityDeltaSurfaceConfig_QuoteType_t> QuoteType;

    xsd::optional<domain::volatilityDeltaSurfaceConfig_VolatilityType_t> VolatilityType;

    xsd::optional<domain::volatilityDeltaSurfaceConfig_ExerciseType_t> ExerciseType;

    domain::strikeDeltaType DeltaType;

    domain::strikeAtmType AtmType;

    xsd::optional<domain::strikeDeltaType> AtmDeltaType;

    domain::volatilityDeltaSurfaceConfig_PutDeltas_t PutDeltas;

    domain::volatilityDeltaSurfaceConfig_CallDeltas_t CallDeltas;

    domain::volatilityDeltaSurfaceConfig_Expiries_t Expiries;

    domain::interpolationMethodType TimeInterpolation;

    domain::interpolationMethodType StrikeInterpolation;

    domain::bool_ Extrapolation;

    domain::extrapolationType TimeExtrapolation;

    xsd::optional<domain::bool_> TimeExtrapolationVariance;

    domain::extrapolationType StrikeExtrapolation;

    xsd::optional<domain::bool_> FuturePriceCorrection;

    xsd::optional<domain::calendar> Calendar;

};


struct oneDimSolverConfigType

{

    uint64_t MaxEvaluations;

    double InitialGuess;

    double Accuracy;

    xsd::optional<domain::minMaxType> MinMax;

    xsd::optional<double> Step;

    xsd::optional<double> LowerBound;

    xsd::optional<double> UpperBound;

};


struct security_SpreadQuote_t : xsd::string

{

};


struct security_RecoveryRateQuote_t : xsd::string

{

};


struct security_CPRQuote_t : xsd::string

{

};


struct security_PriceQuote_t : xsd::string

{

};


struct security_ConversionFactor_t : xsd::string

{

};


struct baseCorrelation_QuoteName_t : xsd::string

{

};


struct baseCorrelation_IndexTerm_t : xsd::string

{

};


struct baseCorrelation_IndexSpread_t : xsd::string

{

};


struct baseCorrelation_Currency_t : xsd::string

{

};


struct baseCorrelation_RecoveryGrid_t

{

    xsd::vector<domain::baseCorrelation_RecoveryGrid_t_Grid_t> Grid;

};


struct baseCorrelation_RecoveryProbabilities_t

{

    xsd::vector<domain::baseCorrelation_RecoveryProbabilities_t_Probabilities_t> Probabilities;

};


struct baseCorrelation_QuoteTypes_t

{

    xsd::vector<domain::baseCorrelation_QuoteTypes_t_QuoteType_t> QuoteType;

};


struct simCommodityCurve_BasePriceCurve_t : xsd::string

{

};


struct simCommodityCurve_BaseYieldCurve_t : xsd::string

{

};


struct simCommodityCurve_YieldCurve_t : xsd::string

{

};


struct simCommodityCurve_SpotQuote_t : xsd::string

{

};


struct simCommodityCurve_Conventions_t : xsd::string

{

};


struct commodityBasisConfig_BasePriceCurve_t : xsd::string

{

};


struct commodityBasisConfig_BasePriceConventions_t : xsd::string

{

};


struct commodityBasisConfig_BasisConventions_t : xsd::string

{

};


struct commodityBasisConfig

{

    domain::commodityBasisConfig_BasePriceCurve_t BasePriceCurve;

    domain::commodityBasisConfig_BasePriceConventions_t BasePriceConventions;

    domain::quoteType BasisQuotes;

    domain::commodityBasisConfig_BasisConventions_t BasisConventions;

    xsd::optional<domain::dayCounter> DayCounter;

    xsd::optional<domain::commodityInterpolationType> InterpolationMethod;

    xsd::optional<domain::bool_> AddBasis;

    xsd::optional<uint64_t> MonthOffset;

    xsd::optional<domain::bool_> AverageBase;

    xsd::optional<domain::bool_> PriceAsHistoricalFixing;

};


struct priceSegmentsType

{

    xsd::vector<domain::priceSegmentType> PriceSegment;

};


struct volatilityApoFutureSurfaceConfig_MoneynessLevels_t : xsd::string

{

};


struct volatilityApoFutureSurfaceConfig_VolatilityId_t : xsd::string

{

};


struct volatilityApoFutureSurfaceConfig_PriceCurveId_t : xsd::string

{

};


struct volatilityApoFutureSurfaceConfig_FutureConventions_t : xsd::string

{

};


struct volatilityApoFutureSurfaceConfig

{

    xsd::optional<uint64_t> priority;

    xsd::optional<domain::volatilityApoFutureSurfaceConfig_QuoteType_t> QuoteType;

    xsd::optional<domain::volatilityApoFutureSurfaceConfig_VolatilityType_t> VolatilityType;

    domain::volatilityApoFutureSurfaceConfig_MoneynessLevels_t MoneynessLevels;

    domain::volatilityApoFutureSurfaceConfig_VolatilityId_t VolatilityId;

    domain::volatilityApoFutureSurfaceConfig_PriceCurveId_t PriceCurveId;

    domain::volatilityApoFutureSurfaceConfig_FutureConventions_t FutureConventions;

    domain::interpolationMethodType TimeInterpolation;

    domain::interpolationMethodType StrikeInterpolation;

    domain::bool_ Extrapolation;

    domain::extrapolationType TimeExtrapolation;

    xsd::optional<domain::bool_> TimeExtrapolationVariance;

    domain::extrapolationType StrikeExtrapolation;

    xsd::optional<domain::volatilityApoFutureSurfaceConfig_MaxTenor_t> MaxTenor;

    xsd::optional<domain::non_negative_decimal> Beta;

};


struct commodityVolatility_FutureConventions_t : xsd::string

{

};


struct commodityVolatility_OptionExpiryRollDays_t : xsd::string

{

};


struct commodityVolatility_PriceCurveId_t : xsd::string

{

};


struct commodityVolatility_YieldCurveId_t : xsd::string

{

};


struct correlation_Index1_t : xsd::string

{

};


struct correlation_Index2_t : xsd::string

{

};


struct correlation_Conventions_t : xsd::string

{

};


struct correlation_SwaptionVolatility_t : xsd::string

{

};


struct correlation_DiscountCurve_t : xsd::string

{

};


struct correlation_OptionTenors_t : xsd::string

{

};


typedef domain::businessDayConvention prohibitedExpiriesBdcType;


struct prohibitedExpiriesType_Dates_t_Date_t : domain::date

{

    xsd::optional<domain::bool_> forFuture;

    xsd::optional<domain::prohibitedExpiriesBdcType> convention;

    xsd::optional<domain::bool_> forOption;

    xsd::optional<domain::prohibitedExpiriesBdcType> optionConvention;

};


struct continuationMappingType

{

    uint64_t From;

    uint64_t To;

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_Index_t : xsd::string

{

};


enum class independentAmountType

{

    FIXED,

};


std::string to_string(independentAmountType);


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_IndependentAmount_t

{

    double IndependentAmountHeld;

    domain::independentAmountType IndependentAmountType;

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t_CallFrequency_t : xsd::string

{

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t_PostFrequency_t : xsd::string

{

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t

{

    domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t_CallFrequency_t CallFrequency;

    domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginingFrequency_t_PostFrequency_t PostFrequency;

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_MarginPeriodOfRisk_t : xsd::string

{

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_EligibleCollaterals_t_Currencies_t

{

    xsd::vector<domain::currencyCode> Currency;

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_EligibleCollaterals_t

{

    domain::nettingsetdefinitions_NettingSet_t_CSADetails_t_EligibleCollaterals_t_Currencies_t Currencies;

};


struct nettingsetdefinitions_NettingSet_t_CSADetails_t_NonExemptIMRegulations_t : xsd::string

{

};


struct parconversion_Instruments_t : xsd::string

{

};


struct parconversion_DiscountCurve_t : xsd::string

{

};


struct parconversion_RateComputationPeriod_t : xsd::string

{

};


struct parconversion_Conventions_t

{

    xsd::vector<domain::parconversion_Conventions_t_Convention_t> Convention;

};


struct indexcurve_Shifts_t : xsd::string

{

};


struct yieldcurve_CurveType_t : xsd::string

{

};


struct yieldcurve_Shifts_t : xsd::string

{

};


struct fxspot_Shifts_t : xsd::string

{

};


struct fxvolatility_Shifts_t : xsd::string

{

};


struct fxvolatility_ShiftStrikes_t : xsd::string

{

};


struct swaptionvolatility_Shifts_t

{

    xsd::vector<domain::swaptionvolatility_Shifts_t_Shift_t> Shift;

};


struct swaptionvolatility_ShiftStrikes_t : xsd::string

{

};


struct yieldvolatility_Shifts_t

{

    xsd::vector<domain::yieldvolatility_Shifts_t_Shift_t> Shift;

};


struct capfloorvolatility_Shifts_t : xsd::string

{

};


struct capfloorvolatility_ShiftStrikes_t : xsd::string

{

};


struct cdsvolatility_Shifts_t : xsd::string

{

};


struct creditcurve_Shifts_t : xsd::string

{

};


struct equityspot_Shifts_t : xsd::string

{

};


struct equityvolatility_Shifts_t : xsd::string

{

};


struct equityvolatility_ShiftStrikes_t : xsd::string

{

};


struct zeroinflationindexcurve_Shifts_t : xsd::string

{

};


struct yyinflationindexcurve_Shifts_t : xsd::string

{

};


struct cpicapfloorvolatility_Shifts_t : xsd::string

{

};


struct cpicapfloorvolatility_ShiftStrikes_t : xsd::string

{

};


struct yycapfloorvolatility_Shifts_t : xsd::string

{

};


struct yycapfloorvolatility_ShiftStrikes_t : xsd::string

{

};


struct dividendyield_Shifts_t : xsd::string

{

};


struct basecorrelation_Shifts_t : xsd::string

{

};


struct securityspread_Shifts_t : xsd::string

{

};


struct commodityCurve_Shifts_t : xsd::string

{

};


struct commodityvolatility_Shifts_t : xsd::string

{

};


struct commodityvolatility_ShiftStrikes_t : xsd::string

{

};


struct correlationcurve_Shifts_t : xsd::string

{

};


struct correlationcurve_ShiftStrikes_t : xsd::string

{

};


struct stressfxvolatility

{

    domain::currencyPair ccypair;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::optional<domain::stressfxvolatility_Shifts_t> Shifts;

    xsd::optional<domain::stressfxvolatility_ShiftExpiries_t> ShiftExpiries;

    xsd::optional<domain::stressfxvolatility_WeightedShifts_t> WeightedShifts;

};


struct stresscapfloorvolatility_Shifts_t

{

    xsd::vector<domain::stresscapfloorvolatility_Shifts_t_Shift_t> Shift;

};


struct stresscapfloorvolatility_ShiftExpiries_t : xsd::string

{

};


struct stresscapfloorvolatility

{

    xsd::optional<xsd::string> key;

    xsd::optional<domain::currencyCode> ccy;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    domain::stresscapfloorvolatility_Shifts_t Shifts;

    domain::stresscapfloorvolatility_ShiftExpiries_t ShiftExpiries;

    xsd::optional<domain::stresscapfloorvolatility_ShiftStrikes_t> ShiftStrikes;

    xsd::optional<domain::indexNameType> Index;

    xsd::optional<bool> IsRelative;

};


struct stresscommoditycurve_Shifts_t : xsd::string

{

};


struct stresscommoditycurve_ShiftTenors_t : xsd::string

{

};


struct stresscommoditycurve

{

    xsd::string commodity;

    domain::currencyCode Currency;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    domain::stresscommoditycurve_Shifts_t Shifts;

    domain::stresscommoditycurve_ShiftTenors_t ShiftTenors;

};


struct stresscommodityvolatility_Shifts_t : xsd::string

{

};


struct stresscommodityvolatility_ShiftExpiries_t : xsd::string

{

};


struct stresscommodityvolatility_ShiftMoneyness_t : xsd::string

{

};


struct stresscommodityvolatility

{

    xsd::string commodity;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    domain::stresscommodityvolatility_Shifts_t Shifts;

    domain::stresscommodityvolatility_ShiftExpiries_t ShiftExpiries;

    domain::stresscommodityvolatility_ShiftMoneyness_t ShiftMoneyness;

};


struct recoveryrate

{

    xsd::string name;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::recoveryrate_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

};


struct survivalprobability_ShiftTenors_t : xsd::string

{

};


struct survivalprobability

{

    xsd::string name;

    xsd::vector<domain::shiftTypeEntry> ShiftType;

    xsd::vector<domain::shiftSizeEntry> ShiftSize;

    xsd::optional<domain::survivalprobability_Shifts_t> Shifts;

    xsd::vector<domain::shiftSchemeEntry> ShiftScheme;

    domain::survivalprobability_ShiftTenors_t ShiftTenors;

    xsd::optional<domain::parconversion> ParConversion;

};


struct premiumData_Premium_t_SettlementData_t_FXIndex_t : xsd::string

{

};


struct premiumData_Premium_t_SettlementData_t

{

    domain::currencyCode PayCurrency;

    domain::premiumData_Premium_t_SettlementData_t_FXIndex_t FXIndex;

    xsd::optional<domain::premiumData_Premium_t_SettlementData_t_FixingDate_t> FixingDate;

};


struct amortizationData_StartDate_t : xsd::string

{

};


struct amortizationData_EndDate_t : xsd::string

{

};


struct amortizationData_Frequency_t : xsd::string

{

};


struct indexingData_Index_t : xsd::string

{

};


struct indexingData_IndexFixingCalendar_t : xsd::string

{

};


struct indexingData_FixingCalendar_t : xsd::string

{

};


struct nameData_Qualifier_t : xsd::string

{

};


struct cbCallData_Soft_t_Soft_t : xsd::base<domain::bool_>

{

    xsd::optional<xsd::string> startDate;

};


struct cbCallData_TriggerRatios_t_TriggerRatio_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbCallData_NOfMTriggers_t_NOfMTrigger_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbCallData_MakeWhole_t_ConversionRatioIncrease_t_CrIncreases_t_CrIncrease_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionData_Styles_t_Style_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionData_ConversionRatios_t_ConversionRatio_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionData_FixedAmountConversion_t_Amounts_t_Amount_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbContingentConversionData_Observations_t

{

    xsd::vector<domain::cbContingentConversionData_Observations_t_Observation_t> Observation;

};


struct cbContingentConversionData_Barriers_t

{

    xsd::vector<domain::cbContingentConversionData_Barriers_t_Barrier_t> Barrier;

};


struct cbConversionResetData_References_t_Reference_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionResetData_Thresholds_t_Threshold_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionResetData_Gearings_t_Gearing_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionResetData_Floors_t

{

    xsd::vector<domain::cbConversionResetData_Floors_t_Floor_t> Floor;

};


struct cbConversionResetData_GlobalFloors_t

{

    xsd::vector<domain::cbConversionResetData_GlobalFloors_t_GloobalFloor_t> GloobalFloor;

};


struct cbExchangeableData_EquityCreditCurve_t : xsd::string

{

};


struct flexiSwapData_Prepayment_t_PrepaymentOptions_t_PrepaymentOption_t_Type_t : xsd::string

{

};


struct flexiSwapData_Prepayment_t_PrepaymentOptions_t_PrepaymentOption_t

{

    domain::date ExerciseDate;

    domain::flexiSwapData_Prepayment_t_PrepaymentOptions_t_PrepaymentOption_t_Type_t Type;

    float Value;

};


struct ore_script_Results_t_Result_t : xsd::string

{

    xsd::optional<xsd::string> rename;

};


struct ore_script_PricingEngineConfigOverwrite_t_ModelParameters_t

{

    xsd::optional<domain::ore_script_PricingEngineConfigOverwrite_t_ModelParameters_t_Parameter_t> Parameter;

};


struct ore_script_PricingEngineConfigOverwrite_t_EngineParameters_t

{

    xsd::vector<domain::ore_script_PricingEngineConfigOverwrite_t_EngineParameters_t_Parameter_t> Parameter;

};


struct ore_script_CalibrationSpec_t_Calibration_t_Index_t : xsd::string

{

};


struct ore_script_CalibrationSpec_t_Calibration_t_Strikes_t

{

    xsd::vector<domain::ore_script_CalibrationSpec_t_Calibration_t_Strikes_t_Strike_t> Strike;

};


struct ore_script_CalibrationSpec_t_Calibration_t

{

    domain::ore_script_CalibrationSpec_t_Calibration_t_Index_t Index;

    domain::ore_script_CalibrationSpec_t_Calibration_t_Strikes_t Strikes;

};


struct ore_script_ScheduleCoarsening_t_EligibleSchedule_t : xsd::string

{

};


struct ore_script_NewSchedules_t_NewSchedule_t_Name_t : xsd::string

{

};


struct ore_script_NewSchedules_t_NewSchedule_t_Operation_t : xsd::string

{

};


struct ore_script_NewSchedules_t_NewSchedule_t_Schedules_t

{

    xsd::vector<domain::ore_script_NewSchedules_t_NewSchedule_t_Schedules_t_Schedule_t> Schedule;

};


struct ore_script_NewSchedules_t_NewSchedule_t

{

    domain::ore_script_NewSchedules_t_NewSchedule_t_Name_t Name;

    domain::ore_script_NewSchedules_t_NewSchedule_t_Operation_t Operation;

    domain::ore_script_NewSchedules_t_NewSchedule_t_Schedules_t Schedules;

};


struct ore_script_StickyCloseOutStates_t_StickyCloseOutState_t : xsd::string

{

};


struct ore_script_ConditionalExpectation_t_ModelStates_t

{

    xsd::vector<domain::ore_script_ConditionalExpectation_t_ModelStates_t_ModelState_t> ModelState;

};


struct ore_script_AmcCg_t_Components_t

{

    xsd::optional<domain::ore_script_AmcCg_t_Components_t_Component_t> Component;

};


struct ore_script_AmcCg_t_Target_t_Value_t : xsd::string

{

};


struct ore_script_AmcCg_t_Target_t_Derivative_t : xsd::string

{

};


struct ore_script_AmcCg_t_Target_t

{

    domain::ore_script_AmcCg_t_Target_t_Value_t Value;

    domain::ore_script_AmcCg_t_Target_t_Derivative_t Derivative;

};


struct scriptedTradeData_Data_t_Index_t_Values_t_Value_t : xsd::string

{

};


struct market_DefaultCurves_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_DefaultCurves_t_Calendars_t_Calendar_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_SwaptionVolatilities_t_Keys_t_Key_t : xsd::string

{

};


struct market_SwaptionVolatilities_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> key;

    xsd::optional<xsd::string> ccy;

};


struct market_YieldVolatilities_t_Cube_t_StrikeSpreads_t : xsd::string

{

};


struct market_YieldVolatilities_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> ccy;

};


struct market_CapFloorVolatilities_t_Keys_t_Key_t : xsd::string

{

};


struct market_CapFloorVolatilities_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> ccy;

};


struct market_FxVolatilities_t_Surface_t_Moneyness_t : xsd::string

{

    xsd::optional<xsd::string> ccyPair;

};


struct market_FxVolatilities_t_Surface_t_StandardDeviations_t : xsd::string

{

    xsd::optional<xsd::string> ccyPair;

};


struct market_FxVolatilities_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> ccyPair;

};


struct market_EquityVolatilities_t_Surface_t_Moneyness_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_EquityVolatilities_t_Surface_t_StandardDeviations_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_EquityVolatilities_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_Securities_t_Names_t_Name_t : xsd::string

{

};


struct market_CPRs_t_Names_t_Name_t : xsd::string

{

};


struct market_ZeroInflationIndexCurves_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_YYInflationIndexCurves_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_Commodities_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct market_CommodityVolatilities_t_Names_t_Name_t_Moneyness_t : xsd::string

{

};


struct market_BaseCorrelations_t_DayCounters_t_DayCounter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct curveAlgebraCurveOperation_Arguments_t

{

    xsd::vector<domain::curveAlgebraCurveOperation_Arguments_t_Argument_t> Argument;

};


enum class capFloor

{

    Cap,

    Floor,

};


std::string to_string(capFloor);


struct calibrationCpiCapFloor_Maturity_t : xsd::string

{

};


struct calibrationCpiCapFloor_Strike_t : xsd::string

{

};


struct calibrationCpiCapFloor

{

    domain::capFloor Type;

    domain::calibrationCpiCapFloor_Maturity_t Maturity;

    domain::calibrationCpiCapFloor_Strike_t Strike;

};


struct calibrationYoYCapFloor_Tenor_t : xsd::string

{

};


struct calibrationYoYCapFloor_Strike_t : xsd::string

{

};


struct calibrationYoYCapFloor

{

    domain::capFloor Type;

    domain::calibrationYoYCapFloor_Tenor_t Tenor;

    domain::calibrationYoYCapFloor_Strike_t Strike;

};


struct calibrationYoYSwap_Tenor_t : xsd::string

{

};


struct calibrationYoYSwap

{

    domain::calibrationYoYSwap_Tenor_t Tenor;

};


struct hw_Volatility_t_InitialValue_t_Sigma_t_Row_t : xsd::string

{

};


struct crossCurrencyLGM_CalibrationOptions_t_Expiries_t : xsd::string

{

};


struct crossCurrencyLGM_CalibrationOptions_t_Strikes_t : xsd::string

{

};


struct calibrationConfiguration_Constraints_t

{

    xsd::vector<domain::boundaryConstraint> BoundaryConstraint;

};


struct commoditySchwartz_Seasonality_t_TimeGrid_t : xsd::string

{

};


struct commoditySchwartz_Seasonality_t_InitialValue_t : xsd::string

{

};


struct reportConfiguration_Deltas_t : xsd::string

{

};


struct reportConfiguration_Moneyness_t : xsd::string

{

};


struct reportConfiguration_Strikes_t : xsd::string

{

};


struct reportConfiguration_StrikeSpreads_t : xsd::string

{

};


struct reportConfiguration_Expiries_t : xsd::string

{

};


struct reportConfiguration_PillarDates_t : xsd::string

{

};


struct reportConfiguration_UnderlyingTenors_t : xsd::string

{

};


struct reportConfiguration_ContinuationExpiry_t : xsd::string

{

};


struct yieldCurveReport_PillarDates_t : xsd::string

{

};


struct parametricSmileConfigParameter_Name_t : xsd::string

{

};


struct parametricSmileConfigParameter_InitialValue_t : xsd::string

{

};


enum class parametricVolatilityParameterCalibration

{

    Fixed,

    Calibrated,

    Implied,

};


std::string to_string(parametricVolatilityParameterCalibration);


struct parametricSmileConfigParameter

{

    domain::parametricSmileConfigParameter_Name_t Name;

    domain::parametricSmileConfigParameter_InitialValue_t InitialValue;

    domain::parametricVolatilityParameterCalibration Calibration;

};


struct capFloorVolatility_ProxyConfig_t_Source_t_RateComputationPeriod_t : xsd::string

{

};


struct capFloorVolatility_ProxyConfig_t_Target_t_RateComputationPeriod_t : xsd::string

{

};


struct cdsVolatility_Terms_t_Term_t_Label_t : xsd::string

{

};


struct cdsVolatility_Terms_t_Term_t_Curve_t : xsd::string

{

};


struct cdsVolatility_Terms_t_Term_t

{

    domain::cdsVolatility_Terms_t_Term_t_Label_t Label;

    domain::cdsVolatility_Terms_t_Term_t_Curve_t Curve;

};


struct constantVolatilityConfig_QuoteType_t : xsd::string

{

};


struct constantVolatilityConfig_VolatilityType_t : xsd::string

{

};


struct constantVolatilityConfig_ExerciseType_t : xsd::string

{

};


struct volatilityCurveConfig_QuoteType_t : xsd::string

{

};


struct volatilityCurveConfig_VolatilityType_t : xsd::string

{

};


struct volatilityCurveConfig_ExerciseType_t : xsd::string

{

};


struct quoteType_Quote_t : xsd::string

{

    xsd::optional<xsd::string> optional;

};


struct volatilityStrikeSurfaceConfig_QuoteType_t : xsd::string

{

};


struct volatilityStrikeSurfaceConfig_VolatilityType_t : xsd::string

{

};


struct volatilityStrikeSurfaceConfig_ExerciseType_t : xsd::string

{

};


struct proxySurface_FXVolatilityCurve_t : xsd::string

{

};


struct proxySurface_CorrelationCurve_t : xsd::string

{

};


struct proxySurface_CDSVolatilityCurve_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t

{

    xsd::optional<uint64_t> priority;

    domain::defaultCurveType Type;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_DiscountCurve_t> DiscountCurve;

    domain::dayCounter DayCounter;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_RecoveryRate_t> RecoveryRate;

    xsd::optional<domain::date> StartDate;

    xsd::optional<domain::quoteType> Quotes;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_BenchmarkCurve_t> BenchmarkCurve;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_SourceCurve_t> SourceCurve;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_Pillars_t> Pillars;

    xsd::optional<double> SpotLag;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_SourceCurves_t> SourceCurves;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_SwitchDates_t> SwitchDates;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_InitialState_t> InitialState;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_States_t> States;

    xsd::optional<domain::calendar> Calendar;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_Conventions_t> Conventions;

    xsd::optional<domain::bool_> Extrapolation;

    xsd::optional<double> RunningSpread;

    xsd::optional<domain::defaultCurve_Configurations_t_Configuration_t_IndexTerm_t> IndexTerm;

    xsd::optional<domain::bool_> ImplyDefaultFromMarket;

    xsd::optional<domain::bootstrapConfigType> BootstrapConfig;

    xsd::optional<domain::bool_> AllowNegativeRates;

};


struct defaultCurve_SourceCurves_t_SourceCurve_t : xsd::string

{

};


struct defaultCurve_SwitchDates_t_SwitchDate_t : xsd::string

{

};


struct directSegmentType_Conventions_t : xsd::string

{

};


struct directSegmentType_PillarChoice_t : xsd::string

{

};


struct simpleSegmentType_PillarChoice_t : xsd::string

{

};


struct simpleSegmentType_ProjectionCurve_t : xsd::string

{

};


struct compositeQuoteType_CompositeQuote_t_SpreadQuote_t : xsd::string

{

};


struct compositeQuoteType_CompositeQuote_t_RateQuote_t : xsd::string

{

};


struct compositeQuoteType_CompositeQuote_t

{

    domain::compositeQuoteType_CompositeQuote_t_SpreadQuote_t SpreadQuote;

    domain::compositeQuoteType_CompositeQuote_t_RateQuote_t RateQuote;

};


struct aoisSegmentType_PillarChoice_t : xsd::string

{

};


struct aoisSegmentType_ProjectionCurve_t : xsd::string

{

};


struct tenorBasisSegmentType_PillarChoice_t : xsd::string

{

};


struct tenorBasisSegmentType_ProjectionCurvePay_t : xsd::string

{

};


struct tenorBasisSegmentType_ProjectionCurveReceive_t : xsd::string

{

};


struct tenorBasisSegmentType_ProjectionCurveLong_t : xsd::string

{

};


struct tenorBasisSegmentType_ProjectionCurveShort_t : xsd::string

{

};


struct crossCurrencySegmentType_PillarChoice_t : xsd::string

{

};


struct crossCurrencySegmentType_ProjectionCurveDomestic_t : xsd::string

{

};


struct crossCurrencySegmentType_ProjectionCurveForeign_t : xsd::string

{

};


struct zeroSpreadType_PillarChoice_t : xsd::string

{

};


struct discountRatioType_PillarChoice_t : xsd::string

{

};


struct discountRatioType_Conventions_t : xsd::string

{

};


struct fittedBondType_PillarChoice_t : xsd::string

{

};


struct fittedBondType_IborIndexCurves_t

{

    xsd::vector<domain::fittedBondType_IborIndexCurves_t_IborIndexCurve_t> IborIndexCurve;

};


struct BondYieldShiftedType_IborIndexCurves_t

{

    xsd::vector<domain::BondYieldShiftedType_IborIndexCurves_t_IborIndexCurve_t> IborIndexCurve;

};


struct iborFallbackType_PillarChoice_t : xsd::string

{

};


struct inlfSegmentType_Conventions_t : xsd::string

{

};


struct inlfSegmentType

{

    domain::inlfSegmentType_Conventions_t Conventions;

    domain::quoteType Quotes;

};


struct factorType_Factor_t : xsd::string

{

};


struct volatilityMoneynessSurfaceConfig_QuoteType_t : xsd::string

{

};


struct volatilityMoneynessSurfaceConfig_VolatilityType_t : xsd::string

{

};


struct volatilityMoneynessSurfaceConfig_ExerciseType_t : xsd::string

{

};


struct volatilityDeltaSurfaceConfig_QuoteType_t : xsd::string

{

};


struct volatilityDeltaSurfaceConfig_VolatilityType_t : xsd::string

{

};


struct volatilityDeltaSurfaceConfig_ExerciseType_t : xsd::string

{

};


struct minMaxType

{

    double Min;

    double Max;

};


struct baseCorrelation_RecoveryGrid_t_Grid_t : xsd::string

{

    xsd::string seniority;

};


struct baseCorrelation_RecoveryProbabilities_t_Probabilities_t : xsd::string

{

    xsd::string seniority;

};


struct baseCorrelation_QuoteTypes_t_QuoteType_t : xsd::string

{

};


enum class priceSegmentTypeType

{

    Future,

    AveragingFuture,

    AveragingSpot,

    AveragingOffPeakPower,

    OffPeakPowerDaily,

};


std::string to_string(priceSegmentTypeType);


struct priceSegmentType_Conventions_t : xsd::string

{

};


struct priceSegmentType

{

    domain::priceSegmentTypeType Type;

    xsd::optional<uint64_t> Priority;

    domain::priceSegmentType_Conventions_t Conventions;

    xsd::optional<domain::quoteType> Quotes;

    xsd::optional<domain::priceSegmentType_PeakPriceCurveId_t> PeakPriceCurveId;

    xsd::optional<domain::priceSegmentType_PeakPriceCalendar_t> PeakPriceCalendar;

    xsd::optional<domain::offPeakDailyType> OffPeakDaily;

};


struct volatilityApoFutureSurfaceConfig_QuoteType_t : xsd::string

{

};


struct volatilityApoFutureSurfaceConfig_VolatilityType_t : xsd::string

{

};


struct volatilityApoFutureSurfaceConfig_MaxTenor_t : xsd::string

{

};


struct parconversion_Conventions_t_Convention_t : xsd::string

{

    xsd::optional<xsd::string> id;

};


struct swaptionvolatility_Shifts_t_Shift_t : xsd::base<float>

{

    xsd::optional<xsd::string> expiry;

    xsd::optional<xsd::string> term;

};


struct yieldvolatility_Shifts_t_Shift_t : xsd::base<float>

{

    xsd::optional<xsd::string> expiry;

    xsd::optional<xsd::string> term;

};


struct stressfxvolatility_Shifts_t : xsd::string

{

};


struct stressfxvolatility_ShiftExpiries_t : xsd::string

{

};


struct stressfxvolatility_WeightedShifts_t_WeightingSchema_t : xsd::string

{

};


struct stressfxvolatility_WeightedShifts_t_Shift_t : xsd::string

{

};


struct stressfxvolatility_WeightedShifts_t_Tenor_t : xsd::string

{

};


struct stressfxvolatility_WeightedShifts_t

{

    domain::stressfxvolatility_WeightedShifts_t_WeightingSchema_t WeightingSchema;

    domain::stressfxvolatility_WeightedShifts_t_Shift_t Shift;

    domain::stressfxvolatility_WeightedShifts_t_Tenor_t Tenor;

    xsd::optional<domain::stressfxvolatility_WeightedShifts_t_ShiftWeights_t> ShiftWeights;

    xsd::optional<domain::stressfxvolatility_WeightedShifts_t_WeightTenors_t> WeightTenors;

};


struct stresscapfloorvolatility_Shifts_t_Shift_t : xsd::string

{

    xsd::optional<xsd::string> tenor;

};


struct stresscapfloorvolatility_ShiftStrikes_t : xsd::string

{

};


struct recoveryrate_Shifts_t : xsd::string

{

};


struct survivalprobability_Shifts_t : xsd::string

{

};


struct premiumData_Premium_t_SettlementData_t_FixingDate_t : xsd::string

{

};


struct cbContingentConversionData_Observations_t_Observation_t : xsd::string

{

    xsd::optional<xsd::string> startDate;

};


struct cbContingentConversionData_Barriers_t_Barrier_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionResetData_Floors_t_Floor_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct cbConversionResetData_GlobalFloors_t_GloobalFloor_t : xsd::base<float>

{

    xsd::optional<xsd::string> startDate;

};


struct ore_script_PricingEngineConfigOverwrite_t_ModelParameters_t_Parameter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct ore_script_PricingEngineConfigOverwrite_t_EngineParameters_t_Parameter_t : xsd::string

{

    xsd::optional<xsd::string> name;

};


struct ore_script_CalibrationSpec_t_Calibration_t_Strikes_t_Strike_t : xsd::string

{

};


struct ore_script_NewSchedules_t_NewSchedule_t_Schedules_t_Schedule_t : xsd::string

{

};


struct ore_script_ConditionalExpectation_t_ModelStates_t_ModelState_t : xsd::string

{

};


struct ore_script_AmcCg_t_Components_t_Component_t : xsd::string

{

};


struct curveAlgebraCurveOperation_Arguments_t_Argument_t : xsd::string

{

};


struct boundaryConstraint

{

    xsd::string parameter;

    float LowerBound;

    float UpperBound;

};


struct defaultCurve_Configurations_t_Configuration_t_DiscountCurve_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_RecoveryRate_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_BenchmarkCurve_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_SourceCurve_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_Pillars_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_SourceCurves_t

{

    xsd::vector<domain::defaultCurve_Configurations_t_Configuration_t_SourceCurves_t_SourceCurve_t> SourceCurve;

};


struct defaultCurve_Configurations_t_Configuration_t_SwitchDates_t

{

    xsd::vector<domain::defaultCurve_Configurations_t_Configuration_t_SwitchDates_t_SwitchDate_t> SwitchDate;

};


struct defaultCurve_Configurations_t_Configuration_t_InitialState_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_States_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_Conventions_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_IndexTerm_t : xsd::string

{

};


struct fittedBondType_IborIndexCurves_t_IborIndexCurve_t : xsd::string

{

    xsd::optional<xsd::string> iborIndex;

};


struct BondYieldShiftedType_IborIndexCurves_t_IborIndexCurve_t : xsd::string

{

    xsd::optional<xsd::string> iborIndex;

};


struct priceSegmentType_PeakPriceCurveId_t : xsd::string

{

};


struct priceSegmentType_PeakPriceCalendar_t : xsd::string

{

};


struct offPeakDailyType

{

    domain::quoteType OffPeakQuotes;

    domain::quoteType PeakQuotes;

};


struct stressfxvolatility_WeightedShifts_t_ShiftWeights_t : xsd::string

{

};


struct stressfxvolatility_WeightedShifts_t_WeightTenors_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_SourceCurves_t_SourceCurve_t : xsd::string

{

};


struct defaultCurve_Configurations_t_Configuration_t_SwitchDates_t_SwitchDate_t : xsd::string

{

};


void load_file(const std::string& file, portfolio& Portfolio);

void load_data(const std::string& data, portfolio& Portfolio);

void save_file(const std::string& file, const portfolio& Portfolio);

std::string save_data(const portfolio& Portfolio);


void load_file(const std::string& file, trade& Trade);

void load_data(const std::string& data, trade& Trade);

void save_file(const std::string& file, const trade& Trade);

std::string save_data(const trade& Trade);


void load_file(const std::string& file, simulation& Simulation);

void load_data(const std::string& data, simulation& Simulation);

void save_file(const std::string& file, const simulation& Simulation);

std::string save_data(const simulation& Simulation);


void load_file(const std::string& file, crossAssetModel& CrossAssetModel);

void load_data(const std::string& data, crossAssetModel& CrossAssetModel);

void save_file(const std::string& file, const crossAssetModel& CrossAssetModel);

std::string save_data(const crossAssetModel& CrossAssetModel);


void load_file(const std::string& file, creditsimulation& CreditSimulation);

void load_data(const std::string& data, creditsimulation& CreditSimulation);

void save_file(const std::string& file, const creditsimulation& CreditSimulation);

std::string save_data(const creditsimulation& CreditSimulation);


void load_file(const std::string& file, curveconfiguration& CurveConfiguration);

void load_data(const std::string& data, curveconfiguration& CurveConfiguration);

void save_file(const std::string& file, const curveconfiguration& CurveConfiguration);

std::string save_data(const curveconfiguration& CurveConfiguration);


void load_file(const std::string& file, conventions& Conventions);

void load_data(const std::string& data, conventions& Conventions);

void save_file(const std::string& file, const conventions& Conventions);

std::string save_data(const conventions& Conventions);


void load_file(const std::string& file, collateralBalances& CollateralBalances);

void load_data(const std::string& data, collateralBalances& CollateralBalances);

void save_file(const std::string& file, const collateralBalances& CollateralBalances);

std::string save_data(const collateralBalances& CollateralBalances);


void load_file(const std::string& file, nettingsetdefinitions& NettingSetDefinitions);

void load_data(const std::string& data, nettingsetdefinitions& NettingSetDefinitions);

void save_file(const std::string& file, const nettingsetdefinitions& NettingSetDefinitions);

std::string save_data(const nettingsetdefinitions& NettingSetDefinitions);


void load_file(const std::string& file, pricingengines& PricingEngines);

void load_data(const std::string& data, pricingengines& PricingEngines);

void save_file(const std::string& file, const pricingengines& PricingEngines);

std::string save_data(const pricingengines& PricingEngines);


void load_file(const std::string& file, todaysmarket& TodaysMarket);

void load_data(const std::string& data, todaysmarket& TodaysMarket);

void save_file(const std::string& file, const todaysmarket& TodaysMarket);

std::string save_data(const todaysmarket& TodaysMarket);


void load_file(const std::string& file, sensitivityanalysis& SensitivityAnalysis);

void load_data(const std::string& data, sensitivityanalysis& SensitivityAnalysis);

void save_file(const std::string& file, const sensitivityanalysis& SensitivityAnalysis);

std::string save_data(const sensitivityanalysis& SensitivityAnalysis);


void load_file(const std::string& file, stresstesting& StressTesting);

void load_data(const std::string& data, stresstesting& StressTesting);

void save_file(const std::string& file, const stresstesting& StressTesting);

std::string save_data(const stresstesting& StressTesting);


void load_file(const std::string& file, ore& ORE);

void load_data(const std::string& data, ore& ORE);

void save_file(const std::string& file, const ore& ORE);

std::string save_data(const ore& ORE);


void load_file(const std::string& file, calendaradjustment& CalendarAdjustments);

void load_data(const std::string& data, calendaradjustment& CalendarAdjustments);

void save_file(const std::string& file, const calendaradjustment& CalendarAdjustments);

std::string save_data(const calendaradjustment& CalendarAdjustments);


void load_file(const std::string& file, currencyConfig& CurrencyConfig);

void load_data(const std::string& data, currencyConfig& CurrencyConfig);

void save_file(const std::string& file, const currencyConfig& CurrencyConfig);

std::string save_data(const currencyConfig& CurrencyConfig);


void load_file(const std::string& file, currencyDefinition& Currency);

void load_data(const std::string& data, currencyDefinition& Currency);

void save_file(const std::string& file, const currencyDefinition& Currency);

std::string save_data(const currencyDefinition& Currency);


void load_file(const std::string& file, counterpartyInformation& CounterpartyInformation);

void load_data(const std::string& data, counterpartyInformation& CounterpartyInformation);

void save_file(const std::string& file, const counterpartyInformation& CounterpartyInformation);

std::string save_data(const counterpartyInformation& CounterpartyInformation);


}

}

}

ores
ORE Studio - Graphical interface and data management for Open Source Risk Engine.
Definition image.hpp:27

ores::comms::messaging::to_string
std::string to_string(ores::utility::serialization::error_code ec)
Convert error_code to string for display.
Definition message_types.hpp:592

ores::cli::config::entity
entity
List of available entities to target.
Definition entity.hpp:28

src.generator.load_data
load_data(data_dir)
Definition generator.py:12