IM_Commodity_VegaMargin

Description Margin aggregation from Commodity vega sensitivities
Notation $VegaMargin_{RiskClass}$
Formula $$Margin = \sqrt{\sum_{b}K_{b}^{2} + \sum_{b}{\sum_{c \neq b} \gamma_{b,c} \cdot g_{b,c} \cdot S_{b} \cdot S_{c}}} + K_{residual}$$