The Curvature Risk Position
Up/Down
measures are $K_b^\pm$ in [MAR21.5](3).
Within each Bucket (except the “other” bucket), the Curvature CVR Up/Down values are
combined using the formula in [MAR21.5](3).
For the “other” bucket, the Curvature Risk Position Up/Down is
calculated as the sum of the positive CVR Up/Down values.
Implementation Note: This calculation has been optimised so that it
is performed with $O(N)$ (linear) time complexity, where $N$ is the
number of Risk Factors.